dvol_ivrv_zscore_mean_reversion_short_v34

not live
78
closed trades
53%
win rate
+180.20
total pnl ($)
1.780
weight
7d window — n=20 wr=60% pnl=+88.54  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:29BTCSell60229→59728+2.95timeout
06-28 14:26BTCSell60590→60096+2.93timeout
06-28 07:37BTCSell60383→60110+1.46timeout
06-27 19:44BTCSell59849→60167-2.52timeout
06-27 06:52BTCSell60217→60351-1.25timeout
06-27 00:34BTCSell59757→59859-1.03timeout
06-26 18:14BTCSell59384→60055-4.79timeout
06-25 17:35BTCSell59624→59526+0.27timeout
06-25 13:57BTCSell60957→58277.9+17.18take_profit
06-25 13:54BTCSell61193.9→58504.9+17.21take_profit
06-25 13:53BTCSell61604.9→58812.9+17.75take_profit
06-24 17:20BTCSell62181.9→59450+17.08take_profit
06-24 16:43BTCSell62921.9→60158+17.18take_profit
06-24 12:11BTCSell62397.9→62799.1-2.93timeout
06-24 06:28BTCSell62732.9→62819.1-0.87timeout
06-24 00:31BTCSell63951.8→62790.1+6.91timeout
06-23 09:41BTCSell64040.8→62386.1+9.80timeout
06-23 03:25BTCSell64375.8→64012.2+1.90timeout
06-22 21:25BTCSell63623.8→64260.2-4.35timeout
06-22 14:24BTCSell64048.8→65019.3-6.33timeout
06-22 07:46BTCSell64207.8→64237.2-0.55timeout
06-21 21:24BTCSell63914.8→63664.2+1.21timeout
06-21 14:29BTCSell63338.8→64002.2-4.60timeout
06-20 22:29BTCSell63254.8→64298.2-6.96timeout
06-20 07:45BTCSell62525.9→63721.2-8.01timeout
06-20 00:41BTCSell63000.8→63543.2-3.80timeout
06-19 15:53BTCSell62529.9→63184.2-4.59timeout
06-19 06:50BTCSell64087.8→62765.1+7.86timeout
06-18 15:57BTCSell65173.7→62312.1+16.97take_profit
06-18 13:18BTCSell65054.7→64384.2+3.75timeout
06-18 01:15BTCSell65732.7→64698.2+5.99timeout
06-17 19:20BTCSell65641.7→64573.2+6.16timeout
06-17 13:10BTCSell66113.7→64980.2+6.52timeout
06-17 07:00BTCSell66412.7→65598.3+4.51timeout
06-16 12:00BTCSell66213.7→66465.3-1.82timeout
06-16 05:52BTCSell65765.7→66097.3-2.43timeout
06-15 13:25BTCSell64349.8→66964.8-16.63stop_loss
06-15 07:00BTCSell64258.8→65787.3-9.86timeout
06-14 14:15BTCSell64157.8→64282.2-1.14timeout
06-14 08:09BTCSell63803.8→64433.2-4.26timeout
06-14 01:55BTCSell63790.8→64610.2-5.51timeout
06-13 13:29BTCSell63358.8→64205.2-5.65timeout
06-13 06:36BTCSell62902.9→63664.2-5.19timeout
06-13 00:35BTCSell63622.8→63543.2+0.21timeout
06-12 18:30BTCSell63362.8→63750.2-2.80timeout
06-12 12:28BTCSell62716.9→63477.2-5.15timeout
06-12 01:29BTCSell62112.9→63329.2-8.09timeout
06-11 19:28BTCSell61748.9→63583.2-12.13timeout
06-11 13:26BTCSell61420.9→62800.1-9.26timeout
06-10 16:17BTCSell60965→62390.1-9.67timeout
06-10 10:19BTCSell62691.9→61132.1+9.53timeout
06-10 04:12BTCSell62925.9→62023.1+5.27timeout
06-09 22:12BTCSell63410.8→62023.1+8.28timeout
06-09 15:56BTCSell63845.8→61041.1+17.33take_profit
06-09 10:03BTCSell63471.8→62739.1+4.24timeout
06-09 03:47BTCSell63094.8→62757.1+1.78timeout
06-08 21:31BTCSell61791.9→63633.2-12.25timeout
06-08 07:22BTCSell62087.9→63186.2-7.41timeout
06-07 22:15BTCSell61492.9→63992.2-16.62stop_loss
06-07 08:48BTCSell60499→62957.6-16.63stop_loss
06-07 03:10BTCSell60830→61471.1-4.53timeout
06-06 21:06BTCSell61745.9→60718+6.24timeout
06-06 15:13BTCSell60553→60594-0.63timeout
06-05 16:12BTCSell62503.9→59759+17.19take_profit
06-05 16:10BTCSell62687.9→59933+17.18take_profit
06-05 06:22BTCSell64294.8→61471.1+17.17take_profit
06-05 04:59BTCSell64348.8→63574.2+4.41timeout
06-04 01:50BTCSell65324.7→62456.1+17.21take_profit
06-04 00:25BTCSell66836.7→63902.2+17.18take_profit
06-03 16:54BTCSell67570.6→65926.3+9.42timeout
06-02 15:37BTCSell70168.5→67083.4+17.24take_profit
06-02 14:27BTCSell70936.5→67803.4+17.33take_profit
06-02 14:10BTCSell71534.4→68393.4+17.25take_profit
06-02 06:45BTCSell72975.4→70286.5+14.50timeout
06-01 23:38BTCSell73568.3→71535.6+10.81timeout
05-31 15:11BTCSell73893.3→73633.7+1.07timeout
05-30 14:53BTCSell73046.3→73892.7-4.87timeout
05-30 07:50BTCSell73365.3→73509.7-1.11timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
53%
win rate
+180.20
total pnl ($)
+57.7 bps
avg bps net
Live (dry_run=0)
2
closed
50%
win rate
-0.36
total pnl ($)
-1.4 bps
avg bps net
Live: 2 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7853%+57.7+180.20

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems