dvol_ivrv_zscore_mean_reversion_long_v9

not live
88
closed trades
45%
win rate
-251.01
total pnl ($)
0.722
weight
7d window — n=23 wr=39% pnl=-84.31  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 88 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:41BTCBuy59919→60400+3.56timeout
06-27 00:55BTCBuy59251→60032+6.13timeout
06-26 18:47BTCBuy60403→59681-6.49timeout
06-26 12:23BTCBuy59801→59539-2.66timeout
06-26 06:02BTCBuy59571→59798+1.46timeout
06-25 13:53BTCBuy61415.1→58917.6-20.78stop_loss
06-25 13:51BTCBuy61691.1→59187.4-20.71stop_loss
06-25 12:05BTCBuy61037.1→61224.9+1.09timeout
06-25 05:35BTCBuy59638→61602.9+16.04timeout
06-24 15:58BTCBuy62767.1→60219.9-20.67stop_loss
06-24 15:47BTCBuy62872.1→60319.8-20.73stop_loss
06-24 00:08BTCBuy62459.1→62796.9+2.26timeout
06-23 17:49BTCBuy63363.2→62476.9-7.45timeout
06-23 07:35BTCBuy64383.2→62877.9-12.15timeout
06-23 01:22BTCBuy65070.3→64217.8-6.98timeout
06-22 19:21BTCBuy64266.2→64375.8+0.38timeout
06-22 13:09BTCBuy63858.2→65021.7+8.59timeout
06-22 07:05BTCBuy64153.2→64074.8-1.07timeout
06-22 01:04BTCBuy64078.2→63906.8-1.82timeout
06-21 18:56BTCBuy64270.2→64141.8-1.43timeout
06-21 12:43BTCBuy64283.2→64039.8-2.31timeout
06-21 05:43BTCBuy63854.2→64320.8+3.20timeout
06-20 13:28BTCBuy63416.2→63251.8-1.77timeout
06-20 07:27BTCBuy62949.1→63720.8+5.68timeout
06-20 01:29BTCBuy62732.1→63445.8+5.23timeout
06-19 19:23BTCBuy62731.1→62965.9+1.41timeout
06-19 14:01BTCBuy63003.2→63132.8+0.63timeout
06-19 07:39BTCBuy62851.1→62500.9-3.21timeout
06-19 02:27BTCBuy63926.2→62989.9-7.73timeout
06-18 20:05BTCBuy64399.2→63148.8-10.08timeout
06-18 13:54BTCBuy64492.2→64064.8-3.76timeout
06-18 07:55BTCBuy64199.2→64411.8+1.20timeout
06-18 01:49BTCBuy65281.3→64504.8-6.43timeout
06-17 19:45BTCBuy65489.3→64226.8-10.09timeout
06-17 13:29BTCBuy65557.3→64887.8-5.57timeout
06-17 07:26BTCBuy65671.3→65506.7-1.68timeout
06-17 01:09BTCBuy66139.3→65778.7-3.21timeout
06-16 19:00BTCBuy66420.3→65807.7-5.10timeout
06-16 04:58BTCBuy67158.4→65801.7-10.53timeout
06-15 23:01BTCBuy65896.3→66164.7+1.56timeout
06-15 16:02BTCBuy65852.3→67142.6+9.33timeout
06-15 04:40BTCBuy64135.2→65651.7+11.36timeout
06-14 18:57BTCBuy64259.2→63772.8-4.27timeout
06-14 12:52BTCBuy64513.2→64276.8-2.28timeout
06-14 06:27BTCBuy64150.2→64300.8+0.73timeout
06-13 23:04BTCBuy63835.2→64428.8+4.19timeout
06-13 16:50BTCBuy63626.2→63896.8+1.68timeout
06-13 09:08BTCBuy63517.2→63788.8+1.64timeout
06-12 23:33BTCBuy63724.2→63415.8-2.89timeout
06-12 17:40BTCBuy63348.2→63782.8+2.98timeout
06-12 11:39BTCBuy63485.2→63659.8+0.89timeout
06-12 05:42BTCBuy63336.2→63343.8-0.42timeout
06-11 23:04BTCBuy63158.2→63389.8+1.32timeout
06-11 04:02BTCBuy62477.1→62617.9+0.61timeout
06-10 20:19BTCBuy61601.1→61816.9+1.28timeout
06-10 03:09BTCBuy61614.1→62016.9+2.87timeout
06-09 19:43BTCBuy63167.2→61842.9-10.98timeout
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 14:01BTCBuy63107.2→63736.8+4.52timeout
06-08 08:36BTCBuy61697.1→63113.8+10.99timeout
06-08 02:21BTCBuy61973.1→63024.8+8.01timeout
06-07 19:51BTCBuy62213.1→61315.9-7.64timeout
06-07 13:48BTCBuy61512.1→61703.9+1.10timeout
06-07 07:40BTCBuy60552→62221.9+13.35timeout
06-07 01:34BTCBuy60757→61516.9+5.77timeout
06-06 10:16BTCBuy61504.1→60677-7.19timeout
06-06 03:20BTCBuy60656→60830+0.98timeout
06-05 15:38BTCBuy62785.1→60236.9-20.72stop_loss
06-05 14:04BTCBuy63105.2→60542.7-20.75stop_loss
06-05 06:24BTCBuy63717.2→61126.4-20.75stop_loss
06-05 03:48BTCBuy63712.2→62777.9-7.75timeout
06-04 21:45BTCBuy63089.2→63420.8+2.19timeout
06-04 16:59BTCBuy64355.2→63548.8-6.76timeout
06-04 01:22BTCBuy65258.3→62609.5-20.74stop_loss
06-03 23:07BTCBuy67158.4→64414.6-20.92stop_loss
06-03 16:40BTCBuy66380.3→65884.7-4.21timeout
06-03 14:28BTCBuy66649.3→66699.7-0.10timeout
06-03 06:46BTCBuy67216.4→67189.6-0.68timeout
06-02 19:31BTCBuy69465.5→66591.4-21.14stop_loss
06-02 13:48BTCBuy70852.5→68858.6-14.54timeout
06-01 03:47BTCBuy73644.7→73840.3+0.84timeout
05-31 19:26BTCBuy73865.7→73445.3-3.31timeout
05-31 07:47BTCBuy74028.7→73856.3-1.69timeout
05-30 02:53BTCBuy73053.7→73721.3+4.10timeout
05-29 19:50BTCBuy73372.7→73641.3+1.35timeout
05-29 02:39BTCBuy72904.6→73430.3+3.08timeout

Paper vs Live

Paper (trades.jsonl)
88
closed
45%
win rate
-251.01
total pnl ($)
-56.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8845%-56.8-251.01

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems