btc_dominance_zscore_mean_reversion_long_v5

not live
104
closed trades
42%
win rate
-381.50
total pnl ($)
0.768
weight
7d window — n=25 wr=56% pnl=-75.54  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 16:41BTCBuy59308→60132+6.39timeout
06-26 15:29BTCBuy59236→60174+7.37timeout
06-26 14:33BTCBuy59642→59874+1.44timeout
06-25 13:59BTCBuy59546→58080-12.68stop_loss
06-25 13:58BTCBuy59647→58176-12.71stop_loss
06-25 13:57BTCBuy59817→58343.9-12.69stop_loss
06-24 17:48BTCBuy60519→59030.5-12.74stop_loss
06-24 17:20BTCBuy60951→59429.3-12.92stop_loss
06-24 16:51BTCBuy61203.1→59658.2-13.05stop_loss
06-24 15:56BTCBuy61750.1→60231.9-12.73stop_loss
06-24 13:44BTCBuy62931.1→61376.2-12.80stop_loss
06-24 10:40BTCBuy62271.1→62567.9+1.90timeout
06-24 07:14BTCBuy63011.2→62809.9-2.09timeout
06-24 06:27BTCBuy62675.1→62867.9+1.04timeout
06-23 08:28BTCBuy63449.2→61888.9-12.74stop_loss
06-23 06:21BTCBuy64332.2→62750.5-12.75stop_loss
06-22 23:39BTCBuy63347.2→64004.8+4.80timeout
06-22 22:13BTCBuy63562.2→64325.8+5.55timeout
06-22 20:51BTCBuy63754.2→64384.8+4.49timeout
06-21 20:21BTCBuy63924.2→64047.8+0.51timeout
06-21 19:25BTCBuy63895.2→64185.8+1.85timeout
06-21 18:24BTCBuy63826.2→63981.8+0.82timeout
06-20 19:16BTCBuy63039.2→63882.8+6.26timeout
06-20 18:13BTCBuy63133.2→63813.8+4.94timeout
06-20 17:14BTCBuy62963.1→63905.8+7.02timeout
06-19 18:02BTCBuy62615.1→63126.8+3.63timeout
06-19 16:58BTCBuy62690.1→62965.9+1.76timeout
06-19 16:21BTCBuy62646.1→63266.8+4.49timeout
06-18 15:40BTCBuy64262.2→62681.5-12.66stop_loss
06-18 15:40BTCBuy64334.2→62748.5-12.48stop_loss
06-18 15:40BTCBuy64361.2→62778.5-12.48stop_loss
06-18 09:02BTCBuy64977.2→64291.8-5.77timeout
06-17 22:03BTCBuy65570.3→63956.8-12.74stop_loss
06-17 19:42BTCBuy65712.3→64095.7-12.77stop_loss
06-17 08:44BTCBuy66509.3→64873.3-12.76stop_loss
06-17 06:34BTCBuy66274.3→65679.7-4.96timeout
06-16 21:42BTCBuy66425.3→65664.7-6.27timeout
06-15 23:44BTCBuy65567.3→66233.7+4.59timeout
06-15 22:43BTCBuy65373.3→66246.7+6.19timeout
06-15 21:30BTCBuy64813.2→66331.7+11.20timeout
06-14 19:48BTCBuy64289.2→63732.8-4.82timeout
06-14 18:46BTCBuy64238.2→63757.8-4.28timeout
06-14 17:44BTCBuy64082.2→63808.8-2.66timeout
06-13 19:22BTCBuy63675.2→64152.8+3.30timeout
06-13 18:25BTCBuy63710.2→64107.8+2.65timeout
06-13 17:22BTCBuy63798.2→64009.8+1.20timeout
06-12 19:08BTCBuy63381.2→63710.8+2.14timeout
06-12 18:01BTCBuy63662.2→63867.8+1.16timeout
06-12 17:01BTCBuy62560.1→63954.8+10.65timeout
06-11 18:16BTCBuy61965.1→63567.8+12.36timeout
06-11 17:14BTCBuy62063.1→62442.9+2.52timeout
06-11 16:13BTCBuy62356.1→62740.9+2.52timeout
06-10 16:31BTCBuy61046.1→62213.9+9.02timeout
06-10 15:28BTCBuy61347.1→62316.9+7.40timeout
06-10 14:32BTCBuy61560.1→61880.9+2.13timeout
06-09 15:56BTCBuy62585.1→61046.4-12.77stop_loss
06-09 14:47BTCBuy62694.1→61143.4-12.82stop_loss
06-09 14:17BTCBuy63403.2→61843-12.75stop_loss
06-09 10:53BTCBuy63121.2→62722.9-3.55timeout
06-09 09:49BTCBuy63433.2→62615.9-6.87timeout
06-08 23:40BTCBuy63171.2→63099.8-1.04timeout
06-08 10:34BTCBuy62420.1→63303.8+6.64timeout
06-08 09:33BTCBuy62604.1→63322.8+5.28timeout
06-07 22:15BTCBuy61195.1→63883.8+21.53take_profit
06-07 05:46BTCBuy60743→61743.9+7.83timeout
06-07 04:45BTCBuy59771→61716.9+15.85timeout
06-06 20:30BTCBuy60884→60567-2.99timeout
06-06 04:14BTCBuy61544.1→60029-12.76stop_loss
06-06 04:14BTCBuy61583.1→60067.9-12.76stop_loss
06-05 18:52BTCBuy60924→59425.3-12.76stop_loss
06-05 14:06BTCBuy61976.1→60437.7-12.86stop_loss
06-05 13:56BTCBuy62493.1→60956.5-12.75stop_loss
06-05 13:49BTCBuy62927.1→61379.2-12.75stop_loss
06-05 06:24BTCBuy62709.1→61153.3-12.85stop_loss
06-05 06:23BTCBuy62727.1→61179.3-12.73stop_loss
06-05 06:03BTCBuy63604.2→62037.9-12.71stop_loss
06-05 02:39BTCBuy63250.2→62870.9-3.42timeout
06-04 10:49BTCBuy63869.2→62298.7-12.72stop_loss
06-04 09:29BTCBuy64354.2→62771.5-12.74stop_loss
06-04 01:22BTCBuy64191.2→62612.5-12.75stop_loss
06-04 00:29BTCBuy64977.2→63379.1-12.74stop_loss
06-04 00:29BTCBuy65130.3→63528-12.75stop_loss
06-03 20:55BTCBuy66387.3→64741.4-12.89stop_loss
06-03 20:45BTCBuy66734.3→65092.2-12.81stop_loss
06-03 16:24BTCBuy67302.4→65645.9-12.78stop_loss
06-03 03:43BTCBuy67524.4→65863.8-12.75stop_loss
06-03 03:29BTCBuy67698.4→66031.7-12.76stop_loss
06-02 19:33BTCBuy68208.4→66327.5-14.25stop_loss
06-02 13:58BTCBuy70436.5→68703.2-12.78stop_loss
06-02 12:31BTCBuy70885.5→69142-12.80stop_loss
06-02 12:18BTCBuy70927.5→69180.9-12.82stop_loss
06-01 03:58BTCBuy74129.7→73709.3-3.34timeout
06-01 01:45BTCBuy74045.7→73467.3-4.45timeout
05-31 23:49BTCBuy73818.7→73647.3-1.59timeout
05-31 00:32BTCBuy73403.7→73944.3+3.21timeout
05-30 20:51BTCBuy73681.7→73894.3+0.88timeout
05-30 19:03BTCBuy73428.7→73994.3+3.29timeout
05-30 17:19BTCBuy74189.7→73870.3-2.71timeout
05-30 15:44BTCBuy73745.7→73830.3+0.01timeout
05-29 18:16BTCBuy73690.7→73962.3+1.28timeout

Paper vs Live

Paper (trades.jsonl)
104
closed
42%
win rate
-381.50
total pnl ($)
-73.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC10442%-73.1-381.50

Recent bounces (last 20 of 9)

timesymsidereason
06-26 17:47BTCBuystale_intent
06-26 16:44BTCBuytrigger_already_opened
06-25 14:47BTCBuybelow_min_notional_skip
06-24 19:29BTCBuybelow_min_notional_skip
06-24 16:33BTCBuybelow_min_notional_skip
06-24 15:33BTCBuystale_intent
06-24 14:43BTCBuybelow_min_notional_skip
06-24 13:41BTCBuystale_intent
06-24 12:19BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems