dvol_iv_rv_zscore_fade_short_v3 · strategy

closed trades

43%

win rate

+116.09

total pnl ($)

1.405

weight

7d window — n=23 wr=35% pnl=+29.40 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 89 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 09:34	BTC	Sell	59872→60395	-4.79	timeout
06-27 03:21	BTC	Sell	59934→60257	-3.15	timeout
06-26 21:14	BTC	Sell	60135→59722	+3.02	timeout
06-26 14:53	BTC	Sell	58503.1→59653	-10.25	timeout
06-26 08:23	BTC	Sell	59594→60278	-6.22	timeout
06-26 02:34	BTC	Sell	59948→58794.9	+9.14	timeout
06-25 13:59	BTC	Sell	60778→58107.9	+21.47	take_profit
06-25 13:53	BTC	Sell	61750.9→59039	+21.49	take_profit
06-24 09:29	BTC	Sell	62530.9→62678.1	-1.59	timeout
06-24 03:08	BTC	Sell	62309.9→62596.1	-2.72	timeout
06-23 21:04	BTC	Sell	62362.9→62503.1	-1.58	timeout
06-23 15:42	BTC	Sell	63961.8→62278.1	+12.69	timeout
06-23 09:35	BTC	Sell	64284.8→62462.1	+13.62	timeout
06-23 03:22	BTC	Sell	64932.8→64028.2	+6.52	timeout
06-22 21:19	BTC	Sell	64121.8→64342.2	-2.17	timeout
06-22 15:06	BTC	Sell	64081.8→64924.2	-6.98	timeout
06-22 08:51	BTC	Sell	63672.8→64125.2	-3.96	timeout
06-22 02:46	BTC	Sell	64004.8→64442.2	-3.83	timeout
06-21 20:44	BTC	Sell	63912.8→63939.2	-0.65	timeout
06-21 14:41	BTC	Sell	64219.8→64039.2	+0.92	timeout
06-21 08:43	BTC	Sell	63861.8→63919.2	-0.83	timeout
06-21 02:40	BTC	Sell	63378.8→64220.2	-7.08	timeout
06-20 20:37	BTC	Sell	63442.8→63849.2	-3.67	timeout
06-20 14:33	BTC	Sell	63443.8→63402.2	-0.09	timeout
06-20 08:29	BTC	Sell	63044.8→63451.2	-3.64	timeout
06-20 02:25	BTC	Sell	63165.8→63381.2	-2.16	timeout
06-19 20:23	BTC	Sell	62676.9→62960.1	-2.69	timeout
06-19 14:18	BTC	Sell	62974.9→63084.2	-1.37	timeout
06-18 09:25	BTC	Sell	64275.8→64305.2	-0.66	timeout
06-18 03:24	BTC	Sell	65333.7→64362.2	+7.00	timeout
06-17 21:18	BTC	Sell	64923.8→64274.2	+4.54	timeout
06-17 15:16	BTC	Sell	65711.7→65285.3	+2.80	timeout
06-17 09:17	BTC	Sell	65759.7→64924.2	+5.92	timeout
06-17 03:09	BTC	Sell	65784.7→65873.3	-1.11	timeout
06-16 21:09	BTC	Sell	66746.7→65866.3	+6.19	timeout
06-16 15:06	BTC	Sell	65753.7→65760.3	-0.46	timeout
06-16 09:01	BTC	Sell	66480.7→66812.3	-2.96	timeout
06-16 02:56	BTC	Sell	66628.7→65703.3	+6.50	timeout
06-15 20:58	BTC	Sell	65663.7→66489.3	-6.71	timeout
06-15 14:56	BTC	Sell	65417.7→66626.3	-9.69	timeout
06-15 08:51	BTC	Sell	64005.8→65726.3	-13.89	timeout
06-15 02:30	BTC	Sell	64113.8→65632.3	-12.27	timeout
06-14 20:29	BTC	Sell	64453.8→63907.2	+3.81	timeout
06-14 14:25	BTC	Sell	64531.8→64245.2	+1.77	timeout
06-14 08:21	BTC	Sell	64234.8→64488.2	-2.41	timeout
06-14 02:21	BTC	Sell	64131.8→64571.2	-3.88	timeout
06-13 20:15	BTC	Sell	63769.8→64254.2	-4.25	timeout
06-13 14:13	BTC	Sell	63773.8→64156.2	-3.43	timeout
06-13 08:08	BTC	Sell	63649.8→63764.2	-1.29	timeout
06-13 02:03	BTC	Sell	63326.8→63796.2	-4.13	timeout
06-12 19:59	BTC	Sell	63083.8→63599.2	-4.53	timeout
06-12 14:02	BTC	Sell	63467.8→63362.2	+0.42	timeout
06-12 07:56	BTC	Sell	63626.8→63053.2	+4.05	timeout
06-12 01:53	BTC	Sell	63176.8→63401.2	-2.17	timeout
06-11 19:43	BTC	Sell	62638.9→63766.2	-9.38	timeout
06-11 13:43	BTC	Sell	62265.9→62802.1	-4.70	timeout
06-09 22:12	BTC	Sell	62665.9→62023.1	+4.63	timeout
06-09 16:00	BTC	Sell	62842.9→61099.1	+13.50	timeout
06-09 09:59	BTC	Sell	63727.8→62693.1	+7.65	timeout
06-09 03:51	BTC	Sell	63815.8→62749.1	+7.91	timeout
06-08 21:37	BTC	Sell	63266.8→63748.2	-4.24	timeout
06-08 15:28	BTC	Sell	63173.8→64063.2	-7.46	timeout
06-07 10:20	BTC	Sell	60706→62413.1	-14.51	timeout
06-07 03:54	BTC	Sell	60728→61610.1	-7.70	timeout
06-06 21:49	BTC	Sell	60876→60825	-0.07	timeout
06-06 15:49	BTC	Sell	60623→60801	-1.92	timeout
06-06 09:44	BTC	Sell	61921.9→61080.1	+6.38	timeout
06-06 03:41	BTC	Sell	60065→60618	-5.04	timeout
06-05 15:41	BTC	Sell	62784.9→60028	+21.49	take_profit
06-05 15:38	BTC	Sell	63020.8→60253	+21.49	take_profit
06-05 09:57	BTC	Sell	63281.8→62831.1	+3.10	timeout
06-05 03:52	BTC	Sell	63853.8→62768.1	+8.02	timeout
06-04 21:46	BTC	Sell	63135.8→63358.2	-2.22	timeout
06-04 17:00	BTC	Sell	64251.8→63472.2	+5.66	timeout
06-04 01:49	BTC	Sell	65382.7→62512.1	+21.50	take_profit
06-04 00:26	BTC	Sell	66748.7→63817.2	+21.50	take_profit
06-03 16:41	BTC	Sell	66366.7→65934.3	+2.84	timeout
06-03 11:33	BTC	Sell	66502.7→67232.4	-5.87	timeout
06-03 03:57	BTC	Sell	67276.6→65906.3	+9.74	timeout
06-02 15:37	BTC	Sell	70168.5→67083.4	+21.55	take_profit
06-02 13:49	BTC	Sell	70879.5→68820.4	+14.10	timeout
06-01 01:56	BTC	Sell	73825.3→73305.7	+3.12	timeout
05-31 17:48	BTC	Sell	74046.3→73695.7	+1.95	timeout
05-31 11:53	BTC	Sell	73805.3→73889.7	-0.95	timeout
05-30 22:30	BTC	Sell	73611.3→73861.7	-2.09	timeout
05-30 12:38	BTC	Sell	73467.3→73648.7	-1.66	timeout
05-30 02:03	BTC	Sell	73123.3→73681.7	-4.25	timeout
05-29 19:12	BTC	Sell	73772.3→73408.7	+2.05	timeout
05-29 13:49	BTC	Sell	73463.3→73197.7	+1.37	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

+116.09

total pnl ($)

+25.8 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	43%	+25.8	+116.09

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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