options_put_call_ratio_extreme_short_vol_fear_gate · strategy

closed trades

48%

win rate

+193.25

total pnl ($)

1.957

weight

7d window — n=22 wr=55% pnl=+120.69 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 84 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:12	BTC	Sell	59448→60373	-8.21	timeout
06-27 04:24	BTC	Sell	59959→60423	-4.33	timeout
06-26 21:54	BTC	Sell	60006→59941	+0.12	timeout
06-26 15:44	BTC	Sell	59144→60395	-10.91	timeout
06-25 16:39	BTC	Sell	60266→59308	+7.46	timeout
06-25 13:58	BTC	Sell	60903→58227.9	+21.44	take_profit
06-25 13:54	BTC	Sell	61208.9→58520.9	+21.50	take_profit
06-25 13:53	BTC	Sell	61665.9→58957.9	+21.46	take_profit
06-24 16:51	BTC	Sell	62526.9→59750	+21.60	take_profit
06-24 16:46	BTC	Sell	62856.9→60095	+21.48	take_profit
06-24 16:03	BTC	Sell	62410.9→60259	+16.63	timeout
06-24 09:58	BTC	Sell	62347.9→62682.1	-3.12	timeout
06-24 05:40	BTC	Sell	63445.8→62929.1	+3.68	timeout
06-23 09:54	BTC	Sell	64101.8→62372.1	+12.85	timeout
06-23 08:24	BTC	Sell	65077.7→62203.1	+21.49	take_profit
06-23 03:58	BTC	Sell	63924.8→64036.2	-1.29	timeout
06-22 21:32	BTC	Sell	63702.8→64272.2	-4.91	timeout
06-22 09:22	BTC	Sell	63982.8→64113.2	-1.32	timeout
06-22 03:18	BTC	Sell	64294.8→64207.2	+0.25	timeout
06-21 20:20	BTC	Sell	63920.8→64054.2	-1.52	timeout
06-21 13:59	BTC	Sell	63400.8→64091.2	-5.93	timeout
06-20 19:48	BTC	Sell	62997.8→63913.2	-7.72	timeout
06-20 06:34	BTC	Sell	62796.9→63668.2	-7.31	timeout
06-19 23:52	BTC	Sell	62917.9→63293.2	-3.43	timeout
06-19 17:52	BTC	Sell	62692.9→63130.2	-3.91	timeout
06-19 12:45	BTC	Sell	64254.8→62443.1	+13.55	timeout
06-18 23:55	BTC	Sell	64470.8→62934.1	+11.40	timeout
06-18 15:53	BTC	Sell	65343.7→62466.1	+21.31	take_profit
06-18 12:08	BTC	Sell	64845.8→63933.2	+6.58	timeout
06-18 06:19	BTC	Sell	65862.7→63820.2	+15.04	timeout
06-17 17:58	BTC	Sell	65915.7→66012.3	-1.13	timeout
06-17 11:42	BTC	Sell	66365.7→64770.2	+11.63	timeout
06-17 05:32	BTC	Sell	66010.7→65840.3	+0.87	timeout
06-16 23:23	BTC	Sell	66157.7→65630.3	+3.60	timeout
06-16 08:48	BTC	Sell	65738.7→66620.3	-7.16	timeout
06-16 02:43	BTC	Sell	65590.7→65829.3	-2.30	timeout
06-15 15:47	BTC	Sell	63893.8→67128.9	-25.71	stop_loss
06-15 14:25	BTC	Sell	64238.8→66408.3	-17.35	timeout
06-15 02:14	BTC	Sell	64600.8→65634.3	-8.41	timeout
06-14 20:03	BTC	Sell	64244.8→63823.2	+2.87	timeout
06-14 13:55	BTC	Sell	64040.8→64302.2	-2.49	timeout
06-14 07:56	BTC	Sell	63778.8→64436.2	-5.59	timeout
06-14 01:46	BTC	Sell	63783.8→64574.2	-6.66	timeout
06-13 19:16	BTC	Sell	63689.8→64161.2	-4.15	timeout
06-13 11:38	BTC	Sell	63668.8→63898.2	-2.16	timeout
06-13 05:39	BTC	Sell	63338.8→63508.2	-1.79	timeout
06-12 23:31	BTC	Sell	63366.8→63459.2	-1.13	timeout
06-12 17:33	BTC	Sell	63365.8→63760.2	-3.54	timeout
06-12 10:59	BTC	Sell	63105.8→63690.2	-5.01	timeout
06-12 04:54	BTC	Sell	62761.9→63686.2	-7.75	timeout
06-11 21:54	BTC	Sell	61216.9→63486.2	-18.84	timeout
06-11 14:50	BTC	Sell	61865.9→62852.1	-8.33	timeout
06-11 08:19	BTC	Sell	61616.9→62810.1	-10.01	timeout
06-10 19:46	BTC	Sell	61816.9→61916.1	-1.18	timeout
06-10 13:45	BTC	Sell	62340.9→62288.1	-0.01	timeout
06-10 07:44	BTC	Sell	63161.8→62023.1	+8.46	timeout
06-09 18:48	BTC	Sell	63365.8→61654.1	+13.13	timeout
06-09 12:33	BTC	Sell	63179.8→62591.1	+4.16	timeout
06-09 06:25	BTC	Sell	62979.9→63432.2	-3.99	timeout
06-08 22:29	BTC	Sell	62941.9→63344.2	-3.61	timeout
06-08 16:31	BTC	Sell	62214.9→63831.2	-13.35	timeout
06-08 10:26	BTC	Sell	62496.9→63121.2	-5.45	timeout
06-08 04:22	BTC	Sell	61544.9→62843.1	-10.98	timeout
06-07 22:14	BTC	Sell	60483→63545.9	-25.78	stop_loss
06-07 16:14	BTC	Sell	60758→62144.1	-11.77	timeout
06-07 06:08	BTC	Sell	61078.9→61694.1	-5.54	timeout
06-06 22:17	BTC	Sell	61535.9→60680	+6.43	timeout
06-06 15:22	BTC	Sell	60673→60563	+0.45	timeout
06-05 14:26	BTC	Sell	63129.8→60358	+21.50	take_profit
06-05 13:57	BTC	Sell	63607.8→60815	+21.51	take_profit
06-05 13:57	BTC	Sell	63706.8→60904	+21.55	take_profit
06-05 09:43	BTC	Sell	62863.9→62787.1	+0.14	timeout
06-05 05:01	BTC	Sell	64164.8→63523.2	+4.49	timeout
06-04 01:49	BTC	Sell	65351.7→62482.1	+21.51	take_profit
06-04 00:29	BTC	Sell	66376.7→63462.2	+21.49	take_profit
06-04 00:24	BTC	Sell	66893.7→63956.2	+21.50	take_profit
06-03 23:29	BTC	Sell	66389.7→64498.2	+13.80	timeout
06-02 19:32	BTC	Sell	70113.5→66697.3	+23.92	take_profit
06-02 14:27	BTC	Sell	70815.5→67704.4	+21.54	take_profit
05-31 15:19	BTC	Sell	73896.3→73669.7	+1.12	timeout
05-30 14:54	BTC	Sell	72939.4→73895.7	-6.86	timeout
05-30 07:48	BTC	Sell	73368.3→73486.7	-1.22	timeout
05-29 21:44	BTC	Sell	73884.3→73568.7	+1.74	timeout
05-29 14:33	BTC	Sell	72995.4→72773.6	+1.19	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

+193.25

total pnl ($)

+45.9 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	84	48%	+45.9	+193.25

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 14:00	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…