dvol_ivrv_zscore_mean_reversion_long_v10 · strategy

closed trades

44%

win rate

-96.37

total pnl ($)

0.914

weight

7d window — n=15 wr=47% pnl=-53.49 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 66 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 03:20	BTC	Buy	59925→60239	+2.17	timeout
06-26 21:27	BTC	Buy	60103→59761	-3.33	timeout
06-26 08:52	BTC	Buy	59395→60180	+6.14	timeout
06-26 02:30	BTC	Buy	59321→58835.1	-4.52	timeout
06-25 13:55	BTC	Buy	60879→58401.9	-20.75	stop_loss
06-25 13:49	BTC	Buy	61742.1→59236.4	-20.72	stop_loss
06-24 09:28	BTC	Buy	62536.1→62666.9	+0.56	timeout
06-23 20:39	BTC	Buy	62275.1→62447.9	+0.94	timeout
06-23 15:12	BTC	Buy	63961.2→62337.9	-13.12	timeout
06-23 02:55	BTC	Buy	64911.2→64201.8	-5.91	timeout
06-22 20:39	BTC	Buy	64015.2→64463.8	+3.05	timeout
06-22 08:30	BTC	Buy	64096.2→64140.8	-0.13	timeout
06-22 02:31	BTC	Buy	63984.2→64508.8	+3.60	timeout
06-21 14:17	BTC	Buy	64212.2→63997.8	-2.08	timeout
06-21 08:18	BTC	Buy	63927.2→64069.8	+0.61	timeout
06-21 02:11	BTC	Buy	63222.2→64214.8	+7.38	timeout
06-20 14:07	BTC	Buy	63470.2→63289.8	-1.90	timeout
06-20 08:05	BTC	Buy	63014.2→63559.8	+3.85	timeout
06-19 20:01	BTC	Buy	62605.1→63034.8	+2.97	timeout
06-19 14:19	BTC	Buy	62967.1→63046.8	+0.23	timeout
06-18 02:54	BTC	Buy	65221.3→64651.8	-4.83	timeout
06-17 20:39	BTC	Buy	65019.3→64348.8	-5.60	timeout
06-17 08:21	BTC	Buy	65802.3→65232.7	-4.79	timeout
06-17 02:17	BTC	Buy	65885.3→65888.7	-0.43	timeout
06-16 14:17	BTC	Buy	66092.3→65840.7	-2.40	timeout
06-16 08:06	BTC	Buy	66546.3→66341.7	-1.97	timeout
06-15 19:59	BTC	Buy	65632.3→66500.7	+6.13	timeout
06-15 13:52	BTC	Buy	65525.3→66581.7	+7.62	timeout
06-15 01:25	BTC	Buy	64311.2→65395.7	+7.97	timeout
06-14 19:22	BTC	Buy	64324.2→63788.8	-4.64	timeout
06-14 13:16	BTC	Buy	64649.2→64345.8	-2.80	timeout
06-14 07:16	BTC	Buy	64167.2→64215.8	-0.07	timeout
06-13 19:08	BTC	Buy	63672.2→64136.8	+3.20	timeout
06-13 13:44	BTC	Buy	63755.2→64148.8	+2.61	timeout
06-11 08:28	BTC	Buy	61872.1→62906.9	+7.85	timeout
06-11 02:26	BTC	Buy	61993.1→62055.9	+0.03	timeout
06-10 20:18	BTC	Buy	61597.1→61812.9	+1.27	timeout
06-10 04:00	BTC	Buy	61147.1→62016.9	+6.72	timeout
06-09 22:00	BTC	Buy	62698.1→62016.9	-5.83	timeout
06-09 09:58	BTC	Buy	63755.2→62686.9	-8.81	timeout
06-09 03:58	BTC	Buy	63755.2→62773.9	-8.14	timeout
06-08 21:50	BTC	Buy	63457.2→63760.8	+1.92	timeout
06-08 15:47	BTC	Buy	63101.2→63815.8	+5.19	timeout
06-08 03:49	BTC	Buy	62019.1→63076.8	+8.07	timeout
06-07 21:41	BTC	Buy	62502.1→61695.9	-6.89	timeout
06-07 15:35	BTC	Buy	61613.1→62076.9	+3.31	timeout
06-07 09:29	BTC	Buy	60867→62659.9	+14.29	timeout
06-07 03:23	BTC	Buy	60474→61584.9	+8.71	timeout
06-06 21:17	BTC	Buy	61211.1→60840	-3.45	timeout
06-06 09:11	BTC	Buy	61673.1→61243.9	-3.96	timeout
06-06 03:19	BTC	Buy	60799→60854	-0.01	timeout
06-05 14:28	BTC	Buy	62844.1→60291.8	-20.75	stop_loss
06-05 09:19	BTC	Buy	63616.2→62985.9	-5.39	timeout
06-04 21:44	BTC	Buy	62879.1→63435.8	+3.99	timeout
06-04 16:56	BTC	Buy	64357.2→63526.8	-6.95	timeout
06-04 01:22	BTC	Buy	65236.3→62588.6	-20.74	stop_loss
06-03 16:39	BTC	Buy	66340.3→65885.7	-3.91	timeout
06-03 13:49	BTC	Buy	66612.3→66794.7	+0.90	timeout
06-02 10:14	BTC	Buy	70969.5→69633.5	-9.94	timeout
06-02 02:38	BTC	Buy	71523.6→70750.5	-5.93	timeout
06-01 01:53	BTC	Buy	73806.7→73406.3	-3.21	timeout
05-31 17:47	BTC	Buy	74053.7→73683.3	-2.98	timeout
05-31 11:51	BTC	Buy	73816.7→73893.3	-0.00	timeout
05-31 08:16	BTC	Buy	73930.7→73882.3	-0.85	timeout
05-30 21:51	BTC	Buy	73566.7→73902.3	+1.77	timeout
05-29 18:50	BTC	Buy	73711.7→73533.3	-1.68	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-96.37

total pnl ($)

-28.9 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	66	44%	-28.9	-96.37

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 02:21	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…