dvol_ivrv_zscore_mean_reversion_short_v4 · strategy

closed trades

53%

win rate

+192.52

total pnl ($)

1.937

weight

7d window — n=18 wr=61% pnl=+108.25 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 73 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 04:41	BTC	Sell	60357→60132	+1.42	timeout
06-27 19:10	BTC	Sell	59984→60553	-5.23	timeout
06-27 07:01	BTC	Sell	60271→60329	-0.93	timeout
06-27 00:41	BTC	Sell	59761→59944	-1.96	timeout
06-26 18:37	BTC	Sell	59459→59761	-2.88	timeout
06-25 18:24	BTC	Sell	59815→59544	+1.78	timeout
06-25 13:58	BTC	Sell	60911→58232.9	+21.48	take_profit
06-25 13:53	BTC	Sell	61693.9→58982.9	+21.49	take_profit
06-24 16:51	BTC	Sell	62502.9→59753	+21.37	take_profit
06-24 16:46	BTC	Sell	62825.9→60066	+21.43	take_profit
06-24 13:45	BTC	Sell	62363.9→61498.1	+6.48	timeout
06-23 09:51	BTC	Sell	64086.8→62364.1	+12.78	timeout
06-23 08:28	BTC	Sell	64755.8→61911.1	+21.47	take_profit
06-23 03:49	BTC	Sell	64156.8→63993.2	+0.82	timeout
06-22 15:44	BTC	Sell	64264.8→65045.3	-6.45	timeout
06-22 09:37	BTC	Sell	64128.8→64088.2	-0.05	timeout
06-22 03:33	BTC	Sell	64310.8→64241.2	+0.17	timeout
06-21 08:08	BTC	Sell	63525.8→64105.2	-4.94	timeout
06-21 02:06	BTC	Sell	63462.8→64219.2	-6.37	timeout
06-20 19:16	BTC	Sell	63018.8→63889.2	-7.37	timeout
06-20 07:23	BTC	Sell	62723.9→63737.2	-8.52	timeout
06-20 01:45	BTC	Sell	62879.9→63534.2	-5.64	timeout
06-19 13:55	BTC	Sell	64098.8→63161.2	+6.77	timeout
06-19 01:42	BTC	Sell	64577.8→62865.1	+12.70	timeout
06-18 19:26	BTC	Sell	64747.8→62733.1	+14.90	timeout
06-18 07:16	BTC	Sell	65670.7→64142.2	+11.17	timeout
06-18 01:03	BTC	Sell	65763.7→64552.2	+8.84	timeout
06-17 19:03	BTC	Sell	65668.7→65478.3	+1.07	timeout
06-17 07:00	BTC	Sell	66397.7→65594.3	+5.63	timeout
06-17 00:42	BTC	Sell	66431.7→65808.3	+4.31	timeout
06-16 15:44	BTC	Sell	66873.7→65825.3	+7.46	timeout
06-15 15:46	BTC	Sell	63780.8→67010.8	-25.79	stop_loss
06-15 13:20	BTC	Sell	64320.8→66847.3	-20.11	timeout
06-15 07:21	BTC	Sell	64304.8→65850.3	-12.45	timeout
06-14 13:10	BTC	Sell	64129.8→64310.2	-1.85	timeout
06-14 07:04	BTC	Sell	63667.8→64259.2	-5.10	timeout
06-14 01:44	BTC	Sell	63748.8→64574.2	-6.95	timeout
06-13 05:45	BTC	Sell	63379.8→63549.2	-1.79	timeout
06-12 23:39	BTC	Sell	63496.8→63461.2	-0.06	timeout
06-12 17:39	BTC	Sell	63201.8→63821.2	-5.34	timeout
06-11 22:19	BTC	Sell	61127.9→63617.2	-20.67	timeout
06-11 14:52	BTC	Sell	61876.9→62921.1	-8.79	timeout
06-11 08:14	BTC	Sell	61579.9→62796.1	-10.19	timeout
06-10 19:49	BTC	Sell	61772.9→61889.1	-1.32	timeout
06-10 13:45	BTC	Sell	62340.9→62249.1	+0.30	timeout
06-10 07:44	BTC	Sell	63165.8→62023.1	+8.46	timeout
06-09 09:26	BTC	Sell	63376.8→62848.1	+3.72	timeout
06-09 03:26	BTC	Sell	63183.8→62755.1	+2.93	timeout
06-08 21:25	BTC	Sell	61790.9→63673.2	-15.64	timeout
06-08 09:19	BTC	Sell	62769.9→63458.2	-5.90	timeout
06-08 03:21	BTC	Sell	61655.9→63254.2	-13.38	timeout
06-07 21:12	BTC	Sell	60851→61849.1	-8.67	timeout
06-07 09:04	BTC	Sell	61131.9→62830.1	-14.38	timeout
06-07 02:58	BTC	Sell	60934→61517.1	-5.17	timeout
06-06 16:54	BTC	Sell	61339.9→60805	+3.88	timeout
06-05 18:44	BTC	Sell	62459.9→59717	+21.53	take_profit
06-05 13:59	BTC	Sell	63527.8→60737	+21.52	take_profit
06-05 09:43	BTC	Sell	62880.9→62772.1	+0.39	timeout
06-05 04:59	BTC	Sell	64348.8→63574.2	+5.51	timeout
06-04 01:50	BTC	Sell	65324.7→62456.1	+21.51	take_profit
06-04 00:29	BTC	Sell	66373.7→63459.2	+21.48	take_profit
06-04 00:12	BTC	Sell	66789.7→64319.2	+18.04	timeout
06-03 16:27	BTC	Sell	67778.6→65544.3	+16.09	timeout
06-02 15:37	BTC	Sell	70168.5→67072.4	+21.63	take_profit
06-02 14:09	BTC	Sell	71565.4→68421.4	+21.57	take_profit
06-02 06:32	BTC	Sell	73184.3→70395.5	+18.75	timeout
06-01 23:26	BTC	Sell	73789.3→71342.6	+16.28	timeout
06-01 00:39	BTC	Sell	73920.3→73879.7	-0.18	timeout
05-31 15:03	BTC	Sell	73871.3→73607.7	+1.35	timeout
05-30 12:57	BTC	Sell	73257.3→73677.7	-3.35	timeout
05-30 06:39	BTC	Sell	73643.3→73633.7	-0.34	timeout
05-29 23:35	BTC	Sell	73645.3→73304.7	+1.88	timeout
05-29 13:30	BTC	Sell	73080.3→73029.7	-0.08	timeout

Paper vs Live

Paper (trades.jsonl)

closed

53%

win rate

+192.52

total pnl ($)

+52.6 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	73	53%	+52.6	+192.52

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 01:57	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…