dvol_ivrv_zscore_mean_reversion_short_v2

49

closed trades

53%

win rate

+164.96

total pnl ($)

1.550

weight

7d window — n=13 wr=54% pnl=+53.62 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 20:38:37 (23.8d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485393_79446

n: 127 · wr: 56.7% · total_bps: +4831.3 · mean_bps: +38.04 · sharpe: +0.23 · max_dd_bps: -2284.3

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-27 12:11	BTC	Sell	59377→60261	-7.86	timeout
06-26 23:53	BTC	Sell	59782→60038	-2.56	timeout
06-26 11:53	BTC	Sell	61148.9→59273	+14.94	timeout
06-25 23:40	BTC	Sell	60936→60031	+7.01	timeout
06-25 11:36	BTC	Sell	62433.9→61240.1	+9.13	timeout
06-24 17:37	BTC	Sell	62645.9→59523	+24.31	timeout
06-24 11:24	BTC	Sell	62527.9→62353.1	+0.97	timeout
06-23 16:11	BTC	Sell	64703.8→62749.1	+14.66	timeout
06-23 09:00	BTC	Sell	64136.8→62369.1	+13.09	timeout
06-22 14:27	BTC	Sell	64006.8→65004.3	-8.11	timeout
06-22 07:44	BTC	Sell	64179.8→64237.2	-0.87	timeout
06-21 06:48	BTC	Sell	63707.8→64287.2	-5.00	timeout
06-21 00:45	BTC	Sell	63540.8→64265.2	-6.10	timeout
06-20 00:35	BTC	Sell	62985.9→63739.2	-6.40	timeout
06-19 17:16	BTC	Sell	62471.9→62973.1	-4.46	timeout
06-18 15:02	BTC	Sell	65139.7→63663.2	+10.87	timeout
06-18 08:24	BTC	Sell	65327.7→64533.2	+5.63	timeout
06-17 07:51	BTC	Sell	66331.7→65416.3	+6.41	timeout
06-16 13:43	BTC	Sell	66476.7→66109.3	+2.40	timeout
06-16 07:36	BTC	Sell	65737.7→66363.3	-5.28	timeout
06-15 11:26	BTC	Sell	63788.8→66380.5	-20.77	stop_loss
06-15 07:04	BTC	Sell	64251.8→65719.3	-11.85	timeout
06-14 18:54	BTC	Sell	64078.8→63790.2	+1.88	timeout
06-14 06:51	BTC	Sell	63676.8→64250.2	-4.95	timeout
06-13 17:54	BTC	Sell	63822.8→63976.2	-1.64	timeout
06-13 05:22	BTC	Sell	63472.8→63553.2	-1.09	timeout
06-12 13:51	BTC	Sell	63075.8→63234.2	-1.64	timeout
06-11 15:59	BTC	Sell	62580.9→62691.1	-1.24	timeout
06-11 08:18	BTC	Sell	61589.9→62810.1	-10.22	timeout
06-10 07:43	BTC	Sell	63173.8→62023.1	+8.56	timeout
06-09 19:03	BTC	Sell	63512.8→61767.1	+13.38	timeout
06-08 18:58	BTC	Sell	62068.9→63455.2	-11.56	timeout
06-08 12:58	BTC	Sell	61941.9→63852.2	-15.84	timeout
06-07 18:38	BTC	Sell	60608→62164.1	-13.34	timeout
06-07 12:34	BTC	Sell	60767→61784.1	-8.80	timeout
06-06 16:55	BTC	Sell	61427.9→60746	+5.07	timeout
06-06 11:03	BTC	Sell	62367.9→60684	+13.01	timeout
06-05 10:03	BTC	Sell	63120.8→62828.1	+1.85	timeout
06-05 05:24	BTC	Sell	63794.8→63354.2	+2.95	timeout
06-04 02:02	BTC	Sell	66375.7→61734.1	+34.52	take_profit
06-04 02:01	BTC	Sell	66646.7→61987.1	+34.51	take_profit
06-03 07:16	BTC	Sell	70160.5→67171.4	+20.96	timeout
06-02 20:06	BTC	Sell	71512.4→67352.4	+28.60	timeout
06-02 09:20	BTC	Sell	72985.4→69575.5	+23.06	timeout
06-02 02:06	BTC	Sell	73425.3→70316.5	+20.87	timeout
05-31 19:46	BTC	Sell	74022.3→73504.7	+3.04	timeout
05-30 14:54	BTC	Sell	72931.4→73896.7	-6.92	timeout
05-30 07:50	BTC	Sell	73366.3→73509.7	-1.39	timeout
05-29 14:40	BTC	Sell	72896.4→72681.6	+1.17	timeout

Paper (trades.jsonl)

49

closed

53%

win rate

+164.96

total pnl ($)

+66.9 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	49	53%	+66.9	+164.96

time	sym	side	reason
06-27 14:32	BTC	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 49 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)