dvol_ivrv_zscore_mean_reversion_short_v30 · strategy

closed trades

55%

win rate

+212.97

total pnl ($)

1.774

weight

7d window — n=14 wr=64% pnl=+86.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 55 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:50	BTC	Sell	60258→59634	+4.72	timeout
06-28 14:05	BTC	Sell	60486→60003	+3.57	timeout
06-27 18:06	BTC	Sell	60102→60458	-3.43	timeout
06-27 02:22	BTC	Sell	58467.1→60231	-15.50	timeout
06-26 16:23	BTC	Sell	59743→59956	-2.14	timeout
06-26 10:22	BTC	Sell	61566.9→59729	+14.51	timeout
06-25 10:07	BTC	Sell	62598.9→61658.1	+7.08	timeout
06-25 02:57	BTC	Sell	62638.9→60711	+14.92	timeout
06-24 18:09	BTC	Sell	62292.9→59501	+21.78	timeout
06-24 10:03	BTC	Sell	62524.9→62595.1	-0.94	timeout
06-23 19:55	BTC	Sell	64454.8→62357.1	+15.84	timeout
06-23 13:51	BTC	Sell	65449.7→62416.1	+22.63	timeout
06-23 07:47	BTC	Sell	64231.8→62926.1	+9.73	timeout
06-22 15:20	BTC	Sell	64166.8→64919.2	-6.23	timeout
06-21 21:28	BTC	Sell	63904.8→63662.2	+1.45	timeout
06-21 15:27	BTC	Sell	64178.8→64180.2	-0.52	timeout
06-21 09:24	BTC	Sell	63545.8→63989.2	-3.79	timeout
06-20 16:52	BTC	Sell	63069.8→64012.2	-7.87	timeout
06-20 09:24	BTC	Sell	62368.9→63548.2	-9.80	timeout
06-19 23:42	BTC	Sell	62898.9→63293.2	-3.56	timeout
06-19 15:33	BTC	Sell	63160.8→63132.2	-0.32	timeout
06-19 06:47	BTC	Sell	64068.8→62752.1	+9.79	timeout
06-18 17:53	BTC	Sell	66046.7→62644.1	+25.05	timeout
06-18 11:48	BTC	Sell	64826.8→63903.2	+6.74	timeout
06-17 19:42	BTC	Sell	65582.7→64179.2	+10.28	timeout
06-17 12:23	BTC	Sell	66549.7→64757.2	+13.09	timeout
06-16 18:02	BTC	Sell	66812.7→65980.3	+5.86	timeout
06-16 11:37	BTC	Sell	66166.7→66349.3	-1.75	timeout
06-15 12:55	BTC	Sell	64014.8→66615.6	-20.78	stop_loss
06-15 10:54	BTC	Sell	64531.8→65880.3	-10.90	timeout
06-14 21:06	BTC	Sell	64281.8→63999.2	+1.77	timeout
06-14 14:19	BTC	Sell	64144.8→64268.2	-1.42	timeout
06-13 15:59	BTC	Sell	63552.8→64299.2	-6.35	timeout
06-13 06:12	BTC	Sell	63260.8→63569.2	-2.88	timeout
06-12 19:34	BTC	Sell	63866.8→63643.2	+1.31	timeout
06-12 13:37	BTC	Sell	62860.9→63302.2	-3.89	timeout
06-11 17:53	BTC	Sell	61835.9→63486.2	-13.69	timeout
06-10 17:13	BTC	Sell	61528.9→62048.1	-4.61	timeout
06-10 11:13	BTC	Sell	62552.9→61001	+11.91	timeout
06-09 17:12	BTC	Sell	63420.8→61501.1	+14.74	timeout
06-09 11:06	BTC	Sell	63104.8→62565.1	+3.77	timeout
06-09 03:59	BTC	Sell	63090.8→62844.1	+1.50	timeout
06-07 22:15	BTC	Sell	61505.9→64005.2	-20.77	stop_loss
06-07 14:34	BTC	Sell	60902→62216.1	-11.23	timeout
06-06 15:16	BTC	Sell	60530→60613	-1.14	timeout
06-06 08:32	BTC	Sell	62798.9→61456.1	+10.34	timeout
06-05 14:18	BTC	Sell	64255.8→60754	+26.79	timeout
06-05 07:09	BTC	Sell	63796.8→61527.1	+17.27	timeout
06-04 21:02	BTC	Sell	65228.7→63687.2	+11.36	timeout
06-04 01:22	BTC	Sell	66640.7→62648.1	+29.51	take_profit
06-04 01:21	BTC	Sell	66779.7→62779.1	+29.50	take_profit
06-03 18:05	BTC	Sell	67545.6→66012.3	+10.96	timeout
06-03 09:55	BTC	Sell	69433.5→67124.4	+16.32	timeout
05-31 10:31	BTC	Sell	73613.3→73788.7	-1.51	timeout
05-30 14:53	BTC	Sell	73046.3→73892.7	-6.09	timeout

Paper vs Live

Paper (trades.jsonl)

closed

55%

win rate

+212.97

total pnl ($)

+77.1 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	55	55%	+77.1	+212.97

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…