dvol_ivrv_zscore_mean_reversion_short_v39

not live
43
closed trades
53%
win rate
+129.01
total pnl ($)
1.386
weight
7d window — n=10 wr=50% pnl=+21.91  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 43 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:50BTCSell59732→60634-8.00timeout
06-27 02:40BTCSell58807.1→60303-13.16timeout
06-26 14:25BTCSell59348→60047-6.29timeout
06-26 02:19BTCSell60780→58665.9+16.89timeout
06-24 14:58BTCSell62491.9→61049.1+11.03timeout
06-24 03:12BTCSell63966.8→62610.1+10.21timeout
06-23 15:01BTCSell65021.7→62422.1+19.49timeout
06-23 02:42BTCSell64517.8→64184.2+2.14timeout
06-22 14:53BTCSell64042.8→64958.2-7.51timeout
06-22 02:31BTCSell64200.8→64526.2-2.89timeout
06-21 14:30BTCSell63343.8→64002.2-5.71timeout
06-21 02:28BTCSell63389.8→64206.2-6.88timeout
06-20 14:26BTCSell63191.8→63338.2-1.54timeout
06-20 02:17BTCSell62980.9→63382.2-3.65timeout
06-18 14:16BTCSell65411.7→63888.2+11.18timeout
06-18 02:15BTCSell65880.7→64504.2+10.07timeout
06-17 14:12BTCSell66052.7→65320.3+5.11timeout
06-17 02:06BTCSell66290.7→65883.3+2.67timeout
06-16 14:01BTCSell66362.7→66115.3+1.49timeout
06-16 01:58BTCSell65462.7→66293.3-6.81timeout
06-15 13:20BTCSell64275.8→66888.8-20.80stop_loss
06-15 01:50BTCSell64612.8→65552.3-7.69timeout
06-14 13:50BTCSell64112.8→64283.2-1.78timeout
06-14 01:46BTCSell63773.8→64589.2-6.87timeout
06-11 20:20BTCSell61717.9→63517.2-14.90timeout
06-11 08:19BTCSell61594.9→62810.1-10.19timeout
06-10 09:53BTCSell62658.9→61233.1+10.84timeout
06-09 21:44BTCSell63800.8→62023.1+13.38timeout
06-09 09:25BTCSell63388.8→62835.1+3.89timeout
06-08 09:23BTCSell62618.9→63474.2-7.27timeout
06-07 22:15BTCSell61768.9→64278.3-20.76stop_loss
06-07 21:12BTCSell60814→61894.1-9.35timeout
06-07 09:10BTCSell61164.9→62795.1-13.82timeout
06-06 21:08BTCSell61834.9→60711+8.57timeout
06-06 09:12BTCSell62692.9→61224.1+11.32timeout
06-05 16:11BTCSell63607.8→59795+29.45take_profit
06-05 09:43BTCSell62863.9→62787.1+0.14timeout
06-04 02:04BTCSell65346.7→61432.1+29.50take_profit
06-04 00:54BTCSell67024.6→63008.2+29.49take_profit
06-03 23:22BTCSell66549.7→64482.2+15.05timeout
06-03 03:39BTCSell70160.5→65953.3+29.54take_profit
06-02 19:33BTCSell70815.5→66572.3+29.52take_profit
06-01 01:48BTCSell74096.3→73466.7+3.89timeout

Paper vs Live

Paper (trades.jsonl)
43
closed
53%
win rate
+129.01
total pnl ($)
+59.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4353%+59.9+129.01

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems