dvol_iv_rv_zscore_mean_reversion_v4 · strategy

closed trades

42%

win rate

+49.62

total pnl ($)

1.995

weight

7d window — n=17 wr=59% pnl=+118.10 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 52 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 12:50	BTC	Sell	60306→60244	+0.09	timeout
06-27 21:18	BTC	Sell	59668→60354	-6.26	timeout
06-27 15:15	BTC	Sell	59782→60818	-9.12	timeout
06-27 08:24	BTC	Sell	60286→60442	-1.75	timeout
06-26 18:54	BTC	Sell	59492→59628	-1.47	timeout
06-25 16:08	BTC	Sell	60363→59541	+6.32	timeout
06-25 13:57	BTC	Sell	61041.9→58359.9	+21.46	take_profit
06-25 13:53	BTC	Sell	61733.9→59023	+21.48	take_profit
06-24 16:51	BTC	Sell	62616.9→59865	+21.35	take_profit
06-24 16:51	BTC	Sell	62666.9→59913	+21.46	take_profit
06-24 14:27	BTC	Sell	62486.9→61158.1	+10.15	timeout
06-23 22:12	BTC	Sell	64325.8→62717.1	+12.03	timeout
06-23 09:20	BTC	Sell	64107.8→62426.1	+12.45	timeout
06-23 08:24	BTC	Sell	65028.7→62154.1	+21.61	take_profit
06-22 15:20	BTC	Sell	64173.8→64951.2	-6.43	timeout
06-22 08:34	BTC	Sell	63926.8→64163.2	-2.24	timeout
06-21 19:37	BTC	Sell	63848.8→64173.2	-3.01	timeout
06-21 13:36	BTC	Sell	63353.8→64010.2	-5.70	timeout
06-21 06:59	BTC	Sell	63721.8→64265.2	-4.72	timeout
06-20 08:29	BTC	Sell	62633.9→63446.2	-6.87	timeout
06-19 12:51	BTC	Sell	64281.8→62767.1	+11.24	timeout
06-19 06:00	BTC	Sell	63927.8→62711.1	+9.02	timeout
06-17 16:25	BTC	Sell	65754.7→65949.3	-1.84	timeout
06-17 10:14	BTC	Sell	66513.7→64846.2	+12.18	timeout
06-17 04:00	BTC	Sell	66127.7→65839.3	+1.77	timeout
06-16 13:12	BTC	Sell	66585.7→66000.3	+4.03	timeout
06-15 22:47	BTC	Sell	65388.7→66177.3	-6.44	timeout
06-15 13:06	BTC	Sell	64066.8→66682.7	-20.88	stop_loss
06-15 10:15	BTC	Sell	64494.8→65726.3	-10.00	timeout
06-14 12:52	BTC	Sell	64086.8→64286.2	-2.00	timeout
06-14 06:52	BTC	Sell	63701.8→64237.2	-4.65	timeout
06-13 20:12	BTC	Sell	63554.8→64254.2	-5.94	timeout
06-13 06:59	BTC	Sell	62952.9→63720.2	-6.54	timeout
06-13 00:47	BTC	Sell	63664.8→63600.2	+0.15	timeout
06-11 14:57	BTC	Sell	61814.9→62765.1	-8.04	timeout
06-09 10:48	BTC	Sell	63126.8→62647.1	+3.30	timeout
06-09 03:47	BTC	Sell	63102.8→62757.1	+2.28	timeout
06-07 22:15	BTC	Sell	61762.9→64272.3	-20.77	stop_loss
06-07 22:15	BTC	Sell	61533.9→64034.2	-20.77	stop_loss
06-07 22:15	BTC	Sell	61450.9→63949.2	-20.78	stop_loss
06-07 19:40	BTC	Sell	60541→61243.1	-6.30	timeout
06-07 02:11	BTC	Sell	60909→61439.1	-4.72	timeout
06-06 19:58	BTC	Sell	60209→60641	-4.10	timeout
06-05 18:44	BTC	Sell	62426.9→59686	+21.52	take_profit
06-02 09:22	BTC	Sell	72652.4→69462.5	+21.65	take_profit
06-02 02:01	BTC	Sell	73236.3→70695.5	+17.05	timeout
06-01 00:12	BTC	Sell	73869.3→73703.7	+0.66	timeout
05-31 10:21	BTC	Sell	73610.3→73762.7	-1.35	timeout
05-30 08:00	BTC	Sell	73576.3→73516.7	-0.01	timeout
05-30 02:42	BTC	Sell	73316.3→73699.7	-3.03	timeout
05-29 17:32	BTC	Sell	73374.3→74239.7	-6.25	timeout
05-29 10:51	BTC	Sell	73430.3→73609.7	-1.63	timeout

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

+49.62

total pnl ($)

+18.9 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	52	42%	+18.9	+49.62

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…