options_skew_extreme_put_fade_long · strategy

closed trades

48%

win rate

-265.15

total pnl ($)

0.325

weight

7d window — n=24 wr=42% pnl=-150.40 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 23:44	BTC	Buy	59954→60030	+0.19	timeout
06-26 17:30	BTC	Buy	59536→60146	+5.50	timeout
06-25 16:58	BTC	Buy	59845→59292	-6.01	timeout
06-25 13:54	BTC	Buy	60831→58540.8	-23.06	stop_loss
06-25 13:51	BTC	Buy	61284.1→59092.5	-21.99	stop_loss
06-25 13:48	BTC	Buy	61614.1→59418.3	-21.89	stop_loss
06-24 16:43	BTC	Buy	62354.1→60133.9	-21.85	stop_loss
06-24 15:49	BTC	Buy	62533.1→60305.8	-21.82	stop_loss
06-24 15:45	BTC	Buy	62650.1→60417.8	-21.86	stop_loss
06-24 10:50	BTC	Buy	62242.1→62487.9	+1.80	timeout
06-24 05:24	BTC	Buy	63428.2→62831.9	-6.25	timeout
06-23 11:00	BTC	Buy	64116.2→62295.9	-17.34	timeout
06-23 08:17	BTC	Buy	64652.2→62340.7	-21.99	stop_loss
06-23 04:47	BTC	Buy	64039.2→63801.8	-2.80	timeout
06-22 22:41	BTC	Buy	63651.2→63880.8	+1.62	timeout
06-22 10:36	BTC	Buy	64298.2→64116.8	-2.35	timeout
06-22 04:29	BTC	Buy	64511.2→63933.8	-5.94	timeout
06-21 22:26	BTC	Buy	64155.2→63691.8	-4.85	timeout
06-21 16:32	BTC	Buy	63913.2→64117.8	+1.42	timeout
06-21 10:19	BTC	Buy	63673.2→64244.8	+4.76	timeout
06-21 04:15	BTC	Buy	63395.2→64377.8	+8.77	timeout
06-20 22:11	BTC	Buy	63047.2→63979.8	+8.34	timeout
06-20 16:11	BTC	Buy	63106.2→64009.8	+7.94	timeout
06-20 04:52	BTC	Buy	62531.1→63550.8	+9.25	timeout
06-19 22:36	BTC	Buy	62765.1→63238.8	+3.93	timeout
06-19 16:36	BTC	Buy	62564.1→63247.8	+6.05	timeout
06-19 10:44	BTC	Buy	63996.2→62399.9	-15.41	timeout
06-18 22:23	BTC	Buy	64209.2→62812.9	-13.49	timeout
06-18 10:31	BTC	Buy	64939.2→63956.8	-9.71	timeout
06-18 05:08	BTC	Buy	65968.3→63621	-21.91	stop_loss
06-18 04:42	BTC	Buy	65897.3→63893.8	-18.81	timeout
06-17 16:38	BTC	Buy	65764.3→66042.7	+1.90	timeout
06-17 10:33	BTC	Buy	66615.3→64940.8	-15.73	timeout
06-17 04:16	BTC	Buy	66103.3→65796.7	-3.37	timeout
06-16 22:00	BTC	Buy	66340.3→65736.7	-6.11	timeout
06-16 09:52	BTC	Buy	65543.3→66537.7	+8.50	timeout
06-16 03:40	BTC	Buy	65765.3→66025.7	+1.89	timeout
06-15 21:29	BTC	Buy	64667.2→66354.7	+15.05	timeout
06-15 15:22	BTC	Buy	64079.2→66619.7	+23.07	timeout
06-15 09:15	BTC	Buy	64416.2→65651.7	+10.98	timeout
06-15 03:10	BTC	Buy	64482.2→65591.7	+9.74	timeout
06-14 21:03	BTC	Buy	64293.2→63992.8	-3.37	timeout
06-14 14:58	BTC	Buy	64204.2→63932.8	-3.09	timeout
06-14 08:53	BTC	Buy	63784.2→64425.8	+5.43	timeout
06-14 02:47	BTC	Buy	63583.2→64444.8	+7.62	timeout
06-13 20:45	BTC	Buy	63502.2→64221.8	+6.24	timeout
06-13 14:52	BTC	Buy	63563.2→64192.8	+5.35	timeout
06-13 08:43	BTC	Buy	63361.2→63864.8	+4.12	timeout
06-12 20:48	BTC	Buy	63256.2→63426.8	+1.06	timeout
06-12 14:42	BTC	Buy	62843.1→63596.8	+6.56	timeout
06-12 08:38	BTC	Buy	62915.1→63430.8	+4.28	timeout
06-12 02:36	BTC	Buy	61976.1→63483.8	+13.94	timeout
06-11 20:32	BTC	Buy	61793.1→63320.8	+14.13	timeout
06-11 14:25	BTC	Buy	62122.1→62916.9	+7.01	timeout
06-11 08:18	BTC	Buy	61597.1→62803.9	+11.05	timeout
06-10 16:00	BTC	Buy	61113.1→62595.9	+13.96	timeout
06-10 04:02	BTC	Buy	62812.1→62016.9	-8.01	timeout
06-09 14:44	BTC	Buy	63522.2→61259.3	-21.93	stop_loss
06-09 14:29	BTC	Buy	63799.2→61524.1	-21.95	stop_loss
06-09 09:56	BTC	Buy	63433.2→62653.9	-7.88	timeout
06-09 03:50	BTC	Buy	63065.2→62777.9	-3.27	timeout
06-08 21:49	BTC	Buy	61720.1→63760.8	+19.26	timeout
06-08 15:50	BTC	Buy	62036.1→63815.8	+16.49	timeout
06-08 09:42	BTC	Buy	62506.1→63206.8	+6.18	timeout
06-08 03:35	BTC	Buy	61613.1→63164.8	+14.55	timeout
06-07 21:30	BTC	Buy	60894→61765.9	+8.08	timeout
06-07 15:23	BTC	Buy	60474→61793.9	+12.54	timeout
06-07 09:18	BTC	Buy	61220.1→62801.9	+15.01	timeout
06-07 03:15	BTC	Buy	60896→61503.9	+5.38	timeout
06-06 15:19	BTC	Buy	60799→60396	-4.51	timeout
06-06 04:34	BTC	Buy	61673.1→59474.3	-21.93	stop_loss
06-05 14:04	BTC	Buy	62742.1→60507.7	-21.91	stop_loss
06-05 09:44	BTC	Buy	62879.1→62782.9	-1.43	timeout
06-05 06:22	BTC	Buy	63616.2→61347.2	-21.91	stop_loss
06-05 06:22	BTC	Buy	63712.2→61441.2	-21.88	stop_loss
06-05 05:01	BTC	Buy	64171.2→63516.8	-6.59	timeout
06-04 00:39	BTC	Buy	65358.3→63032.3	-21.89	stop_loss
06-04 00:24	BTC	Buy	66383.3→64020.8	-21.88	stop_loss
06-03 23:33	BTC	Buy	66509.3→64481.8	-18.83	timeout
06-03 23:03	BTC	Buy	66900.3→64495.5	-22.18	stop_loss
06-02 14:27	BTC	Buy	70175.5→67666.8	-22.01	stop_loss
06-02 14:10	BTC	Buy	70886.5→68353.4	-22.02	stop_loss
05-31 23:53	BTC	Buy	73812.7→73657.3	-1.78	timeout
05-31 09:52	BTC	Buy	73554.7→73918.3	+2.25	timeout
05-30 23:48	BTC	Buy	73388.7→73803.3	+2.92	timeout
05-30 13:15	BTC	Buy	73093.7→73706.3	+4.40	timeout
05-30 06:45	BTC	Buy	73671.7→73619.3	-1.01	timeout
05-30 01:26	BTC	Buy	73606.7→73611.3	-0.55	timeout
05-29 19:24	BTC	Buy	73496.7→73291.3	-2.27	timeout
05-29 12:39	BTC	Buy	73412.7→73219.3	-2.14	timeout
05-29 06:36	BTC	Buy	72732.6→73671.3	+7.06	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-265.15

total pnl ($)

-48.2 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	91	48%	-48.2	-265.15

Recent bounces (last 20 of 4)

time	sym	side	reason
06-27 00:27	BTC	Buy	stale_intent
06-25 17:34	BTC	Buy	below_min_notional_skip
06-24 17:14	BTC	Buy	stale_intent
06-24 11:31	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…