btc_iv_rv_spread_mean_reversion_long

not live
50
closed trades
46%
win rate
-168.44
total pnl ($)
1.017
weight
7d window — n=11 wr=45% pnl=-36.54  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 50 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 23:31BTCBuy59923→59943-0.23timeout
06-27 11:27BTCBuy59453→60233+6.07timeout
06-26 23:22BTCBuy60113→59974-1.64timeout
06-25 13:53BTCBuy61301.1→58802.6-20.82stop_loss
06-24 09:21BTCBuy62438.1→62689.9+1.49timeout
06-23 21:21BTCBuy64336.2→62472.9-14.92timeout
06-23 09:19BTCBuy64127.2→62412.9-13.60timeout
06-22 21:18BTCBuy63487.2→64359.8+6.41timeout
06-22 09:16BTCBuy63962.2→64142.8+0.88timeout
06-21 21:15BTCBuy63956.2→63615.8-3.11timeout
06-21 09:14BTCBuy63499.2→63948.8+2.94timeout
06-20 21:13BTCBuy63242.2→63998.8+5.54timeout
06-20 09:07BTCBuy62509.1→63456.8+7.01timeout
06-19 21:01BTCBuy63092.2→63198.8+0.35timeout
06-19 09:02BTCBuy64293.2→62584.9-13.59timeout
06-18 21:00BTCBuy64372.2→63064.8-10.46timeout
06-18 09:00BTCBuy64898.2→64363.8-4.60timeout
06-17 21:03BTCBuy65840.3→64265.8-12.39timeout
06-17 08:56BTCBuy66920.3→64973.8-15.01timeout
06-16 20:55BTCBuy66493.3→65834.7-5.49timeout
06-16 08:51BTCBuy65723.3→66757.7+7.45timeout
06-15 13:20BTCBuy64030.2→66841.7+21.52take_profit
06-15 08:41BTCBuy64455.2→65681.7+9.06timeout
06-14 20:39BTCBuy64242.2→64025.8-2.17timeout
06-14 08:34BTCBuy63787.2→64446.8+4.70timeout
06-13 20:30BTCBuy63530.2→64221.8+4.98timeout
06-13 08:28BTCBuy63496.2→63785.8+1.73timeout
06-12 20:48BTCBuy63247.2→63417.8+0.88timeout
06-12 08:36BTCBuy62916.1→63424.8+3.51timeout
06-11 20:23BTCBuy61845.1→63452.8+12.41timeout
06-11 08:20BTCBuy61600.1→62794.9+9.11timeout
06-10 11:49BTCBuy62603.1→60984-13.34timeout
06-08 09:23BTCBuy62625.1→63467.8+6.26timeout
06-07 21:12BTCBuy60816→61890.9+8.41timeout
06-07 09:10BTCBuy61174.1→62819.9+13.04timeout
06-06 21:08BTCBuy61841.1→60712-9.51timeout
06-05 15:39BTCBuy62716.1→60166.9-20.76stop_loss
06-05 09:41BTCBuy62805.1→62797.9-0.49timeout
06-05 06:24BTCBuy63717.2→61129.4-20.73stop_loss
06-04 01:22BTCBuy65358.3→62705.5-20.74stop_loss
06-03 23:24BTCBuy67025.4→64301.6-20.75stop_loss
06-03 23:11BTCBuy66640.3→64523.8-16.33timeout
06-02 15:26BTCBuy70174.5→67322-20.78stop_loss
06-02 14:22BTCBuy70956.5→68062.5-20.88stop_loss
06-02 02:06BTCBuy73207.7→70235.4-20.87stop_loss
05-31 23:53BTCBuy73812.7→73657.3-1.48timeout
05-31 11:55BTCBuy73568.7→73882.3+1.55timeout
05-31 07:08BTCBuy73506.7→73965.3+2.61timeout
05-30 11:11BTCBuy73603.7→73596.3-0.55timeout
05-29 23:08BTCBuy73550.7→73466.3-1.06timeout

Paper vs Live

Paper (trades.jsonl)
50
closed
46%
win rate
-168.44
total pnl ($)
-67.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5046%-67.0-168.44

Recent bounces (last 20 of 1)

timesymsidereason
06-27 23:42BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems