dvol_iv_rv_zscore_fade_short_v5 · strategy

closed trades

48%

win rate

+63.08

total pnl ($)

1.459

weight

7d window — n=21 wr=38% pnl=+32.34 · 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 08:37	BTC	Sell	59577→60370	-7.10	timeout
06-27 02:46	BTC	Sell	59624→60306	-6.16	timeout
06-26 20:39	BTC	Sell	60210→59662	+4.16	timeout
06-26 14:29	BTC	Sell	58824.1→60127	-11.50	timeout
06-26 08:23	BTC	Sell	59602→60299	-6.33	timeout
06-26 02:19	BTC	Sell	59166→58627.9	+4.08	timeout
06-25 13:59	BTC	Sell	60769→58097.9	+21.49	take_profit
06-25 13:53	BTC	Sell	61711.9→59000.9	+21.50	take_profit
06-24 09:13	BTC	Sell	62465.9→62742.1	-2.63	timeout
06-24 03:07	BTC	Sell	62354.9→62556.1	-2.04	timeout
06-23 21:02	BTC	Sell	62389.9→62468.1	-1.08	timeout
06-23 15:06	BTC	Sell	63980.8→62410.1	+11.80	timeout
06-23 09:06	BTC	Sell	64405.8→62380.1	+15.16	timeout
06-23 03:02	BTC	Sell	65057.7→64054.2	+7.26	timeout
06-22 21:00	BTC	Sell	64136.8→64420.2	-2.65	timeout
06-22 14:56	BTC	Sell	64253.8→64872.2	-5.21	timeout
06-22 08:49	BTC	Sell	63667.8→64132.2	-4.06	timeout
06-22 02:45	BTC	Sell	64014.8→64451.2	-3.82	timeout
06-21 20:42	BTC	Sell	63916.8→63932.2	-0.57	timeout
06-21 14:41	BTC	Sell	64210.8→64013.2	+1.06	timeout
06-21 08:39	BTC	Sell	63839.8→63923.2	-1.03	timeout
06-21 02:38	BTC	Sell	63401.8→64238.2	-7.04	timeout
06-20 20:34	BTC	Sell	63440.8→63847.2	-3.67	timeout
06-20 14:31	BTC	Sell	63411.8→63325.2	+0.27	timeout
06-20 08:28	BTC	Sell	63043.8→63461.2	-3.73	timeout
06-20 02:25	BTC	Sell	63061.8→63377.2	-2.96	timeout
06-19 20:23	BTC	Sell	62678.9→62976.1	-2.80	timeout
06-19 14:17	BTC	Sell	62980.9→63056.2	-1.10	timeout
06-18 08:40	BTC	Sell	64341.8→64523.2	-1.86	timeout
06-18 02:41	BTC	Sell	65045.7→64714.2	+2.13	timeout
06-17 20:36	BTC	Sell	65116.7→64420.2	+4.90	timeout
06-17 14:33	BTC	Sell	65947.7→65193.3	+5.27	timeout
06-17 08:33	BTC	Sell	65701.7→65140.3	+3.81	timeout
06-17 02:25	BTC	Sell	65661.7→66047.3	-3.37	timeout
06-16 20:25	BTC	Sell	66462.7→65763.3	+4.86	timeout
06-16 14:17	BTC	Sell	66085.7→65847.3	+1.39	timeout
06-16 08:12	BTC	Sell	66536.7→66423.3	+0.38	timeout
06-16 02:10	BTC	Sell	66291.7→66238.3	-0.05	timeout
06-15 20:09	BTC	Sell	65696.7→66560.3	-6.99	timeout
06-15 14:05	BTC	Sell	65559.7→66411.3	-6.95	timeout
06-15 07:58	BTC	Sell	63773.8→65655.3	-15.19	timeout
06-15 01:53	BTC	Sell	64275.8→65530.3	-10.19	timeout
06-14 19:52	BTC	Sell	64387.8→63747.2	+4.55	timeout
06-14 13:50	BTC	Sell	64612.8→64283.2	+2.10	timeout
06-14 07:50	BTC	Sell	64297.8→64397.2	-1.22	timeout
06-14 01:50	BTC	Sell	64112.8→64618.2	-4.41	timeout
06-13 19:50	BTC	Sell	63791.8→64304.2	-4.47	timeout
06-13 13:46	BTC	Sell	63777.8→64076.2	-2.76	timeout
06-11 08:27	BTC	Sell	61869.9→62890.1	-8.62	timeout
06-11 02:25	BTC	Sell	62125.9→62068.1	+0.04	timeout
06-10 20:19	BTC	Sell	61590.9→61816.1	-2.25	timeout
06-10 04:00	BTC	Sell	61106.9→62023.1	-8.00	timeout
06-09 22:12	BTC	Sell	62674.9→62023.1	+4.70	timeout
06-09 16:02	BTC	Sell	62805.9→61093.1	+13.26	timeout
06-09 10:03	BTC	Sell	63515.8→62757.1	+5.51	timeout
06-09 04:03	BTC	Sell	63794.8→62835.1	+7.07	timeout
06-08 21:56	BTC	Sell	63426.8→63725.2	-2.78	timeout
06-08 15:50	BTC	Sell	63058.8→63835.2	-6.54	timeout
06-08 03:48	BTC	Sell	61964.9→63077.2	-9.42	timeout
06-07 22:15	BTC	Sell	61666.9→64173.3	-20.77	stop_loss
06-07 21:42	BTC	Sell	62540.9→61685.1	+6.38	timeout
06-07 15:34	BTC	Sell	61607.9→62025.1	-3.83	timeout
06-07 09:30	BTC	Sell	60860→62669.1	-15.33	timeout
06-07 03:23	BTC	Sell	60473→61592.1	-9.68	timeout
06-06 21:18	BTC	Sell	61229.9→60842	+2.68	timeout
06-06 15:14	BTC	Sell	60898→60587	+2.10	timeout
06-06 09:10	BTC	Sell	61758.9→61160.1	+4.43	timeout
06-06 03:26	BTC	Sell	60982→60724	+1.67	timeout
06-05 15:39	BTC	Sell	62883.9→60115	+21.55	take_profit
06-05 15:37	BTC	Sell	63065.8→60293	+21.52	take_profit
06-05 09:19	BTC	Sell	63609.8→62992.1	+4.39	timeout
06-05 03:52	BTC	Sell	63853.8→62768.1	+8.02	timeout
06-04 21:45	BTC	Sell	62932.9→63496.2	-4.94	timeout
06-04 16:56	BTC	Sell	64344.8→63535.2	+5.88	timeout
06-04 01:51	BTC	Sell	65246.7→62382.1	+21.50	take_profit
06-04 00:24	BTC	Sell	66905.7→63968.2	+21.50	take_profit
06-03 16:41	BTC	Sell	66363.7→65927.3	+2.87	timeout
06-03 13:47	BTC	Sell	66496.7→66677.3	-1.79	timeout
06-02 09:16	BTC	Sell	71183.4→69563.5	+11.00	timeout
06-02 02:04	BTC	Sell	71851.4→70538.5	+8.76	timeout
06-01 01:45	BTC	Sell	73853.3→73448.7	+2.32	timeout
05-31 17:48	BTC	Sell	74047.3→73697.7	+1.94	timeout
05-31 11:53	BTC	Sell	73804.3→73889.7	-0.96	timeout
05-31 09:15	BTC	Sell	73952.3→73862.7	+0.23	timeout
05-30 21:50	BTC	Sell	73560.3→73904.7	-2.73	timeout
05-30 12:15	BTC	Sell	73477.3→73571.7	-1.07	timeout
05-30 01:35	BTC	Sell	72939.4→73605.7	-5.00	timeout
05-29 19:01	BTC	Sell	73730.3→73320.7	+2.37	timeout
05-29 13:40	BTC	Sell	73477.3→73143.7	+1.83	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

+63.08

total pnl ($)

+13.9 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	48%	+13.9	+63.08

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 02:26	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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