dvol_iv_rv_zscore_mean_reversion_v2 · strategy

closed trades

45%

win rate

-223.48

total pnl ($)

0.740

weight

7d window — n=23 wr=39% pnl=-80.37 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 00:50	BTC	Buy	59251→60009	+5.94	timeout
06-26 18:27	BTC	Buy	59950→59864	-1.23	timeout
06-26 11:55	BTC	Buy	59785→59344	-4.17	timeout
06-26 05:45	BTC	Buy	59481→59767	+1.96	timeout
06-25 13:53	BTC	Buy	61209.1→58723.7	-20.75	stop_loss
06-25 13:51	BTC	Buy	61613.1→59109.5	-20.74	stop_loss
06-25 11:36	BTC	Buy	61012.1→61233.9	+1.36	timeout
06-25 05:30	BTC	Buy	59689→61555.9	+15.20	timeout
06-24 16:46	BTC	Buy	62596.1→60056	-20.70	stop_loss
06-24 15:56	BTC	Buy	62848.1→60297.8	-20.70	stop_loss
06-24 11:50	BTC	Buy	62689.1→63062.8	+2.53	timeout
06-24 05:43	BTC	Buy	62513.1→62917.9	+2.76	timeout
06-23 23:19	BTC	Buy	62379.1→62549.9	+0.93	timeout
06-23 17:47	BTC	Buy	63341.2→62471.9	-7.31	timeout
06-23 07:39	BTC	Buy	64445.2→62950.9	-12.05	timeout
06-23 01:26	BTC	Buy	65025.3→64145.8	-7.20	timeout
06-22 19:26	BTC	Buy	64253.2→64293.8	-0.16	timeout
06-22 13:13	BTC	Buy	63844.2→65138.7	+9.61	timeout
06-22 07:06	BTC	Buy	64145.2→64086.8	-0.92	timeout
06-22 01:04	BTC	Buy	64082.2→63899.8	-1.91	timeout
06-21 18:56	BTC	Buy	64270.2→64141.8	-1.43	timeout
06-21 12:44	BTC	Buy	64291.2→64014.8	-2.57	timeout
06-21 03:48	BTC	Buy	64167.2→64372.8	+1.15	timeout
06-20 11:17	BTC	Buy	63266.2→63666.8	+2.69	timeout
06-20 05:14	BTC	Buy	62963.1→63774.8	+6.00	timeout
06-19 23:08	BTC	Buy	62452.1→63265.8	+6.05	timeout
06-19 17:07	BTC	Buy	62592.1→62982.9	+2.67	timeout
06-19 11:10	BTC	Buy	62767.1→62441.9	-3.00	timeout
06-19 05:03	BTC	Buy	62539.1→62551.9	-0.32	timeout
06-18 23:05	BTC	Buy	64082.2→62825.9	-10.21	timeout
06-18 17:00	BTC	Buy	63861.2→62656.9	-9.74	timeout
06-18 10:55	BTC	Buy	64361.2→64078.8	-2.69	timeout
06-18 05:01	BTC	Buy	65836.3→63798.8	-15.93	timeout
06-17 22:54	BTC	Buy	64805.2→64354.8	-3.92	timeout
06-17 16:50	BTC	Buy	65997.3→65884.7	-1.31	timeout
06-17 10:48	BTC	Buy	65672.3→64844.8	-6.80	timeout
06-17 04:50	BTC	Buy	65709.3→66002.7	+1.76	timeout
06-16 22:43	BTC	Buy	66581.3→65685.7	-7.22	timeout
06-16 16:37	BTC	Buy	65838.3→65713.7	-1.44	timeout
06-15 23:56	BTC	Buy	66190.3→66319.7	+0.45	timeout
06-15 17:52	BTC	Buy	65766.3→66906.7	+8.16	timeout
06-15 09:20	BTC	Buy	64755.2→65721.7	+7.02	timeout
06-14 23:17	BTC	Buy	64529.2→65574.7	+7.63	timeout
06-14 17:16	BTC	Buy	64342.2→63938.8	-3.62	timeout
06-14 11:13	BTC	Buy	64426.2→64519.8	+0.27	timeout
06-14 05:13	BTC	Buy	63958.2→64315.8	+2.36	timeout
06-13 22:45	BTC	Buy	63840.2→64486.8	+4.60	timeout
06-13 16:43	BTC	Buy	63594.2→64032.8	+3.00	timeout
06-13 09:34	BTC	Buy	63516.2→63801.8	+1.75	timeout
06-12 23:46	BTC	Buy	63813.2→63510.8	-2.84	timeout
06-12 17:45	BTC	Buy	63386.2→63801.8	+2.82	timeout
06-12 11:36	BTC	Buy	63481.2→63677.8	+1.06	timeout
06-12 05:37	BTC	Buy	63115.2→63377.8	+1.60	timeout
06-11 19:07	BTC	Buy	62632.1→63451.8	+6.03	timeout
06-11 03:59	BTC	Buy	62608.1→62661.9	-0.09	timeout
06-10 20:18	BTC	Buy	61596.1→61812.9	+1.28	timeout
06-10 03:10	BTC	Buy	61638.1→62016.9	+2.67	timeout
06-09 19:47	BTC	Buy	63153.2→61776.9	-11.39	timeout
06-09 08:27	BTC	Buy	63243.2→62917.9	-3.02	timeout
06-09 02:25	BTC	Buy	63731.2→62686.9	-8.63	timeout
06-08 20:13	BTC	Buy	63132.2→63179.8	-0.09	timeout
06-08 14:08	BTC	Buy	63084.2→63739.8	+4.73	timeout
06-08 01:58	BTC	Buy	61730.1→63144.8	+10.98	timeout
06-07 22:15	BTC	Buy	61528.1→64229.8	+21.51	take_profit
06-07 19:49	BTC	Buy	62230.1→61358.9	-7.43	timeout
06-07 14:25	BTC	Buy	61279.1→62038.9	+5.74	timeout
06-07 07:52	BTC	Buy	60593→62212.9	+12.94	timeout
06-07 01:34	BTC	Buy	60756→61530.9	+5.89	timeout
06-06 10:16	BTC	Buy	61492.1→60690	-6.99	timeout
06-06 03:26	BTC	Buy	60988→60718	-2.67	timeout
06-05 14:28	BTC	Buy	62854.1→60296.8	-20.79	stop_loss
06-05 14:04	BTC	Buy	63110.2→60548.7	-20.74	stop_loss
06-05 09:19	BTC	Buy	63616.2→62985.9	-5.39	timeout
06-05 03:52	BTC	Buy	63860.2→62761.9	-9.02	timeout
06-04 21:46	BTC	Buy	63142.2→63351.8	+1.22	timeout
06-04 16:56	BTC	Buy	64351.2→63528.8	-6.88	timeout
06-04 01:22	BTC	Buy	65353.3→62701.5	-20.74	stop_loss
06-03 23:38	BTC	Buy	66945.3→64228.7	-20.75	stop_loss
06-03 16:41	BTC	Buy	66370.3→65920.7	-3.87	timeout
06-03 11:53	BTC	Buy	66680.3→67040.6	+2.19	timeout
06-03 04:07	BTC	Buy	67481.4→66349.7	-8.84	timeout
06-02 15:26	BTC	Buy	70167.5→67287	-20.99	stop_loss
06-02 14:22	BTC	Buy	70914.5→68036.6	-20.76	stop_loss
06-02 08:06	BTC	Buy	71519.6→70039.5	-10.87	timeout
06-01 03:52	BTC	Buy	73635.7→73801.3	+0.64	timeout
05-31 19:28	BTC	Buy	73894.7→73455.3	-3.43	timeout
05-31 07:47	BTC	Buy	74028.7→73856.3	-1.69	timeout
05-30 02:53	BTC	Buy	73053.7→73721.3	+4.10	timeout
05-29 19:50	BTC	Buy	73372.7→73641.3	+1.35	timeout
05-29 11:33	BTC	Buy	73692.7→73498.3	-1.79	timeout
05-29 02:15	BTC	Buy	73288.7→73608.3	+1.66	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-223.48

total pnl ($)

-48.9 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	91	45%	-48.9	-223.48

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 14:32	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…