dvol_iv_rv_zscore_fade_short_v6 · strategy

closed trades

53%

win rate

+119.32

total pnl ($)

1.539

weight

7d window — n=13 wr=54% pnl=+44.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 53 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:40	BTC	Sell	59933→60165	-2.43	timeout
06-27 00:19	BTC	Sell	59761→60063	-2.96	timeout
06-26 18:07	BTC	Sell	59624→60077	-4.14	timeout
06-25 13:57	BTC	Sell	61060.9→58371.9	+21.51	take_profit
06-25 13:53	BTC	Sell	61679.9→58967.9	+21.51	take_profit
06-25 05:09	BTC	Sell	59331→61742.9	-20.78	stop_loss
06-24 16:46	BTC	Sell	62870.9→60104	+21.51	take_profit
06-24 12:08	BTC	Sell	62453.9→62822.1	-3.39	timeout
06-24 05:49	BTC	Sell	63355.8→62917.1	+3.07	timeout
06-23 07:19	BTC	Sell	64194.8→62958.1	+9.21	timeout
06-23 01:08	BTC	Sell	63948.8→64223.2	-2.61	timeout
06-22 07:02	BTC	Sell	64233.8→63979.2	+1.55	timeout
06-22 00:44	BTC	Sell	64283.8→63886.2	+2.67	timeout
06-21 01:46	BTC	Sell	63527.8→64229.2	-5.92	timeout
06-20 19:40	BTC	Sell	62952.9→63879.2	-7.83	timeout
06-20 01:37	BTC	Sell	62867.9→63552.2	-5.88	timeout
06-19 13:53	BTC	Sell	64051.8→63180.2	+6.26	timeout
06-18 19:25	BTC	Sell	64638.8→62717.1	+14.20	timeout
06-18 07:16	BTC	Sell	65667.7→64135.2	+11.21	timeout
06-17 13:09	BTC	Sell	66168.7→64977.2	+8.61	timeout
06-17 07:00	BTC	Sell	66415.7→65599.3	+5.72	timeout
06-16 11:58	BTC	Sell	66194.7→66448.3	-2.28	timeout
06-16 05:52	BTC	Sell	65762.7→66084.3	-2.95	timeout
06-15 07:08	BTC	Sell	64206.8→65781.3	-12.70	timeout
06-15 01:03	BTC	Sell	64506.8→65470.3	-7.89	timeout
06-14 04:50	BTC	Sell	63627.8→64346.2	-6.13	timeout
06-13 21:40	BTC	Sell	63534.8→64334.2	-6.71	timeout
06-12 23:52	BTC	Sell	63520.8→63559.2	-0.71	timeout
06-12 17:41	BTC	Sell	63316.8→63805.2	-4.29	timeout
06-11 16:00	BTC	Sell	62603.9→62762.1	-1.56	timeout
06-11 08:19	BTC	Sell	61590.9→62810.1	-10.21	timeout
06-10 15:09	BTC	Sell	61632.9→61984.1	-3.25	timeout
06-10 07:44	BTC	Sell	63162.8→62023.1	+8.47	timeout
06-09 08:05	BTC	Sell	63142.8→62986.1	+0.83	timeout
06-09 02:01	BTC	Sell	63116.8→62781.1	+2.19	timeout
06-07 22:15	BTC	Sell	61533.9→64034.2	-20.77	stop_loss
06-07 22:14	BTC	Sell	61277.9→63768.1	-20.77	stop_loss
06-07 19:40	BTC	Sell	60541→61243.1	-6.30	timeout
06-06 22:17	BTC	Sell	61490.9→60673	+6.13	timeout
06-06 15:19	BTC	Sell	60793→60402	+2.76	timeout
06-05 16:10	BTC	Sell	62735.9→59981	+21.48	take_profit
06-05 09:44	BTC	Sell	62872.9→62789.1	+0.19	timeout
06-05 04:59	BTC	Sell	64356.8→63604.2	+5.34	timeout
06-04 00:29	BTC	Sell	66366.7→63452.2	+21.49	take_profit
06-03 23:33	BTC	Sell	66502.7→64488.2	+14.71	timeout
06-02 15:37	BTC	Sell	70168.5→67083.4	+21.55	take_profit
06-02 14:09	BTC	Sell	71572.4→68427.4	+21.57	take_profit
06-02 06:55	BTC	Sell	73069.3→70014.5	+20.60	timeout
06-01 23:39	BTC	Sell	73498.3→71529.6	+13.09	timeout
05-31 15:19	BTC	Sell	73896.3→73669.7	+1.12	timeout
05-30 14:54	BTC	Sell	72939.4→73895.7	-6.86	timeout
05-30 07:48	BTC	Sell	73368.3→73486.7	-1.22	timeout
05-29 14:39	BTC	Sell	72928.4→72694.6	+1.29	timeout

Paper vs Live

Paper (trades.jsonl)

closed

53%

win rate

+119.32

total pnl ($)

+44.7 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	53	53%	+44.7	+119.32

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 23:00	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…