btc_dvol_ivrv_zscore_mean_reversion_long · strategy

closed trades

48%

win rate

-225.51

total pnl ($)

0.726

weight

7d window — n=25 wr=52% pnl=-83.88 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 98 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 23:57	BTC	Buy	59348→60056	+5.52	timeout
06-26 17:45	BTC	Buy	59829→60055	+1.39	timeout
06-26 11:24	BTC	Buy	60132→59436	-6.27	timeout
06-26 05:22	BTC	Buy	59502→59773	+1.83	timeout
06-25 13:53	BTC	Buy	61252.1→58765.7	-20.74	stop_loss
06-25 13:51	BTC	Buy	61589.1→59089.5	-20.71	stop_loss
06-25 11:14	BTC	Buy	60847→61193.9	+2.39	timeout
06-25 05:10	BTC	Buy	59885→61631.9	+14.14	timeout
06-24 16:51	BTC	Buy	62367.1→59814.1	-20.87	stop_loss
06-24 15:56	BTC	Buy	62790.1→60241.9	-20.81	stop_loss
06-24 11:08	BTC	Buy	62503.1→62315.9	-1.96	timeout
06-24 05:11	BTC	Buy	62507.1→62803.9	+1.89	timeout
06-23 22:59	BTC	Buy	62298.1→62557.9	+1.65	timeout
06-23 17:03	BTC	Buy	63615.2→62471.9	-9.42	timeout
06-23 09:48	BTC	Buy	64246.2→62353.9	-15.07	timeout
06-23 03:48	BTC	Buy	65019.3→63966.8	-8.54	timeout
06-22 21:44	BTC	Buy	64098.2→64159.8	+0.03	timeout
06-22 15:42	BTC	Buy	64177.2→65043.7	+6.26	timeout
06-22 09:39	BTC	Buy	63895.2→64033.8	+0.59	timeout
06-22 03:38	BTC	Buy	64199.2→64177.8	-0.65	timeout
06-21 21:37	BTC	Buy	64135.2→63693.8	-3.89	timeout
06-21 15:33	BTC	Buy	64317.2→64170.8	-1.56	timeout
06-21 06:46	BTC	Buy	63803.2→64284.8	+3.32	timeout
06-21 00:44	BTC	Buy	63597.2→64275.8	+4.86	timeout
06-20 16:51	BTC	Buy	63584.2→63993.8	+2.74	timeout
06-20 09:50	BTC	Buy	63111.2→63648.8	+3.76	timeout
06-19 16:05	BTC	Buy	62635.1→63150.8	+3.67	timeout
06-19 09:53	BTC	Buy	62876.1→62351.9	-4.56	timeout
06-19 04:07	BTC	Buy	62576.1→62717.9	+0.70	timeout
06-18 21:40	BTC	Buy	64257.2→62866.9	-11.21	timeout
06-18 15:37	BTC	Buy	64239.2→62920.9	-10.55	timeout
06-18 09:43	BTC	Buy	64178.2→64246.8	+0.05	timeout
06-18 03:28	BTC	Buy	65317.3→64291.8	-8.31	timeout
06-17 21:23	BTC	Buy	64940.2→64331.8	-5.13	timeout
06-17 15:21	BTC	Buy	65744.3→65251.7	-4.20	timeout
06-17 09:06	BTC	Buy	65838.3→64928.8	-7.37	timeout
06-17 02:46	BTC	Buy	65678.3→65833.7	+0.72	timeout
06-16 20:46	BTC	Buy	66557.3→65809.7	-6.11	timeout
06-16 14:48	BTC	Buy	65835.3→65624.7	-2.09	timeout
06-16 08:36	BTC	Buy	66614.3→66557.7	-0.84	timeout
06-16 02:16	BTC	Buy	66455.3→66069.7	-3.35	timeout
06-15 20:18	BTC	Buy	65692.3→66501.7	+5.68	timeout
06-15 14:13	BTC	Buy	65617.3→66410.7	+5.60	timeout
06-15 07:57	BTC	Buy	63778.2→65648.7	+14.21	timeout
06-15 01:48	BTC	Buy	64321.2→65650.7	+9.87	timeout
06-14 19:45	BTC	Buy	64314.2→63738.8	-4.95	timeout
06-14 13:46	BTC	Buy	64589.2→64317.8	-2.55	timeout
06-14 07:44	BTC	Buy	64274.2→64274.8	-0.45	timeout
06-14 01:39	BTC	Buy	64206.2→64541.8	+2.18	timeout
06-13 19:36	BTC	Buy	63798.2→64215.8	+2.82	timeout
06-13 13:44	BTC	Buy	63756.2→64159.8	+2.69	timeout
06-13 07:33	BTC	Buy	63635.2→63727.8	+0.27	timeout
06-12 23:46	BTC	Buy	63818.2→63499.8	-2.91	timeout
06-12 17:44	BTC	Buy	63372.2→63784.8	+2.80	timeout
06-12 11:43	BTC	Buy	63621.2→63752.8	+0.55	timeout
06-12 05:37	BTC	Buy	63138.2→63399.8	+1.59	timeout
06-11 23:00	BTC	Buy	63118.2→63467.8	+2.26	timeout
06-11 16:53	BTC	Buy	62768.1→62594.9	-1.86	timeout
06-11 09:54	BTC	Buy	61240.1→62908.9	+13.11	timeout
06-11 02:34	BTC	Buy	61978.1→61964.9	-0.58	timeout
06-10 20:19	BTC	Buy	61601.1→61816.9	+1.27	timeout
06-10 07:46	BTC	Buy	61823.1→62016.9	+1.17	timeout
06-10 01:45	BTC	Buy	62347.1→62016.9	-3.04	timeout
06-09 19:43	BTC	Buy	63175.2→61842.9	-11.04	timeout
06-09 06:48	BTC	Buy	63372.2→63351.8	-0.64	timeout
06-09 00:33	BTC	Buy	63186.2→62606.9	-5.05	timeout
06-08 18:25	BTC	Buy	62986.1→63541.8	+3.92	timeout
06-08 10:29	BTC	Buy	62948.1→63120.8	+0.93	timeout
06-08 04:22	BTC	Buy	62234.1→62912.9	+4.99	timeout
06-07 22:24	BTC	Buy	62506.1→62983.9	+3.37	timeout
06-07 16:21	BTC	Buy	61583.1→62224.9	+4.71	timeout
06-07 10:19	BTC	Buy	60720→62385.9	+13.27	timeout
06-07 04:13	BTC	Buy	60786→61513.9	+5.53	timeout
06-06 18:08	BTC	Buy	61071.1→60471	-5.34	timeout
06-06 10:16	BTC	Buy	61415.1→60650	-6.70	timeout
06-06 03:22	BTC	Buy	60685→60820	+0.66	timeout
06-05 15:41	BTC	Buy	62573.1→60024	-20.80	stop_loss
06-05 15:39	BTC	Buy	62721.1→60169.9	-20.78	stop_loss
06-05 09:18	BTC	Buy	63612.2→62999.8	-5.25	timeout
06-05 03:50	BTC	Buy	63708.2→62791.9	-7.61	timeout
06-04 21:42	BTC	Buy	62875.1→63220.8	+2.31	timeout
06-04 16:59	BTC	Buy	64363.2→63525.8	-7.00	timeout
06-04 01:22	BTC	Buy	65235.3→62587.6	-20.74	stop_loss
06-03 23:54	BTC	Buy	66755.3→64045.8	-20.74	stop_loss
06-03 16:41	BTC	Buy	66373.3→65927.7	-3.84	timeout
06-03 11:41	BTC	Buy	66521.3→67091.6	+3.77	timeout
06-03 04:01	BTC	Buy	67229.4→65998.7	-9.61	timeout
06-02 15:30	BTC	Buy	69999.5→67159	-20.75	stop_loss
06-02 11:28	BTC	Buy	71265.6→69482.5	-13.03	timeout
06-02 03:10	BTC	Buy	71591.6→71012.4	-4.57	timeout
06-01 02:28	BTC	Buy	73590.7→73497.3	-1.13	timeout
05-31 18:10	BTC	Buy	73982.7→73612.3	-2.99	timeout
05-31 07:47	BTC	Buy	74028.7→73856.3	-1.69	timeout
05-30 17:10	BTC	Buy	73474.7→73843.3	+2.00	timeout
05-30 02:53	BTC	Buy	73053.7→73721.3	+4.10	timeout
05-29 19:50	BTC	Buy	73372.7→73641.3	+1.35	timeout
05-29 09:43	BTC	Buy	73869.7→73790.3	-1.02	timeout
05-29 02:34	BTC	Buy	72946.6→73446.3	+2.90	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-225.51

total pnl ($)

-45.8 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	98	48%	-45.8	-225.51

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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