dvol_iv_rv_zscore_mean_reversion_long

not live
90
closed trades
48%
win rate
-268.14
total pnl ($)
0.707
weight
7d window — n=23 wr=43% pnl=-86.88  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 90 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:34BTCBuy60037→60385+2.44timeout
06-26 15:41BTCBuy59411→60353+7.43timeout
06-26 09:16BTCBuy59566→60115+4.13timeout
06-26 02:56BTCBuy59680→58405.1-11.10timeout
06-25 13:57BTCBuy60753→58287.9-20.69stop_loss
06-25 13:51BTCBuy61725.1→59220.4-20.72stop_loss
06-25 08:48BTCBuy60927→61738.9+6.20timeout
06-25 03:10BTCBuy60941→60777-1.79timeout
06-24 16:43BTCBuy62670.1→60120.9-20.74stop_loss
06-24 14:59BTCBuy62609.1→61078.9-12.63timeout
06-24 06:02BTCBuy62401.1→62794.9+2.68timeout
06-23 23:18BTCBuy62379.1→62548.9+0.92timeout
06-23 17:47BTCBuy63358.2→62477.9-7.40timeout
06-23 10:36BTCBuy64011.2→62315.9-13.59timeout
06-23 04:21BTCBuy64754.2→63883.8-7.18timeout
06-22 22:19BTCBuy64178.2→64243.8+0.06timeout
06-22 16:10BTCBuy63933.2→64715.8+5.67timeout
06-22 10:13BTCBuy63547.2→64203.8+4.67timeout
06-22 04:07BTCBuy64161.2→63908.8-2.43timeout
06-21 21:47BTCBuy64095.2→63796.8-2.77timeout
06-21 15:36BTCBuy64297.2→64157.8-1.53timeout
06-21 05:42BTCBuy63871.2→64310.8+2.99timeout
06-20 13:30BTCBuy63490.2→63359.8-1.50timeout
06-20 07:30BTCBuy62960.1→63770.8+5.99timeout
06-20 01:28BTCBuy62743.1→63409.8+4.86timeout
06-19 19:24BTCBuy62752.1→62980.9+1.36timeout
06-19 14:01BTCBuy63003.2→63132.8+0.63timeout
06-19 07:39BTCBuy62851.1→62500.9-3.21timeout
06-19 02:27BTCBuy63926.2→62989.9-7.73timeout
06-18 20:05BTCBuy64399.2→63148.8-10.08timeout
06-18 13:54BTCBuy64492.2→64064.8-3.76timeout
06-18 07:55BTCBuy64199.2→64411.8+1.20timeout
06-18 01:49BTCBuy65281.3→64504.8-6.43timeout
06-17 19:45BTCBuy65489.3→64226.8-10.09timeout
06-17 13:30BTCBuy65549.3→64833.8-5.92timeout
06-17 07:27BTCBuy65654.3→65507.7-1.54timeout
06-17 01:09BTCBuy66139.3→65778.7-3.21timeout
06-16 19:01BTCBuy66397.3→65747.7-5.38timeout
06-16 04:59BTCBuy67167.4→65839.7-10.31timeout
06-15 23:01BTCBuy65896.3→66164.7+1.56timeout
06-15 16:02BTCBuy65852.3→67142.6+9.33timeout
06-15 09:20BTCBuy64742.2→65698.7+6.94timeout
06-14 23:06BTCBuy64457.2→65273.7+5.86timeout
06-14 17:06BTCBuy64355.2→63902.8-4.00timeout
06-14 11:04BTCBuy64435.2→64440.8-0.41timeout
06-14 05:03BTCBuy63961.2→64352.8+2.63timeout
06-13 22:41BTCBuy63805.2→64476.8+4.80timeout
06-13 16:37BTCBuy63588.2→63986.8+2.68timeout
06-13 09:34BTCBuy63516.2→63801.8+1.75timeout
06-12 23:25BTCBuy63844.2→63460.8-3.48timeout
06-12 17:49BTCBuy63364.2→63828.8+3.21timeout
06-12 11:41BTCBuy63652.2→63694.8-0.15timeout
06-12 05:37BTCBuy63197.2→63399.8+1.13timeout
06-11 19:07BTCBuy62633.1→63451.8+6.02timeout
06-11 04:01BTCBuy62525.1→62597.9+0.06timeout
06-10 20:19BTCBuy61626.1→61828.9+1.17timeout
06-10 03:09BTCBuy61639.1→62016.9+2.67timeout
06-09 19:44BTCBuy63169.2→61854.9-10.90timeout
06-09 08:14BTCBuy63230.2→62881.9-3.22timeout
06-09 02:12BTCBuy63841.2→62737.9-9.08timeout
06-08 20:05BTCBuy63149.2→63362.8+1.22timeout
06-08 14:01BTCBuy63123.2→63753.8+4.52timeout
06-08 08:37BTCBuy61741.1→63121.8+10.68timeout
06-08 02:21BTCBuy61973.1→63022.8+7.99timeout
06-07 19:51BTCBuy62213.1→61315.9-7.64timeout
06-07 13:48BTCBuy61484.1→61726.9+1.52timeout
06-07 07:41BTCBuy60558→62195.9+13.09timeout
06-07 01:34BTCBuy60756→61515.9+5.77timeout
06-06 10:16BTCBuy61413.1→60649-6.70timeout
06-06 03:16BTCBuy60536→60827+1.95timeout
06-05 15:41BTCBuy62568.1→60027-20.74stop_loss
06-05 14:06BTCBuy63004.2→60445.7-20.75stop_loss
06-05 06:24BTCBuy63717.2→61129.4-20.73stop_loss
06-05 03:46BTCBuy63752.2→62710.9-8.59timeout
06-04 21:40BTCBuy62890.1→63218.8+2.17timeout
06-04 16:59BTCBuy64355.2→63548.8-6.76timeout
06-04 01:22BTCBuy65331.3→62679.5-20.75stop_loss
06-03 23:07BTCBuy67158.4→64419.6-20.86stop_loss
06-03 16:40BTCBuy66380.3→65884.7-4.21timeout
06-03 11:16BTCBuy66731.3→67302.6+3.76timeout
06-03 03:49BTCBuy67229.4→65769.7-11.31timeout
06-02 15:26BTCBuy70174.5→67322-20.78stop_loss
06-02 14:22BTCBuy70953.5→68062.5-20.85stop_loss
06-02 08:05BTCBuy71524.6→69992.5-11.23timeout
06-01 03:42BTCBuy73651.7→73793.3+0.48timeout
05-31 19:27BTCBuy73895.7→73447.3-3.49timeout
05-31 07:46BTCBuy74029.7→73857.3-1.69timeout
05-30 02:54BTCBuy72938.6→73746.3+5.07timeout
05-29 19:49BTCBuy73381.7→73617.3+1.13timeout
05-29 02:54BTCBuy72949.6→73248.3+1.54timeout

Paper vs Live

Paper (trades.jsonl)
90
closed
48%
win rate
-268.14
total pnl ($)
-59.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9048%-59.4-268.14

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems