dvol_ivrv_zscore_mean_reversion_short_v38

not live
3
closed trades
100%
win rate
+48.59
total pnl ($)
1.260
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 18:15:55 (25.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x3485393_71324
n: 112  ·  wr: 53.6%  ·  total_bps: +2253.7  ·  mean_bps: +20.12  ·  sharpe: +0.13  ·  max_dd_bps: -2695.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-02 14:10BTCSell71517.4→68374.4+17.25take_profit
06-02 07:03BTCSell72952.4→69743.5+17.34take_profit
06-02 01:49BTCSell73514.3→70898.5+13.99timeout

Paper vs Live

Paper (trades.jsonl)
3
closed
100%
win rate
+48.59
total pnl ($)
+402.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3100%+402.7+48.59

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems