dvol_ivrv_zscore_mean_reversion_long_v2 · strategy

closed trades

45%

win rate

-188.50

total pnl ($)

0.867

weight

7d window — n=18 wr=61% pnl=-60.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 64 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 02:37	BTC	Buy	58756.9→60219	+11.97	timeout
06-26 20:28	BTC	Buy	59643→59739	+0.24	timeout
06-26 14:21	BTC	Buy	59504→59994	+3.62	timeout
06-25 13:57	BTC	Buy	60778→58298.9	-20.81	stop_loss
06-25 13:51	BTC	Buy	61696.1→59192.4	-20.72	stop_loss
06-24 15:08	BTC	Buy	62345.1→60866	-12.26	timeout
06-24 09:04	BTC	Buy	62369.1→62693.9	+2.10	timeout
06-24 03:07	BTC	Buy	64001.2→62543.9	-11.89	timeout
06-23 09:05	BTC	Buy	64216.2→62379.9	-14.51	timeout
06-23 08:17	BTC	Buy	65085.3→62439.6	-20.78	stop_loss
06-23 02:56	BTC	Buy	64261.2→64208.8	-0.86	timeout
06-22 14:48	BTC	Buy	64003.2→64880.8	+6.30	timeout
06-22 08:43	BTC	Buy	63918.2→64172.8	+1.47	timeout
06-22 02:41	BTC	Buy	64225.2→64503.8	+1.63	timeout
06-21 14:40	BTC	Buy	63385.2→64010.8	+4.55	timeout
06-21 08:35	BTC	Buy	63447.2→63889.8	+2.90	timeout
06-21 02:33	BTC	Buy	63454.2→64200.8	+5.42	timeout
06-20 14:25	BTC	Buy	63080.2→63324.8	+1.42	timeout
06-20 08:22	BTC	Buy	62691.1→63480.8	+5.79	timeout
06-20 02:18	BTC	Buy	62976.1→63358.8	+2.61	timeout
06-18 20:48	BTC	Buy	64258.2→63062.8	-9.60	timeout
06-18 14:48	BTC	Buy	64916.2→63942.8	-7.94	timeout
06-17 20:36	BTC	Buy	65749.3→64407.8	-10.64	timeout
06-17 14:26	BTC	Buy	65710.3→65149.7	-4.72	timeout
06-17 08:31	BTC	Buy	66544.3→65138.7	-11.00	timeout
06-16 20:09	BTC	Buy	66560.3→65616.7	-7.64	timeout
06-16 14:01	BTC	Buy	66336.3→66114.7	-2.20	timeout
06-16 08:03	BTC	Buy	65731.3→66327.7	+4.15	timeout
06-15 13:48	BTC	Buy	64303.2→66508.7	+16.72	timeout
06-15 12:50	BTC	Buy	63762.2→66561.7	+21.52	take_profit
06-15 07:46	BTC	Buy	64357.2→65695.7	+9.93	timeout
06-14 13:39	BTC	Buy	64211.2→64260.8	-0.06	timeout
06-14 07:36	BTC	Buy	63799.2→64299.8	+3.47	timeout
06-14 01:44	BTC	Buy	63756.2→64566.8	+5.94	timeout
06-11 14:28	BTC	Buy	62095.1→62887.9	+5.83	timeout
06-11 08:19	BTC	Buy	61596.1→62803.9	+9.23	timeout
06-10 16:01	BTC	Buy	61174.1→62540.9	+10.69	timeout
06-10 10:00	BTC	Buy	62698.1→61282.9	-11.66	timeout
06-10 03:59	BTC	Buy	62849.1→62016.9	-6.96	timeout
06-09 09:50	BTC	Buy	63457.2→62637.9	-6.88	timeout
06-09 03:47	BTC	Buy	63097.2→62750.9	-3.19	timeout
06-08 22:02	BTC	Buy	61791.1→63547.8	+13.73	timeout
06-08 09:43	BTC	Buy	62537.1→63271.8	+5.41	timeout
06-08 03:34	BTC	Buy	61584.1→63161.8	+12.34	timeout
06-07 21:31	BTC	Buy	60913→61791.9	+6.79	timeout
06-07 03:15	BTC	Buy	60897→61486.9	+4.34	timeout
06-06 21:11	BTC	Buy	61684.1→60855	-7.10	timeout
06-06 15:22	BTC	Buy	60685→60556	-1.51	timeout
06-05 15:39	BTC	Buy	62721.1→60169.9	-20.78	stop_loss
06-05 09:42	BTC	Buy	62875.1→62789.9	-1.11	timeout
06-05 06:23	BTC	Buy	63791.2→61178.3	-20.89	stop_loss
06-05 04:59	BTC	Buy	64355.2→63567.8	-6.51	timeout
06-04 00:26	BTC	Buy	66380.3→63686	-20.72	stop_loss
06-03 23:41	BTC	Buy	66521.3→64296.8	-17.18	timeout
06-03 23:07	BTC	Buy	67158.4→64419.6	-20.86	stop_loss
06-02 15:26	BTC	Buy	70175.5→67328	-20.75	stop_loss
06-02 14:23	BTC	Buy	70906.5→68007.6	-20.92	stop_loss
06-01 22:54	BTC	Buy	73939.7→71359.4	-18.05	timeout
06-01 05:49	BTC	Buy	74053.7→73411.3	-4.83	timeout
05-31 23:51	BTC	Buy	73816.7→73685.3	-1.31	timeout
05-31 20:16	BTC	Buy	73930.7→73643.3	-2.39	timeout
05-31 09:51	BTC	Buy	73566.7→73952.3	+2.02	timeout
05-30 06:50	BTC	Buy	73711.7→73572.3	-1.44	timeout
05-30 01:36	BTC	Buy	73524.7→73605.3	+0.06	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-188.50

total pnl ($)

-58.7 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	64	45%	-58.7	-188.50

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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