dvol_ivrv_zscore_fade_long · strategy

closed trades

46%

win rate

+16.77

total pnl ($)

1.164

weight

7d window — n=17 wr=41% pnl=-5.03 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 56 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 10:34	BTC	Sell	63549.8→64145.2	-5.08	timeout
06-21 08:48	BTC	Sell	63867.8→63923.2	-0.81	timeout
06-21 02:31	BTC	Sell	63350.8→64204.2	-7.18	timeout
06-20 20:18	BTC	Sell	63516.8→63927.2	-3.70	timeout
06-20 06:48	BTC	Sell	63024.8→63713.2	-5.90	timeout
06-20 00:43	BTC	Sell	62529.9→63570.2	-8.77	timeout
06-19 18:34	BTC	Sell	62795.9→63132.2	-3.12	timeout
06-19 12:22	BTC	Sell	62888.9→62531.1	+2.35	timeout
06-19 00:45	BTC	Sell	64246.8→63034.2	+8.93	timeout
06-18 18:21	BTC	Sell	63905.8→62882.1	+7.43	timeout
06-18 06:27	BTC	Sell	65327.7→63926.2	+10.28	timeout
06-18 00:13	BTC	Sell	64815.8→64611.2	+1.17	timeout
06-17 12:03	BTC	Sell	65705.7→64761.2	+6.77	timeout
06-17 05:44	BTC	Sell	65732.7→65897.3	-1.69	timeout
06-16 17:26	BTC	Sell	66057.7→65732.3	+2.06	timeout
06-16 11:31	BTC	Sell	66170.7→66403.3	-2.16	timeout
06-15 22:13	BTC	Sell	65723.7→66403.3	-5.60	timeout
06-15 15:54	BTC	Sell	65928.7→67228.4	-10.29	timeout
06-15 07:24	BTC	Sell	63762.8→66035.3	-18.26	stop_loss
06-14 18:33	BTC	Sell	64296.8→63720.2	+4.08	timeout
06-14 12:31	BTC	Sell	64454.8→64445.2	-0.38	timeout
06-14 06:27	BTC	Sell	64143.8→64309.2	-1.74	timeout
06-13 23:04	BTC	Sell	63828.8→64435.2	-5.19	timeout
06-13 16:43	BTC	Sell	63586.8→64037.2	-3.99	timeout
06-13 09:34	BTC	Sell	63507.8→63808.2	-2.77	timeout
06-12 23:45	BTC	Sell	63845.8→63509.2	+2.21	timeout
06-12 11:44	BTC	Sell	63608.8→63767.2	-1.66	timeout
06-12 05:44	BTC	Sell	63279.8→63372.2	-1.15	timeout
06-11 14:03	BTC	Sell	62194.9→62985.1	-6.75	timeout
06-11 04:03	BTC	Sell	62470.9→62623.1	-1.60	timeout
06-10 21:39	BTC	Sell	61378.9→61607.1	-2.30	timeout
06-10 01:45	BTC	Sell	62340.9→62023.1	+2.05	timeout
06-09 19:44	BTC	Sell	63161.8→61862.1	+9.89	timeout
06-09 06:26	BTC	Sell	63541.8→63431.2	+0.45	timeout
06-09 00:19	BTC	Sell	62875.9→62984.1	-1.30	timeout
06-08 18:13	BTC	Sell	62898.9→63497.2	-5.16	timeout
06-07 22:15	BTC	Sell	61750.9→63951.2	-18.27	stop_loss
06-07 21:42	BTC	Sell	62499.9→61704.1	+5.91	timeout
06-07 15:28	BTC	Sell	61616.9→61865.1	-2.46	timeout
06-06 18:08	BTC	Sell	61079.9→60476	+4.47	timeout
06-06 10:16	BTC	Sell	61406.9→60655	+5.70	timeout
06-06 03:16	BTC	Sell	60530→60833	-2.95	timeout
06-05 16:03	BTC	Sell	62561.9→60166	+18.71	timeout
06-05 09:17	BTC	Sell	63710.8→62987.1	+5.22	timeout
06-04 21:41	BTC	Sell	62798.9→63124.2	-3.05	timeout
06-04 16:56	BTC	Sell	64344.8→63535.2	+5.88	timeout
06-04 01:49	BTC	Sell	65346.7→62477.1	+21.51	take_profit
06-03 16:41	BTC	Sell	66363.7→65927.3	+2.87	timeout
06-03 12:19	BTC	Sell	67053.6→66793.3	+1.54	timeout
06-03 04:27	BTC	Sell	67801.6→66563.3	+8.69	timeout
06-02 11:28	BTC	Sell	71279.4→69466.5	+12.34	timeout
06-02 02:49	BTC	Sell	71508.4→70634.5	+5.74	timeout
06-01 02:22	BTC	Sell	73602.3→73494.7	+0.31	timeout
05-31 07:48	BTC	Sell	74033.3→73858.7	+0.80	timeout
05-30 02:53	BTC	Sell	73046.3→73728.7	-5.10	timeout
05-29 19:49	BTC	Sell	73370.3→73627.7	-2.17	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+16.77

total pnl ($)

+5.7 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	56	46%	+5.7	+16.77

Recent bounces (last 20 of 3)

time	sym	side	reason
06-22 12:58	BTC	Sell	stale_intent
06-22 06:41	BTC	Sell	stale_intent
06-21 22:50	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…