dvol_ivrv_zscore_mean_reversion_short_v16 · strategy

closed trades

41%

win rate

+84.28

total pnl ($)

1.500

weight

7d window — n=21 wr=38% pnl=+40.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 06:22	BTC	Sell	60433→59503	+7.23	timeout
06-29 18:26	BTC	Sell	60199→60400	-2.04	timeout
06-29 11:27	BTC	Sell	59435→59977	-4.93	timeout
06-29 05:20	BTC	Sell	59636→59601	-0.14	timeout
06-28 10:20	BTC	Sell	59974→60169	-2.06	timeout
06-28 03:50	BTC	Sell	60738→60186	+4.10	timeout
06-27 23:59	BTC	Sell	60334→59998	+2.31	timeout
06-27 17:26	BTC	Sell	60220→60543	-3.13	timeout
06-27 11:21	BTC	Sell	59994→60311	-3.08	timeout
06-27 04:24	BTC	Sell	60034→60416	-3.64	timeout
06-26 22:14	BTC	Sell	59720→59886	-1.80	timeout
06-26 15:25	BTC	Sell	58796.1→60108	-11.55	timeout
06-26 05:39	BTC	Sell	59662→59923	-2.64	timeout
06-25 13:54	BTC	Sell	61284.9→58593.9	+21.50	take_profit
06-25 13:53	BTC	Sell	61654.9→58947.9	+21.47	take_profit
06-25 04:17	BTC	Sell	60439→60761	-3.13	timeout
06-24 16:51	BTC	Sell	62369.9→59630	+21.47	take_profit
06-24 13:19	BTC	Sell	62772.9→62163.1	+4.37	timeout
06-24 04:56	BTC	Sell	62470.9→62758.1	-2.72	timeout
06-23 22:34	BTC	Sell	62283.9→62597.1	-2.97	timeout
06-23 18:25	BTC	Sell	62596.9→62349.1	+1.53	timeout
06-23 11:20	BTC	Sell	63890.8→62407.1	+11.08	timeout
06-23 00:21	BTC	Sell	64707.8→63861.2	+6.09	timeout
06-22 09:19	BTC	Sell	63535.8→64127.2	-5.03	timeout
06-21 19:01	BTC	Sell	64266.8→64205.2	+0.03	timeout
06-21 12:52	BTC	Sell	64281.8→64063.2	+1.22	timeout
06-21 06:17	BTC	Sell	63825.8→64219.2	-3.46	timeout
06-21 00:00	BTC	Sell	63655.8→64279.2	-5.34	timeout
06-20 17:46	BTC	Sell	63609.8→63817.2	-2.10	timeout
06-20 11:27	BTC	Sell	63289.8→63679.2	-3.50	timeout
06-20 04:55	BTC	Sell	62939.9→63545.2	-5.25	timeout
06-19 22:22	BTC	Sell	62430.9→63202.2	-6.61	timeout
06-19 15:32	BTC	Sell	62768.9→63120.2	-3.25	timeout
06-19 03:21	BTC	Sell	63364.8→62558.1	+5.89	timeout
06-18 14:30	BTC	Sell	64682.8→63724.2	+6.77	timeout
06-18 08:23	BTC	Sell	64323.8→64537.2	-2.06	timeout
06-17 23:18	BTC	Sell	64555.8→64390.2	+0.84	timeout
06-17 17:29	BTC	Sell	65829.7→65943.3	-1.27	timeout
06-17 11:24	BTC	Sell	65632.7→64656.2	+7.02	timeout
06-17 05:04	BTC	Sell	65732.7→65922.3	-1.88	timeout
06-16 22:51	BTC	Sell	66549.7→65671.3	+6.18	timeout
06-16 16:49	BTC	Sell	65830.7→65708.3	+0.52	timeout
06-16 10:41	BTC	Sell	66323.7→66566.3	-2.24	timeout
06-16 04:23	BTC	Sell	67161.6→66015.3	+8.06	timeout
06-15 07:20	BTC	Sell	63802.8→65838.3	-16.39	timeout
06-15 01:21	BTC	Sell	64297.8→65396.3	-8.98	timeout
06-14 14:38	BTC	Sell	64529.8→63913.2	+4.33	timeout
06-14 08:21	BTC	Sell	64236.8→64482.2	-2.34	timeout
06-14 00:18	BTC	Sell	63918.8→64419.2	-4.37	timeout
06-13 15:21	BTC	Sell	63548.8→64272.2	-6.13	timeout
06-13 08:22	BTC	Sell	63506.8→63764.2	-2.43	timeout
06-13 01:21	BTC	Sell	63439.8→63618.2	-1.81	timeout
06-12 18:20	BTC	Sell	63140.8→63680.2	-4.72	timeout
06-12 05:23	BTC	Sell	62355.9→63460.2	-9.27	timeout
06-11 10:19	BTC	Sell	61112.9→62812.1	-14.28	timeout
06-11 03:20	BTC	Sell	62144.9→62008.1	+0.69	timeout
06-10 20:19	BTC	Sell	61619.9→61835.1	-2.17	timeout
06-10 03:00	BTC	Sell	61455.9→62023.1	-5.12	timeout
06-09 21:07	BTC	Sell	62756.9→62023.1	+5.34	timeout
06-09 14:50	BTC	Sell	62676.9→61176.1	+11.53	timeout
06-09 08:49	BTC	Sell	63377.8→62867.1	+3.58	timeout
06-08 11:47	BTC	Sell	63354.8→63498.2	-1.57	timeout
06-08 04:50	BTC	Sell	62180.9→62849.1	-5.82	timeout
06-07 21:54	BTC	Sell	62539.9→61633.1	+6.79	timeout
06-07 15:49	BTC	Sell	61590.9→62010.1	-3.83	timeout
06-07 08:48	BTC	Sell	60819→62986.6	-18.28	stop_loss
06-07 02:49	BTC	Sell	60953→61482.1	-4.76	timeout
06-06 20:47	BTC	Sell	61297.9→60711	+4.30	timeout
06-06 14:41	BTC	Sell	60950→60942	-0.39	timeout
06-06 08:35	BTC	Sell	61114.9→61291.1	-1.85	timeout
06-06 02:45	BTC	Sell	60938→60896	-0.10	timeout
06-05 18:21	BTC	Sell	61528.9→60418	+8.61	timeout
06-05 12:03	BTC	Sell	63804.8→61831.1	+15.04	timeout
06-05 06:20	BTC	Sell	63371.8→61713.1	+12.60	timeout
06-05 01:47	BTC	Sell	63859.8→63339.2	+3.62	timeout
06-04 01:51	BTC	Sell	65246.7→62382.1	+21.50	take_profit
06-04 00:38	BTC	Sell	66133.7→63229.2	+21.50	take_profit
06-03 18:50	BTC	Sell	67107.6→66069.3	+7.32	timeout
06-03 11:46	BTC	Sell	66685.7→67102.4	-3.51	timeout
06-03 04:02	BTC	Sell	67224.6→66114.3	+7.81	timeout
06-02 18:47	BTC	Sell	70050.5→67223.4	+19.73	timeout
06-01 03:46	BTC	Sell	73622.3→73826.7	-1.81	timeout
05-31 17:48	BTC	Sell	74047.3→73697.7	+1.95	timeout
05-31 11:53	BTC	Sell	73805.3→73888.7	-0.95	timeout
05-30 22:50	BTC	Sell	73617.3→73833.7	-1.86	timeout
05-30 15:46	BTC	Sell	73518.3→73880.7	-2.86	timeout
05-30 04:56	BTC	Sell	73948.3→73335.7	+3.71	timeout
05-29 20:49	BTC	Sell	73722.3→73690.7	-0.22	timeout
05-29 11:02	BTC	Sell	73497.3→73582.7	-1.01	timeout
05-29 05:06	BTC	Sell	73344.3→73394.7	-0.73	timeout

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

+84.28

total pnl ($)

+18.5 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	90	41%	+18.5	+84.28

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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