options_max_pain_gravity

not live
3
closed trades
0%
win rate
-28.20
total pnl ($)
1.072
weight
7d window — n=2 wr=0% pnl=-25.59  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 03:41:37 (23.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: eh
n: 2  ·  wr: 50.0%  ·  total_bps: +29.3  ·  mean_bps: +14.65  ·  sharpe: +0.40  ·  max_dd_bps: -21.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:41BTCBuy61817.1→60287.8-12.81stop_loss
06-24 14:13BTCBuy62650.1→61105.4-12.77stop_loss
04-24 16:00BTCSell77671→78022-2.61timeout

Paper vs Live

Paper (trades.jsonl)
3
closed
0%
win rate
-28.20
total pnl ($)
-188.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC30%-188.0-28.20

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
04-24 16:00BTCSell-2.61The market was in a mild uptrend with BTC gaining 1.70% over 24 hours and neutral funding. The short thesis failed because the trade was closed by timeout before the anticipated reversal materialized, as the market continued to grind higher.
04-24 16:00BTCSell-2.61The market was in a mild uptrend with BTC up 1.70% over 24 hours and neutral funding, showing no strong directional bias. The short thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the market did not move d…
04-24 16:00BTCSell-2.61BTC was trading in a narrow range with low volatility and slightly positive hourly momentum. The short thesis failed because the market did not move decisively within the timeout period, resulting in a small loss from funding costs.
04-24 16:00BTCSell-2.61BTC was trading in a narrow range with low volatility and slightly positive funding. The short thesis failed because the market remained range-bound without a directional move, leading to a timeout exit with a small loss.
04-24 16:00BTCSell-2.61BTC was trading in a narrow range with low volatility and slightly positive momentum across timeframes. The short thesis failed because the market did not move decisively within the timeout period, resulting in a small loss from funding costs without a dire…
04-24 16:00BTCSell-2.61BTC traded in a narrow range with low volatility, showing minimal directional movement over the hour. The short thesis failed because the market did not decline within the timeout period, leading to a small loss from funding costs.
04-24 16:00BTCSell-2.61The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the holding period.
04-24 16:00BTCSell-2.61The market was in a low-funding, sideways consolidation with no clear directional bias. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected move did not materialize within the holding period.
04-24 16:00BTCSell-2.61BTC was trading in a tight range with low volatility and neutral funding, showing no clear directional bias. The short thesis failed because the market remained range-bound and did not decline within the timeout period, leading to a small loss from funding …
04-24 16:00BTCSell-2.61BTC was trading in a narrow range with low volatility, showing a slight uptrend over the past 24 hours and week. The short thesis failed because the market did not move decisively lower within the timeout period, resulting in a small loss from funding costs.