dvol_ivrv_zscore_mean_reversion_short_v19

not live
67
closed trades
57%
win rate
+318.49
total pnl ($)
2.017
weight
7d window — n=19 wr=63% pnl=+121.37  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 05:16BTCSell60232→59931+2.06timeout
06-27 23:14BTCSell60038→59992-0.12timeout
06-27 17:12BTCSell60203→60539-3.22timeout
06-27 04:57BTCSell59855→60230-3.59timeout
06-26 20:42BTCSell59414→59609-1.98timeout
06-26 14:34BTCSell59965→59837+0.67timeout
06-25 16:07BTCSell60356→59544+6.25timeout
06-25 13:57BTCSell61051.9→58364.9+21.51take_profit
06-25 13:51BTCSell61869.9→59153+21.49take_profit
06-24 16:51BTCSell62696.9→59891+21.80take_profit
06-24 16:16BTCSell62624.9→60482+16.44timeout
06-24 10:03BTCSell62524.9→62595.1-0.94timeout
06-23 19:55BTCSell64454.8→62357.1+15.84timeout
06-23 07:47BTCSell64231.8→62926.1+9.73timeout
06-23 06:21BTCSell65449.7→62571.1+21.56take_profit
06-22 17:07BTCSell64154.8→64637.2-4.20timeout
06-22 03:33BTCSell64311.8→64240.2+0.19timeout
06-21 21:08BTCSell63903.8→63752.2+0.74timeout
06-21 15:08BTCSell63863.8→64162.2-2.85timeout
06-20 16:52BTCSell63069.8→64012.2-7.87timeout
06-20 09:24BTCSell62368.9→63548.2-9.80timeout
06-19 23:39BTCSell62867.9→63314.2-3.97timeout
06-19 15:34BTCSell63200.8→63187.2-0.44timeout
06-19 06:48BTCSell64075.8→62755.1+9.82timeout
06-18 15:40BTCSell65533.7→62646.1+21.22take_profit
06-18 11:50BTCSell64830.8→63865.2+7.07timeout
06-17 19:42BTCSell65593.7→64176.2+10.38timeout
06-17 12:23BTCSell66536.7→64733.2+13.18timeout
06-17 04:06BTCSell66143.7→65849.3+1.82timeout
06-16 16:21BTCSell67095.6→65766.3+9.54timeout
06-16 10:19BTCSell65685.7→66580.3-7.23timeout
06-16 00:22BTCSell65682.7→66292.3-5.15timeout
06-15 10:55BTCSell64521.8→65897.3-11.11timeout
06-14 21:07BTCSell64281.8→64000.2+1.76timeout
06-14 14:19BTCSell64145.8→64268.2-1.41timeout
06-14 04:50BTCSell63626.8→64331.2-6.02timeout
06-13 08:43BTCSell63359.8→63884.2-4.50timeout
06-13 01:46BTCSell63377.8→63774.2-3.49timeout
06-12 19:41BTCSell63744.8→63704.2-0.12timeout
06-12 07:04BTCSell62656.9→63057.2-3.60timeout
06-11 21:10BTCSell61566.9→63458.2-15.67timeout
06-11 15:05BTCSell62021.9→62628.1-5.24timeout
06-10 19:13BTCSell61776.9→61755.1-0.21timeout
06-10 13:08BTCSell62650.9→61548.1+8.33timeout
06-10 06:40BTCSell63397.8→62023.1+10.33timeout
06-09 17:12BTCSell63408.8→61512.1+14.56timeout
06-09 11:06BTCSell63110.8→62559.1+3.86timeout
06-09 04:05BTCSell62934.9→62742.1+1.08timeout
06-07 22:15BTCSell61505.9→64005.2-20.77stop_loss
06-07 14:34BTCSell60902→62216.1-11.22timeout
06-07 03:10BTCSell60868→61477.1-5.40timeout
06-06 19:47BTCSell60304→60633-3.24timeout
06-06 13:48BTCSell61602.9→60834+5.76timeout
06-05 18:54BTCSell61896.9→59179+21.53take_profit
06-05 13:59BTCSell63491.8→60704+21.51take_profit
06-05 09:57BTCSell63151.8→62838.1+2.02timeout
06-05 05:02BTCSell64130.8→63477.2+4.59timeout
06-04 01:51BTCSell65229.7→62365.1+21.51take_profit
06-04 00:25BTCSell66873.7→63937.2+21.50take_profit
06-03 23:48BTCSell67146.6→64198.2+21.50take_profit
06-03 17:30BTCSell67708.6→65941.3+12.66timeout
06-02 19:33BTCSell69588.5→66531.3+21.52take_profit
06-02 14:10BTCSell71556.4→68410.4+21.56take_profit
06-02 12:49BTCSell72131.4→69123.5+20.55timeout
06-02 02:07BTCSell73398.3→70171.5+21.67take_profit
05-31 10:31BTCSell73613.3→73788.7-1.51timeout
05-30 15:03BTCSell73103.3→73894.7-5.71timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
57%
win rate
+318.49
total pnl ($)
+94.8 bps
avg bps net
Live (dry_run=0)
2
closed
50%
win rate
+0.02
total pnl ($)
-3.2 bps
avg bps net
Live: 2 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6757%+94.8+318.49

Recent bounces (last 20 of 2)

timesymsidereason
06-28 08:40BTCSellcircuit_breaker
06-28 02:07BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems