put_call_ratio_extreme_fear_short_vol · strategy

closed trades

45%

win rate

+87.09

total pnl ($)

1.566

weight

7d window — n=23 wr=52% pnl=+57.34 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-02 09:09:38 (25.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485393_12561

n: 23 · wr: 34.8% · total_bps: -216.3 · mean_bps: -9.40 · sharpe: -0.12 · max_dd_bps: -554.7

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 03:41	BTC	Sell	60400→60289	+0.37	timeout
06-26 21:49	BTC	Sell	59778→59908	-1.21	timeout
06-26 15:15	BTC	Sell	58840.1→59780	-6.73	timeout
06-26 08:42	BTC	Sell	59436→60215	-5.61	timeout
06-26 02:44	BTC	Sell	59448→58761.9	+4.23	timeout
06-25 13:59	BTC	Sell	60737→58064.9	+17.20	take_profit
06-25 13:53	BTC	Sell	61692.9→58982.9	+17.20	take_profit
06-25 08:33	BTC	Sell	60795→61709.1	-6.37	timeout
06-25 02:45	BTC	Sell	61151.9→60744	+2.30	timeout
06-24 16:47	BTC	Sell	62777.9→60020	+17.16	take_profit
06-24 14:50	BTC	Sell	62738.9→61139.1	+9.82	timeout
06-24 08:37	BTC	Sell	62444.9→62703.1	-1.99	timeout
06-24 02:17	BTC	Sell	62732.9→62803.1	-0.79	timeout
06-23 20:15	BTC	Sell	62582.9→62444.1	+0.53	timeout
06-23 14:53	BTC	Sell	64206.8→62500.1	+10.24	timeout
06-23 08:45	BTC	Sell	64451.8→62332.1	+12.72	timeout
06-22 09:13	BTC	Sell	63602.8→64193.2	-4.04	timeout
06-22 00:38	BTC	Sell	63915.8→63969.2	-0.69	timeout
06-21 14:36	BTC	Sell	64218.8→63986.2	+1.06	timeout
06-21 08:38	BTC	Sell	63842.8→63950.2	-0.97	timeout
06-21 01:53	BTC	Sell	63413.8→64255.2	-5.65	timeout
06-20 19:54	BTC	Sell	63680.8→63907.2	-1.79	timeout
06-20 13:52	BTC	Sell	63541.8→63433.2	+0.34	timeout
06-20 07:47	BTC	Sell	62996.8→63699.2	-4.82	timeout
06-20 01:46	BTC	Sell	63255.8→63533.2	-2.11	timeout
06-19 19:39	BTC	Sell	62500.9→62975.1	-3.38	timeout
06-19 10:25	BTC	Sell	62813.9→62434.1	+2.02	timeout
06-19 03:45	BTC	Sell	62748.9→62677.1	+0.07	timeout
06-18 21:22	BTC	Sell	64423.8→63011.2	+8.36	timeout
06-18 14:30	BTC	Sell	64682.8→63756.2	+5.37	timeout
06-18 08:27	BTC	Sell	64416.8→64540.2	-1.13	timeout
06-18 01:40	BTC	Sell	65168.7→64600.2	+3.15	timeout
06-17 16:11	BTC	Sell	65869.7→65725.3	+0.50	timeout
06-17 10:07	BTC	Sell	65740.7→64829.2	+5.22	timeout
06-17 04:04	BTC	Sell	65874.7→65830.3	-0.07	timeout
06-16 21:59	BTC	Sell	66488.7→65751.3	+4.11	timeout
06-16 15:55	BTC	Sell	66057.7→65921.3	+0.47	timeout
06-16 09:49	BTC	Sell	66367.7→66506.3	-1.20	timeout
06-16 03:46	BTC	Sell	66968.7→66109.3	+4.76	timeout
06-15 21:39	BTC	Sell	65504.7→66440.3	-6.05	timeout
06-15 15:32	BTC	Sell	65694.7→66690.3	-6.43	timeout
06-15 09:26	BTC	Sell	64916.8→65662.3	-4.96	timeout
06-15 03:15	BTC	Sell	64090.8→65702.3	-10.40	timeout
06-14 21:11	BTC	Sell	64429.8→63998.2	+2.33	timeout
06-14 15:07	BTC	Sell	64470.8→64095.2	+1.98	timeout
06-14 09:02	BTC	Sell	64282.8→64399.2	-1.06	timeout
06-14 02:58	BTC	Sell	64212.8→64474.2	-2.00	timeout
06-13 20:52	BTC	Sell	63791.8→64232.2	-3.11	timeout
06-13 14:47	BTC	Sell	63615.8→64191.2	-3.96	timeout
06-13 08:45	BTC	Sell	63495.8→63864.2	-2.65	timeout
06-13 02:51	BTC	Sell	63598.8→63539.2	+0.01	timeout
06-12 20:43	BTC	Sell	63363.8→63536.2	-1.44	timeout
06-12 15:03	BTC	Sell	63576.8→63906.2	-2.40	timeout
06-12 09:02	BTC	Sell	63397.8→63458.2	-0.71	timeout
06-12 02:52	BTC	Sell	62915.9→63575.2	-4.51	timeout
06-11 20:42	BTC	Sell	62878.9→63275.2	-2.82	timeout
06-11 14:35	BTC	Sell	61957.9→62902.1	-6.42	timeout
06-11 08:30	BTC	Sell	61868.9→62921.1	-7.11	timeout
06-11 02:27	BTC	Sell	62063.9→62102.1	-0.58	timeout
06-10 20:18	BTC	Sell	61589.9→61817.1	-1.81	timeout
06-10 05:05	BTC	Sell	61540.9→62023.1	-3.54	timeout
06-09 23:06	BTC	Sell	62564.9→62023.1	+3.06	timeout
06-09 17:07	BTC	Sell	63141.8→61520.1	+9.94	timeout
06-09 11:01	BTC	Sell	63411.8→62757.1	+3.75	timeout
06-09 04:58	BTC	Sell	63475.8→63264.2	+0.97	timeout
06-08 22:55	BTC	Sell	63123.8→63313.2	-1.55	timeout
06-08 16:50	BTC	Sell	62812.9→63603.2	-5.35	timeout
06-08 10:45	BTC	Sell	63143.8→63211.2	-0.79	timeout
06-08 04:42	BTC	Sell	62168.9→62706.1	-3.81	timeout
06-07 22:40	BTC	Sell	62317.9→63154.2	-5.73	timeout
06-07 16:35	BTC	Sell	61643.9→62225.1	-4.10	timeout
06-07 10:55	BTC	Sell	60672→62372.1	-11.58	timeout
06-07 04:28	BTC	Sell	60617→61540.1	-6.45	timeout
06-06 22:22	BTC	Sell	60526→60593	-0.83	timeout
06-06 16:20	BTC	Sell	59980→60722	-5.31	timeout
06-06 09:16	BTC	Sell	61821.9→61233.1	+3.47	timeout
06-06 03:26	BTC	Sell	60982→60724	+1.34	timeout
06-05 15:40	BTC	Sell	62847.9→60088	+17.19	take_profit
06-05 15:37	BTC	Sell	63065.8→60293	+17.22	take_profit
06-05 09:19	BTC	Sell	63609.8→62992.1	+3.52	timeout
06-05 03:52	BTC	Sell	63853.8→62768.1	+6.42	timeout
06-04 21:45	BTC	Sell	62932.9→63496.2	-3.95	timeout
06-04 16:59	BTC	Sell	64348.8→63555.2	+4.61	timeout
06-04 01:51	BTC	Sell	65251.7→62386.1	+17.21	take_profit
06-03 23:48	BTC	Sell	67151.6→64203.2	+17.20	take_profit
06-03 16:40	BTC	Sell	66373.7→65891.3	+2.57	timeout
06-03 10:21	BTC	Sell	67085.6→67183.4	-0.89	timeout
06-03 02:43	BTC	Sell	67889.6→66772.3	+6.23	timeout
06-02 14:26	BTC	Sell	70954.5→67837.4	+17.23	take_profit
05-30 22:16	BTC	Sell	73610.3→73865.7	-1.70	timeout
05-29 08:28	BTC	Sell	73602.3→73785.7	-1.35	timeout
05-28 20:36	BTC	Sell	73242.3→73632.7	-2.43	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

+87.09

total pnl ($)

+23.5 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	92	45%	+23.5	+87.09

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…