dvol_ivrv_spread_momentum_trend · strategy

closed trades

51%

win rate

+73.97

total pnl ($)

1.466

weight

7d window — n=10 wr=60% pnl=+35.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 53 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:40	BTC	Sell	59815→58500.9	+10.54	timeout
06-29 18:05	BTC	Sell	60083→60408	-3.08	timeout
06-28 23:30	BTC	Sell	60289→59522	+5.99	timeout
06-28 05:10	BTC	Sell	60519→59992	+3.91	timeout
06-27 15:55	BTC	Sell	60260→60761	-4.61	timeout
06-26 22:33	BTC	Sell	59745→59861	-1.40	timeout
06-26 03:10	BTC	Sell	59245→58707.9	+4.05	timeout
06-25 13:53	BTC	Sell	61710.9→58992.9	+21.56	take_profit
06-25 03:09	BTC	Sell	60872→60764	+0.43	timeout
06-24 09:11	BTC	Sell	62487.9→62724.1	-2.30	timeout
06-23 15:12	BTC	Sell	63966.8→62285.1	+12.67	timeout
06-22 20:46	BTC	Sell	64229.8→64443.2	-2.11	timeout
06-22 02:41	BTC	Sell	64007.8→64512.2	-4.35	timeout
06-21 14:17	BTC	Sell	64205.8→63999.2	+1.13	timeout
06-20 20:12	BTC	Sell	63502.8→63942.2	-3.93	timeout
06-20 02:06	BTC	Sell	63121.8→63468.2	-3.20	timeout
06-19 08:22	BTC	Sell	63104.8→62691.1	+2.76	timeout
06-18 14:29	BTC	Sell	64665.8→63817.2	+6.10	timeout
06-17 20:41	BTC	Sell	65006.7→64337.2	+4.69	timeout
06-17 02:31	BTC	Sell	65544.7→66011.3	-4.00	timeout
06-16 09:35	BTC	Sell	66429.7→66686.3	-2.36	timeout
06-15 15:11	BTC	Sell	65623.7→66595.3	-7.86	timeout
06-14 20:50	BTC	Sell	64446.8→64016.2	+2.90	timeout
06-14 02:39	BTC	Sell	64184.8→64534.2	-3.18	timeout
06-13 08:30	BTC	Sell	63523.8→63781.2	-2.43	timeout
06-12 20:22	BTC	Sell	63509.8→63513.2	-0.47	timeout
06-12 08:07	BTC	Sell	63569.8→63210.2	+2.39	timeout
06-11 20:05	BTC	Sell	62716.9→63613.2	-7.53	timeout
06-11 07:55	BTC	Sell	61939.9→62678.1	-6.34	timeout
06-10 19:51	BTC	Sell	61651.9→61915.1	-2.55	timeout
06-09 23:27	BTC	Sell	62549.9→62023.1	+3.73	timeout
06-09 11:25	BTC	Sell	63068.8→62619.1	+3.09	timeout
06-08 23:21	BTC	Sell	63507.8→63055.2	+3.13	timeout
06-08 11:16	BTC	Sell	62896.9→63363.2	-4.15	timeout
06-07 23:14	BTC	Sell	62447.9→62968.1	-4.62	timeout
06-07 05:17	BTC	Sell	60670→61950.1	-11.01	timeout
06-06 17:05	BTC	Sell	59825→60672	-7.54	timeout
06-06 05:02	BTC	Sell	61245.9→59713	+12.05	timeout
06-05 14:51	BTC	Sell	62720.9→60923	+13.87	timeout
06-04 16:59	BTC	Sell	64348.8→63555.2	+5.76	timeout
06-04 01:51	BTC	Sell	65251.7→62386.1	+21.51	take_profit
06-03 16:40	BTC	Sell	66373.7→65891.3	+3.21	timeout
06-03 04:02	BTC	Sell	67224.6→66114.3	+7.81	timeout
06-02 10:15	BTC	Sell	70975.5→69683.5	+8.73	timeout
06-02 02:38	BTC	Sell	71516.4→70757.5	+4.93	timeout
06-01 01:53	BTC	Sell	73799.3→73413.7	+2.21	timeout
05-31 17:48	BTC	Sell	74047.3→73697.7	+1.94	timeout
05-31 11:51	BTC	Sell	73809.3→73900.7	-1.00	timeout
05-31 08:16	BTC	Sell	73923.3→73889.7	-0.15	timeout
05-30 21:51	BTC	Sell	73559.3→73909.7	-2.78	timeout
05-29 18:38	BTC	Sell	73631.3→73775.7	-1.41	timeout
05-29 05:56	BTC	Sell	73472.3→73394.7	+0.14	timeout
05-28 23:33	BTC	Sell	73306.3→73674.7	-2.89	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

+73.97

total pnl ($)

+27.6 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	53	51%	+27.6	+73.97

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:41	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…