options_max_pain_vol_filtered

not live
0
closed trades
0%
win rate
+0.00
total pnl ($)
0.000
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 03:55:46 (35.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: og__restored_47d0e3d3
n: 25  ·  wr: 24.0%  ·  total_bps: -1946.3  ·  mean_bps: -77.85  ·  sharpe: -0.86  ·  max_dd_bps: -1946.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 0 closed)

no closed trades to chart

Last 100 trades

timesymsideentry→exitpnlclose
none

Paper vs Live

Paper (trades.jsonl)
0
closed
0%
win rate
+0.00
total pnl ($)
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
no paper trades

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-06 06:38BTCSell-16.20The market was in a short-term consolidation phase with neutral funding rates and stable open interest near the $81,261 level. The thesis failed because the anticipated immediate downside momentum did not materialize, triggering the stop loss before the tra…
05-04 17:01BTCSell-6.87The market was in a tight consolidation phase with low volatility and neutral funding rates, creating an environment where directional momentum was absent. The thesis failed because the anticipated breakout never materialized, resulting in a forced exit due…
04-27 15:04BTCSell+10.56# Trade Analysis: BTC Max Pain Fade (Short) BTC was consolidating slightly lower through the close—down 0.79% on the day and 0.42% in the final hour—while funding rates remained deeply negative at -0.20 bps, signaling short-biased leverage positioning with…
04-27 00:55BTCSell-7.46Bitcoin rallied 1.77% higher in the hour before the trade closed and maintained a positive 2.39% daily gain, pushing price away from the max pain level that triggered the short entry. The thesis failed because realized volatility exceeded the 40.2% implied …
04-26 20:43BTCSell-5.19At close, BTC was trading at $78,219 with neutral funding at -0.001159% and elevated open interest of $3.8B, showing a stable but directionless market. The max pain fade thesis failed because BTC rallied 735 bps from the $77,484 entry to $78,219 at timeout …
04-26 08:44BTCSell-2.31At close, Bitcoin was trading near $78,006 with elevated open interest of $3.77B and positive funding at 0.000514%, indicating modest bullish sentiment without extreme leverage. The max pain fade strategy failed because realized volatility (39.8%) settled a…