volatility_oi_momentum

not live
3
closed trades
33%
win rate
-1.74
total pnl ($)
1.208
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 06:29:08 (33.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: tb__restored_1ac61d61
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-05 16:44BTCBuy60897→60803-1.22timeout
06-05 14:40BTCSell60986→60854+0.63timeout
06-03 10:22BTCBuy67291.4→67197.6-1.15timeout

Paper vs Live

Paper (trades.jsonl)
3
closed
33%
win rate
-1.74
total pnl ($)
-11.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC333%-11.6-1.74

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems