options_dvol_ivrv_zscore_short

82

closed trades

52%

win rate

+181.87

total pnl ($)

1.522

weight

7d window — n=22 wr=36% pnl=+45.78 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 19:38:41 (24.1d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485393_89614

n: 128 · wr: 46.1% · total_bps: +404.3 · mean_bps: +3.16 · sharpe: +0.02 · max_dd_bps: -4712.5

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-27 20:41	BTC	Sell	59660→60236	-5.34	timeout
06-27 14:48	BTC	Sell	59683→60641	-8.47	timeout
06-27 08:40	BTC	Sell	60192→60368	-1.89	timeout
06-27 02:33	BTC	Sell	58653.1→60230	-13.87	timeout
06-26 20:23	BTC	Sell	59601→59682	-1.02	timeout
06-26 14:18	BTC	Sell	58945.1→59908	-8.57	timeout
06-25 13:59	BTC	Sell	60770→58095.9	+21.51	take_profit
06-25 13:53	BTC	Sell	61709.9→58996.9	+21.51	take_profit
06-24 14:49	BTC	Sell	62537.9→61129.1	+10.77	timeout
06-24 08:46	BTC	Sell	62299.9→62752.1	-4.00	timeout
06-24 02:52	BTC	Sell	64186.8→62708.1	+11.12	timeout
06-23 20:56	BTC	Sell	64412.8→62420.1	+15.02	timeout
06-23 08:45	BTC	Sell	64232.8→62321.1	+14.24	timeout
06-23 08:27	BTC	Sell	64874.8→62026.1	+21.45	take_profit
06-23 02:38	BTC	Sell	64484.8→64164.2	+2.04	timeout
06-22 20:33	BTC	Sell	64056.8→64446.2	-3.47	timeout
06-22 14:35	BTC	Sell	63965.8→65001.2	-8.42	timeout
06-22 08:30	BTC	Sell	64012.8→64167.2	-1.60	timeout
06-22 02:25	BTC	Sell	64199.8→64507.2	-2.75	timeout
06-21 20:25	BTC	Sell	63912.8→64095.2	-1.88	timeout
06-21 14:22	BTC	Sell	63287.8→63999.2	-6.14	timeout
06-21 08:20	BTC	Sell	63516.8→64042.2	-4.47	timeout
06-20 20:15	BTC	Sell	63047.8→63928.2	-7.47	timeout
06-20 14:12	BTC	Sell	63022.8→63218.2	-1.94	timeout
06-20 08:07	BTC	Sell	62586.9→63556.2	-8.13	timeout
06-20 02:20	BTC	Sell	62934.9→63387.2	-4.06	timeout
06-18 14:49	BTC	Sell	65071.7→63948.2	+8.16	timeout
06-18 08:43	BTC	Sell	64964.8→64495.2	+3.20	timeout
06-18 02:42	BTC	Sell	65806.7→64713.2	+7.90	timeout
06-17 20:45	BTC	Sell	65819.7→64165.2	+12.11	timeout
06-17 14:31	BTC	Sell	65557.7→65236.3	+2.01	timeout
06-17 08:31	BTC	Sell	66536.7→65152.3	+9.93	timeout
06-17 02:19	BTC	Sell	66013.7→65852.3	+0.79	timeout
06-16 20:19	BTC	Sell	66501.7→65749.3	+5.30	timeout
06-16 14:10	BTC	Sell	66294.7→66129.3	+0.88	timeout
06-16 08:10	BTC	Sell	65703.7→66401.3	-5.82	timeout
06-16 02:06	BTC	Sell	65566.7→66288.3	-5.96	timeout
06-15 13:20	BTC	Sell	64275.8→66887.8	-20.79	stop_loss
06-15 11:23	BTC	Sell	63769.8→66361.5	-20.77	stop_loss
06-15 01:51	BTC	Sell	64607.8→65533.3	-7.59	timeout
06-14 19:51	BTC	Sell	64298.8→63753.2	+3.84	timeout
06-14 13:50	BTC	Sell	64096.8→64284.2	-1.91	timeout
06-14 07:50	BTC	Sell	63792.8→64413.2	-5.30	timeout
06-14 01:42	BTC	Sell	63788.8→64597.2	-6.81	timeout
06-11 20:21	BTC	Sell	61783.9→63515.2	-14.33	timeout
06-11 14:16	BTC	Sell	61916.9→62820.1	-7.64	timeout
06-11 08:15	BTC	Sell	61602.9→62789.1	-9.95	timeout
06-10 15:57	BTC	Sell	61011.9→62688.1	-14.13	timeout
06-10 09:54	BTC	Sell	62642.9→61289.1	+10.26	timeout
06-10 03:53	BTC	Sell	62730.9→62023.1	+5.05	timeout
06-09 16:05	BTC	Sell	63752.8→60949	+21.65	take_profit
06-09 15:49	BTC	Sell	63773.8→61301.1	+18.96	timeout
06-09 09:43	BTC	Sell	63276.8→62626.1	+4.68	timeout
06-09 03:38	BTC	Sell	63062.8→62686.1	+2.52	timeout
06-08 21:38	BTC	Sell	61771.9→63749.2	-16.42	timeout
06-08 15:34	BTC	Sell	61959.9→63905.2	-16.10	timeout
06-08 09:31	BTC	Sell	62568.9→63371.2	-6.84	timeout
06-07 22:15	BTC	Sell	61585.9→64088.2	-20.78	stop_loss
06-07 21:29	BTC	Sell	60860→61746.1	-7.75	timeout
06-07 09:17	BTC	Sell	61208.9→62808.1	-13.55	timeout
06-07 03:15	BTC	Sell	60884→61492.1	-5.39	timeout
06-06 21:11	BTC	Sell	61752.9→60788	+7.29	timeout
06-06 15:20	BTC	Sell	60650→60462	+1.09	timeout
06-05 14:28	BTC	Sell	63098.8→60328	+21.50	take_profit
06-05 13:57	BTC	Sell	63610.8→60817	+21.52	take_profit
06-05 13:57	BTC	Sell	63692.8→60894	+21.53	take_profit
06-05 09:45	BTC	Sell	63082.8→62870.1	+1.21	timeout
06-05 04:59	BTC	Sell	64348.8→63574.2	+5.51	timeout
06-04 01:50	BTC	Sell	65324.7→62456.1	+21.51	take_profit
06-04 00:29	BTC	Sell	66373.7→63459.2	+21.48	take_profit
06-04 00:29	BTC	Sell	66504.7→63584.2	+21.48	take_profit
06-03 23:48	BTC	Sell	67151.6→64203.2	+21.50	take_profit
06-02 14:09	BTC	Sell	71585.4→68442.4	+21.54	take_profit
06-02 13:44	BTC	Sell	71625.4→68865.4	+18.85	timeout
06-02 02:07	BTC	Sell	73393.3→70167.5	+21.65	take_profit
06-01 22:43	BTC	Sell	73865.3→71158.6	+18.02	timeout
06-01 05:48	BTC	Sell	74047.3→73423.7	+3.79	timeout
05-31 23:51	BTC	Sell	73809.3→73692.7	+0.31	timeout
05-31 20:16	BTC	Sell	73923.3→73650.7	+1.38	timeout
05-31 09:51	BTC	Sell	73559.3→73959.7	-3.02	timeout
05-30 07:12	BTC	Sell	73765.3→73517.7	+1.27	timeout
05-30 01:41	BTC	Sell	73469.3→73582.7	-1.18	timeout

Paper (trades.jsonl)

82

closed

52%

win rate

+181.87

total pnl ($)

+44.0 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	82	52%	+44.0	+181.87

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 82 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)