options_max_pain_extreme_near_expiry_fade

not live
8
closed trades
25%
win rate
-29.70
total pnl ($)
1.106
weight
7d window — n=2 wr=0% pnl=-19.57  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 13:17:17 (40.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: acr
n: 3  ·  wr: 33.3%  ·  total_bps: -99.0  ·  mean_bps: -32.99  ·  sharpe: -0.33  ·  max_dd_bps: -199.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 8 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:39BTCBuy61785.1→60632.6-9.77stop_loss
06-24 13:43BTCBuy62652.1→61480.2-9.80stop_loss
06-18 21:55BTCBuy62502.1→62881.9+2.61timeout
06-11 14:28BTCBuy62903.1→62912.9-0.40timeout
06-10 14:21BTCBuy61605.1→61845.9+1.50timeout
06-05 13:28BTCBuy62222.1→62174.9-0.84timeout
06-04 10:30BTCBuy63588.2→62405.7-9.73stop_loss
06-03 14:06BTCBuy67152.4→66774.7-3.27timeout

Paper vs Live

Paper (trades.jsonl)
8
closed
25%
win rate
-29.70
total pnl ($)
-74.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC825%-74.2-29.70

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems