btc_dom_zscore_mean_rev_long · strategy

139

closed trades

37%

win rate

-513.39

total pnl ($)

0.250

weight

7d window — n=40 wr=30% pnl=-204.68 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 18:11	BTC	Buy	59549→60090	+3.98	timeout
06-26 17:11	BTC	Buy	59398→60225	+6.43	timeout
06-26 15:05	BTC	Buy	59197→59611	+3.00	timeout
06-26 14:28	BTC	Buy	59326→60101	+6.03	timeout
06-26 02:21	BTC	Buy	59803→58331.9	-12.73	stop_loss
06-25 13:59	BTC	Buy	59516→58052.1	-12.67	stop_loss
06-25 13:57	BTC	Buy	59743→58269.9	-12.71	stop_loss
06-25 13:51	BTC	Buy	60662→59165.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	60842→59336.3	-12.77	stop_loss
06-25 13:48	BTC	Buy	60859→59361.3	-12.70	stop_loss
06-24 17:47	BTC	Buy	60600→59109.5	-12.74	stop_loss
06-24 17:44	BTC	Buy	60750→59252.4	-12.76	stop_loss
06-24 16:51	BTC	Buy	61299.1→59749.1	-13.07	stop_loss
06-24 15:49	BTC	Buy	61829.1→60307.8	-12.74	stop_loss
06-24 15:08	BTC	Buy	62323.1→60790.5	-12.74	stop_loss
06-24 14:13	BTC	Buy	62656.1→61107.4	-12.81	stop_loss
06-24 14:13	BTC	Buy	62676.1→61134.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62680.1→61138.4	-12.75	stop_loss
06-24 12:20	BTC	Buy	62378.1→62771.9	+2.70	timeout
06-24 10:40	BTC	Buy	62276.1→62567.9	+1.85	timeout
06-24 07:41	BTC	Buy	62924.1→62632.9	-2.83	timeout
06-24 07:04	BTC	Buy	62922.1→62697.9	-2.28	timeout
06-24 06:07	BTC	Buy	63307.2→62772.9	-4.73	timeout
06-23 08:24	BTC	Buy	63677.2→62110.8	-12.74	stop_loss
06-23 08:17	BTC	Buy	63995.2→62415.7	-12.81	stop_loss
06-23 06:21	BTC	Buy	64149.2→62565.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64178.2→62597.6	-12.79	stop_loss
06-23 02:42	BTC	Buy	64509.2→64187.8	-2.94	timeout
06-23 01:35	BTC	Buy	64430.2→64051.8	-3.36	timeout
06-22 22:24	BTC	Buy	63723.2→64215.8	+3.41	timeout
06-22 04:07	BTC	Buy	64366.2→63937.8	-3.82	timeout
06-22 03:04	BTC	Buy	64214.2→64110.8	-1.33	timeout
06-22 01:02	BTC	Buy	64304.2→63960.8	-3.18	timeout
06-21 23:59	BTC	Buy	64297.2→63279.8	-8.31	timeout
06-21 21:34	BTC	Buy	63912.2→63733.8	-1.85	timeout
06-21 00:50	BTC	Buy	63539.2→64285.8	+5.38	timeout
06-20 23:45	BTC	Buy	63291.2→64303.8	+7.53	timeout
06-20 22:48	BTC	Buy	63330.2→64243.8	+6.76	timeout
06-20 21:44	BTC	Buy	63093.2→64008.8	+6.82	timeout
06-20 20:43	BTC	Buy	63048.2→63843.8	+5.88	timeout
06-19 22:02	BTC	Buy	62921.1→63060.8	+0.62	timeout
06-19 21:02	BTC	Buy	63091.2→63149.8	-0.03	timeout
06-19 20:00	BTC	Buy	63041.2→63015.8	-0.68	timeout
06-19 17:20	BTC	Buy	62564.1→63057.8	+3.50	timeout
06-19 16:18	BTC	Buy	62600.1→63310.8	+5.23	timeout
06-18 15:53	BTC	Buy	64033.2→62456.6	-12.73	stop_loss
06-18 15:51	BTC	Buy	64148.2→62570.6	-12.49	stop_loss
06-18 15:51	BTC	Buy	64171.2→62590.6	-12.72	stop_loss
06-18 15:39	BTC	Buy	64385.2→62795.4	-12.77	stop_loss
06-18 15:38	BTC	Buy	64412.2→62828.4	-12.72	stop_loss
06-18 11:56	BTC	Buy	64844.2→63926.8	-7.59	timeout
06-18 08:51	BTC	Buy	64892.2→64464.8	-3.76	timeout
06-17 19:50	BTC	Buy	65635.3→64010.8	-12.84	stop_loss
06-17 19:11	BTC	Buy	65687.3→65065.7	-5.25	timeout
06-17 18:12	BTC	Buy	66087.3→65378.7	-5.91	timeout
06-17 11:05	BTC	Buy	66158.3→64525.5	-12.87	stop_loss
06-17 08:39	BTC	Buy	66586.3→64949.3	-12.73	stop_loss
06-17 05:54	BTC	Buy	66061.3→65760.7	-2.76	timeout
06-16 14:43	BTC	Buy	66493.3→65616.7	-7.13	timeout
06-16 14:23	BTC	Buy	67142.4→65489	-12.84	stop_loss
06-16 13:43	BTC	Buy	66494.3→66063.7	-3.77	timeout
06-16 08:26	BTC	Buy	65654.3→66478.7	+5.91	timeout
06-16 03:06	BTC	Buy	65555.3→65758.7	+1.09	timeout
06-15 13:25	BTC	Buy	64111.2→66925.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63901.2→66713.7	+21.58	take_profit
06-15 12:55	BTC	Buy	63780.2→66581.7	+21.53	take_profit
06-15 06:29	BTC	Buy	64327.2→65924.7	+11.95	timeout
06-14 22:54	BTC	Buy	64438.2→65439.7	+7.28	timeout
06-14 18:44	BTC	Buy	64237.2→63753.8	-4.31	timeout
06-14 16:02	BTC	Buy	64255.2→64003.8	-2.41	timeout
06-14 12:54	BTC	Buy	64074.2→64270.8	+1.09	timeout
06-14 05:32	BTC	Buy	63556.2→64271.8	+5.20	timeout
06-13 22:42	BTC	Buy	63494.2→64486.8	+7.34	timeout
06-13 18:22	BTC	Buy	63679.2→64076.8	+2.65	timeout
06-13 15:09	BTC	Buy	64094.2→64195.8	+0.30	timeout
06-13 11:21	BTC	Buy	63781.2→63933.8	+0.65	timeout
06-12 20:12	BTC	Buy	63505.2→63554.8	-0.07	timeout
06-12 19:07	BTC	Buy	63446.2→63662.8	+1.24	timeout
06-12 18:04	BTC	Buy	63535.2→63852.8	+2.04	timeout
06-12 11:00	BTC	Buy	63046.2→63669.8	+4.42	timeout
06-12 09:55	BTC	Buy	62927.1→63816.8	+6.53	timeout
06-11 19:33	BTC	Buy	61221.1→63910.8	+21.40	take_profit
06-11 16:18	BTC	Buy	62303.1→62788.9	+3.35	timeout
06-11 15:13	BTC	Buy	62009.1→62742.9	+5.37	timeout
06-11 09:16	BTC	Buy	61032.1→62767.9	+13.63	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 19:52	BTC	Buy	61990.1→61937.9	-0.94	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:30	BTC	Buy	61553.1→62016.9	+3.29	timeout
06-09 16:39	BTC	Buy	62309.1→60774.6	-12.78	stop_loss
06-09 14:46	BTC	Buy	62748.1→61205.3	-12.75	stop_loss
06-09 14:39	BTC	Buy	62872.1→61314.3	-12.85	stop_loss
06-09 14:21	BTC	Buy	63154.2→61596.1	-12.79	stop_loss
06-09 14:17	BTC	Buy	63367.2→61803	-12.79	stop_loss
06-09 13:09	BTC	Buy	63863.2→62628.9	-10.08	timeout
06-09 09:53	BTC	Buy	63407.2→62648.9	-6.40	timeout
06-09 04:40	BTC	Buy	62723.1→63283.8	+4.03	timeout
06-09 03:30	BTC	Buy	63177.2→62802.9	-3.40	timeout
06-08 16:44	BTC	Buy	62153.1→63634.8	+11.37	timeout
06-08 10:36	BTC	Buy	62450.1→63184.8	+5.44	timeout

Paper vs Live

Paper (trades.jsonl)

139

closed

37%

win rate

-513.39

total pnl ($)

-73.6 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	139	37%	-73.6	-513.39

Recent bounces (last 20 of 16)

time	sym	side	reason
06-26 20:10	BTC	Buy	stale_intent
06-26 03:05	BTC	Buy	below_min_notional_skip
06-25 16:24	BTC	Buy	below_min_notional_skip
06-25 15:20	BTC	Buy	below_min_notional_skip
06-25 14:41	BTC	Buy	below_min_notional_skip
06-24 22:43	BTC	Buy	below_min_notional_skip
06-24 21:41	BTC	Buy	below_min_notional_skip
06-24 19:37	BTC	Buy	below_min_notional_skip
06-24 17:35	BTC	Buy	below_min_notional_skip
06-24 15:43	BTC	Buy	below_min_notional_skip
06-24 15:00	BTC	Buy	stale_intent
06-24 15:00	BTC	Buy	stale_intent
06-24 13:43	BTC	Buy	below_min_notional_skip
06-24 11:35	BTC	Buy	below_min_notional_skip
06-24 09:48	BTC	Buy	below_min_notional_skip
06-24 08:41	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…