dvol_iv_rv_zscore_short_vol_v2

not live
67
closed trades
52%
win rate
+153.85
total pnl ($)
1.612
weight
7d window — n=18 wr=44% pnl=+55.72  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 21:34BTCSell59872→60426-5.15timeout
06-27 02:53BTCSell58503.1→60316-15.95timeout
06-26 20:23BTCSell59594→59692-1.18timeout
06-26 14:34BTCSell59948→59887+0.11timeout
06-25 13:59BTCSell60778→58107.9+21.47take_profit
06-25 13:53BTCSell61750.9→59039+21.49take_profit
06-24 16:51BTCSell62530.9→59768+21.47take_profit
06-24 15:08BTCSell62309.9→60871+11.03timeout
06-24 09:04BTCSell62362.9→62700.1-3.08timeout
06-23 09:19BTCSell64121.8→62419.1+12.61timeout
06-23 08:27BTCSell64932.8→62078.1+21.48take_profit
06-23 03:06BTCSell64081.8→63987.2+0.29timeout
06-22 14:46BTCSell64004.8→64909.2-7.42timeout
06-22 08:44BTCSell63912.8→64204.2-2.64timeout
06-22 02:41BTCSell64219.8→64509.2-2.63timeout
06-21 14:40BTCSell63378.8→64010.2-5.50timeout
06-21 08:37BTCSell63442.8→63941.2-4.23timeout
06-21 02:33BTCSell63443.8→64207.2-6.45timeout
06-20 14:25BTCSell63165.8→63327.2-1.66timeout
06-20 08:23BTCSell62676.9→63487.2-6.86timeout
06-20 02:18BTCSell62974.9→63365.2-3.57timeout
06-18 20:40BTCSell64341.8→63120.2+8.89timeout
06-18 14:45BTCSell65114.7→63882.2+9.01timeout
06-18 02:34BTCSell65894.7→64675.2+8.86timeout
06-17 20:36BTCSell65770.7→64441.2+9.66timeout
06-17 14:26BTCSell65700.7→65156.3+3.70timeout
06-17 02:18BTCSell66030.7→65898.3+0.58timeout
06-16 20:12BTCSell66536.7→65710.3+5.86timeout
06-16 14:10BTCSell66297.7→66129.3+0.90timeout
06-16 02:05BTCSell65558.7→66298.3-6.10timeout
06-15 15:46BTCSell63773.8→67002.8-25.78stop_loss
06-15 13:53BTCSell64275.8→66567.3-18.29timeout
06-15 01:51BTCSell64608.8→65530.3-7.56timeout
06-14 13:51BTCSell64097.8→64278.2-1.86timeout
06-14 07:49BTCSell63821.8→64392.2-4.91timeout
06-14 01:46BTCSell63773.8→64589.2-6.87timeout
06-11 20:21BTCSell61783.9→63515.2-14.33timeout
06-11 14:16BTCSell61916.9→62820.1-7.64timeout
06-11 08:15BTCSell61602.9→62789.1-9.95timeout
06-10 15:57BTCSell61011.9→62688.1-14.13timeout
06-10 09:54BTCSell62642.9→61289.1+10.26timeout
06-10 03:53BTCSell62730.9→62023.1+5.05timeout
06-09 15:49BTCSell63773.8→61287.1+19.07timeout
06-09 09:43BTCSell63276.8→62626.1+4.68timeout
06-09 03:38BTCSell63062.8→62686.1+2.52timeout
06-08 09:44BTCSell62531.9→63295.2-6.54timeout
06-08 03:35BTCSell61604.9→63180.2-13.21timeout
06-07 21:49BTCSell60834→61698.1-7.57timeout
06-07 03:15BTCSell60890→61510.1-5.48timeout
06-06 21:11BTCSell61753.9→60823+7.01timeout
06-06 15:26BTCSell60982→60613+2.57timeout
06-05 14:28BTCSell63103.8→60333+21.50take_profit
06-05 13:56BTCSell63853.8→61049.1+21.52take_profit
06-05 09:46BTCSell63135.8→62873.1+1.61timeout
06-05 04:56BTCSell64350.8→63231.2+8.20timeout
06-04 00:29BTCSell66373.7→63459.2+21.49take_profit
06-04 00:29BTCSell66504.7→63584.2+21.49take_profit
06-04 00:24BTCSell66915.7→63977.2+21.50take_profit
06-02 14:10BTCSell71490.4→68351.4+21.54take_profit
06-02 06:36BTCSell73127.3→70321.5+18.88timeout
06-01 23:36BTCSell73619.3→71315.6+15.35timeout
05-31 23:53BTCSell73805.3→73664.7+0.48timeout
05-31 09:52BTCSell73547.3→73925.7-2.87timeout
05-31 00:06BTCSell73404.3→73835.7-3.31timeout
05-30 13:35BTCSell72939.4→73680.7-5.46timeout
05-30 07:01BTCSell73730.3→73545.7+0.84timeout
05-30 01:35BTCSell73527.3→73605.7-0.94timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
52%
win rate
+153.85
total pnl ($)
+45.7 bps
avg bps net
Live (dry_run=0)
3
closed
33%
win rate
-2.67
total pnl ($)
-45.4 bps
avg bps net
Live: 3 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6752%+45.7+153.85

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems