dvol_ivrv_zscore_mean_reversion_long_v18

not live
46
closed trades
30%
win rate
-206.64
total pnl ($)
0.670
weight
7d window — n=13 wr=31% pnl=-93.22  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 46 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 23:08BTCBuy59826→60053+1.41timeout
06-26 17:03BTCBuy59155→60085+7.30timeout
06-25 16:51BTCBuy59749→59313-4.07timeout
06-25 13:57BTCBuy60827→58351.9-20.74stop_loss
06-24 16:51BTCBuy62466.1→59881-21.09stop_loss
06-24 15:58BTCBuy62766.1→60218.9-20.73stop_loss
06-24 10:37BTCBuy62281.1→62549.9+1.66timeout
06-24 04:42BTCBuy63826.2→62656.9-9.68timeout
06-23 08:27BTCBuy64596.2→61965.9-20.75stop_loss
06-23 03:28BTCBuy64223.2→64039.8-1.88timeout
06-22 04:33BTCBuy64535.2→63960.8-4.93timeout
06-21 22:29BTCBuy64283.2→63703.8-4.94timeout
06-20 21:08BTCBuy63187.2→63903.8+5.23timeout
06-20 09:02BTCBuy62591.1→63430.8+6.14timeout
06-19 20:59BTCBuy63080.2→63239.8+0.77timeout
06-19 04:22BTCBuy63958.2→62712.9-10.14timeout
06-18 15:17BTCBuy66077.3→63396.1-20.71stop_loss
06-17 21:48BTCBuy65725.3→64114.8-12.68timeout
06-17 15:45BTCBuy65785.3→65477.7-2.73timeout
06-16 21:28BTCBuy66403.3→65697.7-5.86timeout
06-16 15:29BTCBuy66630.3→65751.7-7.12timeout
06-15 21:20BTCBuy64757.2→66496.7+12.92timeout
06-15 11:23BTCBuy64513.2→66296.7+13.37timeout
06-14 17:20BTCBuy64019.2→63920.8-1.28timeout
06-14 11:13BTCBuy63904.2→64519.8+4.36timeout
06-13 15:14BTCBuy64369.2→64267.8-1.27timeout
06-12 19:36BTCBuy63762.2→63642.8-1.39timeout
06-11 14:25BTCBuy62122.1→62916.9+5.84timeout
06-11 08:19BTCBuy61597.1→62803.9+9.21timeout
06-10 13:53BTCBuy62401.1→62163.9-2.37timeout
06-10 07:47BTCBuy63153.2→62016.9-9.34timeout
06-09 03:54BTCBuy63107.2→62718.9-3.52timeout
06-08 21:44BTCBuy61710.1→63784.8+16.32timeout
06-08 03:34BTCBuy61584.1→63161.8+12.34timeout
06-07 21:31BTCBuy60913→61791.9+6.79timeout
06-06 21:11BTCBuy61684.1→60855-7.10timeout
06-06 15:22BTCBuy60685→60556-1.51timeout
06-05 15:39BTCBuy62721.1→60169.9-20.78stop_loss
06-05 09:42BTCBuy62875.1→62789.9-1.11timeout
06-05 04:56BTCBuy64351.2→63195.8-9.37timeout
06-04 00:26BTCBuy66370.3→63677-20.72stop_loss
06-03 23:41BTCBuy66521.3→64296.8-17.18timeout
06-02 15:26BTCBuy70175.5→67328-20.75stop_loss
06-02 14:23BTCBuy70906.5→68007.6-20.92stop_loss
06-01 00:26BTCBuy73994.7→73791.3-1.81timeout
05-31 14:14BTCBuy73913.7→73718.3-1.82timeout

Paper vs Live

Paper (trades.jsonl)
46
closed
30%
win rate
-206.64
total pnl ($)
-89.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4630%-89.6-206.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems