options_ivrv_zscore_short

88

closed trades

49%

win rate

+125.95

total pnl ($)

1.551

weight

7d window — n=25 wr=48% pnl=+57.63 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-01 19:19:32 (25.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485393_09489

n: 12 · wr: 33.3% · total_bps: -261.6 · mean_bps: -21.80 · sharpe: -0.35 · max_dd_bps: -261.6

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

time	sym	side	entry→exit	pnl	close
06-26 18:29	BTC	Sell	59961→59842	+0.60	timeout
06-26 12:11	BTC	Sell	59858→59397	+3.43	timeout
06-26 05:57	BTC	Sell	59563→59933	-3.56	timeout
06-25 13:55	BTC	Sell	61157.9→58471.9	+21.50	take_profit
06-25 13:53	BTC	Sell	61491.9→58791.9	+21.47	take_profit
06-25 11:23	BTC	Sell	60971→61258.1	-2.80	timeout
06-25 05:20	BTC	Sell	59505→61531.1	-17.49	timeout
06-24 16:51	BTC	Sell	62566.9→59783	+21.75	take_profit
06-24 16:47	BTC	Sell	62817.9→60057	+21.44	take_profit
06-24 12:07	BTC	Sell	62795.9→62808.1	-0.55	timeout
06-24 05:55	BTC	Sell	62327.9→62856.1	-4.66	timeout
06-23 23:18	BTC	Sell	62372.9→62554.1	-1.91	timeout
06-23 17:40	BTC	Sell	63434.8→62574.1	+6.34	timeout
06-23 10:36	BTC	Sell	64060.8→62278.1	+13.36	timeout
06-23 04:12	BTC	Sell	64690.8→63996.2	+4.92	timeout
06-22 22:02	BTC	Sell	64121.8→64347.2	-2.21	timeout
06-22 15:45	BTC	Sell	64149.8→65010.3	-7.17	timeout
06-22 09:47	BTC	Sell	63814.8→64091.2	-2.57	timeout
06-22 03:47	BTC	Sell	64241.8→64077.2	+0.86	timeout
06-21 21:41	BTC	Sell	64142.8→63893.2	+1.50	timeout
06-21 15:35	BTC	Sell	64325.8→64170.2	+0.73	timeout
06-21 05:47	BTC	Sell	63831.8→64226.2	-3.54	timeout
06-20 13:02	BTC	Sell	63512.8→63605.2	-1.16	timeout
06-20 06:59	BTC	Sell	63086.8→63727.2	-5.52	timeout
06-20 00:56	BTC	Sell	62705.9→63545.2	-7.15	timeout
06-19 18:50	BTC	Sell	62759.9→63025.2	-2.55	timeout
06-19 13:05	BTC	Sell	63061.8→62906.1	+0.74	timeout
06-19 07:02	BTC	Sell	62667.9→62867.1	-2.06	timeout
06-19 01:53	BTC	Sell	64057.8→62957.1	+8.09	timeout
06-18 19:33	BTC	Sell	64224.8→62810.1	+10.47	timeout
06-18 13:19	BTC	Sell	64632.8→64348.2	+1.75	timeout
06-18 07:34	BTC	Sell	64415.8→64249.2	+0.84	timeout
06-18 01:32	BTC	Sell	64935.8→64690.2	+1.48	timeout
06-17 19:14	BTC	Sell	65664.7→65333.3	+2.08	timeout
06-17 13:06	BTC	Sell	65774.7→65009.3	+5.38	timeout
06-17 07:03	BTC	Sell	65691.7→65597.3	+0.28	timeout
06-17 00:58	BTC	Sell	66397.7→65726.3	+4.64	timeout
06-16 19:02	BTC	Sell	66370.7→65724.3	+4.46	timeout
06-16 09:22	BTC	Sell	66498.7→66621.3	-1.37	timeout
06-15 23:01	BTC	Sell	65864.7→66171.3	-2.75	timeout
06-15 16:11	BTC	Sell	65717.7→67189.4	-11.62	timeout
06-15 07:28	BTC	Sell	63762.8→65978.3	-17.81	timeout
06-14 23:18	BTC	Sell	64522.8→65585.3	-8.67	timeout
06-14 17:20	BTC	Sell	64323.8→63935.2	+2.61	timeout
06-14 11:15	BTC	Sell	64423.8→64549.2	-1.42	timeout
06-14 05:14	BTC	Sell	63931.8→64308.2	-3.41	timeout
06-13 22:44	BTC	Sell	63845.8→64485.2	-5.44	timeout
06-13 16:43	BTC	Sell	63587.8→64038.2	-3.99	timeout
06-13 09:28	BTC	Sell	63492.8→63794.2	-2.78	timeout
06-12 23:33	BTC	Sell	63700.8→63421.2	+1.80	timeout
06-12 17:41	BTC	Sell	63329.8→63795.2	-4.12	timeout
06-12 11:35	BTC	Sell	63468.8→63654.2	-1.87	timeout
06-12 05:35	BTC	Sell	63194.8→63443.2	-2.39	timeout
06-11 19:06	BTC	Sell	62622.9→63464.2	-7.10	timeout
06-11 04:00	BTC	Sell	62599.9→62665.1	-0.90	timeout
06-10 20:18	BTC	Sell	61590.9→61819.1	-2.27	timeout
06-10 03:09	BTC	Sell	61620.9→62023.1	-3.77	timeout
06-09 19:43	BTC	Sell	63162.8→61848.1	+10.00	timeout
06-09 08:14	BTC	Sell	63223.8→62888.1	+2.22	timeout
06-09 02:12	BTC	Sell	63836.8→62745.1	+8.09	timeout
06-08 20:05	BTC	Sell	63145.8→63368.2	-2.19	timeout
06-08 14:01	BTC	Sell	63123.8→63769.2	-5.54	timeout
06-07 22:15	BTC	Sell	61723.9→64234.3	-20.79	stop_loss
06-07 22:15	BTC	Sell	61497.9→63998.2	-20.78	stop_loss
06-07 19:49	BTC	Sell	62223.9→61365.1	+6.43	timeout
06-07 13:50	BTC	Sell	61398.9→61770.1	-3.46	timeout
06-07 07:43	BTC	Sell	60569→62186.1	-13.82	timeout
06-07 01:34	BTC	Sell	60734→61540.1	-7.05	timeout
06-06 10:16	BTC	Sell	61482.9→60714	+5.82	timeout
06-06 03:19	BTC	Sell	60793→60860	-0.99	timeout
06-05 16:10	BTC	Sell	62735.9→59981	+21.48	take_profit
06-05 15:41	BTC	Sell	62837.9→60063	+21.61	take_profit
06-05 09:19	BTC	Sell	63609.8→62992.1	+4.39	timeout
06-05 03:48	BTC	Sell	63705.8→62784.1	+6.75	timeout
06-04 21:44	BTC	Sell	62872.9→63442.2	-4.99	timeout
06-04 16:56	BTC	Sell	64350.8→63533.2	+5.95	timeout
06-04 01:51	BTC	Sell	65229.7→62365.1	+21.51	take_profit
06-03 23:54	BTC	Sell	67082.6→64137.2	+21.50	take_profit
06-03 16:41	BTC	Sell	66373.7→65910.3	+3.07	timeout
06-03 11:33	BTC	Sell	66502.7→67232.4	-5.87	timeout
06-03 03:57	BTC	Sell	67276.6→65902.3	+9.77	timeout
06-02 15:37	BTC	Sell	70168.5→67083.4	+21.55	take_profit
06-02 14:27	BTC	Sell	70950.5→67832.4	+21.55	take_profit
06-02 08:06	BTC	Sell	71542.4→70056.5	+10.01	timeout
06-01 03:21	BTC	Sell	73666.3→73913.7	-2.09	timeout
05-31 19:07	BTC	Sell	73965.3→73585.7	+2.15	timeout
05-29 19:49	BTC	Sell	73370.3→73626.7	-2.18	timeout
05-29 02:40	BTC	Sell	72896.4→73436.7	-4.09	timeout

Paper (trades.jsonl)

88

closed

49%

win rate

+125.95

total pnl ($)

+28.5 bps

avg bps net

Live (dry_run=0)

1

closed

0%

win rate

-0.73

total pnl ($)

-19.6 bps

avg bps net

Live: 1 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
BTC	88	49%	+28.5	+125.95

time	sym	side	reason
06-24 11:53	BTC	Sell	stale_intent
06-24 11:53	BTC	Sell	stale_intent
06-24 06:26	BTC	Sell	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 88 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 3)

Postmortem feed (last 10)