dvol_ivrv_zscore_mean_reversion_long_v8 · strategy

closed trades

44%

win rate

-166.81

total pnl ($)

0.951

weight

7d window — n=23 wr=48% pnl=-48.48 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 07:48	BTC	Buy	60164→60219	-0.01	timeout
06-28 01:43	BTC	Buy	60567→60212	-2.72	timeout
06-27 19:37	BTC	Buy	60388→60121	-2.11	timeout
06-27 13:27	BTC	Buy	59969→60428	+2.69	timeout
06-27 07:07	BTC	Buy	59788→60302	+3.06	timeout
06-27 01:08	BTC	Buy	59103→59950	+5.36	timeout
06-26 18:54	BTC	Buy	60265→59595	-4.86	timeout
06-26 12:24	BTC	Buy	59799→59594	-1.75	timeout
06-26 06:10	BTC	Buy	59575→59731	+0.69	timeout
06-25 13:53	BTC	Buy	61354.1→58767.7	-17.22	stop_loss
06-25 13:51	BTC	Buy	61643.1→59136.5	-16.60	stop_loss
06-25 11:58	BTC	Buy	61068.1→61225.9	+0.67	timeout
06-25 05:53	BTC	Buy	59337→61583.9	+14.80	timeout
06-24 15:46	BTC	Buy	62908.1→60345.8	-16.64	stop_loss
06-24 12:51	BTC	Buy	62953.1→62637.9	-2.37	timeout
06-24 06:43	BTC	Buy	62165.1→62786.9	+3.62	timeout
06-23 22:49	BTC	Buy	62299.1→62531.9	+1.14	timeout
06-23 17:30	BTC	Buy	63482.2→62570.9	-6.10	timeout
06-23 10:03	BTC	Buy	64377.2→62524.9	-11.79	timeout
06-23 03:53	BTC	Buy	64838.2→64024.8	-5.38	timeout
06-22 21:44	BTC	Buy	64088.2→64160.8	+0.09	timeout
06-22 15:34	BTC	Buy	64211.2→65046.7	+4.85	timeout
06-22 08:50	BTC	Buy	63743.2→64135.8	+2.07	timeout
06-21 01:24	BTC	Buy	63278.2→64217.8	+5.56	timeout
06-20 19:22	BTC	Buy	63735.2→63892.8	+0.64	timeout
06-20 13:21	BTC	Buy	63476.2→63482.8	-0.34	timeout
06-20 07:17	BTC	Buy	63036.2→63646.8	+3.51	timeout
06-20 01:14	BTC	Buy	62776.1→63412.8	+3.70	timeout
06-19 19:06	BTC	Buy	62790.1→63026.8	+1.14	timeout
06-19 13:05	BTC	Buy	63062.2→62849.9	-1.67	timeout
06-19 07:02	BTC	Buy	62697.1→62871.9	+0.77	timeout
06-19 01:06	BTC	Buy	64350.2→63047.8	-8.41	timeout
06-18 18:56	BTC	Buy	64054.2→62657.9	-8.98	timeout
06-18 12:52	BTC	Buy	64507.2→64253.8	-1.95	timeout
06-18 06:56	BTC	Buy	65721.3→64050.8	-10.53	timeout
06-18 00:42	BTC	Buy	64825.2→64511.8	-2.32	timeout
06-17 18:37	BTC	Buy	65655.3→65431.7	-1.77	timeout
06-17 12:37	BTC	Buy	65783.3→64796.8	-6.39	timeout
06-17 06:35	BTC	Buy	65874.3→65667.7	-1.62	timeout
06-17 00:29	BTC	Buy	66553.3→65684.7	-5.61	timeout
06-16 01:41	BTC	Buy	66523.3→66352.7	-1.39	timeout
06-15 19:33	BTC	Buy	65769.3→66644.7	+4.93	timeout
06-15 13:28	BTC	Buy	65423.3→66820.7	+8.19	timeout
06-15 07:22	BTC	Buy	63795.2→65848.7	+12.51	timeout
06-15 01:21	BTC	Buy	64326.2→65415.7	+6.40	timeout
06-14 19:20	BTC	Buy	64304.2→63802.8	-3.51	timeout
06-14 13:20	BTC	Buy	64652.2→64294.8	-2.57	timeout
06-14 07:18	BTC	Buy	64133.2→64263.8	+0.45	timeout
06-14 01:15	BTC	Buy	64163.2→64619.8	+2.50	timeout
06-13 19:10	BTC	Buy	63684.2→64153.8	+2.59	timeout
06-13 13:06	BTC	Buy	63611.2→64123.8	+2.84	timeout
06-13 07:00	BTC	Buy	63674.2→63712.8	-0.12	timeout
06-13 00:53	BTC	Buy	63498.2→63556.8	-0.03	timeout
06-12 18:48	BTC	Buy	62975.1→63817.8	+4.98	timeout
06-12 12:43	BTC	Buy	63670.2→63444.8	-1.81	timeout
06-12 06:42	BTC	Buy	63480.2→62915.9	-3.94	timeout
06-12 00:42	BTC	Buy	62808.1→63660.8	+5.02	timeout
06-11 18:34	BTC	Buy	62940.1→63427.8	+2.69	timeout
06-11 12:33	BTC	Buy	61832.1→62609.9	+4.62	timeout
06-11 04:15	BTC	Buy	62386.1→62619.9	+1.08	timeout
06-10 20:19	BTC	Buy	61626.1→61828.9	+0.93	timeout
06-10 05:13	BTC	Buy	61549.1→62016.9	+2.72	timeout
06-09 23:13	BTC	Buy	62572.1→62016.9	-3.87	timeout
06-09 11:55	BTC	Buy	63013.2→62587.9	-3.04	timeout
06-09 05:49	BTC	Buy	63450.2→63404.8	-0.66	timeout
06-08 23:46	BTC	Buy	63609.2→63009.8	-4.14	timeout
06-08 17:41	BTC	Buy	62395.1→63332.8	+5.61	timeout
06-08 11:41	BTC	Buy	63211.2→63717.8	+2.84	timeout
06-08 04:50	BTC	Buy	62187.1→62842.9	+3.85	timeout
06-07 22:20	BTC	Buy	62395.1→63090.8	+4.10	timeout
06-07 10:42	BTC	Buy	60553→62310.9	+11.26	timeout
06-06 15:14	BTC	Buy	60854→60575	-2.19	timeout
06-06 09:11	BTC	Buy	61760.1→61208.9	-3.95	timeout
06-06 03:26	BTC	Buy	60988→60718	-2.14	timeout
06-05 14:26	BTC	Buy	62890.1→60332.8	-16.62	stop_loss
06-05 14:04	BTC	Buy	63072.2→60511.7	-16.60	stop_loss
06-05 09:19	BTC	Buy	63616.2→62985.9	-4.32	timeout
06-05 03:52	BTC	Buy	63860.2→62761.9	-7.22	timeout
06-04 21:45	BTC	Buy	62939.1→63489.8	+3.15	timeout
06-04 16:56	BTC	Buy	64351.2→63528.8	-5.51	timeout
06-04 01:22	BTC	Buy	65253.3→62605.5	-16.59	stop_loss
06-03 23:42	BTC	Buy	66912.3→64196.7	-16.60	stop_loss
06-03 16:41	BTC	Buy	66370.3→65920.7	-3.09	timeout
06-03 11:53	BTC	Buy	66680.3→67040.6	+1.75	timeout
06-03 04:07	BTC	Buy	67481.4→66349.7	-7.07	timeout
06-02 15:30	BTC	Buy	70120.5→67274	-16.61	stop_loss
06-02 14:23	BTC	Buy	70901.5→68013.6	-16.67	stop_loss
06-02 09:16	BTC	Buy	71190.6→69556.5	-9.60	timeout
06-02 02:04	BTC	Buy	71858.6→70531.5	-7.81	timeout
06-01 01:45	BTC	Buy	73860.7→73441.3	-2.66	timeout
05-31 17:48	BTC	Buy	74054.7→73690.3	-2.35	timeout
05-31 11:50	BTC	Buy	73815.7→73904.3	+0.06	timeout
05-31 08:16	BTC	Buy	73930.7→73883.3	-0.68	timeout
05-30 21:51	BTC	Buy	73566.7→73902.3	+1.42	timeout
05-29 18:38	BTC	Buy	73638.7→73768.3	+0.33	timeout
05-29 09:01	BTC	Buy	73585.7→73609.3	-0.26	timeout
05-29 02:35	BTC	Buy	72889.6→73453.3	+2.67	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-166.81

total pnl ($)

-42.7 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	97	44%	-42.7	-166.81

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 08:01	BTC	Buy	circuit_breaker
06-28 01:47	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…