vix_spike_crypto_lag_fear_transmission_short

33

closed trades

33%

win rate

-77.32

total pnl ($)

1.242

weight

7d window — n=6 wr=33% pnl=-1.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 07:00:09 (41.1d ago) · src: canon

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

n: 30 · wr: 30.0% · total_bps: -579.1 · mean_bps: -19.30 · sharpe: -0.24 · max_dd_bps: -1079.7

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

time	sym	side	entry→exit	pnl	close
06-26 15:38	BTC	Sell	59357→60462.2	-12.68	stop_loss
06-24 11:57	BTC	Sell	62841.9→62855.1	-0.72	timeout
06-24 05:51	BTC	Sell	62695.9→62867.1	-2.34	timeout
06-23 08:28	BTC	Sell	63966.8→61925.1	+20.14	take_profit
06-22 21:23	BTC	Sell	64945.8→64256.2	+6.32	timeout
06-22 13:44	BTC	Sell	64233.8→65430	-12.65	stop_loss
06-18 06:23	BTC	Sell	64617.8→63934.2	+6.30	timeout
06-18 00:22	BTC	Sell	65396.7→64623.2	+7.10	timeout
06-11 12:42	BTC	Sell	62914.9→62809.1	+0.55	timeout
06-11 06:21	BTC	Sell	61764.9→62914.6	-12.64	stop_loss
06-11 00:35	BTC	Sell	61834.9→61802.1	-0.23	timeout
06-10 15:54	BTC	Sell	61629.9→62778.5	-12.69	stop_loss
06-08 12:28	BTC	Sell	63011.8→62981.1	-0.27	timeout
06-08 06:22	BTC	Sell	63161.8→63047.2	+0.60	timeout
06-07 22:14	BTC	Sell	62193.9→63352.8	-12.70	stop_loss
06-07 18:18	BTC	Sell	61950.9→62141.1	-2.59	timeout
06-07 08:47	BTC	Sell	61652.9→62804.5	-12.73	stop_loss
06-07 05:13	BTC	Sell	60814→61946.1	-12.69	stop_loss
06-07 00:08	BTC	Sell	60474→60808	-4.16	timeout
06-06 18:06	BTC	Sell	60922→60529	+3.59	timeout
06-06 12:03	BTC	Sell	61081.9→60917	+1.15	timeout
05-18 17:25	BTC	Sell	76805.2→76586.8	+1.28	timeout
05-16 11:29	BTC	Sell	78977.1→78981	-0.59	timeout
05-15 20:02	BTC	Sell	78876.1→79160	-2.94	timeout
05-15 14:02	BTC	Sell	80669→78883.9	+13.79	timeout
05-12 04:43	BTC	Sell	81715.9→81724.1	-0.66	timeout
05-12 01:30	BTC	Sell	81835.9→81724.1	+0.31	timeout
05-11 19:30	BTC	Sell	81063.9→81844.1	-6.84	timeout
05-06 08:33	BTC	Sell	80238→81727.9	-12.56	stop_loss
05-04 22:22	BTC	Sell	80240→80248	-0.68	timeout
05-04 14:47	BTC	Sell	78317.1→79770.9	-12.66	stop_loss
04-30 11:44	BTC	Sell	75677→75889.8	-2.41	timeout
04-30 05:44	BTC	Sell	75742→75677	-0.03	timeout

Paper (trades.jsonl)

33

closed

33%

win rate

-77.32

total pnl ($)

-36.1 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	33	33%	-36.1	-77.32

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
05-06 08:33	BTC	Sell	-12.56	The market was in a persistent downtrend across timeframes, with BTC declining 1.26% in 24 hours and 2.67% over the week. The short thesis failed because the stop-loss was triggered by a temporary intraday bounce against the prevailing bearish momentum.
05-04 22:22	BTC	Sell	-0.68	The market was in a tight consolidation phase with neutral momentum and flat funding rates as Bitcoin hovered near $80,360. The thesis failed because the trade was closed due to a timeout, indicating the position was held too long without a decisive price m…
05-04 14:47	BTC	Sell	-12.66	The market was in a low-funding, high-open-interest environment where BTC price action triggered a stop loss. The thesis failed because the anticipated reversal did not materialize, resulting in an exit via stop_loss.
04-30 05:44	BTC	SELL	-1.14	At close, Bitcoin was trading sideways near $75,650 with modest intraday gains (+0.26% 1h) but remained down 2.09% over 24h and 2.93% over 7d, showing persistent weakness without capitulation despite negative funding rates. The short thesis failed because t…

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Cumulative P&L (last 33 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)