dvol_ivrv_zscore_mean_reversion_long_v12

not live
69
closed trades
46%
win rate
-200.02
total pnl ($)
0.733
weight
7d window — n=21 wr=43% pnl=-80.85  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 69 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 21:45BTCBuy59983→60231+1.69timeout
06-27 09:56BTCBuy59761→60381+4.69timeout
06-27 02:58BTCBuy58472.9→60268+14.90timeout
06-26 20:34BTCBuy59511→59630+0.48timeout
06-26 14:33BTCBuy60009→59857-1.77timeout
06-25 13:53BTCBuy60876→59013.5-15.70stop_loss
06-25 13:45BTCBuy61684.1→59797.1-15.72stop_loss
06-24 15:38BTCBuy62490.1→60578.7-15.51stop_loss
06-24 15:37BTCBuy62536.1→60622.6-15.58stop_loss
06-24 10:17BTCBuy62372.1→62555.9+1.00timeout
06-24 04:50BTCBuy63798.2→62759.9-8.65timeout
06-23 08:27BTCBuy63982.2→62018.9-15.76stop_loss
06-23 06:21BTCBuy64530.2→62555.6-15.77stop_loss
06-23 04:31BTCBuy63956.2→63900.8-0.91timeout
06-22 22:28BTCBuy63715.2→64035.8+2.06timeout
06-22 16:26BTCBuy64191.2→64639.8+3.04timeout
06-22 10:07BTCBuy64256.2→64215.8-0.86timeout
06-22 03:55BTCBuy64397.2→64072.8-3.01timeout
06-21 21:51BTCBuy64047.2→63770.8-2.60timeout
06-21 15:47BTCBuy64177.2→64241.8+0.02timeout
06-21 09:13BTCBuy63483.2→63949.8+3.09timeout
06-21 03:09BTCBuy63336.2→64229.8+6.60timeout
06-20 21:08BTCBuy63187.2→63903.8+5.23timeout
06-20 15:10BTCBuy63155.2→63866.8+5.12timeout
06-20 08:23BTCBuy62678.1→63479.8+5.88timeout
06-20 02:18BTCBuy62976.1→63358.8+2.61timeout
06-18 12:11BTCBuy64826.2→63976.8-7.07timeout
06-17 23:43BTCBuy65693.3→64395.8-10.32timeout
06-17 22:03BTCBuy65889.3→63853.9-15.88stop_loss
06-17 17:13BTCBuy65796.3→65873.7+0.07timeout
06-17 11:13BTCBuy66459.3→64630.8-14.30timeout
06-17 05:08BTCBuy65927.3→65783.7-1.58timeout
06-16 22:58BTCBuy66201.3→65744.7-3.99timeout
06-16 17:00BTCBuy67134.4→65729.7-11.02timeout
06-16 08:52BTCBuy65700.3→66761.7+7.65timeout
06-16 02:42BTCBuy65597.3→65822.7+1.25timeout
06-15 15:52BTCBuy64019.2→67213.6+24.53take_profit
06-15 14:31BTCBuy64115.2→66500.7+18.16timeout
06-15 08:30BTCBuy64460.2→65651.7+8.78timeout
06-15 02:25BTCBuy64554.2→65683.7+8.26timeout
06-14 20:21BTCBuy64243.2→63871.8-3.39timeout
06-14 13:50BTCBuy64103.2→64276.8+0.90timeout
06-14 07:50BTCBuy63799.2→64406.8+4.30timeout
06-14 01:46BTCBuy63781.2→64582.8+5.86timeout
06-11 20:30BTCBuy61830.1→63328.8+11.54timeout
06-11 14:28BTCBuy62113.1→62904.9+5.82timeout
06-11 08:19BTCBuy61597.1→62803.9+9.22timeout
06-10 15:50BTCBuy61303.1→62255.9+7.27timeout
06-09 16:40BTCBuy62661.1→60737.6-15.83stop_loss
06-09 16:09BTCBuy62796.1→60873.5-15.83stop_loss
06-09 14:17BTCBuy63785.2→61834-15.75stop_loss
06-09 14:10BTCBuy63994.2→62034.9-15.76stop_loss
06-09 09:23BTCBuy63479.2→62859.9-5.32timeout
06-09 03:21BTCBuy63225.2→62880.9-3.16timeout
06-03 23:08BTCBuy66442.3→64409.6-15.74stop_loss
06-03 23:02BTCBuy66646.3→64592.5-15.85stop_loss
06-03 20:55BTCBuy66873.3→64814.3-15.86stop_loss
06-02 09:22BTCBuy71592.6→69401.8-15.83stop_loss
06-02 09:12BTCBuy71692.6→69499.8-15.86stop_loss
06-01 15:25BTCBuy73400.7→71094.9-16.22stop_loss
06-01 15:25BTCBuy73872.7→71094.9-19.36stop_loss
06-01 05:48BTCBuy74054.7→73416.3-4.79timeout
05-31 23:53BTCBuy73811.7→73666.3-1.40timeout
05-31 21:32BTCBuy73963.7→73601.3-2.90timeout
05-31 09:50BTCBuy73567.7→73952.3+2.01timeout
05-31 04:26BTCBuy73382.7→74171.3+4.86timeout
05-30 17:25BTCBuy74248.7→73956.3-2.53timeout
05-30 07:48BTCBuy73375.7→73479.3+0.21timeout
05-30 01:40BTCBuy73484.7→73589.3+0.22timeout

Paper vs Live

Paper (trades.jsonl)
69
closed
46%
win rate
-200.02
total pnl ($)
-57.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6946%-57.4-200.02

Recent bounces (last 20 of 1)

timesymsidereason
06-28 02:21BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems