dvol_ivrv_zscore_mean_rev_long_v3 · strategy

closed trades

43%

win rate

-300.32

total pnl ($)

0.507

weight

7d window — n=17 wr=47% pnl=-120.09 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 16:11	BTC	Buy	59851→60136	+1.84	timeout
06-25 13:58	BTC	Buy	60565→58107	-20.66	stop_loss
06-25 13:57	BTC	Buy	60789→58321.9	-20.69	stop_loss
06-25 13:55	BTC	Buy	60898→58426.8	-20.63	stop_loss
06-24 16:06	BTC	Buy	62721.1→60167.9	-20.71	stop_loss
06-24 15:40	BTC	Buy	62300.1→60614	-13.81	timeout
06-24 09:43	BTC	Buy	62351.1→62630.9	+1.79	timeout
06-23 19:15	BTC	Buy	64413.2→62331.9	-16.59	timeout
06-23 07:44	BTC	Buy	64237.2→62866.9	-10.90	timeout
06-23 06:21	BTC	Buy	65213.3→62565.6	-20.62	stop_loss
06-22 15:18	BTC	Buy	64208.2→64977.8	+5.54	timeout
06-22 00:12	BTC	Buy	64231.2→63416.8	-6.87	timeout
06-21 15:37	BTC	Buy	64097.2→64158.8	+0.11	timeout
06-21 09:22	BTC	Buy	63521.2→63983.8	+3.24	timeout
06-20 16:56	BTC	Buy	62986.1→63968.8	+7.36	timeout
06-20 09:24	BTC	Buy	62375.1→63541.8	+8.85	timeout
06-19 23:42	BTC	Buy	62905.1→63292.8	+2.65	timeout
06-19 15:33	BTC	Buy	63171.2→63129.8	-0.78	timeout
06-19 06:46	BTC	Buy	64085.2→62762.9	-10.73	timeout
06-18 15:17	BTC	Buy	66041.3→63360.1	-20.73	stop_loss
06-18 11:48	BTC	Buy	64833.2→63887.8	-7.81	timeout
06-17 19:42	BTC	Buy	65587.3→64184.8	-11.17	timeout
06-17 12:24	BTC	Buy	66556.3→64660.8	-14.77	timeout
06-16 22:40	BTC	Buy	66309.3→65717.7	-5.00	timeout
06-16 16:21	BTC	Buy	67102.4→65759.7	-10.53	timeout
06-16 10:19	BTC	Buy	65693.3→66573.7	+6.22	timeout
06-15 13:25	BTC	Buy	64074.2→66887.7	+21.52	take_profit
06-15 10:27	BTC	Buy	64580.2→65720.7	+8.39	timeout
06-14 21:07	BTC	Buy	64286.2→63993.8	-2.75	timeout
06-14 14:19	BTC	Buy	64152.2→64261.8	+0.41	timeout
06-14 02:40	BTC	Buy	63677.2→64499.8	+6.03	timeout
06-13 20:40	BTC	Buy	63523.2→64215.8	+4.99	timeout
06-13 07:58	BTC	Buy	63089.2→63787.8	+4.96	timeout
06-13 01:45	BTC	Buy	63415.2→63761.8	+2.20	timeout
06-12 19:38	BTC	Buy	63737.2→63731.8	-0.50	timeout
06-12 07:03	BTC	Buy	62645.1→63031.8	+2.59	timeout
06-11 21:05	BTC	Buy	61671.1→63452.8	+13.85	timeout
06-11 15:04	BTC	Buy	62248.1→62663.9	+2.79	timeout
06-10 16:49	BTC	Buy	61297.1→61958.9	+4.88	timeout
06-10 10:58	BTC	Buy	62773.1→61359.9	-11.67	timeout
06-09 16:19	BTC	Buy	63442.2→60867.5	-20.89	stop_loss
06-09 11:03	BTC	Buy	63048.2→62553.9	-4.32	timeout
06-09 04:00	BTC	Buy	63112.2→62842.9	-2.58	timeout
06-08 16:09	BTC	Buy	61985.1→63794.8	+14.04	timeout
06-07 22:15	BTC	Buy	61259.1→63948.8	+21.51	take_profit
06-07 20:23	BTC	Buy	60591→61795.9	+9.52	timeout
06-07 14:19	BTC	Buy	60953→61904.9	+7.34	timeout
06-06 22:52	BTC	Buy	61797.1→60633	-9.80	timeout
06-06 15:18	BTC	Buy	60782→60468	-3.03	timeout
06-05 15:37	BTC	Buy	62814.1→60259.8	-20.77	stop_loss
06-05 13:57	BTC	Buy	63441.2→60866.5	-20.75	stop_loss
06-05 06:22	BTC	Buy	63958.2→61362.2	-20.68	stop_loss
06-05 06:20	BTC	Buy	64317.2→61707	-20.69	stop_loss
06-04 01:21	BTC	Buy	65389.3→62735.5	-20.74	stop_loss
06-03 23:38	BTC	Buy	66995.3→64274.6	-20.76	stop_loss
06-03 23:08	BTC	Buy	67133.4→64408.6	-20.79	stop_loss
06-03 17:04	BTC	Buy	67489.4→65903.7	-12.26	timeout
06-02 15:31	BTC	Buy	69981.5→67141.1	-20.76	stop_loss
05-31 10:30	BTC	Buy	73619.7→73776.3	+0.48	timeout
05-30 14:54	BTC	Buy	72946.6→73888.3	+5.85	timeout
05-29 14:40	BTC	Buy	72985.6→72696.4	-2.58	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-300.32

total pnl ($)

-98.3 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	61	43%	-98.3	-300.32

Recent bounces (last 20 of 3)

time	sym	side	reason
06-26 02:29	BTC	Buy	below_min_notional_skip
06-25 03:06	BTC	Buy	below_min_notional_skip
06-24 15:23	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…