vol_basis_zscore_fear_gate_short · strategy

closed trades

49%

win rate

+119.87

total pnl ($)

1.634

weight

7d window — n=24 wr=58% pnl=+68.53 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 89 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 07:42	BTC	Sell	59916→60415	-4.61	timeout
06-27 01:28	BTC	Sell	58881.1→59959	-9.60	timeout
06-26 19:19	BTC	Sell	60566→59963	+4.59	timeout
06-26 13:00	BTC	Sell	59649→59169	+3.60	timeout
06-26 06:53	BTC	Sell	59537→60232	-6.29	timeout
06-25 13:58	BTC	Sell	61302.9→58232.9	+24.59	take_profit
06-25 13:54	BTC	Sell	61709.9→58578.9	+24.89	take_profit
06-25 12:48	BTC	Sell	60758→61350.1	-5.33	timeout
06-25 04:55	BTC	Sell	59470→61300.7	-15.85	stop_loss
06-24 16:51	BTC	Sell	62816.9→59682	+24.47	take_profit
06-24 16:51	BTC	Sell	62823.9→59685	+24.44	take_profit
06-24 06:21	BTC	Sell	62338.9→62772.1	-3.90	timeout
06-24 00:08	BTC	Sell	62452.9→62803.1	-3.26	timeout
06-23 17:52	BTC	Sell	63416.8→62460.1	+7.09	timeout
06-23 07:21	BTC	Sell	64411.8→63040.2	+10.21	timeout
06-23 01:17	BTC	Sell	65072.7→64198.2	+6.26	timeout
06-22 19:17	BTC	Sell	64176.8→64338.2	-1.68	timeout
06-22 13:13	BTC	Sell	63851.8→65148.3	-10.53	timeout
06-22 07:08	BTC	Sell	64136.8→64071.2	+0.07	timeout
06-22 01:08	BTC	Sell	64125.8→63915.2	+1.23	timeout
06-21 19:01	BTC	Sell	64269.8→64202.2	+0.05	timeout
06-21 12:43	BTC	Sell	64276.8→64037.2	+1.38	timeout
06-21 05:43	BTC	Sell	63846.8→64326.2	-4.20	timeout
06-20 13:28	BTC	Sell	63446.8→63278.2	+0.90	timeout
06-20 07:28	BTC	Sell	62956.9→63725.2	-6.55	timeout
06-20 01:27	BTC	Sell	62721.9→63403.2	-5.88	timeout
06-19 19:23	BTC	Sell	62723.9→62971.1	-2.41	timeout
06-19 13:45	BTC	Sell	62879.9→63075.2	-2.05	timeout
06-19 07:27	BTC	Sell	62765.9→62767.1	-0.48	timeout
06-19 01:55	BTC	Sell	64098.8→63005.2	+8.03	timeout
06-18 19:51	BTC	Sell	64416.8→62928.1	+11.02	timeout
06-18 13:42	BTC	Sell	64577.8→63910.2	+4.71	timeout
06-18 07:26	BTC	Sell	64747.8→64228.2	+3.56	timeout
06-18 01:16	BTC	Sell	65012.7→64686.2	+2.09	timeout
06-17 19:16	BTC	Sell	65670.7→65203.3	+3.13	timeout
06-17 13:03	BTC	Sell	65763.7→65019.3	+5.24	timeout
06-17 07:03	BTC	Sell	65668.7→65569.3	+0.32	timeout
06-17 01:01	BTC	Sell	66383.7→65714.3	+4.62	timeout
06-16 19:00	BTC	Sell	66397.7→65799.3	+4.09	timeout
06-16 03:55	BTC	Sell	67146.6→66063.3	+7.60	timeout
06-15 21:52	BTC	Sell	65536.7→66402.3	-7.03	timeout
06-15 15:48	BTC	Sell	65876.7→67157.4	-10.18	timeout
06-15 01:58	BTC	Sell	64294.8→65455.3	-9.46	timeout
06-15 00:14	BTC	Sell	63891.8→65856.2	-15.82	stop_loss
06-14 19:52	BTC	Sell	64387.8→63748.2	+4.54	timeout
06-14 13:50	BTC	Sell	64611.8→64278.2	+2.13	timeout
06-14 07:50	BTC	Sell	64297.8→64397.2	-1.22	timeout
06-14 01:49	BTC	Sell	64154.8→64617.2	-4.07	timeout
06-13 19:50	BTC	Sell	63791.8→64304.2	-4.47	timeout
06-13 13:46	BTC	Sell	63774.8→64084.2	-2.85	timeout
06-13 07:37	BTC	Sell	63741.8→63799.2	-0.89	timeout
06-12 23:27	BTC	Sell	63804.8→63435.2	+2.47	timeout
06-12 17:17	BTC	Sell	63488.8→63845.2	-3.24	timeout
06-12 08:57	BTC	Sell	63366.8→63455.2	-1.11	timeout
06-12 01:51	BTC	Sell	63075.8→63398.2	-2.95	timeout
06-11 18:49	BTC	Sell	62787.9→63496.2	-6.03	timeout
06-11 06:24	BTC	Sell	61127.9→63000.6	-15.72	stop_loss
06-11 02:52	BTC	Sell	61876.9→62016.1	-1.55	timeout
06-10 20:14	BTC	Sell	61579.9→61793.1	-2.15	timeout
06-10 01:45	BTC	Sell	62340.9→62023.1	+2.03	timeout
06-09 19:44	BTC	Sell	63165.8→61847.1	+10.03	timeout
06-09 07:59	BTC	Sell	63345.8→63181.2	+0.92	timeout
06-09 01:56	BTC	Sell	63766.8→62752.1	+7.50	timeout
06-08 19:51	BTC	Sell	63231.8→63464.2	-2.26	timeout
06-08 13:48	BTC	Sell	63106.8→63480.2	-3.39	timeout
06-07 22:14	BTC	Sell	61747.9→63641	-15.78	stop_loss
06-07 22:14	BTC	Sell	61161.9→63034.7	-15.76	stop_loss
06-07 19:43	BTC	Sell	62160.9→61211.1	+7.16	timeout
06-07 13:49	BTC	Sell	61445.9→61686.1	-2.39	timeout
06-07 07:42	BTC	Sell	60554→62198.1	-14.04	timeout
06-07 01:34	BTC	Sell	60750→61530.1	-6.84	timeout
06-06 10:17	BTC	Sell	61491.9→60646	+6.45	timeout
06-06 03:22	BTC	Sell	60679→60826	-1.66	timeout
06-05 18:51	BTC	Sell	62714.9→59585	+24.53	take_profit
06-05 16:02	BTC	Sell	62566.9→60195	+18.52	timeout
06-05 09:18	BTC	Sell	63605.8→63006.2	+4.25	timeout
06-05 03:51	BTC	Sell	63784.8→62793.1	+7.29	timeout
06-04 21:42	BTC	Sell	62868.9→63227.2	-3.31	timeout
06-04 16:56	BTC	Sell	64344.8→63535.2	+5.89	timeout
06-04 01:58	BTC	Sell	65346.7→62085.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66938.7→63597.2	+24.50	take_profit
06-03 16:41	BTC	Sell	66363.7→65927.3	+2.87	timeout
06-03 11:47	BTC	Sell	66740.7→67037.4	-2.61	timeout
06-03 04:09	BTC	Sell	67541.6→66363.3	+8.28	timeout
06-02 15:05	BTC	Sell	70996.4→67959.4	+20.95	timeout
05-31 03:20	BTC	Sell	73900.3→74141.7	-2.05	timeout
05-30 02:54	BTC	Sell	72939.4→73752.7	-6.00	timeout
05-29 19:48	BTC	Sell	73368.3→73626.7	-2.18	timeout
05-29 02:40	BTC	Sell	72978.4→73437.7	-3.54	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

+119.87

total pnl ($)

+26.8 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	89	49%	+26.8	+119.87

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…