dvol_iv_rv_spread_zscore_mean_rev · strategy

closed trades

57%

win rate

+172.46

total pnl ($)

1.478

weight

7d window — n=19 wr=53% pnl=+42.10 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 75 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:26	BTC	Sell	59429→60282	-7.58	timeout
06-27 02:29	BTC	Sell	58824.1→60311	-13.06	timeout
06-26 20:23	BTC	Sell	59602→59687	-1.05	timeout
06-26 14:20	BTC	Sell	59393→59983	-5.37	timeout
06-25 13:57	BTC	Sell	60926→58250.9	+21.46	take_profit
06-25 07:42	BTC	Sell	59524→61943.1	-20.79	stop_loss
06-24 16:51	BTC	Sell	62328.9→59592	+21.46	take_profit
06-24 16:51	BTC	Sell	62391.9→59645	+21.37	take_profit
06-24 13:31	BTC	Sell	61984.9→61750.1	+1.45	timeout
06-24 07:27	BTC	Sell	62966.9→62689.1	+1.80	timeout
06-24 01:25	BTC	Sell	64125.8→62900.1	+9.11	timeout
06-23 19:26	BTC	Sell	64309.8→62344.1	+14.85	timeout
06-23 11:20	BTC	Sell	64247.8→62406.1	+13.69	timeout
06-23 03:21	BTC	Sell	64243.8→63999.2	+1.45	timeout
06-22 20:21	BTC	Sell	64048.8→64466.2	-3.68	timeout
06-22 14:22	BTC	Sell	63991.8→65107.3	-9.03	timeout
06-22 08:19	BTC	Sell	64056.8→64233.2	-1.75	timeout
06-21 23:20	BTC	Sell	64249.8→63697.2	+3.83	timeout
06-21 14:22	BTC	Sell	63276.8→63978.2	-6.06	timeout
06-20 08:44	BTC	Sell	62616.9→63423.2	-6.78	timeout
06-19 20:37	BTC	Sell	63097.8→63042.2	+0.03	timeout
06-19 14:40	BTC	Sell	63967.8→63318.2	+4.53	timeout
06-19 08:38	BTC	Sell	64514.8→62693.1	+13.54	timeout
06-19 02:36	BTC	Sell	64661.8→62894.1	+13.12	timeout
06-18 20:35	BTC	Sell	64383.8→63116.2	+9.23	timeout
06-18 14:34	BTC	Sell	65157.7→63849.2	+9.58	timeout
06-18 08:30	BTC	Sell	65247.7→64538.2	+4.98	timeout
06-18 02:28	BTC	Sell	65985.7→64691.2	+9.43	timeout
06-17 20:27	BTC	Sell	65701.7→64423.2	+9.29	timeout
06-17 14:18	BTC	Sell	65730.7→65258.3	+3.16	timeout
06-17 05:20	BTC	Sell	66040.7→65747.3	+1.81	timeout
06-16 23:20	BTC	Sell	66156.7→65623.3	+3.67	timeout
06-16 16:21	BTC	Sell	67095.6→65766.3	+9.54	timeout
06-15 13:20	BTC	Sell	64320.8→66847.3	-20.11	timeout
06-15 11:26	BTC	Sell	63788.8→66382.5	-20.78	stop_loss
06-14 12:23	BTC	Sell	63920.8→64470.2	-4.76	timeout
06-13 17:23	BTC	Sell	63750.8→64020.2	-2.56	timeout
06-13 10:17	BTC	Sell	63739.8→63732.2	-0.31	timeout
06-13 02:39	BTC	Sell	63559.8→63697.2	-1.53	timeout
06-12 20:36	BTC	Sell	63305.8→63521.2	-2.14	timeout
06-12 14:34	BTC	Sell	62835.9→63620.2	-6.62	timeout
06-12 08:31	BTC	Sell	62910.9→63474.2	-4.84	timeout
06-12 02:29	BTC	Sell	62019.9→63525.2	-12.47	timeout
06-11 20:21	BTC	Sell	61783.9→63515.2	-14.33	timeout
06-11 14:20	BTC	Sell	61934.9→62785.1	-7.21	timeout
06-10 15:47	BTC	Sell	61274.9→62494.1	-10.34	timeout
06-09 17:52	BTC	Sell	63466.8→61762.1	+13.04	timeout
06-09 11:48	BTC	Sell	63481.8→62622.1	+6.27	timeout
06-09 05:47	BTC	Sell	62473.9→63377.2	-7.66	timeout
06-08 23:46	BTC	Sell	63260.8→63044.2	+1.29	timeout
06-08 15:48	BTC	Sell	62037.9→63815.2	-14.72	timeout
06-08 09:44	BTC	Sell	62504.9→63309.2	-6.87	timeout
06-07 22:15	BTC	Sell	61594.9→64098.2	-20.78	stop_loss
06-07 21:46	BTC	Sell	60779→61703.1	-8.07	timeout
06-07 13:52	BTC	Sell	60775→61798.1	-8.85	timeout
06-07 07:48	BTC	Sell	61014.9→62229.1	-10.43	timeout
06-06 22:49	BTC	Sell	61807.9→60608	+9.18	timeout
06-06 14:46	BTC	Sell	60987→60924	+0.07	timeout
06-05 15:41	BTC	Sell	62793.9→60029	+21.55	take_profit
06-05 13:59	BTC	Sell	63489.8→60702	+21.51	take_profit
06-05 13:52	BTC	Sell	63894.8→61086.1	+21.54	take_profit
06-04 01:51	BTC	Sell	65246.7→62382.1	+21.50	take_profit
06-03 23:48	BTC	Sell	67157.6→64207.2	+21.51	take_profit
06-03 16:40	BTC	Sell	67613.6→65940.3	+11.98	timeout
06-02 15:37	BTC	Sell	70152.5→67072.4	+21.52	take_profit
06-02 14:22	BTC	Sell	71284.4→68153.4	+21.56	take_profit
06-02 07:53	BTC	Sell	72802.4→70084.5	+18.28	timeout
06-02 00:36	BTC	Sell	73868.3→71260.6	+17.35	timeout
06-01 05:48	BTC	Sell	74047.3→73422.7	+3.81	timeout
05-31 23:53	BTC	Sell	73804.3→73673.7	+0.41	timeout
05-31 13:52	BTC	Sell	73752.3→73800.7	-0.76	timeout
05-31 03:57	BTC	Sell	73497.3→74138.7	-4.75	timeout
05-30 16:59	BTC	Sell	74027.3→73895.7	+0.55	timeout
05-30 08:49	BTC	Sell	73723.3→73491.7	+1.16	timeout
05-29 22:05	BTC	Sell	73730.3→73367.7	+2.05	timeout

Paper vs Live

Paper (trades.jsonl)

closed

57%

win rate

+172.46

total pnl ($)

+45.7 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	75	57%	+45.7	+172.46

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…