dvol_iv_rv_zscore_fade_short_v4 · strategy

closed trades

47%

win rate

+187.66

total pnl ($)

1.722

weight

7d window — n=22 wr=41% pnl=+73.82 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 86 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 00:38	BTC	Sell	59465→59889	-4.00	timeout
06-26 18:35	BTC	Sell	59972→59806	+1.00	timeout
06-26 12:14	BTC	Sell	59835→59437	+2.90	timeout
06-26 05:52	BTC	Sell	59481→59820	-3.30	timeout
06-25 13:59	BTC	Sell	61162.9→58109.9	+24.50	take_profit
06-25 13:54	BTC	Sell	61706.9→58626.9	+24.47	take_profit
06-25 11:43	BTC	Sell	60967→61293.1	-3.13	timeout
06-25 05:02	BTC	Sell	59604→61430.8	-15.79	stop_loss
06-24 16:51	BTC	Sell	62810.9→59675	+24.44	take_profit
06-24 16:51	BTC	Sell	62879.9→59740	+24.48	take_profit
06-24 11:49	BTC	Sell	62699.9→63128.2	-3.86	timeout
06-24 05:23	BTC	Sell	62579.9→62805.1	-2.22	timeout
06-23 22:51	BTC	Sell	62230.9→62539.1	-2.94	timeout
06-23 17:30	BTC	Sell	63429.8→62622.1	+5.92	timeout
06-23 11:26	BTC	Sell	63981.8→62492.1	+11.09	timeout
06-23 04:13	BTC	Sell	64691.8→63988.2	+4.99	timeout
06-22 21:34	BTC	Sell	64155.8→64282.2	-1.43	timeout
06-22 15:23	BTC	Sell	64294.8→64957.2	-5.61	timeout
06-22 09:29	BTC	Sell	63682.8→64071.2	-3.46	timeout
06-22 02:57	BTC	Sell	64098.8→64261.2	-1.68	timeout
06-21 19:44	BTC	Sell	64178.8→64197.2	-0.59	timeout
06-21 09:56	BTC	Sell	63990.8→64189.2	-1.96	timeout
06-21 00:48	BTC	Sell	63576.8→64240.2	-5.64	timeout
06-20 18:47	BTC	Sell	63710.8→63805.2	-1.20	timeout
06-20 12:43	BTC	Sell	63536.8→63588.2	-0.83	timeout
06-20 05:17	BTC	Sell	63028.8→63716.2	-5.91	timeout
06-19 20:35	BTC	Sell	62639.9→63031.2	-3.55	timeout
06-19 14:27	BTC	Sell	62989.9→63212.2	-2.27	timeout
06-19 08:23	BTC	Sell	63103.8→62678.1	+2.85	timeout
06-18 18:51	BTC	Sell	64065.8→62773.1	+9.51	timeout
06-17 06:18	BTC	Sell	66077.7→65859.3	+1.22	timeout
06-17 00:08	BTC	Sell	66442.7→65690.3	+5.24	timeout
06-16 17:33	BTC	Sell	65983.7→65744.3	+1.41	timeout
06-16 11:28	BTC	Sell	66231.7→66466.3	-2.18	timeout
06-16 03:52	BTC	Sell	67196.6→66077.3	+7.86	timeout
06-15 21:46	BTC	Sell	65525.7→66377.3	-6.92	timeout
06-15 15:33	BTC	Sell	65695.7→66615.3	-7.46	timeout
06-15 01:59	BTC	Sell	64293.8→65455.3	-9.47	timeout
06-15 00:14	BTC	Sell	63892.8→65850.2	-15.77	stop_loss
06-14 19:52	BTC	Sell	64387.8→63763.2	+4.42	timeout
06-14 13:51	BTC	Sell	64608.8→64278.2	+2.11	timeout
06-14 07:50	BTC	Sell	64292.8→64398.2	-1.27	timeout
06-14 01:50	BTC	Sell	64096.8→64618.2	-4.53	timeout
06-13 19:50	BTC	Sell	63792.8→64317.2	-4.56	timeout
06-13 13:46	BTC	Sell	63774.8→64084.2	-2.85	timeout
06-13 07:30	BTC	Sell	63662.8→63765.2	-1.25	timeout
06-12 21:37	BTC	Sell	63835.8→63543.2	+1.86	timeout
06-12 15:26	BTC	Sell	63371.8→64267.2	-7.47	timeout
06-12 08:57	BTC	Sell	63366.8→63455.2	-1.11	timeout
06-12 01:51	BTC	Sell	63075.8→63398.2	-2.95	timeout
06-11 19:11	BTC	Sell	62633.9→63383.2	-6.37	timeout
06-11 06:24	BTC	Sell	61127.9→63002.6	-15.73	stop_loss
06-11 02:52	BTC	Sell	61876.9→62016.1	-1.55	timeout
06-10 20:17	BTC	Sell	61674.9→61779.1	-1.26	timeout
06-10 07:46	BTC	Sell	61790.9→62023.1	-2.36	timeout
06-10 01:45	BTC	Sell	62340.9→62023.1	+2.07	timeout
06-09 19:43	BTC	Sell	63173.8→61846.1	+10.10	timeout
06-09 01:29	BTC	Sell	63545.8→62812.1	+5.32	timeout
06-08 19:21	BTC	Sell	63161.8→63500.2	-3.10	timeout
06-08 10:20	BTC	Sell	63161.8→63231.2	-1.00	timeout
06-07 22:15	BTC	Sell	61949.9→63847.1	-15.76	stop_loss
06-07 19:22	BTC	Sell	62083.9→61453.1	+4.60	timeout
06-07 13:24	BTC	Sell	61500.9→61715.1	-2.18	timeout
06-06 18:07	BTC	Sell	61021.9→60488	+3.90	timeout
06-06 10:16	BTC	Sell	61406.9→60655	+5.70	timeout
06-06 03:16	BTC	Sell	60530→60833	-2.95	timeout
06-05 16:11	BTC	Sell	62997.8→59853	+24.49	take_profit
06-05 16:02	BTC	Sell	62581.9→60182	+18.74	timeout
06-05 09:17	BTC	Sell	63710.8→62987.1	+5.22	timeout
06-05 03:46	BTC	Sell	63745.8→62717.1	+7.59	timeout
06-04 21:40	BTC	Sell	62883.9→63225.2	-3.17	timeout
06-04 16:55	BTC	Sell	64409.8→63544.2	+6.31	timeout
06-04 02:01	BTC	Sell	65229.7→61974.1	+24.50	take_profit
06-04 00:26	BTC	Sell	67082.6→63734.2	+24.50	take_profit
06-03 16:39	BTC	Sell	66333.7→65892.3	+2.91	timeout
06-03 11:16	BTC	Sell	66724.7→67309.4	-4.76	timeout
06-03 03:48	BTC	Sell	67315.6→65801.3	+10.80	timeout
06-02 19:15	BTC	Sell	70102.5→67335.4	+19.29	timeout
06-02 18:30	BTC	Sell	70406.5→67281.4	+21.74	timeout
06-02 11:27	BTC	Sell	71267.4→69451.5	+12.37	timeout
06-02 02:14	BTC	Sell	71656.4→70296.5	+9.11	timeout
06-01 18:17	BTC	Sell	73254.3→71386.6	+12.37	timeout
06-01 02:23	BTC	Sell	73621.3→73489.7	+0.49	timeout
05-31 07:49	BTC	Sell	74023.3→73854.7	+0.76	timeout
05-30 02:54	BTC	Sell	72939.4→73752.7	-6.00	timeout
05-29 19:48	BTC	Sell	73368.3→73620.7	-2.14	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

+187.66

total pnl ($)

+43.5 bps

avg bps net

Live (dry_run=0)

closed

50%

win rate

-3.11

total pnl ($)

-32.5 bps

avg bps net

Live: 4 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	86	47%	+43.5	+187.66

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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