dvol_ivrv_zscore_mean_reversion_v4

not live
27
closed trades
59%
win rate
+121.72
total pnl ($)
1.470
weight
7d window — n=7 wr=43% pnl=+37.71  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:35BTCSell59975→60197-2.35timeout
06-26 15:30BTCSell59241→60185-8.37timeout
06-25 13:58BTCSell60802→58131.9+21.45take_profit
06-24 16:51BTCSell62602.9→59853+21.39take_profit
06-23 22:32BTCSell64009.8→62603.1+10.52timeout
06-22 21:40BTCSell63871.8→64205.2-3.05timeout
06-21 20:25BTCSell63912.8→64095.2-1.88timeout
06-20 19:40BTCSell62952.9→63879.2-7.83timeout
06-19 13:32BTCSell64238.8→62774.1+10.86timeout
06-18 07:15BTCSell65664.7→64065.2+11.73timeout
06-17 07:00BTCSell66392.7→65585.3+5.66timeout
06-15 21:20BTCSell64750.8→66503.3-13.92timeout
06-14 18:30BTCSell64173.8→63714.2+3.23timeout
06-13 13:29BTCSell63352.8→64205.2-7.12timeout
06-12 12:31BTCSell62587.9→63477.2-7.48timeout
06-11 08:19BTCSell61616.9→62810.1-10.01timeout
06-10 07:43BTCSell63162.8→62023.1+8.47timeout
06-09 02:01BTCSell63100.8→62758.1+2.25timeout
06-07 22:15BTCSell61406.9→63903.1-20.78stop_loss
06-06 22:17BTCSell61506.9→60687+6.14timeout
06-05 16:10BTCSell62714.9→59961+21.48take_profit
06-05 05:00BTCSell64251.8→63583.2+4.70timeout
06-03 23:47BTCSell66740.7→64304.2+17.79timeout
06-02 15:37BTCSell70168.5→67072.4+21.63take_profit
06-02 06:56BTCSell73178.3→69953.5+21.73take_profit
06-02 00:04BTCSell73840.3→71328.6+16.71timeout
05-30 07:48BTCSell73368.3→73486.7-1.22timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
59%
win rate
+121.72
total pnl ($)
+90.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2759%+90.0+121.72

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems