dvol_ivrv_zscore_mean_reversion_short_v5

not live
28
closed trades
46%
win rate
+108.01
total pnl ($)
1.294
weight
7d window — n=9 wr=44% pnl=+10.39  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 02:28BTCSell63383.8→64547.2-7.56timeout
06-21 14:25BTCSell63165.8→64053.2-6.09timeout
06-21 02:18BTCSell62974.9→64213.2-8.19timeout
06-19 14:21BTCSell65222.7→63021.2+12.98timeout
06-19 02:15BTCSell65880.7→63041.2+16.70timeout
06-18 02:05BTCSell66290.7→64607.2+9.92timeout
06-17 14:00BTCSell66385.7→65179.3+6.95timeout
06-17 01:58BTCSell65460.7→65911.3-3.04timeout
06-16 01:51BTCSell64608.8→66372.3-11.29timeout
06-15 13:51BTCSell64097.8→66601.3-16.01timeout
06-15 01:46BTCSell63773.8→65658.3-12.14timeout
06-12 20:23BTCSell61894.9→63513.2-10.80timeout
06-12 08:18BTCSell61589.9→63442.2-12.22timeout
06-10 09:29BTCSell63393.8→61198.1+13.33timeout
06-09 21:25BTCSell61787.9→62023.1-2.05timeout
06-09 09:23BTCSell62678.9→62885.1-1.72timeout
06-07 22:15BTCSell60877→63959.2-20.62stop_loss
06-07 21:09BTCSell61834.9→61726.1+0.31timeout
06-07 09:11BTCSell62703.9→62800.1-1.04timeout
06-06 09:46BTCSell63135.8→61077.1+12.79timeout
06-05 15:39BTCSell65333.7→60112+31.55take_profit
06-05 01:48BTCSell66504.7→63338.2+18.65timeout
06-04 02:02BTCSell67186.6→61817.1+31.61take_profit
06-03 03:50BTCSell71093.4→65409.3+31.63take_profit
06-02 15:30BTCSell73156.3→67303.4+31.69take_profit
06-01 23:53BTCSell73805.3→71515.6+12.29timeout
05-31 13:35BTCSell72939.4→73933.7-5.81timeout
05-31 01:35BTCSell73527.3→74192.7-3.84timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
46%
win rate
+108.01
total pnl ($)
+96.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2846%+96.3+108.01

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems