dvol_ivrv_zscore_mean_reversion_short_v23 · strategy

closed trades

50%

win rate

+85.71

total pnl ($)

1.449

weight

7d window — n=22 wr=45% pnl=+34.45 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 09:16	BTC	Sell	59715→60293	-5.27	timeout
06-27 03:05	BTC	Sell	59627→60243	-5.62	timeout
06-26 21:04	BTC	Sell	60079→59659	+3.08	timeout
06-26 14:50	BTC	Sell	58648.1→59728	-9.63	timeout
06-26 08:21	BTC	Sell	59597→60188	-5.43	timeout
06-26 02:37	BTC	Sell	59620→58784.9	+6.52	timeout
06-25 13:58	BTC	Sell	60889→58213.9	+21.47	take_profit
06-25 13:53	BTC	Sell	61749.9→59037	+21.50	take_profit
06-24 09:01	BTC	Sell	62454.9→62734.1	-2.65	timeout
06-24 02:35	BTC	Sell	62534.9→62672.1	-1.52	timeout
06-23 20:15	BTC	Sell	62582.9→62444.1	+0.66	timeout
06-23 14:38	BTC	Sell	64157.8→62669.1	+11.12	timeout
06-23 08:40	BTC	Sell	64473.8→62379.1	+15.72	timeout
06-23 02:25	BTC	Sell	65035.7→64157.2	+6.31	timeout
06-22 20:26	BTC	Sell	64236.8→64386.2	-1.60	timeout
06-22 14:08	BTC	Sell	64514.8→65318.3	-6.61	timeout
06-22 08:08	BTC	Sell	64226.8→64131.2	+0.33	timeout
06-22 02:05	BTC	Sell	64080.8→64555.2	-4.11	timeout
06-21 19:59	BTC	Sell	64157.8→64185.2	-0.67	timeout
06-21 14:01	BTC	Sell	64208.8→64113.2	+0.26	timeout
06-21 07:56	BTC	Sell	63897.8→64149.2	-2.34	timeout
06-21 01:53	BTC	Sell	63412.8→64254.2	-7.06	timeout
06-20 19:52	BTC	Sell	63696.8→63907.2	-2.12	timeout
06-20 13:50	BTC	Sell	63523.8→63466.2	+0.03	timeout
06-20 07:46	BTC	Sell	62979.9→63726.2	-6.37	timeout
06-20 01:48	BTC	Sell	63232.8→63548.2	-2.94	timeout
06-19 19:39	BTC	Sell	62499.9→62975.1	-4.24	timeout
06-19 14:18	BTC	Sell	62973.9→63070.2	-1.26	timeout
06-18 09:16	BTC	Sell	64286.8→64431.2	-1.53	timeout
06-18 03:31	BTC	Sell	65263.7→64343.2	+6.61	timeout
06-17 21:19	BTC	Sell	64977.8→64267.2	+5.01	timeout
06-17 15:09	BTC	Sell	65866.7→65003.3	+6.06	timeout
06-17 09:08	BTC	Sell	65865.7→64926.2	+6.71	timeout
06-17 02:46	BTC	Sell	65718.7→65834.3	-1.31	timeout
06-16 20:43	BTC	Sell	66561.7→65818.3	+5.18	timeout
06-16 14:30	BTC	Sell	65767.7→65576.3	+1.05	timeout
06-16 08:36	BTC	Sell	66608.7→66608.3	-0.46	timeout
06-16 02:33	BTC	Sell	66510.7→65872.3	+4.36	timeout
06-15 20:34	BTC	Sell	65698.7→66639.3	-7.58	timeout
06-15 14:14	BTC	Sell	65629.7→66393.3	-6.27	timeout
06-15 07:57	BTC	Sell	63773.8→65655.3	-15.19	timeout
06-15 01:54	BTC	Sell	64265.8→65494.3	-9.99	timeout
06-14 19:52	BTC	Sell	64387.8→63748.2	+4.54	timeout
06-14 13:50	BTC	Sell	64612.8→64283.2	+2.10	timeout
06-14 07:53	BTC	Sell	64281.8→64401.2	-1.37	timeout
06-14 01:47	BTC	Sell	64071.8→64589.2	-4.50	timeout
06-13 19:47	BTC	Sell	63812.8→64277.2	-4.09	timeout
06-13 13:43	BTC	Sell	63763.8→64165.2	-3.57	timeout
06-11 08:27	BTC	Sell	61869.9→62890.1	-8.62	timeout
06-11 02:25	BTC	Sell	62146.9→62057.1	+0.30	timeout
06-10 20:19	BTC	Sell	61619.9→61835.1	-2.17	timeout
06-10 04:00	BTC	Sell	61130.9→62023.1	-7.80	timeout
06-09 22:09	BTC	Sell	62603.9→62023.1	+4.14	timeout
06-09 15:59	BTC	Sell	62837.9→61122.1	+13.28	timeout
06-09 10:03	BTC	Sell	63528.8→62743.1	+5.72	timeout
06-09 04:05	BTC	Sell	63846.8→62742.1	+8.20	timeout
06-08 21:53	BTC	Sell	63408.8→63723.2	-2.91	timeout
06-08 15:47	BTC	Sell	63107.8→63820.2	-6.02	timeout
06-08 03:43	BTC	Sell	62090.9→63167.2	-9.11	timeout
06-07 22:15	BTC	Sell	61675.9→64182.3	-20.77	stop_loss
06-07 21:40	BTC	Sell	62517.9→61728.1	+5.86	timeout
06-07 15:35	BTC	Sell	61614.9→62059.1	-4.05	timeout
06-07 09:29	BTC	Sell	60861→62666.1	-15.29	timeout
06-07 03:23	BTC	Sell	60483→61567.1	-9.39	timeout
06-06 21:17	BTC	Sell	61232.9→60869	+2.49	timeout
06-06 15:15	BTC	Sell	60884→60579	+2.05	timeout
06-06 09:11	BTC	Sell	61752.9→61223.1	+3.87	timeout
06-06 03:20	BTC	Sell	60650→60836	-1.98	timeout
06-05 15:41	BTC	Sell	62778.9→60022	+21.49	take_profit
06-05 14:28	BTC	Sell	63098.8→60328	+21.50	take_profit
06-05 09:18	BTC	Sell	63610.8→63003.2	+4.32	timeout
06-05 03:48	BTC	Sell	63705.8→62784.1	+6.75	timeout
06-04 21:45	BTC	Sell	63082.8→63427.2	-3.19	timeout
06-04 16:59	BTC	Sell	64348.8→63555.2	+5.76	timeout
06-04 01:51	BTC	Sell	65251.7→62386.1	+21.51	take_profit
06-03 23:48	BTC	Sell	67151.6→64203.2	+21.50	take_profit
06-03 16:40	BTC	Sell	66373.7→65891.3	+3.21	timeout
06-03 13:46	BTC	Sell	66496.7→66652.3	-1.60	timeout
06-02 08:45	BTC	Sell	71585.4→69870.5	+11.60	timeout
06-02 01:43	BTC	Sell	71685.4→70969.5	+4.62	timeout
06-01 17:47	BTC	Sell	73393.3→71704.6	+11.13	timeout
06-01 01:41	BTC	Sell	73859.3→73588.7	+1.40	timeout
05-31 17:48	BTC	Sell	74047.3→73698.7	+1.93	timeout
05-31 11:53	BTC	Sell	73804.3→73889.7	-0.96	timeout
05-31 09:15	BTC	Sell	73952.3→73862.7	+0.23	timeout
05-30 21:50	BTC	Sell	73560.3→73904.7	-2.73	timeout
05-30 12:06	BTC	Sell	73410.3→73569.7	-1.51	timeout
05-30 01:25	BTC	Sell	72947.4→73618.7	-5.03	timeout
05-29 18:50	BTC	Sell	73688.3→73537.7	+0.59	timeout
05-29 13:37	BTC	Sell	73487.3→73112.7	+2.11	timeout

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

+85.71

total pnl ($)

+18.8 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	90	50%	+18.8	+85.71

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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