dvol_ivrv_zscore_mean_reversion · strategy

closed trades

56%

win rate

+310.66

total pnl ($)

1.264

weight

7d window — n=16 wr=62% pnl=+46.58 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 79 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 17:28	BTC	Sell	58349.1→60145	-15.75	timeout
07-01 11:23	BTC	Sell	59253→58680.9	+4.47	timeout
06-30 22:02	BTC	Sell	60440→58674.9	+14.21	timeout
06-30 08:22	BTC	Sell	59945→59370	+4.31	timeout
06-30 01:05	BTC	Sell	59443→59814	-3.63	timeout
06-29 15:38	BTC	Sell	59896→59811	+0.39	timeout
06-29 00:50	BTC	Sell	60114→59361	+5.85	timeout
06-28 12:50	BTC	Sell	60306→60244	+0.09	timeout
06-28 04:51	BTC	Sell	60283→60153	+0.64	timeout
06-27 21:18	BTC	Sell	59668→60354	-6.26	timeout
06-27 08:24	BTC	Sell	60286→60442	-1.75	timeout
06-27 01:13	BTC	Sell	59558→59954	-3.76	timeout
06-26 18:54	BTC	Sell	59492→59628	-1.47	timeout
06-25 16:08	BTC	Sell	60363→59541	+6.32	timeout
06-25 13:57	BTC	Sell	61041.9→58359.9	+21.46	take_profit
06-25 13:53	BTC	Sell	61733.9→59023	+21.48	take_profit
06-24 16:51	BTC	Sell	62616.9→59865	+21.35	take_profit
06-24 16:51	BTC	Sell	62666.9→59913	+21.46	take_profit
06-24 14:27	BTC	Sell	62486.9→61158.1	+10.15	timeout
06-23 22:12	BTC	Sell	64325.8→62717.1	+12.03	timeout
06-23 09:20	BTC	Sell	64107.8→62426.1	+12.45	timeout
06-23 08:24	BTC	Sell	65032.7→62154.1	+21.64	take_profit
06-22 17:03	BTC	Sell	64115.8→64706.2	-5.04	timeout
06-22 11:03	BTC	Sell	64442.8→64109.2	+2.25	timeout
06-21 21:20	BTC	Sell	63928.8→63607.2	+2.07	timeout
06-21 15:23	BTC	Sell	64182.8→64166.2	-0.38	timeout
06-21 09:19	BTC	Sell	63486.8→63945.2	-3.91	timeout
06-20 16:53	BTC	Sell	63062.8→63994.2	-7.80	timeout
06-20 09:25	BTC	Sell	62406.9→63521.2	-9.27	timeout
06-19 20:55	BTC	Sell	63089.8→63179.2	-1.11	timeout
06-19 15:32	BTC	Sell	63170.8→63107.2	-0.04	timeout
06-19 06:46	BTC	Sell	64090.8→62747.1	+9.99	timeout
06-18 15:18	BTC	Sell	66025.7→63126.2	+21.23	take_profit
06-18 11:51	BTC	Sell	64828.8→63877.2	+6.89	timeout
06-17 19:37	BTC	Sell	65650.7→64482.2	+8.44	timeout
06-17 12:22	BTC	Sell	66608.7→64691.2	+13.98	timeout
06-17 04:07	BTC	Sell	66133.7→65851.3	+1.72	timeout
06-16 17:56	BTC	Sell	66827.7→65900.3	+6.57	timeout
06-16 03:56	BTC	Sell	65935.7→66079.3	-1.58	timeout
06-15 15:47	BTC	Sell	64482.8→67106.9	-20.75	stop_loss
06-15 10:56	BTC	Sell	64512.8→65877.3	-11.03	timeout
06-14 21:05	BTC	Sell	64285.8→64000.2	+1.81	timeout
06-14 14:20	BTC	Sell	64143.8→64266.2	-1.40	timeout
06-14 04:50	BTC	Sell	63627.8→64346.2	-6.12	timeout
06-13 20:37	BTC	Sell	63513.8→64238.2	-6.13	timeout
06-13 07:59	BTC	Sell	63078.8→63808.2	-6.11	timeout
06-13 01:46	BTC	Sell	63377.8→63773.2	-3.49	timeout
06-12 19:41	BTC	Sell	63744.8→63704.2	-0.12	timeout
06-12 07:04	BTC	Sell	62656.9→63057.2	-3.60	timeout
06-11 21:10	BTC	Sell	61566.9→63458.2	-15.67	timeout
06-11 15:05	BTC	Sell	62021.9→62628.1	-5.24	timeout
06-10 17:56	BTC	Sell	61698.9→61934.1	-2.32	timeout
06-10 11:55	BTC	Sell	62595.9→61041.1	+11.93	timeout
06-10 05:53	BTC	Sell	63405.8→62023.1	+10.32	timeout
06-09 16:39	BTC	Sell	63611.8→60818	+21.61	take_profit
06-09 10:43	BTC	Sell	63182.8→62693.1	+3.38	timeout
06-09 03:43	BTC	Sell	63083.8→62738.1	+2.28	timeout
06-08 16:09	BTC	Sell	61977.9→63799.2	-15.00	timeout
06-07 22:14	BTC	Sell	61184.9→63671	-20.78	stop_loss
06-07 20:22	BTC	Sell	60580→61808.1	-10.62	timeout
06-07 14:19	BTC	Sell	60901→61900.1	-8.64	timeout
06-06 22:52	BTC	Sell	61787.9→60639	+8.77	timeout
06-06 15:17	BTC	Sell	60603→60653	-0.87	timeout
06-05 15:39	BTC	Sell	62867.9→60104	+21.52	take_profit
06-05 13:59	BTC	Sell	63496.8→60708	+21.52	take_profit
06-05 10:30	BTC	Sell	62411.9→62589.1	-1.86	timeout
06-05 05:01	BTC	Sell	64164.8→63523.2	+4.50	timeout
06-04 01:49	BTC	Sell	65351.7→62482.1	+21.51	take_profit
06-04 00:24	BTC	Sell	66972.7→64032.2	+21.49	take_profit
06-03 23:38	BTC	Sell	67205.6→64254.2	+21.52	take_profit
06-03 16:54	BTC	Sell	67570.6→65926.3	+11.78	timeout
06-02 19:33	BTC	Sell	69969.5→66520.3	+24.18	take_profit
06-02 14:20	BTC	Sell	71394.4→68256.4	+21.56	take_profit
06-02 09:22	BTC	Sell	72652.4→69462.5	+21.65	take_profit
06-02 02:01	BTC	Sell	73236.3→70695.5	+17.05	timeout
06-01 00:12	BTC	Sell	73869.3→73703.7	+0.66	timeout
05-31 10:20	BTC	Sell	73620.3→73773.7	-1.36	timeout
05-30 14:54	BTC	Sell	72931.4→73896.7	-6.92	timeout
05-29 14:49	BTC	Sell	72812.4→72770.6	-0.01	timeout

Paper vs Live

Paper (trades.jsonl)

closed

56%

win rate

+310.66

total pnl ($)

+78.4 bps

avg bps net

Live (dry_run=0)

closed

33%

win rate

+4.91

total pnl ($)

-52.4 bps

avg bps net

Live: 3 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	79	56%	+78.4	+310.66

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…