vix_deribit_implied_vol_stress_signal

41

closed trades

34%

win rate

-12.25

total pnl ($)

1.277

weight

7d window — n=25 wr=40% pnl=+3.70 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 20:18:02 (40.5d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: agl__restored_b1eb79b2

n: 150 · wr: 62.0% · total_bps: +5545.0 · mean_bps: +36.97 · sharpe: +0.26 · max_dd_bps: -1944.2

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

time	sym	side	entry→exit	pnl	close
06-29 08:04	BTC	Sell	59848→60013	-0.91	timeout
06-29 03:47	BTC	Sell	59135→59941	-3.63	timeout
06-28 23:48	BTC	Sell	59537→59727	-1.02	timeout
06-28 19:33	BTC	Sell	60135→59633	+1.86	timeout
06-28 15:33	BTC	Sell	60080→60012	+0.06	timeout
06-28 11:19	BTC	Sell	59892→60178	-1.42	timeout
06-27 09:34	BTC	Sell	60416→60382	-0.08	timeout
06-27 05:36	BTC	Sell	59880→60179	-1.47	timeout
06-27 01:32	BTC	Sell	59619→59903	-1.41	timeout
06-26 21:39	BTC	Sell	60184→59873	+1.08	timeout
06-26 17:37	BTC	Sell	59639→59963	-1.57	timeout
06-26 13:36	BTC	Sell	60141→59134	+3.97	timeout
06-26 09:30	BTC	Sell	59989→60088	-0.64	timeout
06-26 05:20	BTC	Sell	59785→59899	-0.70	timeout
06-26 01:17	BTC	Sell	59572→59617	-0.41	timeout
06-25 21:17	BTC	Sell	59645→59567	+0.11	timeout
06-25 13:51	BTC	Sell	61137.9→59187	+7.75	take_profit
06-25 10:30	BTC	Sell	61542.9→61552.1	-0.26	timeout
06-25 06:26	BTC	Sell	60808→61631.1	-3.61	timeout
06-25 02:25	BTC	Sell	60803→60820	-0.30	timeout
06-24 20:06	BTC	Sell	59419→60525.3	-4.89	stop_loss
06-24 16:51	BTC	Sell	61824.9→59851	+7.74	take_profit
06-23 23:28	BTC	Sell	62334.9→62647.1	-1.48	timeout
06-23 19:10	BTC	Sell	62528.9→62305.1	+0.67	timeout
06-23 15:08	BTC	Sell	62472.9→62324.1	+0.36	timeout
06-23 11:12	BTC	Sell	63168.8→62349.1	+3.00	timeout
06-22 01:26	BTC	Sell	63455.8→64640.5	-4.89	stop_loss
06-19 16:53	BTC	Sell	62593.9→63076.2	-2.15	timeout
06-19 12:51	BTC	Sell	62581.9→62541.1	-0.07	timeout
06-19 08:47	BTC	Sell	62667.9→62622.1	-0.06	timeout
06-19 04:44	BTC	Sell	62882.9→62568.1	+1.02	timeout
06-19 00:42	BTC	Sell	62860.9→63007.2	-0.81	timeout
06-18 20:48	BTC	Sell	62706.9→63065.2	-1.67	timeout
06-08 12:36	BTC	Sell	63201.8→63285.2	-0.55	timeout
06-08 08:36	BTC	Sell	63155.8→63102.2	-0.00	timeout
06-08 04:31	BTC	Sell	63205.8→62877.1	+1.08	timeout
06-07 22:13	BTC	Sell	61314.9→62456.3	-4.88	stop_loss
06-07 20:31	BTC	Sell	61990.9→61752.1	+0.73	timeout
06-07 16:25	BTC	Sell	62522.9→62273.1	+0.78	timeout
06-07 12:17	BTC	Sell	62104.9→62053.1	-0.02	timeout
06-07 08:16	BTC	Sell	61502.9→62316.1	-3.54	timeout

Paper (trades.jsonl)

41

closed

34%

win rate

-12.25

total pnl ($)

-11.9 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	41	34%	-11.9	-12.25

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 41 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)