dvol_ivrv_zscore_mean_reversion_short_v13 · strategy

101

closed trades

55%

win rate

+137.50

total pnl ($)

1.553

weight

7d window — n=23 wr=57% pnl=+67.35 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 05:54	BTC	Sell	60516→59556	+7.46	timeout
06-29 23:42	BTC	Sell	59827→60238	-3.90	timeout
06-29 16:44	BTC	Sell	59764→59836	-0.98	timeout
06-29 10:20	BTC	Sell	59305→60284	-8.63	timeout
06-28 23:37	BTC	Sell	60239→59696	+4.08	timeout
06-28 17:12	BTC	Sell	59995→59609	+2.75	timeout
06-28 08:59	BTC	Sell	60240→60346	-1.32	timeout
06-28 02:28	BTC	Sell	60605→60089	+3.81	timeout
06-27 19:48	BTC	Sell	60462→60135	+2.23	timeout
06-27 01:00	BTC	Sell	59127→60033	-8.10	timeout
06-26 15:38	BTC	Sell	59353→60390	-9.16	timeout
06-26 09:32	BTC	Sell	59701→60074	-3.57	timeout
06-26 03:29	BTC	Sell	59225→59077	+0.77	timeout
06-25 13:59	BTC	Sell	60712→58044.9	+21.48	take_profit
06-25 13:53	BTC	Sell	61657.9→58946.9	+21.52	take_profit
06-25 09:24	BTC	Sell	60754→61628.1	-7.63	timeout
06-25 03:21	BTC	Sell	60990→60763	+1.40	timeout
06-24 16:51	BTC	Sell	62680.9→59902	+21.65	take_profit
06-24 15:03	BTC	Sell	62613.9→60958	+12.75	timeout
06-24 06:16	BTC	Sell	62311.9→62772.1	-4.11	timeout
06-24 00:07	BTC	Sell	62420.9→62765.1	-3.21	timeout
06-23 17:51	BTC	Sell	63392.8→62470.1	+6.83	timeout
06-23 07:33	BTC	Sell	64407.8→62902.1	+11.25	timeout
06-23 01:17	BTC	Sell	65075.7→64198.2	+6.29	timeout
06-22 19:14	BTC	Sell	64176.8→64413.2	-2.27	timeout
06-22 13:12	BTC	Sell	63843.8→65124.3	-10.40	timeout
06-22 07:08	BTC	Sell	64136.8→64059.2	+0.16	timeout
06-22 01:06	BTC	Sell	64132.8→63935.2	+1.12	timeout
06-21 19:00	BTC	Sell	64262.8→64193.2	+0.07	timeout
06-21 12:42	BTC	Sell	64273.8→64014.2	+1.54	timeout
06-21 05:42	BTC	Sell	63820.8→64307.2	-4.26	timeout
06-20 13:27	BTC	Sell	63405.8→63268.2	+0.66	timeout
06-20 07:27	BTC	Sell	62911.9→63743.2	-7.05	timeout
06-20 01:26	BTC	Sell	62721.9→63381.2	-5.70	timeout
06-19 19:22	BTC	Sell	62760.9→62994.1	-2.30	timeout
06-19 13:20	BTC	Sell	63010.8→62697.1	+1.99	timeout
06-19 07:17	BTC	Sell	62679.9→62772.1	-1.21	timeout
06-19 01:20	BTC	Sell	64348.8→63025.2	+9.78	timeout
06-18 19:16	BTC	Sell	64137.8→62669.1	+10.89	timeout
06-18 13:18	BTC	Sell	64635.8→64364.2	+1.66	timeout
06-18 07:11	BTC	Sell	65093.7→64022.2	+7.78	timeout
06-18 01:09	BTC	Sell	64977.8→64697.2	+1.76	timeout
06-17 19:09	BTC	Sell	65576.7→65283.3	+1.83	timeout
06-17 13:02	BTC	Sell	65755.7→65033.3	+5.07	timeout
06-17 07:02	BTC	Sell	65719.7→65594.3	+0.52	timeout
06-17 01:00	BTC	Sell	66390.7→65695.3	+4.82	timeout
06-16 18:59	BTC	Sell	66404.7→65817.3	+4.01	timeout
06-16 04:00	BTC	Sell	67142.6→66126.3	+7.10	timeout
06-15 21:59	BTC	Sell	65571.7→66342.3	-6.30	timeout
06-15 15:47	BTC	Sell	65900.7→67116.4	-9.68	timeout
06-15 09:08	BTC	Sell	63991.8→65669.3	-13.56	timeout
06-15 02:04	BTC	Sell	64260.8→65487.3	-9.98	timeout
06-14 19:52	BTC	Sell	64387.8→63747.2	+4.55	timeout
06-14 13:50	BTC	Sell	64612.8→64283.2	+2.10	timeout
06-14 07:50	BTC	Sell	64297.8→64397.2	-1.22	timeout
06-14 01:50	BTC	Sell	64112.8→64618.2	-4.41	timeout
06-13 19:50	BTC	Sell	63791.8→64304.2	-4.47	timeout
06-13 13:46	BTC	Sell	63777.8→64076.2	-2.76	timeout
06-13 07:45	BTC	Sell	63627.8→63819.2	-1.94	timeout
06-12 23:17	BTC	Sell	63766.8→63431.2	+2.21	timeout
06-12 17:18	BTC	Sell	63490.8→63852.2	-3.28	timeout
06-12 08:59	BTC	Sell	63365.8→63455.2	-1.12	timeout
06-12 01:53	BTC	Sell	63132.8→63397.2	-2.49	timeout
06-11 18:49	BTC	Sell	62813.9→63508.2	-5.91	timeout
06-11 10:18	BTC	Sell	61123.9→62815.1	-14.21	timeout
06-11 02:50	BTC	Sell	61865.9→62022.1	-1.68	timeout
06-10 20:19	BTC	Sell	61616.9→61823.1	-2.09	timeout
06-10 02:01	BTC	Sell	62331.9→62023.1	+1.97	timeout
06-09 19:44	BTC	Sell	63165.8→61847.1	+10.03	timeout
06-09 08:05	BTC	Sell	63350.8→63057.2	+1.87	timeout
06-09 02:03	BTC	Sell	63699.8→62821.1	+6.44	timeout
06-08 19:57	BTC	Sell	63282.8→63383.2	-1.22	timeout
06-08 13:55	BTC	Sell	63126.8→63732.2	-5.22	timeout
06-07 22:15	BTC	Sell	61762.9→64272.3	-20.77	stop_loss
06-07 22:15	BTC	Sell	61544.9→64045.2	-20.76	stop_loss
06-07 19:49	BTC	Sell	62224.9→61372.1	+6.38	timeout
06-07 13:50	BTC	Sell	61408.9→61772.1	-3.40	timeout
06-07 07:43	BTC	Sell	60569→62185.1	-13.81	timeout
06-07 01:34	BTC	Sell	60751→61535.1	-6.87	timeout
06-06 10:16	BTC	Sell	61407.9→60655	+5.70	timeout
06-06 03:26	BTC	Sell	60982→60724	+1.67	timeout
06-05 15:39	BTC	Sell	62883.9→60107	+21.61	take_profit
06-05 15:37	BTC	Sell	63065.8→60293	+21.52	take_profit
06-05 09:19	BTC	Sell	63609.8→62992.1	+4.39	timeout
06-05 03:52	BTC	Sell	63853.8→62768.1	+8.02	timeout
06-04 21:45	BTC	Sell	62932.9→63496.2	-4.94	timeout
06-04 16:56	BTC	Sell	64344.8→63535.2	+5.88	timeout
06-04 01:51	BTC	Sell	65246.7→62382.1	+21.50	take_profit
06-04 00:24	BTC	Sell	66905.7→63968.2	+21.50	take_profit
06-03 16:41	BTC	Sell	66363.7→65927.3	+2.87	timeout
06-03 12:19	BTC	Sell	67053.6→66793.3	+1.54	timeout
06-03 04:27	BTC	Sell	67801.6→66563.3	+8.69	timeout
06-02 15:30	BTC	Sell	70346.5→67249.4	+21.58	take_profit
06-02 11:27	BTC	Sell	71276.4→69453.5	+12.41	timeout
06-02 02:35	BTC	Sell	71565.4→70779.5	+5.12	timeout
06-01 18:32	BTC	Sell	73184.3→71628.6	+10.25	timeout
06-01 02:26	BTC	Sell	73554.3→73498.7	-0.04	timeout
05-31 07:49	BTC	Sell	74023.3→73854.7	+0.76	timeout
05-30 02:54	BTC	Sell	72939.4→73752.7	-6.00	timeout
05-29 19:48	BTC	Sell	73368.3→73626.7	-2.18	timeout

Paper vs Live

Paper (trades.jsonl)

101

closed

55%

win rate

+137.50

total pnl ($)

+27.0 bps

avg bps net

Live (dry_run=0)

closed

win rate

-10.79

total pnl ($)

-105.2 bps

avg bps net

Live: 4 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	101	55%	+27.0	+137.50

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…