realized_vol_compression_expansion

not live
5
closed trades
40%
win rate
-2.69
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 13:52:41 (40.0d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: ado
n: 188  ·  wr: 51.1%  ·  total_bps: +2181.8  ·  mean_bps: +11.61  ·  sharpe: +0.10  ·  max_dd_bps: -1385.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-31 05:45BTCSell73774.3→74072.7-1.23timeout
05-30 12:53BTCSell73554.3→73638.7-0.51timeout
05-23 18:41BTCSell74715.3→75852.8-4.02timeout
05-22 15:40BTCSell77234.1→76689.8+1.55timeout
05-21 15:39BTCSell77665.1→77126.9+1.52timeout

Paper vs Live

Paper (trades.jsonl)
5
closed
40%
win rate
-2.69
total pnl ($)
-21.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC540%-21.9-2.69

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems