dvol_ivrv_zscore_mean_reversion_long_v13

not live
47
closed trades
51%
win rate
-103.33
total pnl ($)
0.931
weight
7d window — n=12 wr=58% pnl=-50.76  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 47 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 15:20BTCBuy59925→60737+6.33timeout
06-26 20:52BTCBuy59395→59731+2.30timeout
06-26 14:30BTCBuy59321→60009+5.30timeout
06-25 13:55BTCBuy60879→58401.9-20.75stop_loss
06-25 13:49BTCBuy61742.1→59236.4-20.72stop_loss
06-24 14:56BTCBuy62465.1→60944-12.57timeout
06-23 21:12BTCBuy64348.2→62498.9-14.80timeout
06-23 08:39BTCBuy64015.2→62268.9-13.93timeout
06-22 14:31BTCBuy63984.2→64879.8+6.44timeout
06-22 08:22BTCBuy64036.2→64301.8+1.58timeout
06-21 14:11BTCBuy63222.2→64047.8+6.15timeout
06-21 08:09BTCBuy63533.2→64098.8+3.93timeout
06-20 08:01BTCBuy62605.1→63578.8+7.28timeout
06-20 02:19BTCBuy62967.1→63383.8+2.87timeout
06-18 20:45BTCBuy64200.2→63106.8-8.83timeout
06-17 20:21BTCBuy65802.3→64295.8-11.88timeout
06-17 14:17BTCBuy65885.3→65370.7-4.36timeout
06-16 14:01BTCBuy66360.3→66114.7-2.38timeout
06-16 07:59BTCBuy65632.3→66332.7+4.94timeout
06-15 13:25BTCBuy64311.2→66870.7+19.47timeout
06-15 07:22BTCBuy64324.2→65853.7+11.42timeout
06-14 07:08BTCBuy63672.2→64206.8+3.75timeout
06-14 01:44BTCBuy63755.2→64567.8+5.95timeout
06-11 14:26BTCBuy62004.1→62913.9+6.78timeout
06-11 08:19BTCBuy61623.1→62803.9+9.01timeout
06-10 04:20BTCBuy62832.1→62016.9-6.83timeout
06-09 22:19BTCBuy63189.2→62016.9-9.62timeout
06-08 21:53BTCBuy61641.1→63717.8+16.36timeout
06-08 15:53BTCBuy62174.1→63986.8+14.00timeout
06-07 21:29BTCBuy60867→61746.9+6.80timeout
06-07 15:23BTCBuy60474→61793.9+10.45timeout
06-06 21:11BTCBuy61673.1→60852-7.04timeout
06-06 15:19BTCBuy60799→60396-3.76timeout
06-05 15:39BTCBuy62742.1→60195.9-20.73stop_loss
06-05 09:44BTCBuy62879.1→62782.9-1.19timeout
06-05 05:17BTCBuy63922.2→63276.8-5.44timeout
06-04 00:26BTCBuy66382.3→63688-20.73stop_loss
06-03 23:33BTCBuy66509.3→64481.8-15.70timeout
06-02 15:26BTCBuy70175.5→67328-20.75stop_loss
06-02 14:23BTCBuy70852.5→67972.6-20.80stop_loss
06-01 23:24BTCBuy73794.7→71337.4-17.25timeout
05-31 23:53BTCBuy73812.7→73657.3-1.48timeout
05-31 09:51BTCBuy73566.7→73952.3+2.02timeout
05-31 00:24BTCBuy73450.7→73938.3+2.85timeout
05-30 13:53BTCBuy73051.7→73770.3+4.38timeout
05-30 07:12BTCBuy73779.7→73510.3-2.32timeout
05-30 01:40BTCBuy73485.7→73588.3+0.21timeout

Paper vs Live

Paper (trades.jsonl)
47
closed
51%
win rate
-103.33
total pnl ($)
-43.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4751%-43.8-103.33

Recent bounces (last 20 of 1)

timesymsidereason
06-28 02:21BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems