dvol_ivrv_zscore_mean_rev_long_v5

not live
72
closed trades
51%
win rate
+193.44
total pnl ($)
1.715
weight
7d window — n=19 wr=47% pnl=+81.51  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:18BTCSell60541→60301+1.55timeout
06-27 00:48BTCSell59751→59946-2.08timeout
06-26 18:31BTCSell59555→59769-2.13timeout
06-25 18:20BTCSell59704→59660-0.12timeout
06-25 13:58BTCSell60921→58238.9+21.51take_profit
06-25 13:53BTCSell61742.9→59032+21.48take_profit
06-24 16:51BTCSell62496.9→59753+21.35take_profit
06-24 16:47BTCSell62771.9→60015+21.42take_profit
06-24 13:45BTCSell62359.9→61431.1+6.99timeout
06-23 22:44BTCSell63808.8→62523.1+9.60timeout
06-23 16:17BTCSell64693.8→62648.1+15.33timeout
06-23 04:01BTCSell63867.8→64047.2-1.85timeout
06-22 21:47BTCSell63803.8→64211.2-3.64timeout
06-22 15:43BTCSell64274.8→65046.3-6.51timeout
06-22 03:34BTCSell64324.8→64240.2+0.28timeout
06-21 20:25BTCSell63911.8→64095.2-1.88timeout
06-21 14:22BTCSell63285.8→63998.2-6.15timeout
06-21 02:06BTCSell63461.8→64219.2-6.38timeout
06-20 19:17BTCSell63029.8→63887.2-7.26timeout
06-20 00:02BTCSell62871.9→63534.2-5.73timeout
06-19 11:59BTCSell63947.8→62607.1+9.94timeout
06-19 06:02BTCSell63926.8→62705.1+9.05timeout
06-18 23:57BTCSell64426.8→62949.1+10.92timeout
06-18 11:48BTCSell64826.8→63894.2+6.81timeout
06-18 05:46BTCSell65904.7→63888.2+14.87timeout
06-17 17:45BTCSell65761.7→65876.3-1.22timeout
06-17 11:39BTCSell66355.7→64729.2+11.90timeout
06-17 05:38BTCSell66067.7→65841.3+1.30timeout
06-16 15:56BTCSell67149.6→65956.3+8.44timeout
06-16 09:52BTCSell65536.7→66557.3-8.24timeout
06-16 03:48BTCSell65889.7→66122.3-2.25timeout
06-15 11:23BTCSell63780.8→66372.5-20.77stop_loss
06-15 07:52BTCSell64387.8→65715.3-10.70timeout
06-14 13:50BTCSell64136.8→64284.2-1.60timeout
06-14 07:50BTCSell63792.8→64414.2-5.31timeout
06-14 01:46BTCSell63774.8→64589.2-6.86timeout
06-13 05:44BTCSell63365.8→63567.2-2.04timeout
06-12 23:39BTCSell63496.8→63461.2-0.12timeout
06-12 17:39BTCSell63201.8→63821.2-5.33timeout
06-11 17:49BTCSell61127.9→63621-20.77stop_loss
06-11 14:52BTCSell61876.9→62921.1-8.79timeout
06-11 08:14BTCSell61579.9→62796.1-10.19timeout
06-10 19:49BTCSell61772.9→61889.1-1.32timeout
06-10 13:45BTCSell62340.9→62249.1+0.30timeout
06-10 07:44BTCSell63165.8→62023.1+8.46timeout
06-09 14:47BTCSell63971.8→61163.1+21.52take_profit
06-09 09:26BTCSell63376.8→62848.1+3.72timeout
06-09 03:26BTCSell63183.8→62755.1+2.93timeout
06-08 09:29BTCSell62659.9→63400.2-6.33timeout
06-07 22:15BTCSell61709.9→64217.3-20.78stop_loss
06-07 21:30BTCSell60877→61751.1-7.65timeout
06-07 09:04BTCSell61131.9→62829.1-14.37timeout
06-07 02:58BTCSell60935→61518.1-5.18timeout
06-06 16:55BTCSell61394.9→60745+4.82timeout
06-05 18:44BTCSell62367.9→59629+21.53take_profit
06-05 13:59BTCSell63547.8→60757+21.51take_profit
06-05 09:45BTCSell62932.9→62815.1+0.46timeout
06-05 04:59BTCSell64356.8→63604.2+5.34timeout
06-04 00:29BTCSell66366.7→63452.2+21.49take_profit
06-04 00:26BTCSell66748.7→63817.2+21.50take_profit
06-03 23:53BTCSell66673.7→64194.2+18.14timeout
06-02 15:37BTCSell70160.5→67077.4+21.54take_profit
06-02 14:27BTCSell70783.5→67675.4+21.53take_profit
06-01 23:48BTCSell73622.3→71500.6+14.11timeout
06-01 04:37BTCSell74157.3→73445.7+4.38timeout
05-31 15:28BTCSell73906.3→73735.7+0.76timeout
05-31 05:10BTCSell73467.3→74168.7-5.16timeout
05-30 15:11BTCSell73703.3→73899.7-1.64timeout
05-30 08:06BTCSell73628.3→73507.7+0.41timeout
05-30 02:40BTCSell73429.3→73669.7-2.05timeout
05-29 20:16BTCSell73435.3→73581.7-1.39timeout
05-29 13:30BTCSell73080.3→73009.7+0.05timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
51%
win rate
+193.44
total pnl ($)
+53.6 bps
avg bps net
Live (dry_run=0)
5
closed
40%
win rate
+2.96
total pnl ($)
+0.2 bps
avg bps net
Live WR is 78% of paper WR (40% vs 51%)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7251%+53.6+193.44

Recent bounces (last 20 of 1)

timesymsidereason
06-27 14:00BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems