dvol_high_iv_rv_zscore_short · strategy

closed trades

47%

win rate

+129.73

total pnl ($)

1.458

weight

7d window — n=23 wr=48% pnl=+41.75 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 89 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 21:18	BTC	Sell	60096→59666	+3.16	timeout
06-26 08:33	BTC	Sell	59458→60237	-7.01	timeout
06-26 07:39	BTC	Sell	58351.1→60722.4	-20.78	stop_loss
06-26 02:40	BTC	Sell	59641→58725.9	+7.19	timeout
06-25 13:58	BTC	Sell	60860→58186.9	+21.46	take_profit
06-25 13:53	BTC	Sell	61689.9→58972.9	+21.55	take_profit
06-25 08:28	BTC	Sell	60668→61726.1	-9.16	timeout
06-25 02:34	BTC	Sell	61312.9→60860	+3.24	timeout
06-24 16:47	BTC	Sell	62760.9→60005	+21.44	take_profit
06-24 14:52	BTC	Sell	62701.9→61064.1	+12.58	timeout
06-24 08:42	BTC	Sell	62437.9→62700.1	-2.51	timeout
06-24 02:18	BTC	Sell	62757.9→62768.1	-0.51	timeout
06-23 19:58	BTC	Sell	62927.9→62363.1	+4.04	timeout
06-23 14:20	BTC	Sell	64154.8→62787.1	+10.17	timeout
06-22 08:25	BTC	Sell	64082.8→64250.2	-1.73	timeout
06-22 02:23	BTC	Sell	63993.8→64509.2	-4.43	timeout
06-21 20:19	BTC	Sell	64056.8→64030.2	-0.24	timeout
06-21 14:17	BTC	Sell	64205.8→64000.2	+1.11	timeout
06-21 08:13	BTC	Sell	63949.8→64109.2	-1.65	timeout
06-21 02:10	BTC	Sell	63237.8→64227.2	-8.25	timeout
06-20 20:08	BTC	Sell	63527.8→63945.2	-3.75	timeout
06-20 14:06	BTC	Sell	63462.8→63301.2	+0.85	timeout
06-20 08:05	BTC	Sell	62997.8→63576.2	-5.01	timeout
06-20 02:09	BTC	Sell	63106.8→63472.2	-3.35	timeout
06-19 20:01	BTC	Sell	62598.9→63041.2	-3.97	timeout
06-19 14:19	BTC	Sell	62960.9→63053.2	-1.23	timeout
06-18 10:26	BTC	Sell	64276.8→63956.2	+2.08	timeout
06-18 04:44	BTC	Sell	65942.7→63878.2	+15.22	timeout
06-17 22:26	BTC	Sell	64886.8→64282.2	+4.20	timeout
06-17 16:20	BTC	Sell	65779.7→65897.3	-1.31	timeout
06-17 10:16	BTC	Sell	65812.7→64918.2	+6.39	timeout
06-17 04:09	BTC	Sell	65796.7→65830.3	-0.68	timeout
06-16 22:18	BTC	Sell	66584.7→65839.3	+5.19	timeout
06-16 16:06	BTC	Sell	66149.7→65827.3	+2.04	timeout
06-16 10:01	BTC	Sell	66349.7→66485.3	-1.45	timeout
06-16 03:47	BTC	Sell	67149.6→66124.3	+7.16	timeout
06-15 21:52	BTC	Sell	65533.7→66403.3	-7.06	timeout
06-15 15:49	BTC	Sell	65886.7→67130.4	-9.89	timeout
06-15 09:43	BTC	Sell	65172.7→65569.3	-3.50	timeout
06-15 03:20	BTC	Sell	64001.8→65703.3	-13.73	timeout
06-14 21:11	BTC	Sell	64429.8→63999.2	+2.91	timeout
06-14 15:07	BTC	Sell	64473.8→64098.2	+2.47	timeout
06-14 09:05	BTC	Sell	64286.8→64455.2	-1.73	timeout
06-14 02:58	BTC	Sell	64205.8→64474.2	-2.55	timeout
06-13 20:53	BTC	Sell	63777.8→64242.2	-4.08	timeout
06-13 14:47	BTC	Sell	63601.8→64191.2	-5.06	timeout
06-13 08:44	BTC	Sell	63496.8→63864.2	-3.30	timeout
06-13 02:47	BTC	Sell	63447.8→63622.2	-1.83	timeout
06-12 20:42	BTC	Sell	63363.8→63535.2	-1.79	timeout
06-12 14:50	BTC	Sell	63560.8→63605.2	-0.76	timeout
06-12 08:48	BTC	Sell	63240.8→63423.2	-1.85	timeout
06-12 02:42	BTC	Sell	62848.9→63566.2	-6.11	timeout
06-11 20:34	BTC	Sell	62919.9→63367.2	-3.94	timeout
06-11 14:34	BTC	Sell	61902.9→62837.1	-7.95	timeout
06-11 08:29	BTC	Sell	61886.9→62922.1	-8.74	timeout
06-11 02:28	BTC	Sell	62088.9→62071.1	-0.28	timeout
06-10 20:19	BTC	Sell	61589.9→61815.1	-2.25	timeout
06-09 15:52	BTC	Sell	62721.9→61328.1	+10.73	timeout
06-09 09:51	BTC	Sell	63739.8→62654.1	+8.05	timeout
06-09 03:44	BTC	Sell	63838.8→62766.1	+7.95	timeout
06-08 21:31	BTC	Sell	63383.8→63612.2	-2.23	timeout
06-08 15:22	BTC	Sell	63313.8→64101.2	-6.64	timeout
06-07 03:23	BTC	Sell	60483→61567.1	-9.39	timeout
06-06 21:17	BTC	Sell	61232.9→60869	+2.49	timeout
06-06 15:15	BTC	Sell	60884→60579	+2.05	timeout
06-06 09:11	BTC	Sell	61752.9→61223.1	+3.87	timeout
06-06 03:20	BTC	Sell	60650→60836	-1.98	timeout
06-05 15:41	BTC	Sell	62778.9→60022	+21.49	take_profit
06-05 14:28	BTC	Sell	63098.8→60328	+21.50	take_profit
06-05 09:18	BTC	Sell	63610.8→63003.2	+4.31	timeout
06-05 03:49	BTC	Sell	63692.8→62771.1	+6.76	timeout
06-04 21:45	BTC	Sell	63082.8→63427.2	-3.19	timeout
06-04 16:56	BTC	Sell	64344.8→63534.2	+5.89	timeout
06-04 01:49	BTC	Sell	65346.7→62477.1	+21.51	take_profit
06-04 00:24	BTC	Sell	66938.7→63999.2	+21.50	take_profit
06-03 16:41	BTC	Sell	66363.7→65927.3	+2.87	timeout
06-03 13:47	BTC	Sell	66504.7→66637.3	-1.43	timeout
06-02 08:45	BTC	Sell	71585.4→69870.5	+11.60	timeout
06-02 01:44	BTC	Sell	71625.4→70961.5	+4.26	timeout
06-01 17:47	BTC	Sell	73393.3→71704.6	+11.13	timeout
06-01 01:41	BTC	Sell	73859.3→73588.7	+1.40	timeout
05-31 17:48	BTC	Sell	74047.3→73698.7	+1.93	timeout
05-31 11:53	BTC	Sell	73804.3→73889.7	-0.96	timeout
05-31 09:16	BTC	Sell	73955.3→73876.7	+0.16	timeout
05-30 21:51	BTC	Sell	73546.3→73936.7	-3.05	timeout
05-30 12:07	BTC	Sell	73408.3→73571.7	-1.54	timeout
05-30 01:25	BTC	Sell	72947.4→73618.7	-5.03	timeout
05-29 18:50	BTC	Sell	73688.3→73537.7	+0.59	timeout
05-29 13:37	BTC	Sell	73487.3→73112.7	+2.11	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

+129.73

total pnl ($)

+28.8 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	89	47%	+28.8	+129.73

Recent bounces (last 20 of 3)

time	sym	side	reason
06-25 14:55	BTC	Sell	stale_intent
06-24 15:00	BTC	Sell	stale_intent
06-24 09:08	BTC	Sell	trigger_already_opened

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…