dvol_ivrv_zscore_mean_reversion_long_v15 · strategy

closed trades

38%

win rate

-332.55

total pnl ($)

0.535

weight

7d window — n=19 wr=42% pnl=-112.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 58 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 16:59	BTC	Buy	60017→60772	+5.82	timeout
06-27 09:07	BTC	Buy	60063→60446	+2.71	timeout
06-27 02:19	BTC	Buy	58651.9→60077	+11.68	timeout
06-26 16:11	BTC	Buy	59773→60142	+2.53	timeout
06-25 17:17	BTC	Buy	59704→59514	-1.99	timeout
06-25 13:53	BTC	Buy	61560.1→59061.5	-20.73	stop_loss
06-24 16:51	BTC	Buy	62351.1→59817.1	-20.57	stop_loss
06-24 16:46	BTC	Buy	62599.1→60058	-20.69	stop_loss
06-24 16:43	BTC	Buy	62673.1→60129.9	-20.62	stop_loss
06-24 09:57	BTC	Buy	62377.1→62681.9	+1.93	timeout
06-24 03:58	BTC	Buy	64028.2→62727.9	-10.67	timeout
06-23 20:22	BTC	Buy	64455.2→62435.9	-16.12	timeout
06-23 07:46	BTC	Buy	64238.2→62898.9	-10.90	timeout
06-23 06:20	BTC	Buy	65494.3→62836.4	-20.76	stop_loss
06-22 15:16	BTC	Buy	64186.2→64997.7	+5.80	timeout
06-22 08:37	BTC	Buy	63933.2→64053.8	+0.41	timeout
06-21 21:27	BTC	Buy	63939.2→63673.8	-2.53	timeout
06-21 15:26	BTC	Buy	64177.2→64163.8	-0.50	timeout
06-21 09:22	BTC	Buy	63520.2→63980.8	+3.03	timeout
06-20 16:54	BTC	Buy	63060.2→63986.8	+6.86	timeout
06-20 09:27	BTC	Buy	62356.1→63509.8	+8.70	timeout
06-19 23:43	BTC	Buy	62901.1→63292.8	+2.64	timeout
06-19 15:31	BTC	Buy	63307.2→63117.8	-1.85	timeout
06-19 06:50	BTC	Buy	64094.2→62758.9	-10.83	timeout
06-18 15:51	BTC	Buy	65208.3→62558.6	-20.44	stop_loss
06-18 11:52	BTC	Buy	64836.2→63908.8	-7.65	timeout
06-17 19:41	BTC	Buy	65611.3→64211.8	-11.12	timeout
06-17 12:21	BTC	Buy	66640.3→64729.8	-14.84	timeout
06-16 17:24	BTC	Buy	66827.3→65729.7	-8.74	timeout
06-16 11:23	BTC	Buy	66247.3→66508.7	+1.44	timeout
06-16 00:27	BTC	Buy	65723.3→66262.7	+3.68	timeout
06-14 21:22	BTC	Buy	64225.2→64657.8	+2.88	timeout
06-14 14:33	BTC	Buy	64143.2→64063.8	-1.07	timeout
06-14 04:50	BTC	Buy	63634.2→64322.8	+5.00	timeout
06-13 16:02	BTC	Buy	63523.2→64250.8	+5.27	timeout
06-13 06:16	BTC	Buy	63133.2→63532.8	+2.71	timeout
06-12 20:02	BTC	Buy	63618.2→63583.8	-0.73	timeout
06-12 13:55	BTC	Buy	63120.2→63123.8	-0.49	timeout
06-11 17:54	BTC	Buy	61891.1→63420.8	+11.81	timeout
06-10 17:13	BTC	Buy	61535.1→62041.9	+3.61	timeout
06-10 11:12	BTC	Buy	62591.1→61055.9	-12.67	timeout
06-10 03:18	BTC	Buy	62917.1→62016.9	-7.50	timeout
06-09 16:19	BTC	Buy	63415.2→60840.5	-20.89	stop_loss
06-09 11:06	BTC	Buy	63117.2→62552.9	-4.86	timeout
06-09 04:05	BTC	Buy	62941.1→62735.9	-2.08	timeout
06-07 22:15	BTC	Buy	61512.1→64212.8	+21.51	take_profit
06-07 14:34	BTC	Buy	60919→62247.9	+10.44	timeout
06-06 15:26	BTC	Buy	60988→60631	-3.37	timeout
06-05 15:41	BTC	Buy	62513.1→59975	-20.74	stop_loss
06-05 06:23	BTC	Buy	63791.2→61178.3	-20.86	stop_loss
06-05 06:20	BTC	Buy	64199.2→61582.1	-20.79	stop_loss
06-04 01:22	BTC	Buy	65358.3→62705.5	-20.74	stop_loss
06-03 23:54	BTC	Buy	66798.3→64087.7	-20.73	stop_loss
06-03 23:42	BTC	Buy	66924.3→64206.7	-20.76	stop_loss
06-03 23:38	BTC	Buy	66951.3→64232.7	-20.77	stop_loss
06-03 17:16	BTC	Buy	67454.4→65770.7	-12.99	timeout
06-02 15:31	BTC	Buy	69981.5→67141.1	-20.76	stop_loss
05-31 12:20	BTC	Buy	73634.7→73920.3	+1.36	timeout

Paper vs Live

Paper (trades.jsonl)

closed

38%

win rate

-332.55

total pnl ($)

-114.5 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	58	38%	-114.5	-332.55

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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