dvol_ivrv_zscore_fade

not live
91
closed trades
51%
win rate
-217.49
total pnl ($)
0.840
weight
7d window — n=23 wr=43% pnl=-64.63  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 91 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:44BTCBuy59855→60415+4.22timeout
06-27 00:57BTCBuy59220→60005+6.18timeout
06-26 13:19BTCBuy60318→58472.8-15.76stop_loss
06-26 12:30BTCBuy59744→59708-0.77timeout
06-26 06:14BTCBuy59390→59699+2.15timeout
06-25 13:48BTCBuy61200.1→59318.4-15.82stop_loss
06-25 13:46BTCBuy61611.1→59721.1-15.76stop_loss
06-25 11:45BTCBuy61022.1→61281.9+1.67timeout
06-25 05:40BTCBuy59396→61525.9+17.49timeout
06-24 14:20BTCBuy62743.1→60822.5-15.74stop_loss
06-24 14:19BTCBuy62875.1→60950.5-15.75stop_loss
06-24 01:43BTCBuy62344.1→62916.9+4.12timeout
06-23 19:31BTCBuy62907.1→62388.9-4.57timeout
06-23 08:24BTCBuy64067.2→62106.8-15.72stop_loss
06-23 04:12BTCBuy64697.2→63989.8-5.92timeout
06-22 22:02BTCBuy64128.2→64340.8+1.21timeout
06-22 15:46BTCBuy64118.2→65032.7+6.70timeout
06-22 09:47BTCBuy63821.2→64084.8+1.57timeout
06-22 03:47BTCBuy64248.2→64070.8-1.86timeout
06-21 21:41BTCBuy64149.2→63886.8-2.50timeout
06-21 15:35BTCBuy64332.2→64163.8-1.73timeout
06-21 09:02BTCBuy63926.2→63946.8-0.36timeout
06-21 02:47BTCBuy63852.2→64209.8+2.34timeout
06-20 10:39BTCBuy63220.2→63576.8+2.34timeout
06-20 04:40BTCBuy63285.2→63527.8+1.47timeout
06-19 22:40BTCBuy62412.1→63232.8+6.10timeout
06-19 17:23BTCBuy62558.1→63010.8+3.17timeout
06-19 11:09BTCBuy62787.1→62471.9-2.92timeout
06-19 04:55BTCBuy62634.1→62420.9-2.12timeout
06-18 23:22BTCBuy63907.2→62765.9-9.35timeout
06-18 17:05BTCBuy63700.2→62587.9-9.05timeout
06-18 10:58BTCBuy64297.2→64116.8-1.89timeout
06-17 23:08BTCBuy64663.2→64233.8-3.77timeout
06-17 22:03BTCBuy65911.3→63894.8-15.74stop_loss
06-17 17:14BTCBuy65763.3→65857.7+0.22timeout
06-17 11:12BTCBuy65704.3→64653.8-8.48timeout
06-17 05:05BTCBuy65739.3→65925.7+0.95timeout
06-16 22:57BTCBuy66480.3→65764.7-5.87timeout
06-16 16:40BTCBuy65845.3→65832.7-0.59timeout
06-16 09:22BTCBuy66516.3→66608.7+0.23timeout
06-15 23:54BTCBuy66225.3→66299.7+0.13timeout
06-15 17:44BTCBuy65708.3→66864.7+8.29timeout
06-15 10:17BTCBuy65094.3→65695.7+4.17timeout
06-14 23:22BTCBuy64507.2→65509.7+7.30timeout
06-14 17:20BTCBuy64324.2→63902.8-3.76timeout
06-14 11:16BTCBuy64458.2→64524.8+0.06timeout
06-14 05:13BTCBuy63972.2→64307.8+2.19timeout
06-13 23:08BTCBuy63861.2→64437.8+4.05timeout
06-13 16:44BTCBuy63606.2→64014.8+2.76timeout
06-13 09:34BTCBuy63516.2→63800.8+1.75timeout
06-12 23:48BTCBuy63800.2→63497.8-2.84timeout
06-12 17:52BTCBuy63331.2→63856.8+3.70timeout
06-12 11:40BTCBuy63594.2→63679.8+0.18timeout
06-12 05:39BTCBuy63209.2→63324.8+0.44timeout
06-11 19:05BTCBuy62642.1→63466.8+6.06timeout
06-11 04:02BTCBuy62497.1→62610.9+0.39timeout
06-10 20:19BTCBuy61596.1→61808.9+1.25timeout
06-10 03:11BTCBuy61632.1→62016.9+2.73timeout
06-09 14:46BTCBuy63172.2→61239.3-15.76stop_loss
06-09 08:29BTCBuy63159.2→62860.9-2.81timeout
06-09 02:27BTCBuy63747.2→62652.9-9.03timeout
06-08 20:06BTCBuy63133.2→63397.8+1.63timeout
06-08 14:02BTCBuy63106.2→63804.8+5.06timeout
06-08 08:02BTCBuy61284.1→63073.8+14.13timeout
06-08 01:58BTCBuy61774.1→63139.8+10.57timeout
06-07 19:49BTCBuy62213.1→61214.9-8.45timeout
06-07 13:50BTCBuy61405.1→61763.9+2.46timeout
06-07 07:44BTCBuy60598→62193.9+12.73timeout
06-07 01:34BTCBuy60740→61533.9+6.05timeout
06-06 04:33BTCBuy61489.1→59606.2-15.76stop_loss
06-06 03:19BTCBuy60799→60854-0.01timeout
06-05 13:57BTCBuy62742.1→60820.5-15.76stop_loss
06-05 13:56BTCBuy62870.1→60938.5-15.82stop_loss
06-05 06:20BTCBuy63616.2→61669.1-15.73stop_loss
06-05 03:48BTCBuy63712.2→62777.9-7.75timeout
06-04 21:44BTCBuy62879.1→63435.8+3.99timeout
06-04 10:30BTCBuy64357.2→62387.7-15.72stop_loss
06-04 00:29BTCBuy65352.3→63353.1-15.74stop_loss
06-03 20:55BTCBuy66922.3→64874.3-15.77stop_loss
06-03 16:41BTCBuy66380.3→65903.7-4.07timeout
06-03 11:33BTCBuy66509.3→67225.6+4.87timeout
06-03 03:57BTCBuy67283.4→65895.7-10.77timeout
06-02 14:23BTCBuy70175.5→68023.6-15.80stop_loss
06-02 13:36BTCBuy70934.5→68761.2-15.79stop_loss
06-02 08:05BTCBuy71524.6→69992.5-11.23timeout
06-01 03:47BTCBuy73644.7→73840.3+0.84timeout
05-31 19:27BTCBuy73881.7→73440.3-3.45timeout
05-31 07:48BTCBuy74040.7→73850.3-1.81timeout
05-30 02:53BTCBuy73053.7→73721.3+4.10timeout
05-29 19:49BTCBuy73377.7→73620.3+1.17timeout
05-29 02:37BTCBuy72923.6→73438.3+3.02timeout

Paper vs Live

Paper (trades.jsonl)
91
closed
51%
win rate
-217.49
total pnl ($)
-47.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9151%-47.6-217.49

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems