volatility_expansion_fade · strategy

closed trades

46%

win rate

+64.12

total pnl ($)

1.192

weight

7d window — n=6 wr=67% pnl=+14.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 41 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-20 14:46	BTC	Sell	62428.9→63967.2	-7.62	stop_loss
06-20 10:36	BTC	Sell	63968.8→63597.2	+1.56	timeout
06-19 10:33	BTC	Sell	64941.8→62435.1	+11.21	timeout
06-18 05:08	BTC	Sell	66588.7→63662.2	+12.94	take_profit
06-17 10:27	BTC	Sell	65713.7→64883.2	+3.64	timeout
06-15 11:19	BTC	Sell	64572.8→66178.4	-7.73	stop_loss
06-14 21:40	BTC	Sell	63725.8→65294.9	-7.62	stop_loss
06-14 10:12	BTC	Sell	63707.8→64484.2	-3.88	timeout
06-13 10:08	BTC	Sell	62940.9→63753.2	-4.04	timeout
06-11 10:13	BTC	Sell	62652.9→62927.1	-1.42	timeout
06-10 15:53	BTC	Sell	61186.9→62694.5	-7.67	stop_loss
06-10 10:03	BTC	Sell	63445.8→61268.1	+9.93	timeout
06-07 22:15	BTC	Sell	62433.9→63971.2	-7.66	stop_loss
06-07 07:57	BTC	Sell	60897→62396.3	-7.67	stop_loss
06-05 15:41	BTC	Sell	62788.9→60032	+12.90	take_profit
06-04 12:48	BTC	Sell	62346.9→63887.1	-7.69	stop_loss
06-04 00:25	BTC	Sell	66859.7→63924.2	+12.90	take_profit
06-02 22:59	BTC	Sell	69560.5→66307.3	+13.76	take_profit
06-02 14:10	BTC	Sell	71412.4→68266.4	+12.97	take_profit
06-02 02:01	BTC	Sell	73837.3→70594.5	+13.05	take_profit
05-31 08:07	BTC	Sell	73603.3→73904.7	-1.32	timeout
05-30 07:49	BTC	Sell	73382.3→73497.7	-0.69	timeout
05-29 07:45	BTC	Sell	75837.2→73362.7	+9.49	timeout
05-28 03:53	BTC	Sell	76618.2→73232.7	+13.00	take_profit
05-27 07:43	BTC	Sell	77269.1→75857.8	+5.05	timeout
05-26 07:44	BTC	Sell	76824.2→76617.8	+0.52	timeout
05-24 07:43	BTC	Sell	77460.1→76819.8	+2.35	timeout
05-23 20:55	BTC	Sell	75237.2→77094.4	-7.66	stop_loss
05-23 07:43	BTC	Sell	77673.1→75236.8	+9.14	timeout
05-22 07:42	BTC	Sell	77350.1→77468.9	-0.71	timeout
05-21 07:43	BTC	Sell	77257.1→77685.9	-1.84	timeout
05-20 07:43	BTC	Sell	76915.2→77357.9	-1.83	timeout
05-17 19:57	BTC	Sell	79106→79110	-0.17	timeout
05-13 22:43	BTC	Sell	81715.9→81724.1	-0.20	timeout
05-13 19:55	BTC	Sell	81949.9→81724.1	+0.62	timeout
05-12 19:56	BTC	Sell	81339.9→81724.1	-1.67	timeout
05-11 19:54	BTC	Sell	80891→81942.1	-4.15	timeout
05-10 19:54	BTC	Sell	80091→81297.1	-4.72	timeout
05-09 19:54	BTC	Sell	80086→80899	-3.33	timeout
05-08 19:53	BTC	Sell	81472.9→80090	+4.89	timeout
05-07 19:52	BTC	Sell	81525.9→79995	+5.47	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+64.12

total pnl ($)

+50.8 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	41	46%	+50.8	+64.12

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-09 19:54	BTC	Sell	-3.33	BTC was trading in a narrow range with low volatility, showing slight hourly gains but a weekly downtrend. The short thesis failed because the market remained range-bound and did not move lower within the timeout period, causing the trade to expire without …
05-08 19:53	BTC	Sell	+4.89	BTC was in a short-term uptrend on the 1-hour chart but remained in a broader 24-hour and 7-day decline. The sell thesis failed because the trade was closed by timeout before the expected downward move materialized, as the market's intraday bounce persisted…
05-07 19:52	BTC	Sell	+5.47	BTC was in a mild downtrend with low volatility and neutral funding. The thesis failed because the trade was closed by timeout before the expected move materialized.

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