dvol_ivrv_zscore_mean_reversion_short_v32

not live
70
closed trades
46%
win rate
+30.61
total pnl ($)
1.435
weight
7d window — n=14 wr=64% pnl=+28.74  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 70 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 03:21BTCSell59924→60273-2.69timeout
06-26 21:23BTCSell60100→59806+1.63timeout
06-26 08:42BTCSell59458→60215-5.45timeout
06-26 02:36BTCSell59749→58873.9+5.47timeout
06-25 13:53BTCSell61717.9→59006+17.20take_profit
06-25 08:26BTCSell60712→61690.1-6.80timeout
06-25 02:27BTCSell61168.9→60853+1.70timeout
06-24 14:29BTCSell62735.9→61179.1+9.55timeout
06-24 08:24BTCSell62431.9→62688.1-1.98timeout
06-23 19:50BTCSell62937.9→62312.1+3.62timeout
06-23 14:18BTCSell64151.8→62765.1+8.25timeout
06-22 09:04BTCSell63783.8→64209.2-2.99timeout
06-21 20:47BTCSell63918.8→63798.2+0.40timeout
06-21 14:41BTCSell64209.8→64014.2+0.83timeout
06-21 02:41BTCSell63386.8→64226.2-5.65timeout
06-20 20:38BTCSell63395.8→63845.2-3.21timeout
06-20 14:33BTCSell63453.8→63383.2+0.11timeout
06-20 08:28BTCSell63043.8→63460.2-2.97timeout
06-20 02:26BTCSell63191.8→63381.2-1.56timeout
06-19 20:23BTCSell62680.9→62961.1-2.13timeout
06-19 14:17BTCSell62980.9→63056.2-0.88timeout
06-18 09:49BTCSell64179.8→64230.2-0.65timeout
06-18 03:46BTCSell65499.7→64306.2+6.94timeout
06-17 21:41BTCSell64934.8→64272.2+3.71timeout
06-17 09:39BTCSell65633.7→64977.2+3.66timeout
06-17 03:39BTCSell65859.7→65794.3+0.05timeout
06-16 21:34BTCSell66677.7→65692.3+5.59timeout
06-16 15:30BTCSell65949.7→65808.3+0.53timeout
06-16 09:25BTCSell66512.7→66636.3-1.10timeout
06-15 21:25BTCSell65638.7→66526.3-5.75timeout
06-15 15:26BTCSell65666.7→66653.3-6.38timeout
06-15 09:20BTCSell64762.8→65736.3-6.38timeout
06-15 03:14BTCSell64084.8→65684.3-10.33timeout
06-14 21:11BTCSell64429.8→63997.2+2.34timeout
06-14 15:07BTCSell64470.8→64086.2+2.03timeout
06-14 09:02BTCSell64283.8→64398.2-1.05timeout
06-14 02:57BTCSell64209.8→64471.2-2.00timeout
06-13 20:53BTCSell63774.8→64242.2-3.28timeout
06-13 14:47BTCSell63576.8→64191.2-4.21timeout
06-13 02:52BTCSell63539.8→63553.2-0.45timeout
06-12 20:42BTCSell63360.8→63536.2-1.46timeout
06-12 08:42BTCSell63284.8→63376.2-0.91timeout
06-12 02:43BTCSell62852.9→63566.2-4.86timeout
06-11 20:32BTCSell62912.9→63338.2-3.01timeout
06-11 08:26BTCSell61887.9→62882.1-6.73timeout
06-11 02:26BTCSell61997.9→62063.1-0.76timeout
06-10 20:19BTCSell61616.9→61823.1-1.67timeout
06-09 15:52BTCSell62721.9→61328.1+8.58timeout
06-09 03:44BTCSell63838.8→62766.1+6.36timeout
06-08 21:31BTCSell63383.8→63612.2-1.79timeout
06-08 15:22BTCSell63313.8→64101.2-5.31timeout
06-07 03:24BTCSell60501→61600.1-7.61timeout
06-06 21:17BTCSell61224.9→60841+2.12timeout
06-06 09:10BTCSell61776.9→61160.1+3.66timeout
06-06 03:22BTCSell60673→60826-1.36timeout
06-05 16:06BTCSell62615.9→60181+15.23timeout
06-05 09:19BTCSell63607.8→63026.2+3.29timeout
06-04 21:43BTCSell62863.9→63369.2-3.58timeout
06-04 16:56BTCSell64350.8→63533.2+4.76timeout
06-04 01:49BTCSell65345.7→62476.1+17.21take_profit
06-03 16:41BTCSell66373.7→65910.3+2.46timeout
06-03 13:50BTCSell66582.7→66758.3-1.40timeout
06-02 10:15BTCSell70975.5→69683.5+6.98timeout
06-02 02:38BTCSell71516.4→70757.5+3.94timeout
06-01 01:53BTCSell73799.3→73413.7+1.77timeout
05-31 17:47BTCSell74046.3→73690.7+1.59timeout
05-31 11:51BTCSell73809.3→73900.7-0.80timeout
05-31 08:16BTCSell73923.3→73889.7-0.12timeout
05-30 21:51BTCSell73559.3→73909.7-2.22timeout
05-29 18:50BTCSell73704.3→73540.7+0.54timeout

Paper vs Live

Paper (trades.jsonl)
70
closed
46%
win rate
+30.61
total pnl ($)
+10.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7046%+10.6+30.61

Recent bounces (last 20 of 1)

timesymsidereason
06-28 02:21BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems