dvol_ivrv_zscore_mean_reversion_long_v11

not live
74
closed trades
42%
win rate
-294.86
total pnl ($)
0.258
weight
7d window — n=18 wr=28% pnl=-131.26  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 74 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 04:52BTCBuy59861→59492-3.47timeout
06-29 22:20BTCBuy59321→60458+9.20timeout
06-29 11:36BTCBuy60285→59923-3.60timeout
06-28 20:30BTCBuy60237→59697-4.91timeout
06-28 14:27BTCBuy60608→60122-4.49timeout
06-28 07:49BTCBuy60475→60210-2.67timeout
06-27 06:38BTCBuy60143→60260+0.53timeout
06-27 00:34BTCBuy59739→59870+0.62timeout
06-26 18:30BTCBuy59649→59786+0.60timeout
06-25 18:19BTCBuy59695→59641-0.87timeout
06-25 13:54BTCBuy60954→58467.8-20.81stop_loss
06-25 13:51BTCBuy61662.1→59159.4-20.72stop_loss
06-24 15:58BTCBuy62772.1→60224.9-20.73stop_loss
06-24 15:56BTCBuy62786.1→60236.9-20.74stop_loss
06-24 15:49BTCBuy62865.1→60310.8-20.71stop_loss
06-24 12:07BTCBuy62442.1→62791.9+2.35timeout
06-24 05:51BTCBuy63400.2→62861.9-4.75timeout
06-23 19:34BTCBuy64401.2→62389.9-16.08timeout
06-23 07:14BTCBuy64183.2→62999.8-9.69timeout
06-23 01:13BTCBuy63858.2→64207.8+2.30timeout
06-22 19:08BTCBuy64143.2→64342.8+1.06timeout
06-22 07:00BTCBuy64275.2→63954.8-2.96timeout
06-22 00:42BTCBuy64280.2→63917.8-3.28timeout
06-21 16:00BTCBuy64060.2→64174.8+0.45timeout
06-21 05:24BTCBuy63696.2→64237.8+3.81timeout
06-20 07:23BTCBuy62731.1→63730.8+7.51timeout
06-19 19:27BTCBuy62772.1→62917.9+0.68timeout
06-19 13:55BTCBuy64105.2→63156.8-7.75timeout
06-19 01:41BTCBuy64597.2→62860.9-13.78timeout
06-18 13:16BTCBuy65019.3→64354.8-5.55timeout
06-18 07:16BTCBuy65677.3→64134.8-12.18timeout
06-18 01:03BTCBuy65770.3→64545.8-9.84timeout
06-17 13:00BTCBuy66397.3→65019.7-10.88timeout
06-17 06:59BTCBuy66412.3→65591.7-6.66timeout
06-16 21:25BTCBuy66506.3→65708.7-6.54timeout
06-16 11:49BTCBuy66161.3→66386.7+1.17timeout
06-16 05:44BTCBuy65708.3→66054.7+2.24timeout
06-15 21:20BTCBuy64772.2→66494.7+12.78timeout
06-15 08:41BTCBuy64455.2→65681.7+9.06timeout
06-15 02:25BTCBuy64538.2→65651.7+8.14timeout
06-14 14:13BTCBuy64156.2→64248.8+0.27timeout
06-14 08:08BTCBuy63768.2→64409.8+4.52timeout
06-14 01:55BTCBuy63797.2→64603.8+5.90timeout
06-13 11:49BTCBuy63811.2→63874.8-0.04timeout
06-12 22:02BTCBuy63518.2→63495.8-0.68timeout
06-12 15:00BTCBuy62734.1→64057.8+10.02timeout
06-12 07:05BTCBuy62633.1→63068.8+2.98timeout
06-11 15:59BTCBuy62598.1→62682.9+0.08timeout
06-11 08:19BTCBuy61596.1→62803.9+9.23timeout
06-10 15:09BTCBuy61614.1→61964.9+2.35timeout
06-10 07:44BTCBuy63168.2→62016.9-9.46timeout
06-09 14:12BTCBuy63842.2→62054.9-14.45timeout
06-09 08:05BTCBuy63167.2→62960.9-2.11timeout
06-09 02:01BTCBuy63108.2→62763.9-3.16timeout
06-08 13:53BTCBuy61804.1→63749.8+15.25timeout
06-07 22:15BTCBuy61488.1→64187.8+21.51take_profit
06-07 22:15BTCBuy61268.1→63957.8+21.50take_profit
06-07 19:40BTCBuy60548→61236.9+5.29timeout
06-07 13:34BTCBuy60756→61829.9+8.37timeout
06-06 22:16BTCBuy61466.1→60636-7.13timeout
06-06 15:16BTCBuy60536→60607+0.14timeout
06-05 14:06BTCBuy63004.2→60445.7-20.75stop_loss
06-05 09:40BTCBuy62890.1→62766.9-1.41timeout
06-05 06:24BTCBuy63752.2→61162.3-20.72stop_loss
06-05 05:00BTCBuy64263.2→63548.8-5.95timeout
06-04 01:22BTCBuy65358.3→62705.5-20.74stop_loss
06-04 00:26BTCBuy66383.3→63689-20.73stop_loss
06-03 23:16BTCBuy66731.3→64454.8-17.51timeout
06-03 15:48BTCBuy67322.4→66183.7-8.98timeout
06-02 15:30BTCBuy70049.5→67205-20.76stop_loss
06-02 06:47BTCBuy72997.6→70030.5-20.91stop_loss
06-02 01:49BTCBuy73536.7→70892.5-18.58timeout
06-01 15:49BTCBuy73630.7→71179.4-17.25timeout
05-30 07:48BTCBuy73375.7→73479.3+0.21timeout

Paper vs Live

Paper (trades.jsonl)
74
closed
42%
win rate
-294.86
total pnl ($)
-79.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7442%-79.4-294.86

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems