dvol_iv_rv_zscore_fade_short_v2

not live
26
closed trades
65%
win rate
+164.39
total pnl ($)
1.604
weight
7d window — n=8 wr=62% pnl=+63.06  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:52BTCSell59694→60589-6.36timeout
06-25 13:59BTCSell60770→58097.9+17.19take_profit
06-24 16:51BTCSell62508.9→59764+17.02take_profit
06-24 16:51BTCSell62623.9→59874+17.12take_profit
06-24 13:46BTCSell64161.8→61344.1+17.20take_profit
06-24 02:19BTCSell64581.8→62760.1+11.00timeout
06-21 15:56BTCSell63225.8→64206.2-6.43timeout
06-21 02:51BTCSell62960.9→64246.2-8.51timeout
06-20 15:01BTCSell63699.8→63903.2-1.53timeout
06-20 02:20BTCSell64523.8→63387.2+6.66timeout
06-18 15:37BTCSell65834.7→62935.1+16.77take_profit
06-18 14:25BTCSell65643.7→63981.2+9.76timeout
06-18 01:48BTCSell66333.7→64533.2+10.62timeout
06-17 13:46BTCSell66504.7→65353.3+6.62timeout
06-17 01:43BTCSell65629.7→65743.3-0.96timeout
06-13 01:58BTCSell62199.9→63788.2-10.58timeout
06-12 08:39BTCSell61360.9→63437.2-13.75timeout
06-11 07:59BTCSell63173.8→62693.1+2.92timeout
06-10 03:19BTCSell63197.8→62023.1+6.90timeout
06-05 06:22BTCSell64299.8→61473.1+17.16take_profit
06-02 14:26BTCSell70973.5→67856.4+17.23take_profit
06-02 07:01BTCSell73110.3→69897.5+17.34take_profit
06-02 02:06BTCSell73554.3→70322.5+17.39take_profit
06-01 23:53BTCSell73804.3→71505.6+12.34timeout
05-31 13:15BTCSell73086.3→73908.7-4.69timeout
05-31 01:37BTCSell73487.3→74188.7-4.04timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
65%
win rate
+164.39
total pnl ($)
+157.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2665%+157.3+164.39

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems