dvol_ivrv_zscore_mean_reversion_short_v28 · strategy

closed trades

48%

win rate

+109.76

total pnl ($)

1.665

weight

7d window — n=24 wr=54% pnl=+68.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 87 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:55	BTC	Sell	60537→60135	+2.85	timeout
06-27 00:50	BTC	Sell	59245→60015	-6.94	timeout
06-26 18:27	BTC	Sell	59944→59870	+0.23	timeout
06-26 11:55	BTC	Sell	59779→59350	+3.17	timeout
06-26 05:45	BTC	Sell	59475→59773	-2.96	timeout
06-25 13:54	BTC	Sell	61202.9→58502.9	+21.60	take_profit
06-25 13:53	BTC	Sell	61606.9→58802.9	+22.28	take_profit
06-25 11:36	BTC	Sell	61005.9→61240.1	-2.36	timeout
06-25 05:30	BTC	Sell	59683→61562.1	-16.21	timeout
06-24 16:51	BTC	Sell	62589.9→59839	+21.48	take_profit
06-24 16:46	BTC	Sell	62840.9→60079	+21.43	take_profit
06-24 11:50	BTC	Sell	62682.9→63069.2	-3.53	timeout
06-24 05:43	BTC	Sell	62506.9→62924.1	-3.76	timeout
06-23 23:19	BTC	Sell	62372.9→62556.1	-1.93	timeout
06-23 17:47	BTC	Sell	63334.8→62478.1	+6.31	timeout
06-23 07:39	BTC	Sell	64438.8→62957.1	+11.06	timeout
06-23 01:26	BTC	Sell	65018.7→64152.2	+6.20	timeout
06-22 19:26	BTC	Sell	64246.8→64300.2	-0.84	timeout
06-22 13:13	BTC	Sell	63837.8→65145.3	-10.62	timeout
06-22 07:06	BTC	Sell	64138.8→64093.2	-0.08	timeout
06-22 01:04	BTC	Sell	64075.8→63906.2	+0.91	timeout
06-21 18:56	BTC	Sell	64263.8→64148.2	+0.43	timeout
06-21 12:44	BTC	Sell	64284.8→64021.2	+1.57	timeout
06-21 03:48	BTC	Sell	64160.8→64379.2	-2.15	timeout
06-20 11:17	BTC	Sell	63259.8→63673.2	-3.70	timeout
06-20 05:14	BTC	Sell	62956.9→63781.2	-7.00	timeout
06-19 23:08	BTC	Sell	62445.9→63272.2	-7.05	timeout
06-19 17:07	BTC	Sell	62585.9→62989.1	-3.67	timeout
06-19 11:10	BTC	Sell	62760.9→62448.1	+2.00	timeout
06-19 05:03	BTC	Sell	62532.9→62558.1	-0.68	timeout
06-18 23:05	BTC	Sell	64075.8→62832.1	+9.21	timeout
06-18 17:00	BTC	Sell	63854.8→62663.1	+8.74	timeout
06-18 10:55	BTC	Sell	64354.8→64085.2	+1.69	timeout
06-18 05:01	BTC	Sell	65829.7→63805.2	+14.94	timeout
06-17 22:53	BTC	Sell	64827.8→64372.2	+3.06	timeout
06-17 16:50	BTC	Sell	65990.7→65891.3	+0.31	timeout
06-17 10:47	BTC	Sell	65664.7→64858.2	+5.74	timeout
06-17 04:48	BTC	Sell	65696.7→66009.3	-2.81	timeout
06-16 22:43	BTC	Sell	66574.7→65692.3	+6.22	timeout
06-16 16:37	BTC	Sell	65831.7→65720.3	+0.44	timeout
06-15 23:56	BTC	Sell	66183.7→66326.3	-1.45	timeout
06-15 17:50	BTC	Sell	65746.7→66888.3	-9.07	timeout
06-15 09:20	BTC	Sell	64748.8→65728.3	-8.02	timeout
06-14 23:17	BTC	Sell	64522.8→65581.3	-8.63	timeout
06-14 17:16	BTC	Sell	64335.8→63945.2	+2.62	timeout
06-14 11:13	BTC	Sell	64419.8→64526.2	-1.27	timeout
06-14 05:13	BTC	Sell	63951.8→64322.2	-3.36	timeout
06-13 23:07	BTC	Sell	63846.8→64432.2	-5.02	timeout
06-13 16:43	BTC	Sell	63587.8→64039.2	-4.00	timeout
06-13 09:42	BTC	Sell	63530.8→63779.2	-2.36	timeout
06-12 23:46	BTC	Sell	63811.8→63512.2	+1.92	timeout
06-12 17:50	BTC	Sell	63363.8→63830.2	-4.12	timeout
06-12 11:52	BTC	Sell	63520.8→63791.2	-2.54	timeout
06-12 05:41	BTC	Sell	63316.8→63342.2	-0.62	timeout
06-11 19:08	BTC	Sell	62608.9→63442.2	-7.04	timeout
06-11 04:00	BTC	Sell	62603.9→62641.1	-0.68	timeout
06-10 20:19	BTC	Sell	61590.9→61815.1	-2.24	timeout
06-10 03:09	BTC	Sell	61632.9→62023.1	-3.67	timeout
06-09 19:44	BTC	Sell	63162.8→61861.1	+9.90	timeout
06-09 08:14	BTC	Sell	63223.8→62888.1	+2.22	timeout
06-09 02:12	BTC	Sell	63834.8→62744.1	+8.08	timeout
06-08 20:05	BTC	Sell	63142.8→63369.2	-2.22	timeout
06-08 14:01	BTC	Sell	63116.8→63760.2	-5.52	timeout
06-08 08:05	BTC	Sell	61480.9→63152.2	-14.02	timeout
06-08 01:59	BTC	Sell	61712.9→63155.2	-12.10	timeout
06-07 19:49	BTC	Sell	62206.9→61290.1	+6.90	timeout
06-07 14:25	BTC	Sell	61272.9→62045.1	-6.74	timeout
06-07 07:52	BTC	Sell	60587→62219.1	-13.94	timeout
06-07 01:34	BTC	Sell	60750→61537.1	-6.89	timeout
06-06 10:16	BTC	Sell	61485.9→60696	+5.99	timeout
06-06 03:26	BTC	Sell	60982→60724	+1.67	timeout
06-05 15:40	BTC	Sell	62847.9→60088	+21.49	take_profit
06-05 14:28	BTC	Sell	63103.8→60333	+21.50	take_profit
06-05 09:19	BTC	Sell	63609.8→62992.1	+4.39	timeout
06-05 03:52	BTC	Sell	63853.8→62768.1	+8.02	timeout
06-04 21:46	BTC	Sell	63135.8→63358.2	-2.22	timeout
06-04 16:56	BTC	Sell	64350.8→63533.2	+5.94	timeout
06-04 01:49	BTC	Sell	65345.7→62476.1	+21.51	take_profit
06-03 23:54	BTC	Sell	67082.6→64137.2	+21.50	take_profit
06-03 16:41	BTC	Sell	66373.7→65910.3	+3.07	timeout
06-03 15:03	BTC	Sell	66576.7→66798.3	-2.08	timeout
06-03 07:00	BTC	Sell	67381.6→66908.3	+3.09	timeout
06-01 03:52	BTC	Sell	73628.3→73808.7	-1.64	timeout
05-31 19:28	BTC	Sell	73887.3→73462.7	+2.43	timeout
05-31 07:47	BTC	Sell	74021.3→73863.7	+0.69	timeout
05-30 02:53	BTC	Sell	73046.3→73728.7	-5.10	timeout
05-29 19:49	BTC	Sell	73370.3→73627.7	-2.17	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

+109.76

total pnl ($)

+25.0 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	87	48%	+25.0	+109.76

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…