dvol_iv_rv_zscore_mean_rev_long · strategy

closed trades

44%

win rate

+87.82

total pnl ($)

1.374

weight

7d window — n=13 wr=54% pnl=+24.30 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 50 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 16:40	BTC	Sell	60345→60750	-3.80	timeout
06-26 18:46	BTC	Sell	60357→59693	+5.12	timeout
06-26 06:05	BTC	Sell	59545→59744	-2.12	timeout
06-25 13:54	BTC	Sell	61628.9→58552.9	+24.47	take_profit
06-25 05:39	BTC	Sell	59442→61563.1	-18.31	timeout
06-24 16:51	BTC	Sell	62823.9→59688	+24.43	take_profit
06-24 05:49	BTC	Sell	62467.9→62909.1	-3.95	timeout
06-23 17:47	BTC	Sell	63351.8→62484.1	+6.40	timeout
06-23 04:14	BTC	Sell	64683.8→64026.2	+4.64	timeout
06-22 16:03	BTC	Sell	63879.8→64667.2	-6.62	timeout
06-22 04:02	BTC	Sell	64197.8→63886.2	+1.99	timeout
06-21 15:36	BTC	Sell	64290.8→64164.2	+0.53	timeout
06-21 02:13	BTC	Sell	63206.8→64222.2	-8.47	timeout
06-20 07:11	BTC	Sell	62983.9→63612.2	-5.43	timeout
06-19 19:06	BTC	Sell	62800.9→63056.2	-2.47	timeout
06-19 07:22	BTC	Sell	62711.9→62761.1	-0.86	timeout
06-18 19:47	BTC	Sell	64444.8→62952.1	+11.05	timeout
06-18 07:42	BTC	Sell	64127.8→64397.2	-2.55	timeout
06-17 19:32	BTC	Sell	65492.7→64410.2	+7.82	timeout
06-17 07:20	BTC	Sell	65603.7→65554.3	-0.10	timeout
06-16 19:01	BTC	Sell	66390.7→65754.3	+4.39	timeout
06-15 21:33	BTC	Sell	65609.7→66412.3	-6.54	timeout
06-15 09:04	BTC	Sell	63992.8→65662.3	-13.50	timeout
06-14 20:48	BTC	Sell	64453.8→64022.2	+2.91	timeout
06-14 08:48	BTC	Sell	64219.8→64460.2	-2.30	timeout
06-13 20:43	BTC	Sell	63864.8→64223.2	-3.25	timeout
06-13 09:30	BTC	Sell	63490.8→63803.2	-2.87	timeout
06-12 20:32	BTC	Sell	63436.8→63533.2	-1.19	timeout
06-12 08:35	BTC	Sell	63328.8→63421.2	-1.14	timeout
06-11 18:47	BTC	Sell	62821.9→63525.2	-5.98	timeout
06-10 20:18	BTC	Sell	61590.9→61819.1	-2.27	timeout
06-09 19:43	BTC	Sell	63162.8→61848.1	+10.00	timeout
06-09 06:56	BTC	Sell	63458.8→63269.2	+1.07	timeout
06-08 18:51	BTC	Sell	62945.9→63374.2	-3.82	timeout
06-08 05:55	BTC	Sell	62147.9→62703.1	-4.92	timeout
06-07 17:50	BTC	Sell	61691.9→62194.1	-4.54	timeout
06-07 05:51	BTC	Sell	60600→61737.1	-9.85	timeout
06-06 10:16	BTC	Sell	61406.9→60655	+5.70	timeout
06-05 18:51	BTC	Sell	62709.9→59580	+24.53	take_profit
06-05 09:17	BTC	Sell	63710.8→62987.1	+5.22	timeout
06-04 21:40	BTC	Sell	62883.9→63225.2	-3.17	timeout
06-04 01:58	BTC	Sell	65351.7→62089.1	+24.51	take_profit
06-03 20:25	BTC	Sell	66980.7→65495.3	+10.67	timeout
06-03 11:11	BTC	Sell	66633.7→67192.4	-4.57	timeout
06-02 19:16	BTC	Sell	70167.5→67240.4	+20.42	timeout
06-02 15:04	BTC	Sell	70932.5→67939.4	+20.66	timeout
05-31 07:46	BTC	Sell	74022.3→73864.7	+0.69	timeout
05-30 02:54	BTC	Sell	72931.4→73753.7	-6.07	timeout
05-29 14:39	BTC	Sell	73443.3→72688.6	+4.76	timeout
05-29 01:29	BTC	Sell	73127.3→73576.7	-3.45	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

+87.82

total pnl ($)

+34.9 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	50	44%	+34.9	+87.82

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 15:20	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…