dvol_iv_rv_spread_cross_asset_btc_eth

not live
28
closed trades
46%
win rate
-16.24
total pnl ($)
1.288
weight
7d window — n=6 wr=33% pnl=+10.53  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:22ETHSell1566.04→1568.26-1.14timeout
06-24 17:44ETHSell1638.94→1566.96+21.48take_profit
06-24 16:57ETHSell1658.03→1585.26+21.37take_profit
06-22 18:19ETHSell1723.63→1744.47-6.39timeout
06-22 11:49ETHSell1711.53→1772.76-18.27stop_loss
06-22 09:20ETHSell1725.83→1747.27-6.51timeout
06-20 10:20ETHSell1688.13→1727.87-12.08timeout
06-19 15:21ETHSell1728.13→1703.07+6.76timeout
06-18 20:26ETHSell1740.03→1713.57+7.23timeout
06-18 09:22ETHSell1770.82→1751.08+5.28timeout
06-16 12:31ETHSell1763.82→1826.9-18.29stop_loss
06-15 07:21ETHSell1675.63→1721.47-14.11timeout
06-14 21:50ETHSell1666.33→1726.04-18.35stop_loss
06-14 21:50ETHSell1665.63→1725.43-18.36stop_loss
06-13 13:23ETHSell1665.83→1679.27-4.38timeout
06-11 09:18ETHSell1616.44→1657.87-13.13timeout
06-10 15:46ETHSell1639.64→1655.27-5.07timeout
06-10 09:47ETHSell1669.23→1617.26+14.98timeout
06-10 01:50ETHSell1668.43→1655.97+3.36timeout
06-07 05:47ETHSell1561.24→1606.66-15.13timeout
06-05 21:04ETHSell1559.24→1614.97-18.32stop_loss
06-05 15:12ETHSell1654.23→1581.66+21.48take_profit
06-05 06:20ETHSell1733.23→1657.27+21.45take_profit
06-03 03:44ETHSell1908.41→1824.78+21.45take_profit
06-02 11:37ETHSell1983.4→1977.7+1.09timeout
06-02 03:39ETHSell2011.9→2002.6+1.88timeout
06-01 19:46ETHSell1997.6→2004.6-2.18timeout
06-01 10:48ETHSell2016.9→1984.7+7.68timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
46%
win rate
-16.24
total pnl ($)
-12.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH2846%-12.4-16.24

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems