dvol_ivrv_zscore_mean_reversion_short_v17

not live
68
closed trades
56%
win rate
+255.94
total pnl ($)
2.174
weight
7d window — n=15 wr=67% pnl=+144.58  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 68 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 02:21BTCSell60202→60184-0.30timeout
06-27 08:50BTCSell60144→60395-2.54timeout
06-27 02:39BTCSell58772.1→60252-13.02timeout
06-26 20:33BTCSell59462→59586-1.38timeout
06-26 14:31BTCSell59197→59939-6.67timeout
06-25 20:23BTCSell60610→59613+7.79timeout
06-25 13:58BTCSell60873→58198.9+21.48take_profit
06-25 13:55BTCSell61186.9→58494.9+21.48take_profit
06-25 13:53BTCSell61701.9→58991.9+21.50take_profit
06-24 16:51BTCSell62620.9→59860+21.52take_profit
06-24 16:47BTCSell62735.9→59977+21.42take_profit
06-23 20:31BTCSell64405.8→62456.1+14.70timeout
06-23 08:24BTCSell65033.7→62154.1+21.65take_profit
06-23 08:20BTCSell64238.8→62368.1+14.09timeout
06-23 02:19BTCSell64582.8→64153.2+2.86timeout
06-20 20:39BTCSell63019.8→63848.2-7.05timeout
06-20 14:38BTCSell63310.8→63422.2-1.26timeout
06-20 08:33BTCSell62641.9→63446.2-6.79timeout
06-20 02:31BTCSell62930.9→63418.2-4.33timeout
06-19 20:26BTCSell63096.8→63024.2+0.16timeout
06-19 14:26BTCSell63916.8→63203.2+5.03timeout
06-19 08:25BTCSell64545.8→62645.1+14.14timeout
06-19 02:20BTCSell64515.8→62955.1+11.54timeout
06-17 20:27BTCSell65701.7→64423.2+9.29timeout
06-17 14:18BTCSell65730.7→65258.3+3.16timeout
06-17 08:20BTCSell66405.7→65249.3+8.26timeout
06-17 02:11BTCSell66142.7→65830.3+1.95timeout
06-16 20:06BTCSell66538.7→65599.3+6.71timeout
06-16 14:00BTCSell66384.7→66131.3+1.54timeout
06-16 08:02BTCSell65658.7→66382.3-5.99timeout
06-16 01:58BTCSell65462.7→66293.3-6.81timeout
06-15 13:25BTCSell64314.8→66928.8-20.79stop_loss
06-15 11:19BTCSell63739.8→66337.5-20.83stop_loss
06-15 07:45BTCSell64312.8→65720.3-11.38timeout
06-15 01:45BTCSell64548.8→65663.3-9.06timeout
06-14 02:33BTCSell63672.8→64535.2-7.24timeout
06-13 14:49BTCSell63459.8→64196.2-6.21timeout
06-13 08:43BTCSell63349.8→63871.2-4.48timeout
06-13 02:39BTCSell63580.8→63691.2-1.32timeout
06-12 20:39BTCSell63296.8→63518.2-2.18timeout
06-12 14:36BTCSell62989.9→63679.2-5.85timeout
06-12 08:31BTCSell62906.9→63474.2-4.87timeout
06-12 02:28BTCSell62032.9→63518.2-12.31timeout
06-11 20:27BTCSell61869.9→63399.2-12.68timeout
06-11 14:25BTCSell62125.9→62923.1-6.76timeout
06-11 08:19BTCSell61590.9→62810.1-10.22timeout
06-10 03:28BTCSell62807.9→62023.1+5.69timeout
06-09 16:19BTCSell63679.8→60882+21.64take_profit
06-09 14:47BTCSell64006.8→61196.1+21.53take_profit
06-09 09:23BTCSell63473.8→62863.1+4.35timeout
06-09 03:19BTCSell63197.8→62947.1+1.52timeout
06-05 13:57BTCSell63609.8→60817+21.51take_profit
06-05 13:56BTCSell63853.8→61049.1+21.52take_profit
06-05 09:45BTCSell62932.9→62815.1+0.46timeout
06-05 04:59BTCSell64348.8→63574.2+5.51timeout
06-04 01:51BTCSell65251.7→62386.1+21.51take_profit
06-04 00:29BTCSell66373.7→63459.2+21.48take_profit
06-03 23:53BTCSell66673.7→64194.2+18.13timeout
06-03 23:48BTCSell67151.6→64203.2+21.50take_profit
06-02 15:37BTCSell70160.5→67077.4+21.54take_profit
06-02 14:27BTCSell70899.5→67786.4+21.53take_profit
05-31 23:53BTCSell73804.3→73673.7+0.41timeout
05-31 21:15BTCSell73952.3→73678.7+1.40timeout
05-31 09:50BTCSell73560.3→73959.7-3.01timeout
05-31 00:06BTCSell73410.3→73833.7-3.25timeout
05-30 13:25BTCSell72947.4→73771.7-6.02timeout
05-30 06:50BTCSell73688.3→73579.7+0.33timeout
05-30 01:37BTCSell73487.3→73613.7-1.27timeout

Paper vs Live

Paper (trades.jsonl)
68
closed
56%
win rate
+255.94
total pnl ($)
+75.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6856%+75.0+255.94

Recent bounces (last 20 of 1)

timesymsidereason
06-28 03:23BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems