dvol_iv_rv_zscore_mean_revert_short

not live
70
closed trades
53%
win rate
+122.10
total pnl ($)
1.681
weight
7d window — n=13 wr=77% pnl=+78.23  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 70 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 03:54BTCSell60005→59584+2.99timeout
06-29 15:14BTCSell59995→59233+6.04timeout
06-29 08:48BTCSell60391→59903+3.74timeout
06-29 02:22BTCSell60080→59238+6.60timeout
06-27 21:18BTCSell59668→60354-6.26timeout
06-27 02:45BTCSell58753.1→60270-13.35timeout
06-26 20:24BTCSell59599→59710-1.28timeout
06-26 14:34BTCSell60019→59917+0.45timeout
06-25 13:59BTCSell60769→58096.9+21.49take_profit
06-25 13:53BTCSell61736.9→59023+21.51take_profit
06-24 14:49BTCSell62517.9→61112.1+10.74timeout
06-24 02:59BTCSell64171.8→62633.1+11.59timeout
06-23 21:05BTCSell64406.8→62549.1+13.96timeout
06-23 08:54BTCSell64118.8→62414.1+12.62timeout
06-22 20:33BTCSell64033.8→64432.2-3.54timeout
06-22 14:39BTCSell64004.8→64902.2-7.36timeout
06-22 08:30BTCSell64013.8→64146.2-1.43timeout
06-21 20:25BTCSell63912.8→64096.2-1.88timeout
06-21 14:23BTCSell63305.8→64001.2-6.01timeout
06-21 08:20BTCSell63517.8→64042.2-4.46timeout
06-20 14:12BTCSell63028.8→63247.2-2.12timeout
06-20 08:06BTCSell62586.9→63582.2-8.34timeout
06-20 02:20BTCSell62934.9→63387.2-4.06timeout
06-18 14:49BTCSell65071.7→63948.2+8.16timeout
06-18 02:42BTCSell65806.7→64713.2+7.90timeout
06-17 20:44BTCSell65805.7→64220.2+11.58timeout
06-17 14:31BTCSell65557.7→65236.3+2.01timeout
06-17 02:18BTCSell66043.7→65903.3+0.63timeout
06-16 20:19BTCSell66501.7→65749.3+5.30timeout
06-16 14:10BTCSell66294.7→66129.3+0.88timeout
06-16 02:06BTCSell65566.7→66288.3-5.96timeout
06-15 15:46BTCSell63770.8→67002.8-25.81stop_loss
06-15 13:52BTCSell64271.8→66562.3-18.29timeout
06-15 01:51BTCSell64607.8→65533.3-7.59timeout
06-14 13:50BTCSell64096.8→64284.2-1.91timeout
06-14 07:50BTCSell63792.8→64413.2-5.30timeout
06-14 01:46BTCSell63770.8→64585.2-6.86timeout
06-11 19:55BTCSell61939.9→63612.2-13.82timeout
06-11 13:54BTCSell62153.9→63184.2-8.63timeout
06-11 07:51BTCSell61651.9→62695.1-8.77timeout
06-10 15:57BTCSell61011.9→62688.1-14.13timeout
06-10 03:53BTCSell62730.9→62023.1+5.12timeout
06-09 16:05BTCSell63752.8→60949+21.65take_profit
06-09 15:48BTCSell63807.8→61237.1+19.72timeout
06-09 03:38BTCSell63062.8→62686.1+2.52timeout
06-08 21:38BTCSell61771.9→63749.2-16.42timeout
06-08 15:34BTCSell61959.9→63905.2-16.10timeout
06-08 03:34BTCSell61597.9→63163.2-13.13timeout
06-07 21:30BTCSell60888→61772.1-7.73timeout
06-07 15:23BTCSell60483→61788.1-11.23timeout
06-07 03:14BTCSell60856→61516.1-5.82timeout
06-06 21:11BTCSell61751.9→60834+6.91timeout
06-06 15:19BTCSell60793→60402+2.76timeout
06-05 16:10BTCSell62735.9→59981+21.48take_profit
06-05 13:57BTCSell63705.8→60903+21.55take_profit
06-05 09:44BTCSell62872.9→62789.1+0.19timeout
06-05 04:56BTCSell64344.8→63202.2+8.38timeout
06-04 00:29BTCSell66363.7→63449.2+21.49take_profit
06-04 00:26BTCSell66605.7→63681.2+21.48take_profit
06-04 00:24BTCSell66905.7→63968.2+21.50take_profit
06-02 14:10BTCSell71534.4→68393.4+21.56take_profit
06-02 06:26BTCSell73165.3→70290.5+19.35timeout
06-01 23:24BTCSell73787.3→71344.6+16.25timeout
05-31 23:53BTCSell73805.3→73673.7+0.42timeout
05-31 21:11BTCSell73945.3→73705.7+1.18timeout
05-31 09:51BTCSell73559.3→73959.7-3.02timeout
05-31 00:10BTCSell73487.3→73862.7-2.92timeout
05-30 13:34BTCSell72904.4→73681.7-5.70timeout
05-30 07:01BTCSell73730.3→73546.7+0.84timeout
05-30 01:41BTCSell73469.3→73593.7-1.25timeout

Paper vs Live

Paper (trades.jsonl)
70
closed
53%
win rate
+122.10
total pnl ($)
+34.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7053%+34.4+122.10

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems