vix_btc_correlation_breakdown

not live
11
closed trades
36%
win rate
-15.33
total pnl ($)
1.218
weight
7d window — n=2 wr=50% pnl=+12.12  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-17 00:26:13 (36.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: iz
n: 14  ·  wr: 35.7%  ·  total_bps: -629.6  ·  mean_bps: -44.97  ·  sharpe: -0.30  ·  max_dd_bps: -997.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 11 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 12:22BTCSell65433.7→64091.2+12.82timeout
06-16 06:46BTCBuy66443.3→66424.7-0.70timeout
05-18 21:00BTCSell76859.2→76880.8-0.68timeout
05-18 08:46BTCSell78021.1→76948.8+8.47timeout
05-17 20:46BTCSell77877.1→78253.9-3.74timeout
05-17 07:59BTCSell77963.1→78140.9-2.05timeout
05-16 02:02BTCSell80642→79104+11.78timeout
05-12 13:30BTCSell81835.9→81724.1+0.36timeout
05-12 01:30BTCSell80729→81724.1-8.57timeout
05-06 10:21BTCSell80215→82186.2-16.46stop_loss
05-04 14:50BTCSell78317.1→80241.1-16.56stop_loss

Paper vs Live

Paper (trades.jsonl)
11
closed
36%
win rate
-15.33
total pnl ($)
-22.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1136%-22.1-15.33

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-06 10:21BTCSell-16.46The market was in a broad downtrend with BTC declining across all timeframes and negative funding rates. The short thesis failed because the stop-loss was triggered by a temporary intraday bounce against the prevailing bearish momentum.
05-04 14:50BTCSell-16.56The market was in a neutral regime with low funding rates and elevated open interest, suggesting a lack of strong directional conviction. The trade failed because the price moved against the short position and hit the stop loss before any corrective reversa…