btc_dom_zscore_fear_mean_reversion_long · strategy

closed trades

52%

win rate

-116.18

total pnl ($)

0.897

weight

7d window — n=14 wr=43% pnl=-51.11 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 17:13	BTC	Buy	60168→60540	+2.63	timeout
06-26 20:03	BTC	Buy	59606→59832	+1.33	timeout
06-26 15:37	BTC	Buy	59379→60326	+7.44	timeout
06-25 17:51	BTC	Buy	59415→59408	-0.47	timeout
06-25 13:53	BTC	Buy	60447→58958.6	-12.68	stop_loss
06-24 16:51	BTC	Buy	61288.1→59747.1	-13.00	stop_loss
06-24 13:44	BTC	Buy	62931.1→61376.2	-12.80	stop_loss
06-24 12:31	BTC	Buy	62389.1→62741.9	+2.37	timeout
06-24 07:19	BTC	Buy	62963.1→62728.9	-2.39	timeout
06-23 06:21	BTC	Buy	64198.2→62619.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64291.2→62708.5	-12.77	stop_loss
06-22 21:02	BTC	Buy	63790.2→64441.8	+4.65	timeout
06-22 04:33	BTC	Buy	64513.2→63964.8	-4.73	timeout
06-21 17:45	BTC	Buy	63811.2→64123.8	+2.08	timeout
06-20 19:22	BTC	Buy	62995.1→63896.8	+6.73	timeout
06-20 17:20	BTC	Buy	63064.2→63881.8	+6.02	timeout
06-19 18:42	BTC	Buy	62706.1→63027.8	+2.09	timeout
06-19 16:41	BTC	Buy	62659.1→63246.8	+4.26	timeout
06-18 15:40	BTC	Buy	64210.2→62629.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64258.2→62668.5	-12.52	stop_loss
06-17 19:38	BTC	Buy	65853.3→64233.7	-12.77	stop_loss
06-17 18:54	BTC	Buy	65857.3→65865.7	-0.47	timeout
06-15 23:30	BTC	Buy	65669.3→66177.7	+3.38	timeout
06-15 21:25	BTC	Buy	64883.2→66519.7	+12.10	timeout
06-14 22:45	BTC	Buy	64493.2→65440.7	+6.85	timeout
06-14 20:44	BTC	Buy	64222.2→64023.8	-2.03	timeout
06-13 22:38	BTC	Buy	63507.2→64472.8	+7.12	timeout
06-13 18:38	BTC	Buy	63785.2→64234.8	+3.06	timeout
06-12 21:03	BTC	Buy	63381.2→63463.8	+0.16	timeout
06-12 16:56	BTC	Buy	62588.1→63861.8	+9.71	timeout
06-11 20:05	BTC	Buy	61771.1→63606.8	+14.28	timeout
06-11 16:14	BTC	Buy	62319.1→62787.9	+3.19	timeout
06-10 17:15	BTC	Buy	61624.1→62065.9	+3.08	timeout
06-10 15:12	BTC	Buy	61541.1→61890.9	+2.35	timeout
06-09 14:46	BTC	Buy	62738.1→61193.3	-12.77	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 06:31	BTC	Buy	63025.2→63401.8	+2.49	timeout
06-08 22:44	BTC	Buy	63164.2→63259.8	+0.28	timeout
06-07 22:14	BTC	Buy	60768→63436.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60551→63209.8	+21.51	take_profit
06-06 18:59	BTC	Buy	59390→60604	+9.83	timeout
06-05 18:52	BTC	Buy	60894→59396.3	-12.76	stop_loss
06-05 13:56	BTC	Buy	62519.1→60977.4	-12.78	stop_loss
06-05 06:03	BTC	Buy	63604.2→62037.9	-12.71	stop_loss
06-05 02:21	BTC	Buy	62568.1→62834.9	+1.69	timeout
06-04 09:30	BTC	Buy	64304.2→62721.5	-12.75	stop_loss
06-04 00:53	BTC	Buy	64576.2→62988.3	-12.74	stop_loss
06-04 00:27	BTC	Buy	65183.3→63580	-12.74	stop_loss
06-03 20:55	BTC	Buy	66387.3→64741.4	-12.89	stop_loss
06-03 16:27	BTC	Buy	67202.4→65549.9	-12.77	stop_loss
06-03 03:44	BTC	Buy	67355.4→65688.9	-12.82	stop_loss
06-03 03:43	BTC	Buy	67481.4→65818.8	-12.77	stop_loss
06-02 14:27	BTC	Buy	69326.5→67619.8	-12.76	stop_loss
06-02 14:27	BTC	Buy	69422.5→67714.7	-12.76	stop_loss
06-01 03:49	BTC	Buy	74158.7→73868.3	-2.46	timeout
05-31 23:48	BTC	Buy	73811.7→73619.3	-1.73	timeout
05-31 06:29	BTC	Buy	73571.7→74005.3	+2.44	timeout
05-31 02:42	BTC	Buy	73693.7→73889.3	+0.81	timeout
05-30 22:59	BTC	Buy	73448.7→73840.3	+2.10	timeout
05-30 19:12	BTC	Buy	73420.7→73963.3	+3.13	timeout
05-30 14:37	BTC	Buy	72764.6→74019.3	+8.03	timeout

Paper vs Live

Paper (trades.jsonl)

closed

52%

win rate

-116.18

total pnl ($)

-37.8 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	61	52%	-37.8	-116.18

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…