dvol_iv_rv_zscore_mean_reversion_short_v4

not live
67
closed trades
48%
win rate
+118.61
total pnl ($)
1.817
weight
7d window — n=18 wr=56% pnl=+88.64  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 06:05BTCSell59745→60171-3.22timeout
06-26 23:53BTCSell59782→60038-2.05timeout
06-26 17:48BTCSell59497→60053-4.02timeout
06-25 17:35BTCSell59612→59508+0.30timeout
06-25 13:57BTCSell60936→58252.9+17.22take_profit
06-25 13:53BTCSell61483.9→58782.9+17.19take_profit
06-24 16:51BTCSell62433.9→59682+17.23take_profit
06-24 16:51BTCSell62619.9→59860+17.15take_profit
06-24 16:51BTCSell62645.9→59895+17.04take_profit
06-24 11:24BTCSell62527.9→62353.1+0.77timeout
06-23 23:21BTCSell63929.8→62545.1+8.29timeout
06-23 16:11BTCSell64703.8→62749.1+11.73timeout
06-23 09:00BTCSell64136.8→62369.1+10.47timeout
06-22 20:50BTCSell63702.8→64445.2-5.01timeout
06-22 14:27BTCSell64006.8→65004.3-6.49timeout
06-22 07:44BTCSell64179.8→64237.2-0.70timeout
06-21 12:50BTCSell63559.8→64032.2-3.38timeout
06-21 06:49BTCSell63715.8→64276.2-3.88timeout
06-21 00:45BTCSell63540.8→64265.2-4.88timeout
06-20 07:01BTCSell62873.9→63697.2-5.59timeout
06-20 00:35BTCSell62985.9→63739.2-5.12timeout
06-19 17:16BTCSell62471.9→62973.1-3.57timeout
06-19 01:46BTCSell64540.8→62901.1+9.71timeout
06-18 15:02BTCSell65139.7→63663.2+8.69timeout
06-18 08:24BTCSell65327.7→64533.2+4.50timeout
06-17 07:12BTCSell66356.7→65665.3+3.83timeout
06-16 19:10BTCSell66829.7→65734.3+6.26timeout
06-16 12:43BTCSell66436.7→66492.3-0.63timeout
06-16 06:46BTCSell65796.7→66417.3-4.19timeout
06-15 12:27BTCSell64462.8→66243.3-11.42timeout
06-15 11:19BTCSell63706.8→66303.4-16.66stop_loss
06-15 06:26BTCSell64301.8→65938.3-10.53timeout
06-14 18:17BTCSell64061.8→63687.2+2.06timeout
06-14 12:11BTCSell63900.8→64449.2-3.80timeout
06-14 00:36BTCSell63551.8→64536.2-6.56timeout
06-13 15:06BTCSell64012.8→64254.2-1.84timeout
06-13 06:26BTCSell63134.8→63583.2-3.19timeout
06-12 14:02BTCSell63019.8→63420.2-2.85timeout
06-11 17:49BTCSell61086.9→63574.9-16.59stop_loss
06-11 16:03BTCSell62470.9→62717.1-1.82timeout
06-11 08:20BTCSell61590.9→62802.1-8.11timeout
06-10 14:40BTCSell61418.9→61930.1-3.66timeout
06-10 07:44BTCSell63161.8→62023.1+6.77timeout
06-09 19:02BTCSell63492.8→61779.1+10.50timeout
06-09 13:00BTCSell63764.8→62626.1+6.76timeout
06-09 06:57BTCSell62936.9→63263.2-2.39timeout
06-08 18:55BTCSell62079.9→63391.2-8.76timeout
06-08 12:51BTCSell61841.9→63540.2-11.33timeout
06-08 06:47BTCSell62087.9→62952.1-5.91timeout
06-07 18:38BTCSell60608→62164.1-10.67timeout
06-07 12:34BTCSell60767→61784.1-7.04timeout
06-07 06:07BTCSell61021.9→61699.1-4.84timeout
06-06 16:55BTCSell61427.9→60746+4.06timeout
06-05 18:44BTCSell62367.9→59629+17.22take_profit
06-05 13:56BTCSell63776.8→60974+17.22take_profit
06-05 10:03BTCSell63120.8→62828.1+1.48timeout
06-05 05:25BTCSell63783.8→63411.2+1.93timeout
06-04 01:49BTCSell65333.7→62465.1+17.20take_profit
06-04 00:29BTCSell66375.7→63461.2+17.19take_profit
06-04 00:26BTCSell66576.7→63653.2+17.19take_profit
06-03 19:00BTCSell67381.6→66025.3+7.74timeout
06-02 23:00BTCSell69440.5→66315.3+17.65take_profit
06-02 14:27BTCSell70783.5→67675.4+17.22take_profit
05-31 19:46BTCSell74022.3→73504.7+2.43timeout
05-30 14:54BTCSell72931.4→73896.7-5.53timeout
05-30 07:50BTCSell73366.3→73509.7-1.11timeout
05-29 14:40BTCSell72896.4→72681.6+0.94timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
48%
win rate
+118.61
total pnl ($)
+44.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6748%+44.1+118.61

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems