btc_dominance_zscore_mean_reversion_long_v2 · strategy

127

closed trades

42%

win rate

-375.16

total pnl ($)

0.799

weight

7d window — n=26 wr=50% pnl=-69.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 02:02	BTC	Buy	59902→60210	+2.10	timeout
06-27 15:05	BTC	Buy	59591→60559	+7.68	timeout
06-27 01:31	BTC	Buy	59274→59928	+5.05	timeout
06-26 18:19	BTC	Buy	59648→59988	+2.30	timeout
06-26 16:17	BTC	Buy	59657→60219	+4.16	timeout
06-26 14:16	BTC	Buy	58880.9→59995	+8.96	timeout
06-25 13:58	BTC	Buy	59561→58096	-12.68	stop_loss
06-25 13:58	BTC	Buy	59619→58152	-12.70	stop_loss
06-25 13:48	BTC	Buy	60825→59315.4	-12.84	stop_loss
06-25 13:42	BTC	Buy	61703.1→60184.9	-12.74	stop_loss
06-24 17:20	BTC	Buy	60991→59491.3	-12.73	stop_loss
06-24 15:33	BTC	Buy	62162.1→60630.6	-12.76	stop_loss
06-24 15:09	BTC	Buy	62319.1→60786.6	-12.74	stop_loss
06-24 12:52	BTC	Buy	62217.1→62612.9	+2.73	timeout
06-24 10:51	BTC	Buy	62238.1→62470.9	+1.38	timeout
06-24 08:48	BTC	Buy	62301.1→62745.9	+3.05	timeout
06-24 06:46	BTC	Buy	62937.1→62733.9	-2.12	timeout
06-23 08:24	BTC	Buy	63792.2→62221.8	-12.75	stop_loss
06-23 03:46	BTC	Buy	64106.2→63973.8	-1.48	timeout
06-23 01:45	BTC	Buy	64498.2→64027.8	-4.07	timeout
06-22 23:44	BTC	Buy	63278.2→63964.8	+4.97	timeout
06-22 20:54	BTC	Buy	63811.2→64405.8	+4.19	timeout
06-22 01:25	BTC	Buy	64225.2→64313.8	+0.17	timeout
06-21 23:20	BTC	Buy	64256.2→63690.8	-4.83	timeout
06-21 21:14	BTC	Buy	63981.2→63554.8	-3.78	timeout
06-21 19:11	BTC	Buy	63884.2→64159.8	+1.74	timeout
06-21 00:12	BTC	Buy	63454.2→64224.8	+5.55	timeout
06-20 22:10	BTC	Buy	63043.2→63997.8	+7.13	timeout
06-20 20:07	BTC	Buy	63038.2→63930.8	+6.67	timeout
06-20 18:05	BTC	Buy	63116.2→63846.8	+5.33	timeout
06-19 22:24	BTC	Buy	62821.1→63256.8	+2.97	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-19 18:22	BTC	Buy	62922.1→63138.8	+1.26	timeout
06-19 16:18	BTC	Buy	62600.1→63309.8	+5.20	timeout
06-18 15:56	BTC	Buy	63950.2→62377.7	-12.66	stop_loss
06-18 15:51	BTC	Buy	64173.2→62590.6	-12.50	stop_loss
06-18 15:40	BTC	Buy	64205.2→62626.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64444.2→62843.4	-12.85	stop_loss
06-18 09:05	BTC	Buy	64961.2→64332.8	-5.32	timeout
06-17 19:40	BTC	Buy	65809.3→64190.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65880.3→64255.6	-12.81	stop_loss
06-17 18:40	BTC	Buy	65816.3→65569.7	-2.43	timeout
06-17 08:31	BTC	Buy	66789.3→65144.2	-12.76	stop_loss
06-17 00:47	BTC	Buy	66406.3→65780.7	-5.23	timeout
06-16 22:45	BTC	Buy	66264.3→65686.7	-4.90	timeout
06-16 13:50	BTC	Buy	66646.3→66096.7	-4.66	timeout
06-16 07:54	BTC	Buy	65732.3→66320.7	+4.04	timeout
06-15 23:38	BTC	Buy	65617.3→66152.7	+3.58	timeout
06-15 21:30	BTC	Buy	64825.2→66341.7	+11.19	timeout
06-15 10:59	BTC	Buy	64498.2→65876.7	+10.24	timeout
06-15 06:55	BTC	Buy	64257.2→65851.7	+11.94	timeout
06-14 20:38	BTC	Buy	64239.2→64037.8	-2.06	timeout
06-14 18:35	BTC	Buy	64185.2→63715.8	-4.20	timeout
06-14 10:03	BTC	Buy	63740.2→64577.8	+6.08	timeout
06-14 05:34	BTC	Buy	63551.2→64271.8	+5.24	timeout
06-13 19:22	BTC	Buy	63669.2→64159.8	+3.40	timeout
06-13 15:20	BTC	Buy	64245.2→64239.8	-0.52	timeout
06-12 22:19	BTC	Buy	63621.2→63511.8	-1.36	timeout
06-12 20:18	BTC	Buy	63506.2→63502.8	-0.49	timeout
06-12 18:13	BTC	Buy	63435.2→63830.8	+2.66	timeout
06-12 14:02	BTC	Buy	62999.1→63364.8	+2.38	timeout
06-11 21:17	BTC	Buy	61637.1→63495.8	+14.48	timeout
06-11 19:12	BTC	Buy	61749.1→63485.8	+13.48	timeout
06-11 17:09	BTC	Buy	62140.1→62482.9	+2.23	timeout
06-11 13:03	BTC	Buy	61486.1→62882.9	+10.80	timeout
06-10 19:17	BTC	Buy	61726.1→61762.9	-0.22	timeout
06-10 17:15	BTC	Buy	61575.1→62041.9	+3.29	timeout
06-10 15:12	BTC	Buy	61543.1→61897.9	+2.39	timeout
06-09 15:56	BTC	Buy	62602.1→61062.4	-12.75	stop_loss
06-09 15:55	BTC	Buy	62607.1→61066.4	-12.77	stop_loss
06-09 14:29	BTC	Buy	63038.2→61488.2	-12.75	stop_loss
06-09 13:12	BTC	Buy	63856.2→62625.9	-10.05	timeout
06-09 10:14	BTC	Buy	63360.2→62678.9	-5.80	timeout
06-09 00:46	BTC	Buy	64071.2→62492.6	-12.78	stop_loss
06-08 15:50	BTC	Buy	62044.1→63811.8	+13.74	timeout
06-08 13:46	BTC	Buy	61764.1→63651.8	+14.78	timeout
06-08 11:39	BTC	Buy	62645.1→63820.8	+8.91	timeout
06-08 09:34	BTC	Buy	62528.1→63172.8	+4.69	timeout
06-07 09:13	BTC	Buy	61235.1→62733.9	+11.83	timeout
06-07 07:11	BTC	Buy	61017.1→62149.9	+8.87	timeout
06-07 05:10	BTC	Buy	60171→61774.9	+12.90	timeout
06-07 03:09	BTC	Buy	60805→61442.9	+4.73	timeout
06-06 04:27	BTC	Buy	61344.1→59834.1	-12.76	stop_loss
06-06 04:15	BTC	Buy	61515.1→60001	-12.76	stop_loss
06-06 04:13	BTC	Buy	61624.1→60107.9	-12.76	stop_loss
06-05 20:50	BTC	Buy	59172→61769.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60924→59425.3	-12.76	stop_loss
06-05 14:26	BTC	Buy	61891.1→60366.8	-12.76	stop_loss
06-05 13:59	BTC	Buy	62190.1→60660.6	-12.75	stop_loss
06-05 13:49	BTC	Buy	63003.2→61454.2	-12.75	stop_loss
06-05 10:28	BTC	Buy	62568.1→62530.9	-0.76	timeout
06-05 06:24	BTC	Buy	62663.1→61121.4	-12.75	stop_loss
06-05 06:01	BTC	Buy	63686.2→62119.8	-12.73	stop_loss
06-05 06:00	BTC	Buy	63747.2→62178.8	-12.74	stop_loss
06-05 02:32	BTC	Buy	63170.2→62724.9	-3.95	timeout
06-04 10:49	BTC	Buy	63806.2→62235.8	-12.74	stop_loss
06-04 09:27	BTC	Buy	64367.2→62784.5	-12.74	stop_loss
06-04 01:22	BTC	Buy	64248.2→62668.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	64977.2→63379.1	-12.74	stop_loss
06-03 23:10	BTC	Buy	65978.3→64355.6	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

127

closed

42%

win rate

-375.16

total pnl ($)

-58.6 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	127	42%	-58.6	-375.16

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…