dvol_ivrv_zscore_mean_reversion_long_v16

not live
75
closed trades
44%
win rate
-379.60
total pnl ($)
0.250
weight
7d window — n=21 wr=43% pnl=-171.60  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 17:55BTCBuy59989→60564+4.35timeout
06-27 09:06BTCBuy60076→60446+2.59timeout
06-27 02:18BTCBuy58709.9→60061+11.06timeout
06-26 16:11BTCBuy59851→60136+1.84timeout
06-25 13:58BTCBuy60565→58107-20.66stop_loss
06-25 13:57BTCBuy60789→58321.9-20.69stop_loss
06-25 13:55BTCBuy60898→58426.8-20.63stop_loss
06-25 13:53BTCBuy61582.1→59082.5-20.73stop_loss
06-24 16:43BTCBuy62655.1→60111.9-20.69stop_loss
06-24 16:06BTCBuy62721.1→60167.9-20.71stop_loss
06-24 15:40BTCBuy62300.1→60614-13.81timeout
06-24 09:43BTCBuy62351.1→62630.9+1.79timeout
06-24 03:57BTCBuy64012.2→62723.9-10.57timeout
06-23 19:15BTCBuy64413.2→62331.9-16.59timeout
06-23 07:44BTCBuy64237.2→62866.9-10.90timeout
06-23 06:21BTCBuy65213.3→62565.6-20.62stop_loss
06-22 15:18BTCBuy64208.2→64977.8+5.54timeout
06-22 08:33BTCBuy63988.2→64179.8+0.93timeout
06-22 00:11BTCBuy64236.2→63474.8-6.46timeout
06-21 15:37BTCBuy64097.2→64158.8+0.11timeout
06-21 09:22BTCBuy63521.2→63983.8+3.24timeout
06-20 16:55BTCBuy62946.1→63971.8+7.71timeout
06-20 09:24BTCBuy62375.1→63541.8+8.85timeout
06-20 03:18BTCBuy62361.1→63375.8+7.69timeout
06-19 20:55BTCBuy63096.2→63172.8+0.11timeout
06-19 15:32BTCBuy63177.2→63100.8-1.06timeout
06-19 06:46BTCBuy64097.2→62740.9-10.99timeout
06-18 15:17BTCBuy66032.3→63352.1-20.46stop_loss
06-18 11:51BTCBuy64835.2→63870.8-7.88timeout
06-17 19:37BTCBuy65657.3→64475.8-9.44timeout
06-17 12:22BTCBuy66615.3→64684.8-14.97timeout
06-17 04:07BTCBuy66140.3→65844.7-2.72timeout
06-16 17:56BTCBuy66834.3→65893.7-7.57timeout
06-16 11:24BTCBuy66298.3→66417.7+0.37timeout
06-16 03:56BTCBuy65942.3→66072.7+0.58timeout
06-15 21:18BTCBuy64489.2→66480.7+14.94timeout
06-15 10:26BTCBuy64580.2→65735.7+8.50timeout
06-14 21:05BTCBuy64292.2→63993.8-2.81timeout
06-14 14:20BTCBuy64150.2→64259.8+0.40timeout
06-14 02:41BTCBuy63677.2→64504.8+6.07timeout
06-13 20:37BTCBuy63522.2→64229.8+5.10timeout
06-13 14:04BTCBuy63366.2→64130.8+5.54timeout
06-13 07:58BTCBuy63074.2→63791.8+5.12timeout
06-13 01:45BTCBuy63381.2→63757.8+2.44timeout
06-12 19:34BTCBuy63873.2→63636.8-2.31timeout
06-12 13:37BTCBuy62867.1→63295.8+2.89timeout
06-12 07:03BTCBuy62645.1→63031.8+2.59timeout
06-11 21:12BTCBuy61512.1→63445.8+15.13timeout
06-11 15:04BTCBuy62248.1→62642.9+2.62timeout
06-10 19:14BTCBuy61758.1→61723.9-0.79timeout
06-10 13:09BTCBuy62648.1→61522.9-9.41timeout
06-10 00:01BTCBuy63053.2→62016.9-8.56timeout
06-09 16:19BTCBuy63408.2→60832.5-20.82stop_loss
06-09 16:19BTCBuy63423.2→60848.5-20.89stop_loss
06-09 11:07BTCBuy63184.2→62625.9-4.81timeout
06-09 04:00BTCBuy63103.2→62843.9-2.50timeout
06-08 14:36BTCBuy62224.1→63796.8+12.15timeout
06-07 22:15BTCBuy61259.1→63948.8+21.51take_profit
06-07 20:23BTCBuy60591→61795.9+9.53timeout
06-07 14:19BTCBuy60953→61904.9+7.34timeout
06-06 22:52BTCBuy61797.1→60633-9.80timeout
06-06 15:18BTCBuy60782→60468-3.03timeout
06-05 15:37BTCBuy62814.1→60259.8-20.77stop_loss
06-05 13:57BTCBuy63441.2→60866.5-20.75stop_loss
06-05 06:22BTCBuy63948.2→61351.2-20.69stop_loss
06-05 06:20BTCBuy64317.2→61707-20.69stop_loss
06-04 01:22BTCBuy65358.3→62705.5-20.74stop_loss
06-03 23:51BTCBuy66835.3→64120.7-20.76stop_loss
06-03 23:38BTCBuy66995.3→64273.6-20.78stop_loss
06-03 23:03BTCBuy67212.4→64484.5-20.85stop_loss
06-03 17:04BTCBuy67489.4→65903.7-12.26timeout
06-02 15:31BTCBuy69981.5→67141.1-20.76stop_loss
06-01 00:12BTCBuy73875.7→73713.3-1.54timeout
05-31 10:20BTCBuy73627.7→73766.3+0.36timeout
05-30 14:54BTCBuy72946.6→73888.3+5.85timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
44%
win rate
-379.60
total pnl ($)
-101.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7544%-101.2-379.60

Recent bounces (last 20 of 1)

timesymsidereason
06-27 23:06BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems