dvol_ivrv_zscore_mean_reversion_short_v20 · strategy

closed trades

57%

win rate

+211.13

total pnl ($)

1.884

weight

7d window — n=19 wr=63% pnl=+116.47 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 75 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 08:39	BTC	Sell	60432→59862	+4.42	timeout
06-28 23:46	BTC	Sell	60005→59746	+1.78	timeout
06-28 17:41	BTC	Sell	60568→59499	+8.35	timeout
06-27 19:42	BTC	Sell	59916→60161	-2.54	timeout
06-27 07:19	BTC	Sell	60566→60300	+1.74	timeout
06-27 01:00	BTC	Sell	59649→60036	-3.66	timeout
06-26 18:53	BTC	Sell	59537→59633	-1.14	timeout
06-25 13:59	BTC	Sell	60758→58089.9	+21.46	take_profit
06-25 13:54	BTC	Sell	61302.9→58578.9	+21.77	take_profit
06-25 13:53	BTC	Sell	61709.9→58993.9	+21.53	take_profit
06-25 07:16	BTC	Sell	59470→61886	-20.78	stop_loss
06-24 16:47	BTC	Sell	62816.9→60053	+21.52	take_profit
06-24 16:47	BTC	Sell	62823.9→60065	+21.42	take_profit
06-24 12:08	BTC	Sell	62452.9→62822.1	-3.40	timeout
06-24 05:51	BTC	Sell	63392.8→62868.1	+3.75	timeout
06-23 19:21	BTC	Sell	64411.8→62234.1	+16.47	timeout
06-23 07:17	BTC	Sell	64176.8→62986.1	+8.85	timeout
06-23 01:13	BTC	Sell	63851.8→64214.2	-3.30	timeout
06-22 19:08	BTC	Sell	64136.8→64309.2	-1.74	timeout
06-22 07:01	BTC	Sell	64269.8→63968.2	+1.91	timeout
06-22 00:43	BTC	Sell	64276.8→63892.2	+2.56	timeout
06-21 17:43	BTC	Sell	63846.8→64082.2	-2.37	timeout
06-21 01:28	BTC	Sell	63446.8→64224.2	-6.52	timeout
06-20 19:28	BTC	Sell	62956.9→63833.2	-7.43	timeout
06-20 07:23	BTC	Sell	62723.9→63737.2	-8.52	timeout
06-19 19:21	BTC	Sell	62706.9→62993.1	-2.71	timeout
06-19 13:35	BTC	Sell	64033.8→62817.1	+8.96	timeout
06-19 01:25	BTC	Sell	64595.8→62985.1	+11.91	timeout
06-18 13:30	BTC	Sell	64836.8→64317.2	+3.55	timeout
06-18 07:29	BTC	Sell	65517.7→64288.2	+8.92	timeout
06-17 19:09	BTC	Sell	65726.7→65165.3	+3.87	timeout
06-17 13:02	BTC	Sell	66389.7→65017.3	+9.94	timeout
06-17 07:00	BTC	Sell	66406.7→65599.3	+5.66	timeout
06-16 16:04	BTC	Sell	67139.6→65879.3	+8.94	timeout
06-16 03:57	BTC	Sell	65918.7→66098.3	-1.85	timeout
06-15 13:20	BTC	Sell	64275.8→66888.8	-20.80	stop_loss
06-15 11:23	BTC	Sell	63771.8→66362.5	-20.76	stop_loss
06-14 19:51	BTC	Sell	64299.8→63753.2	+3.85	timeout
06-14 13:52	BTC	Sell	64097.8→64278.2	-1.86	timeout
06-14 07:50	BTC	Sell	63792.8→64413.2	-5.30	timeout
06-13 19:32	BTC	Sell	63630.8→64146.2	-4.50	timeout
06-13 12:14	BTC	Sell	63592.8→63918.2	-2.93	timeout
06-13 06:26	BTC	Sell	63154.8→63587.2	-3.86	timeout
06-12 13:44	BTC	Sell	62903.9→63124.2	-2.13	timeout
06-11 17:49	BTC	Sell	61145.9→63635	-20.72	stop_loss
06-11 16:01	BTC	Sell	62472.9→62734.1	-2.44	timeout
06-11 08:18	BTC	Sell	61589.9→62810.1	-10.21	timeout
06-10 14:08	BTC	Sell	62117.9→62193.1	-1.03	timeout
06-10 07:44	BTC	Sell	63165.8→62023.1	+8.49	timeout
06-09 14:03	BTC	Sell	63699.8→62310.1	+10.45	timeout
06-09 07:57	BTC	Sell	63282.8→63174.2	+0.46	timeout
06-09 01:55	BTC	Sell	63126.8→62756.1	+2.48	timeout
06-07 22:15	BTC	Sell	61754.9→64264.3	-20.77	stop_loss
06-07 22:15	BTC	Sell	61445.9→63942.2	-20.77	stop_loss
06-07 22:14	BTC	Sell	61259.9→63749	-20.77	stop_loss
06-07 19:42	BTC	Sell	60554→61271.1	-6.42	timeout
06-07 13:34	BTC	Sell	60750→61828.1	-9.30	timeout
06-06 22:16	BTC	Sell	61408.9→60647	+5.68	timeout
06-06 15:22	BTC	Sell	60679→60563	+0.50	timeout
06-05 16:10	BTC	Sell	62714.9→59961	+21.48	take_profit
06-05 13:56	BTC	Sell	63784.8→60974	+21.59	take_profit
06-05 09:42	BTC	Sell	62868.9→62796.1	+0.11	timeout
06-05 04:56	BTC	Sell	64344.8→63202.2	+8.38	timeout
06-04 01:49	BTC	Sell	65346.7→62477.1	+21.51	take_profit
06-04 00:29	BTC	Sell	66363.7→63449.2	+21.49	take_profit
06-04 00:12	BTC	Sell	66789.7→64319.2	+18.05	timeout
06-03 16:27	BTC	Sell	67778.6→65544.3	+16.09	timeout
06-02 15:37	BTC	Sell	70168.5→67072.4	+21.63	take_profit
06-02 14:09	BTC	Sell	71565.4→68421.4	+21.57	take_profit
06-02 06:32	BTC	Sell	73184.3→70395.5	+18.75	timeout
06-01 23:26	BTC	Sell	73789.3→71342.6	+16.28	timeout
05-31 15:19	BTC	Sell	73896.3→73669.7	+1.12	timeout
05-30 14:54	BTC	Sell	72939.4→73895.7	-6.86	timeout
05-30 07:48	BTC	Sell	73368.3→73486.7	-1.22	timeout
05-29 14:37	BTC	Sell	72916.4→72789.6	+0.56	timeout

Paper vs Live

Paper (trades.jsonl)

closed

57%

win rate

+211.13

total pnl ($)

+56.0 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	75	57%	+56.0	+211.13

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…