dvol_ivrv_zscore_mean_reversion_short_v10

not live
5
closed trades
100%
win rate
+165.10
total pnl ($)
1.254
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 20:04:17 (24.5d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x3485393_95741
n: 17  ·  wr: 76.5%  ·  total_bps: +3775.8  ·  mean_bps: +222.10  ·  sharpe: +0.74  ·  max_dd_bps: -458.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-02 23:04BTCSell71151.4→66177.3+34.52take_profit
06-02 14:27BTCSell72926.4→67827.4+34.57take_profit
06-02 14:08BTCSell73666.3→68516.4+34.59take_profit
06-02 14:00BTCSell73886.3→68720.4+34.59take_profit
06-02 07:08BTCSell73965.3→69973.5+26.83timeout

Paper vs Live

Paper (trades.jsonl)
5
closed
100%
win rate
+165.10
total pnl ($)
+658.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5100%+658.2+165.10

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems