dvol_ivrv_zscore_mean_reversion_short_v33

65

closed trades

52%

win rate

+207.45

total pnl ($)

1.925

weight

7d window — n=17 wr=65% pnl=+104.51 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 18:52:02 (24.4d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485393_70448

n: 110 · wr: 55.5% · total_bps: +5248.3 · mean_bps: +47.71 · sharpe: +0.30 · max_dd_bps: -1854.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-27 07:16	BTC	Sell	60541→60320	+1.37	timeout
06-27 01:06	BTC	Sell	59447→59958	-4.72	timeout
06-26 19:00	BTC	Sell	59407→59627	-2.19	timeout
06-25 18:47	BTC	Sell	59535→59348	+1.09	timeout
06-25 13:58	BTC	Sell	60876→58202.9	+21.46	take_profit
06-25 13:53	BTC	Sell	61739.9→59029	+21.48	take_profit
06-24 16:47	BTC	Sell	62779.9→60021	+21.49	take_profit
06-24 16:47	BTC	Sell	62813.9→60054	+21.43	take_profit
06-24 12:09	BTC	Sell	62438.9→62862.1	-3.83	timeout
06-24 05:51	BTC	Sell	63394.8→62867.1	+3.77	timeout
06-23 19:23	BTC	Sell	64356.8→62261.1	+15.85	timeout
06-23 07:10	BTC	Sell	64123.8→62971.1	+8.56	timeout
06-23 01:07	BTC	Sell	63974.8→64173.2	-2.01	timeout
06-22 19:02	BTC	Sell	64240.8→64355.2	-1.29	timeout
06-22 07:01	BTC	Sell	64266.8→63963.2	+1.93	timeout
06-22 00:43	BTC	Sell	64279.8→63904.2	+2.49	timeout
06-21 17:43	BTC	Sell	63846.8→64083.2	-2.38	timeout
06-20 19:28	BTC	Sell	62962.9→63834.2	-7.39	timeout
06-20 07:23	BTC	Sell	62755.9→63743.2	-8.31	timeout
06-20 01:37	BTC	Sell	62867.9→63552.2	-5.88	timeout
06-19 13:53	BTC	Sell	64051.8→63179.2	+6.26	timeout
06-19 01:30	BTC	Sell	64686.8→62914.1	+13.15	timeout
06-18 19:25	BTC	Sell	64638.8→62717.1	+14.20	timeout
06-18 07:16	BTC	Sell	65667.7→64135.2	+11.21	timeout
06-17 19:09	BTC	Sell	65723.7→65291.3	+2.90	timeout
06-17 13:09	BTC	Sell	66168.7→64977.2	+8.61	timeout
06-17 07:00	BTC	Sell	66415.7→65599.3	+5.72	timeout
06-16 16:03	BTC	Sell	67101.6→65887.3	+8.60	timeout
06-16 03:49	BTC	Sell	65892.7→66121.3	-2.22	timeout
06-15 15:47	BTC	Sell	63992.8→67237	-25.81	stop_loss
06-15 13:58	BTC	Sell	64294.8→66460.3	-17.31	timeout
06-15 01:51	BTC	Sell	64607.8→65533.3	-7.59	timeout
06-14 13:50	BTC	Sell	64096.8→64284.2	-1.91	timeout
06-14 07:50	BTC	Sell	63792.8→64413.2	-5.30	timeout
06-14 01:46	BTC	Sell	63783.8→64574.2	-6.67	timeout
06-13 05:25	BTC	Sell	63449.8→63534.2	-1.12	timeout
06-12 20:54	BTC	Sell	63364.8→63413.2	-0.81	timeout
06-12 14:00	BTC	Sell	63018.8→63204.2	-1.85	timeout
06-11 22:20	BTC	Sell	61094.9→63615.2	-20.94	timeout
06-11 16:02	BTC	Sell	62490.9→62723.1	-2.16	timeout
06-11 08:18	BTC	Sell	61590.9→62810.1	-10.22	timeout
06-10 14:23	BTC	Sell	61799.9→61997.1	-2.02	timeout
06-10 07:43	BTC	Sell	63162.8→62023.1	+8.47	timeout
06-09 19:02	BTC	Sell	63484.8→61779.1	+13.07	timeout
06-09 06:57	BTC	Sell	62927.9→63269.2	-3.11	timeout
06-08 19:04	BTC	Sell	61766.9→63512.2	-14.52	timeout
06-08 13:00	BTC	Sell	61874.9→63840.2	-16.31	timeout
06-08 06:48	BTC	Sell	62080.9→62971.1	-7.60	timeout
06-07 18:36	BTC	Sell	60540→62209.1	-14.29	timeout
06-07 12:33	BTC	Sell	60744→61803.1	-9.15	timeout
06-07 06:07	BTC	Sell	61009.9→61696.1	-6.12	timeout
06-06 16:54	BTC	Sell	61372.9→60793	+4.25	timeout
06-05 18:44	BTC	Sell	62478.9→59734	+21.54	take_profit
06-05 13:56	BTC	Sell	63764.8→60963	+21.53	take_profit
06-05 10:03	BTC	Sell	63125.8→62853.1	+1.70	timeout
06-05 05:24	BTC	Sell	63794.8→63354.2	+2.95	timeout
06-04 00:29	BTC	Sell	66375.7→63461.2	+21.49	take_profit
06-04 00:26	BTC	Sell	66646.7→63720.2	+21.50	take_profit
06-03 23:34	BTC	Sell	66555.7→64436.2	+15.48	timeout
06-02 19:31	BTC	Sell	70042.5→66631.3	+23.91	take_profit
06-02 14:10	BTC	Sell	71408.4→68270.4	+21.57	take_profit
06-02 07:03	BTC	Sell	72990.4→69780.5	+21.68	take_profit
06-02 01:49	BTC	Sell	73529.3→70899.5	+17.58	timeout
06-01 15:42	BTC	Sell	73644.3→71305.6	+15.58	timeout
05-30 07:49	BTC	Sell	73370.3→73510.7	-1.37	timeout

Paper (trades.jsonl)

65

closed

52%

win rate

+207.45

total pnl ($)

+63.6 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	65	52%	+63.6	+207.45

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 65 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)