dvol_ivrv_zscore_mean_reversion_short_v21

not live
26
closed trades
46%
win rate
+62.72
total pnl ($)
1.191
weight
7d window — n=6 wr=33% pnl=-5.83  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:40BTCSell59936→60147-2.26timeout
06-26 18:11BTCSell59554→60116-5.06timeout
06-25 17:42BTCSell59400→59602-2.18timeout
06-24 12:09BTCSell62437.9→62861.1-3.84timeout
06-23 07:38BTCSell64298.8→62969.1+9.91timeout
06-22 07:03BTCSell64219.8→64003.2+1.26timeout
06-21 00:47BTCSell63525.8→64227.2-5.92timeout
06-19 18:52BTCSell62773.9→63046.2-2.59timeout
06-18 13:18BTCSell65054.7→64384.2+4.69timeout
06-17 07:00BTCSell66412.7→65598.3+5.64timeout
06-16 04:03BTCSell65820.7→66183.3-3.25timeout
06-15 02:42BTCSell64498.8→65597.3-8.93timeout
06-13 21:13BTCSell63565.8→64205.2-5.46timeout
06-12 17:43BTCSell63291.8→63825.2-4.65timeout
06-11 08:19BTCSell61619.9→62802.1-9.92timeout
06-09 20:23BTCSell63252.8→62023.1+9.17timeout
06-08 20:02BTCSell61277.9→63346.2-17.29timeout
06-07 19:40BTCSell60551→61265.1-6.40timeout
06-06 15:22BTCSell60673→60563+0.45timeout
06-05 14:26BTCSell63129.8→60358+21.50take_profit
06-05 05:01BTCSell64164.8→63523.2+4.50timeout
06-04 00:29BTCSell66376.7→63462.2+21.49take_profit
06-02 19:32BTCSell70113.5→66697.3+23.92take_profit
06-02 07:02BTCSell73011.3→69803.5+21.65take_profit
06-02 01:48BTCSell73477.3→70859.5+17.51timeout
05-30 07:48BTCSell73368.3→73486.7-1.22timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
46%
win rate
+62.72
total pnl ($)
+48.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2646%+48.0+62.72

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems