dvol_ivrv_zscore_mean_reversion_long_v17

not live
86
closed trades
50%
win rate
-201.99
total pnl ($)
0.736
weight
7d window — n=22 wr=50% pnl=-80.74  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 86 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:40BTCBuy59942→60407+3.40timeout
06-27 00:58BTCBuy59245→60010+6.00timeout
06-26 18:49BTCBuy60310→59653-5.96timeout
06-26 12:27BTCBuy59734→59624-1.39timeout
06-26 06:11BTCBuy59560→59732+0.99timeout
06-25 13:53BTCBuy61347.1→58772.7-21.43stop_loss
06-25 13:51BTCBuy61654.1→59147.5-20.75stop_loss
06-25 12:11BTCBuy61068.1→61194.9+0.59timeout
06-25 05:42BTCBuy59406→61551.9+17.63timeout
06-24 15:58BTCBuy62766.1→60218.9-20.68stop_loss
06-24 15:47BTCBuy62879.1→60326.8-20.73stop_loss
06-24 00:09BTCBuy62444.1→62854.9+2.86timeout
06-23 17:49BTCBuy63365.2→62455.9-7.63timeout
06-23 07:59BTCBuy64473.2→62864.9-12.88timeout
06-23 01:42BTCBuy65267.3→64069.8-9.61timeout
06-22 19:38BTCBuy64305.2→64427.8+0.48timeout
06-22 13:24BTCBuy64305.2→65060.7+5.35timeout
06-22 07:33BTCBuy64203.2→64272.8+0.08timeout
06-22 01:29BTCBuy64115.2→64575.8+3.10timeout
06-21 19:14BTCBuy64228.2→64193.8-0.71timeout
06-21 12:44BTCBuy64291.2→64014.8-2.57timeout
06-21 05:42BTCBuy63857.2→64310.8+3.10timeout
06-20 13:29BTCBuy63476.2→63266.8-2.12timeout
06-20 07:30BTCBuy62964.1→63762.8+5.89timeout
06-20 01:28BTCBuy62765.1→63409.8+4.68timeout
06-19 19:23BTCBuy62725.1→62964.9+1.45timeout
06-19 13:20BTCBuy63017.2→62690.9-2.99timeout
06-19 07:17BTCBuy62686.1→62765.9+0.21timeout
06-19 01:20BTCBuy64355.2→63018.8-10.78timeout
06-18 19:17BTCBuy64138.2→62668.9-11.79timeout
06-18 13:18BTCBuy64642.2→64357.8-2.66timeout
06-18 07:11BTCBuy65100.3→64015.8-8.78timeout
06-18 01:09BTCBuy64984.2→64690.8-2.76timeout
06-17 19:09BTCBuy65583.3→65276.7-2.83timeout
06-17 13:03BTCBuy65789.3→65007.7-6.42timeout
06-17 07:02BTCBuy65726.3→65587.7-1.52timeout
06-17 01:02BTCBuy66390.3→65706.7-5.63timeout
06-16 18:59BTCBuy66411.3→65810.7-5.01timeout
06-16 09:25BTCBuy66519.3→66629.7+0.38timeout
06-15 23:56BTCBuy66190.3→66319.7+0.52timeout
06-15 17:50BTCBuy65753.3→66881.7+8.07timeout
06-15 09:20BTCBuy64769.2→65729.7+6.97timeout
06-14 23:18BTCBuy64528.2→65582.7+7.70timeout
06-14 17:16BTCBuy64348.2→63943.8-3.63timeout
06-14 11:14BTCBuy64435.2→64539.8+0.36timeout
06-14 05:13BTCBuy63957.2→64315.8+2.37timeout
06-13 23:07BTCBuy63853.2→64424.8+4.01timeout
06-13 16:43BTCBuy63593.2→64030.8+2.99timeout
06-13 09:45BTCBuy63523.2→63781.8+1.55timeout
06-13 00:20BTCBuy63588.2→63539.8-0.87timeout
06-12 17:45BTCBuy63386.2→63801.8+2.82timeout
06-12 11:36BTCBuy63481.2→63677.8+1.06timeout
06-12 05:37BTCBuy63115.2→63377.8+1.60timeout
06-11 19:07BTCBuy62632.1→63451.8+6.03timeout
06-11 03:59BTCBuy62608.1→62661.9-0.09timeout
06-10 20:19BTCBuy61597.1→61809.9+1.25timeout
06-10 03:09BTCBuy61614.1→62016.9+2.87timeout
06-09 19:44BTCBuy63169.2→61854.9-10.90timeout
06-09 08:14BTCBuy63219.2→62881.9-3.13timeout
06-09 02:13BTCBuy63788.2→62736.9-8.68timeout
06-08 20:05BTCBuy63148.2→63387.8+1.43timeout
06-08 14:02BTCBuy63106.2→63773.8+4.82timeout
06-08 02:00BTCBuy61732.1→63202.8+11.43timeout
06-07 22:15BTCBuy61469.1→64168.8+21.51take_profit
06-07 19:49BTCBuy62230.1→61374.9-7.30timeout
06-07 13:49BTCBuy61459.1→61688.9+1.41timeout
06-07 07:40BTCBuy60557→62221.9+13.31timeout
06-07 01:34BTCBuy60757→61516.9+5.77timeout
06-06 10:16BTCBuy61488.1→60670-7.12timeout
06-06 03:22BTCBuy60679→60820+0.71timeout
06-05 15:39BTCBuy62622.1→60077.9-20.74stop_loss
06-05 14:04BTCBuy63136.2→60573.7-20.74stop_loss
06-05 09:19BTCBuy63614.2→63019.8-5.11timeout
06-05 03:50BTCBuy63713.2→62790.9-7.66timeout
06-04 21:43BTCBuy62870.1→63362.8+3.48timeout
06-04 16:56BTCBuy64351.2→63528.8-6.88timeout
06-04 01:22BTCBuy65353.3→62701.5-20.74stop_loss
06-03 23:38BTCBuy66945.3→64228.7-20.75stop_loss
06-03 16:41BTCBuy66370.3→65920.7-3.87timeout
06-03 14:33BTCBuy66659.3→66730.7+0.06timeout
06-03 06:48BTCBuy67238.4→67208.6-0.70timeout
06-02 19:32BTCBuy69473.5→66654.3-20.74stop_loss
06-02 13:47BTCBuy70822.5→68886.6-14.14timeout
06-01 03:21BTCBuy73673.7→73906.3+1.09timeout
05-31 19:07BTCBuy73972.7→73578.3-3.15timeout
05-29 19:48BTCBuy73375.7→73618.3+1.18timeout

Paper vs Live

Paper (trades.jsonl)
86
closed
50%
win rate
-201.99
total pnl ($)
-46.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8650%-46.8-201.99

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems