dvol_ivrv_zscore_mean_rev_long_v4

not live
90
closed trades
49%
win rate
-199.87
total pnl ($)
0.886
weight
7d window — n=24 wr=50% pnl=-55.45  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 90 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 15:33BTCBuy59213→60111+7.11timeout
06-26 09:32BTCBuy59707→60068+2.59timeout
06-26 03:29BTCBuy59232→59057-1.89timeout
06-25 13:57BTCBuy60790→58322.9-20.71stop_loss
06-25 13:51BTCBuy61676.1→59170.4-20.75stop_loss
06-25 09:24BTCBuy60777→61620.9+6.48timeout
06-25 03:22BTCBuy61084.1→60754-3.14timeout
06-24 16:43BTCBuy62687.1→60142.9-20.68stop_loss
06-24 15:02BTCBuy62617.1→60971-13.57timeout
06-24 07:45BTCBuy62262.1→62664.9+2.76timeout
06-24 01:24BTCBuy62087.1→62829.9+5.53timeout
06-23 19:23BTCBuy63038.2→62253.9-6.68timeout
06-23 03:57BTCBuy64762.2→64006.8-6.28timeout
06-22 21:52BTCBuy64089.2→64231.8+0.66timeout
06-22 15:47BTCBuy64109.2→64989.8+6.38timeout
06-22 09:45BTCBuy63855.2→64090.8+1.36timeout
06-22 03:43BTCBuy64280.2→64145.8-1.53timeout
06-21 21:36BTCBuy64142.2→63725.8-3.70timeout
06-21 15:33BTCBuy64318.2→64170.8-1.57timeout
06-21 08:35BTCBuy63837.2→63888.8-0.12timeout
06-21 02:27BTCBuy63331.2→64199.8+6.40timeout
06-20 17:24BTCBuy63696.2→63870.8+0.91timeout
06-20 09:01BTCBuy63204.2→63391.8+0.98timeout
06-20 01:06BTCBuy62929.1→63490.8+4.02timeout
06-19 12:22BTCBuy62894.1→62521.9-3.37timeout
06-19 06:02BTCBuy62615.1→62731.9+0.50timeout
06-19 00:29BTCBuy64136.2→62896.9-10.08timeout
06-18 18:32BTCBuy64029.2→62781.9-10.06timeout
06-18 12:15BTCBuy64646.2→63993.8-5.52timeout
06-18 06:02BTCBuy65540.3→63946.8-12.61timeout
06-17 23:50BTCBuy64837.2→64460.8-3.37timeout
06-17 17:52BTCBuy65773.3→65932.7+0.71timeout
06-17 11:45BTCBuy65683.3→64788.8-7.30timeout
06-17 05:39BTCBuy65704.3→65842.7+0.59timeout
06-16 23:33BTCBuy66399.3→65718.7-5.62timeout
06-16 17:32BTCBuy66022.3→65717.7-2.80timeout
06-16 11:32BTCBuy66149.3→66414.7+1.52timeout
06-15 23:49BTCBuy66161.3→66239.7+0.12timeout
06-15 17:44BTCBuy65708.3→66850.7+8.19timeout
06-15 09:20BTCBuy64772.2→65731.7+6.96timeout
06-14 23:17BTCBuy64529.2→65598.7+7.81timeout
06-14 17:15BTCBuy64332.2→63934.8-3.58timeout
06-14 11:14BTCBuy64426.2→64520.8+0.28timeout
06-14 05:13BTCBuy63944.2→64315.8+2.47timeout
06-13 22:39BTCBuy63812.2→64476.8+4.74timeout
06-13 16:37BTCBuy63577.2→63961.8+2.59timeout
06-13 09:30BTCBuy63497.2→63796.8+1.86timeout
06-12 18:42BTCBuy62922.1→63869.8+7.08timeout
06-12 10:02BTCBuy63518.2→63697.8+0.92timeout
06-12 03:00BTCBuy62734.1→63600.8+6.41timeout
06-11 19:05BTCBuy62633.1→63481.8+6.26timeout
06-11 10:20BTCBuy61099.1→62796.9+13.37timeout
06-11 02:52BTCBuy61863.1→62014.9+0.75timeout
06-10 20:19BTCBuy61596.1→61808.9+1.25timeout
06-10 07:46BTCBuy61811.1→62016.9+1.27timeout
06-10 01:46BTCBuy62349.1→62016.9-3.06timeout
06-09 19:44BTCBuy63168.2→61855.9-10.88timeout
06-09 03:42BTCBuy63809.2→62715.9-9.01timeout
06-08 21:36BTCBuy63338.2→63714.8+2.51timeout
06-08 15:34BTCBuy63169.2→63900.8+5.31timeout
06-08 09:35BTCBuy61695.1→63177.8+11.56timeout
06-08 03:28BTCBuy61886.1→63172.8+9.93timeout
06-07 21:28BTCBuy62643.1→61804.9-7.13timeout
06-07 15:21BTCBuy61672.1→61727.9-0.00timeout
06-07 09:12BTCBuy60816→62738.9+15.38timeout
06-07 03:08BTCBuy60607→61451.9+6.49timeout
06-06 21:04BTCBuy61138.1→60705-3.96timeout
06-06 14:58BTCBuy60940→60845-1.23timeout
06-06 04:54BTCBuy61320.1→60242-9.23timeout
06-05 15:41BTCBuy62521.1→59980-20.76stop_loss
06-05 13:59BTCBuy63228.2→60662.6-20.74stop_loss
06-05 11:18BTCBuy63412.2→62432.9-8.19timeout
06-05 04:36BTCBuy63438.2→63168.8-2.54timeout
06-04 21:40BTCBuy62890.1→63218.8+2.17timeout
06-04 16:56BTCBuy64351.2→63528.8-6.88timeout
06-04 01:22BTCBuy65353.3→62701.5-20.74stop_loss
06-03 23:42BTCBuy66912.3→64196.7-20.75stop_loss
06-03 16:41BTCBuy66370.3→65920.7-3.87timeout
06-03 11:16BTCBuy66731.3→67302.6+3.76timeout
06-03 03:48BTCBuy67322.4→65794.7-11.80timeout
06-02 15:26BTCBuy70174.5→67322-20.78stop_loss
06-02 13:44BTCBuy70959.5→68857.6-15.29timeout
06-02 03:10BTCBuy71597.6→70994.5-4.74timeout
06-01 19:25BTCBuy72986.6→71435.4-11.15timeout
06-01 03:14BTCBuy73646.7→73853.3+0.91timeout
05-31 19:05BTCBuy73961.7→73580.3-3.04timeout
05-31 11:51BTCBuy73816.7→73893.3-0.00timeout
05-29 20:04BTCBuy73664.7→73496.3-1.61timeout
05-29 08:14BTCBuy73401.7→73637.3+1.15timeout
05-29 01:29BTCBuy73134.7→73569.3+2.45timeout

Paper vs Live

Paper (trades.jsonl)
90
closed
49%
win rate
-199.87
total pnl ($)
-44.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9049%-44.2-199.87

Recent bounces (last 20 of 2)

timesymsidereason
06-26 03:37BTCBuybelow_min_notional_skip
06-24 21:27BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems