dvol_ivrv_zscore_mean_reversion_long_v19

not live
66
closed trades
48%
win rate
-155.47
total pnl ($)
1.299
weight
7d window — n=24 wr=58% pnl=+24.24  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 66 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 20:39BTCBuy63848.2→63977.8+0.56timeout
06-21 14:39BTCBuy63404.2→64003.8+4.34timeout
06-21 08:36BTCBuy63446.2→63864.8+2.71timeout
06-21 02:32BTCBuy63413.2→64200.8+5.75timeout
06-20 20:28BTCBuy63051.2→63885.8+6.20timeout
06-20 14:25BTCBuy63081.2→63325.8+1.42timeout
06-20 08:22BTCBuy62691.1→63488.8+5.85timeout
06-20 02:18BTCBuy62976.1→63358.8+2.60timeout
06-18 20:40BTCBuy64348.2→63108.8-9.92timeout
06-18 14:44BTCBuy65114.3→63831.8-10.29timeout
06-18 08:37BTCBuy65099.3→64521.8-4.88timeout
06-18 02:35BTCBuy65868.3→64642.8-9.81timeout
06-17 20:36BTCBuy65778.3→64437.8-10.64timeout
06-17 14:25BTCBuy65668.3→65198.7-4.04timeout
06-17 08:26BTCBuy66485.3→65314.7-9.24timeout
06-17 02:17BTCBuy66092.3→65878.7-2.09timeout
06-16 20:13BTCBuy66544.3→65705.7-6.85timeout
06-16 14:10BTCBuy66305.3→66122.7-1.91timeout
06-16 08:10BTCBuy65703.3→66359.7+4.59timeout
06-16 02:05BTCBuy65568.3→66290.7+5.07timeout
06-15 13:53BTCBuy64282.2→66576.7+17.41timeout
06-15 12:55BTCBuy63780.2→66580.7+21.52take_profit
06-15 07:51BTCBuy64393.2→65687.7+9.54timeout
06-15 01:50BTCBuy64619.2→65500.7+6.35timeout
06-14 19:50BTCBuy64318.2→63749.8-4.91timeout
06-14 13:50BTCBuy64145.2→64276.8+0.58timeout
06-14 07:50BTCBuy63798.2→64406.8+4.31timeout
06-14 01:46BTCBuy63781.2→64582.8+5.86timeout
06-11 14:28BTCBuy62095.1→62887.9+5.83timeout
06-11 08:18BTCBuy61597.1→62803.9+9.22timeout
06-10 16:01BTCBuy61174.1→62540.9+10.69timeout
06-10 10:00BTCBuy62698.1→61282.9-11.66timeout
06-10 03:59BTCBuy62849.1→62016.9-6.96timeout
06-09 14:47BTCBuy63740.2→61149.4-20.79stop_loss
06-09 14:47BTCBuy63768.2→61179.3-20.76stop_loss
06-09 09:50BTCBuy63457.2→62637.9-6.88timeout
06-09 03:47BTCBuy63097.2→62750.9-3.19timeout
06-08 21:50BTCBuy61671.1→63736.8+16.26timeout
06-08 15:49BTCBuy62019.1→63787.8+13.76timeout
06-08 09:41BTCBuy62502.1→63202.8+5.14timeout
06-08 03:35BTCBuy61610.1→63177.8+12.25timeout
06-07 21:29BTCBuy60867→61746.9+6.80timeout
06-07 15:23BTCBuy60496→61785.9+10.20timeout
06-07 09:18BTCBuy61235.1→62771.9+12.14timeout
06-07 03:15BTCBuy60887→61484.9+4.40timeout
06-06 21:11BTCBuy61759.1→60781-8.30timeout
06-06 15:16BTCBuy60536→60607+0.14timeout
06-05 15:41BTCBuy62568.1→60028-20.73stop_loss
06-05 14:06BTCBuy63004.2→60445.7-20.75stop_loss
06-05 09:40BTCBuy62890.1→62766.9-1.41timeout
06-05 06:24BTCBuy63717.2→61129.4-20.73stop_loss
06-05 06:24BTCBuy63752.2→61162.3-20.72stop_loss
06-05 05:19BTCBuy63981.2→63291.8-5.78timeout
06-04 01:22BTCBuy65340.3→62688.5-20.74stop_loss
06-04 00:26BTCBuy66382.3→63688-20.73stop_loss
06-04 00:24BTCBuy66653.3→63948.8-20.73stop_loss
06-03 23:16BTCBuy66731.3→64454.8-17.52timeout
06-03 15:49BTCBuy67229.4→66211.7-8.09timeout
06-02 15:26BTCBuy70174.5→67322-20.78stop_loss
06-02 14:22BTCBuy70925.5→68046.6-20.77stop_loss
05-31 23:53BTCBuy73812.7→73657.3-1.48timeout
05-31 09:51BTCBuy73566.7→73952.3+2.02timeout
05-31 00:06BTCBuy73411.7→73828.3+2.31timeout
05-30 13:34BTCBuy72911.6→73674.3+4.71timeout
05-30 07:01BTCBuy73737.7→73538.3-1.84timeout
05-30 01:35BTCBuy73534.7→73598.3-0.06timeout

Paper vs Live

Paper (trades.jsonl)
66
closed
48%
win rate
-155.47
total pnl ($)
-46.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6648%-46.9-155.47

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems