options_iv_expansion_momentum

not live
21
closed trades
43%
win rate
-28.98
total pnl ($)
1.139
weight
7d window — n=6 wr=33% pnl=-14.45  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 04:54:31 (38.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: ti
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 12:40BTCBuy60293→59170.4-9.77stop_loss
06-26 02:12BTCBuy60018→58900.6-9.75stop_loss
06-25 14:33BTCSell58729.1→59822.9-9.77stop_loss
06-24 17:46BTCSell61191.9→59238+15.49take_profit
06-23 20:21BTCBuy62753.1→62447.9-2.88timeout
06-23 12:28BTCSell62704.9→62364.1+2.22timeout
06-07 22:14BTCBuy61786.1→63758.8+15.51take_profit
06-07 12:42BTCBuy62805.1→61630.1-9.81stop_loss
06-07 07:26BTCBuy61455.1→62217.9+5.77timeout
06-06 15:50BTCSell60937→60803+0.65timeout
06-06 05:46BTCSell60731→60755-0.66timeout
06-05 16:22BTCSell60415→61539.8-9.76stop_loss
06-05 09:15BTCSell62107.9→63284.8-9.93stop_loss
06-05 03:01BTCBuy63652.2→62468.6-9.74stop_loss
06-04 17:17BTCBuy64447.2→63239.2-9.83stop_loss
06-04 13:21BTCSell63551.8→63104.2+3.05timeout
06-04 00:54BTCSell65067.7→62991.1+15.50take_profit
06-03 16:01BTCBuy67263.4→66012.7-9.76stop_loss
06-03 05:13BTCSell66041.7→67271-9.76stop_loss
06-02 20:20BTCSell68349.6→67020.4+9.26timeout
06-02 08:28BTCSell70767.5→70005.5+4.96timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
43%
win rate
-28.98
total pnl ($)
-27.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2143%-27.5-28.98

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems