dvol_ivrv_zscore_mean_reversion_fear_gate · strategy

closed trades

48%

win rate

-238.05

total pnl ($)

0.678

weight

7d window — n=24 wr=33% pnl=-90.69 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 02:27	BTC	Buy	60602→60103	-4.57	timeout
06-27 19:49	BTC	Buy	60475→60166	-2.98	timeout
06-27 00:53	BTC	Buy	59296→60018	+5.62	timeout
06-26 18:30	BTC	Buy	59949→59759	-2.08	timeout
06-26 12:24	BTC	Buy	59796→59544	-2.59	timeout
06-26 06:17	BTC	Buy	59461→59734	+1.85	timeout
06-25 13:54	BTC	Buy	61133.1→58556.8	-21.52	stop_loss
06-25 13:49	BTC	Buy	61741.1→59235.4	-20.72	stop_loss
06-25 12:06	BTC	Buy	61083.1→61223.9	+0.70	timeout
06-25 06:00	BTC	Buy	59419→61630.9	+18.18	timeout
06-24 15:56	BTC	Buy	62801.1→60252.8	-20.70	stop_loss
06-24 15:56	BTC	Buy	62829.1→60273.8	-20.77	stop_loss
06-24 12:02	BTC	Buy	62789.1→62825.9	-0.16	timeout
06-24 06:06	BTC	Buy	62353.1→62763.9	+2.81	timeout
06-23 23:49	BTC	Buy	62436.1→62700.9	+1.64	timeout
06-23 17:51	BTC	Buy	63401.2→62470.9	-7.79	timeout
06-23 07:23	BTC	Buy	64363.2→63031.8	-10.81	timeout
06-23 01:12	BTC	Buy	65104.3→64220.8	-7.23	timeout
06-22 19:10	BTC	Buy	64130.2→64298.8	+0.84	timeout
06-22 13:07	BTC	Buy	63981.2→65067.7	+7.97	timeout
06-22 07:02	BTC	Buy	64247.2→63958.8	-2.70	timeout
06-22 01:04	BTC	Buy	64082.2→63900.8	-1.89	timeout
06-21 18:56	BTC	Buy	64270.2→64141.8	-1.43	timeout
06-21 12:43	BTC	Buy	64286.2→64036.8	-2.36	timeout
06-21 04:00	BTC	Buy	64013.2→64395.8	+2.54	timeout
06-20 17:25	BTC	Buy	63703.2→63873.8	+0.88	timeout
06-20 01:27	BTC	Buy	62748.1→63396.8	+4.72	timeout
06-19 19:23	BTC	Buy	62762.1→62981.9	+1.29	timeout
06-19 13:20	BTC	Buy	63027.2→62668.9	-3.25	timeout
06-19 07:18	BTC	Buy	62666.1→62732.9	+0.10	timeout
06-19 01:25	BTC	Buy	64354.2→62978.9	-11.08	timeout
06-18 19:19	BTC	Buy	64124.2→62641.9	-11.90	timeout
06-18 13:18	BTC	Buy	64622.2→64365.8	-2.44	timeout
06-18 07:15	BTC	Buy	65193.3→64079.8	-8.99	timeout
06-18 01:15	BTC	Buy	65071.3→64693.8	-3.40	timeout
06-17 19:09	BTC	Buy	65627.3→65174.7	-3.93	timeout
06-17 13:02	BTC	Buy	65727.3→65026.7	-5.81	timeout
06-17 07:03	BTC	Buy	65689.3→65589.7	-1.22	timeout
06-17 01:02	BTC	Buy	66374.3→65706.7	-5.51	timeout
06-16 19:00	BTC	Buy	66404.3→65792.7	-5.09	timeout
06-16 09:25	BTC	Buy	66507.3→66629.7	+0.47	timeout
06-15 22:58	BTC	Buy	65832.3→66175.7	+2.14	timeout
06-15 16:01	BTC	Buy	65876.3→67165.6	+9.34	timeout
06-15 09:20	BTC	Buy	64766.2→65721.7	+6.93	timeout
06-14 23:18	BTC	Buy	64528.2→65582.7	+7.70	timeout
06-14 17:16	BTC	Buy	64341.2→63956.8	-3.47	timeout
06-14 11:13	BTC	Buy	64426.2→64519.8	+0.27	timeout
06-14 05:13	BTC	Buy	63954.2→64315.8	+2.39	timeout
06-13 22:44	BTC	Buy	63848.2→64478.8	+4.47	timeout
06-13 16:43	BTC	Buy	63593.2→64031.8	+3.00	timeout
06-13 09:34	BTC	Buy	63516.2→63801.8	+1.75	timeout
06-12 23:40	BTC	Buy	63664.2→63463.8	-2.05	timeout
06-12 17:52	BTC	Buy	63331.2→63856.8	+3.69	timeout
06-12 11:40	BTC	Buy	63594.2→63679.8	+0.18	timeout
06-12 05:39	BTC	Buy	63209.2→63324.8	+0.44	timeout
06-11 19:05	BTC	Buy	62642.1→63466.8	+6.06	timeout
06-11 04:02	BTC	Buy	62497.1→62610.9	+0.39	timeout
06-10 20:18	BTC	Buy	61597.1→61812.9	+1.27	timeout
06-10 03:09	BTC	Buy	61636.1→62016.9	+2.69	timeout
06-09 19:43	BTC	Buy	63169.2→61841.9	-11.00	timeout
06-09 08:22	BTC	Buy	63260.2→62876.9	-3.49	timeout
06-09 02:16	BTC	Buy	63733.2→62615.9	-9.21	timeout
06-08 20:06	BTC	Buy	63156.2→63385.8	+1.35	timeout
06-08 14:01	BTC	Buy	63123.2→63753.8	+4.52	timeout
06-08 01:53	BTC	Buy	61761.1→62998.8	+9.54	timeout
06-07 22:15	BTC	Buy	61255.1→63944.8	+21.51	take_profit
06-07 19:48	BTC	Buy	62227.1→61196.9	-8.70	timeout
06-07 13:48	BTC	Buy	61544.1→61704.9	+0.85	timeout
06-07 07:40	BTC	Buy	60540→62211.9	+13.37	timeout
06-07 01:34	BTC	Buy	60756→61515.9	+5.77	timeout
06-06 10:17	BTC	Buy	61522.1→60650	-7.56	timeout
06-06 03:20	BTC	Buy	60656→60830	+0.98	timeout
06-05 15:38	BTC	Buy	62785.1→60236.9	-20.72	stop_loss
06-05 14:04	BTC	Buy	63105.2→60542.7	-20.75	stop_loss
06-05 06:24	BTC	Buy	63717.2→61126.4	-20.75	stop_loss
06-05 03:48	BTC	Buy	63712.2→62777.9	-7.75	timeout
06-04 21:45	BTC	Buy	63089.2→63420.8	+2.19	timeout
06-04 16:59	BTC	Buy	64363.2→63525.8	-7.00	timeout
06-04 01:22	BTC	Buy	65235.3→62587.6	-20.74	stop_loss
06-03 23:54	BTC	Buy	66755.3→64045.8	-20.74	stop_loss
06-03 16:41	BTC	Buy	66373.3→65927.7	-3.84	timeout
06-03 11:34	BTC	Buy	66562.3→67184.6	+4.16	timeout
06-03 04:07	BTC	Buy	67405.4→66364.7	-8.18	timeout
06-02 15:30	BTC	Buy	70049.5→67207	-20.75	stop_loss
06-02 11:53	BTC	Buy	71461.6→69571.5	-13.75	timeout
06-02 04:48	BTC	Buy	71415.6→70970.5	-3.64	timeout
06-01 03:49	BTC	Buy	73630.7→73868.3	+1.13	timeout
05-31 19:30	BTC	Buy	73871.7→73498.3	-3.01	timeout
05-29 19:49	BTC	Buy	73377.7→73619.3	+1.18	timeout
05-29 02:40	BTC	Buy	72903.6→73429.3	+3.09	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-238.05

total pnl ($)

-52.7 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	90	48%	-52.7	-238.05

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 05:10	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…