dvol_ivrv_zscore_mean_reversion_v5 · strategy

closed trades

45%

win rate

+126.29

total pnl ($)

1.509

weight

7d window — n=20 wr=35% pnl=+41.45 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 86 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 10:07	BTC	Sell	60389→59382	+7.88	timeout
06-29 20:19	BTC	Sell	59960→60354	-3.66	timeout
06-29 13:04	BTC	Sell	59465→60070	-5.48	timeout
06-29 03:38	BTC	Sell	59899→59916	-0.59	timeout
06-28 08:46	BTC	Sell	60246→60426	-1.95	timeout
06-28 02:05	BTC	Sell	60495→60243	+1.64	timeout
06-27 16:50	BTC	Sell	60284→60793	-4.66	timeout
06-27 09:10	BTC	Sell	59729→60372	-5.82	timeout
06-27 03:14	BTC	Sell	59806→60151	-3.33	timeout
06-26 20:21	BTC	Sell	60226→59709	+3.90	timeout
06-26 13:36	BTC	Sell	59202→59177	-0.22	timeout
06-26 07:06	BTC	Sell	59314→60303	-8.79	timeout
06-25 13:54	BTC	Sell	61301.9→58578.9	+21.76	take_profit
06-25 13:53	BTC	Sell	61737.9→59026	+21.49	take_profit
06-25 10:09	BTC	Sell	61051.9→61647.1	-5.32	timeout
06-25 04:07	BTC	Sell	60336→60828	-4.53	timeout
06-24 16:51	BTC	Sell	62647.9→59891	+21.49	take_profit
06-24 14:46	BTC	Sell	62668.9→61160.1	+11.57	timeout
06-24 04:50	BTC	Sell	62492.9→62770.1	-2.63	timeout
06-23 22:03	BTC	Sell	62524.9→62628.1	-1.29	timeout
06-23 16:01	BTC	Sell	64058.8→62487.1	+11.81	timeout
06-23 07:56	BTC	Sell	64463.8→62903.1	+11.61	timeout
06-23 01:44	BTC	Sell	65391.7→64034.2	+9.92	timeout
06-22 19:43	BTC	Sell	64244.8→64406.2	-1.68	timeout
06-22 05:07	BTC	Sell	64147.8→64149.2	-0.45	timeout
06-21 23:03	BTC	Sell	64424.8→63638.2	+5.64	timeout
06-21 15:33	BTC	Sell	64310.8→64177.2	+0.56	timeout
06-21 09:31	BTC	Sell	63902.8→64049.2	-1.53	timeout
06-21 03:27	BTC	Sell	64182.8→64407.2	-2.20	timeout
06-20 21:24	BTC	Sell	63545.8→63926.2	-3.45	timeout
06-20 04:53	BTC	Sell	63074.8→63554.2	-4.25	timeout
06-19 21:24	BTC	Sell	62383.9→63210.2	-7.05	timeout
06-19 11:41	BTC	Sell	62898.9→62599.1	+1.89	timeout
06-19 03:31	BTC	Sell	63267.8→62797.1	+3.23	timeout
06-18 18:51	BTC	Sell	64064.8→62774.1	+9.50	timeout
06-18 10:18	BTC	Sell	64131.8→63950.2	+1.02	timeout
06-18 04:06	BTC	Sell	65801.7→64177.2	+11.90	timeout
06-17 19:35	BTC	Sell	65540.7→64439.2	+7.97	timeout
06-17 12:18	BTC	Sell	65725.7→64797.2	+6.65	timeout
06-17 05:56	BTC	Sell	65885.7→65758.3	+0.53	timeout
06-16 22:55	BTC	Sell	66533.7→65705.3	+5.82	timeout
06-16 04:24	BTC	Sell	67139.6→66042.3	+7.70	timeout
06-15 22:21	BTC	Sell	65686.7→66351.3	-5.48	timeout
06-15 15:57	BTC	Sell	65918.7→67194.4	-10.11	timeout
06-15 09:14	BTC	Sell	64067.8→65669.3	-12.95	timeout
06-14 22:26	BTC	Sell	64573.8→65126.3	-4.70	timeout
06-14 09:08	BTC	Sell	64256.8→64437.2	-1.83	timeout
06-14 02:21	BTC	Sell	64130.8→64571.2	-3.89	timeout
06-13 16:50	BTC	Sell	63618.8→63903.2	-2.68	timeout
06-13 08:38	BTC	Sell	63512.8→63841.2	-2.99	timeout
06-13 02:07	BTC	Sell	63426.8→63778.2	-3.20	timeout
06-12 19:59	BTC	Sell	63078.8→63579.2	-4.41	timeout
06-12 13:45	BTC	Sell	63374.8→63109.2	+1.68	timeout
06-12 07:34	BTC	Sell	63866.8→63004.2	+6.33	timeout
06-12 01:37	BTC	Sell	62860.9→63300.2	-3.89	timeout
06-11 19:03	BTC	Sell	62638.9→63484.2	-7.13	timeout
06-11 09:05	BTC	Sell	61664.9→62892.1	-10.35	timeout
06-11 03:04	BTC	Sell	62241.9→62137.1	+0.42	timeout
06-10 07:13	BTC	Sell	61802.9→62023.1	-2.28	timeout
06-10 01:09	BTC	Sell	62646.9→62023.1	+4.48	timeout
06-09 18:42	BTC	Sell	63322.8→61698.1	+12.42	timeout
06-09 12:01	BTC	Sell	63042.8→62753.1	+1.82	timeout
06-09 05:12	BTC	Sell	63420.8→63133.2	+1.82	timeout
06-08 23:06	BTC	Sell	63104.8→63414.2	-2.89	timeout
06-08 15:59	BTC	Sell	63090.8→63740.2	-5.52	timeout
06-08 04:09	BTC	Sell	61984.9→62915.1	-7.95	timeout
06-07 14:33	BTC	Sell	61256.9→62261.1	-8.64	timeout
06-07 08:22	BTC	Sell	60565→62378.1	-15.45	timeout
06-07 02:19	BTC	Sell	60904→61273.1	-3.44	timeout
06-06 10:52	BTC	Sell	61725.9→60462	+9.78	timeout
06-06 03:17	BTC	Sell	60527→60809	-2.77	timeout
06-05 15:41	BTC	Sell	62798.9→60041	+21.50	take_profit
06-05 06:01	BTC	Sell	63483.8→62388.1	+8.15	timeout
06-04 22:35	BTC	Sell	62679.9→63369.2	-5.97	timeout
06-04 17:26	BTC	Sell	63824.8→63195.2	+4.53	timeout
06-04 01:51	BTC	Sell	65228.7→62364.1	+21.51	take_profit
06-04 00:25	BTC	Sell	66790.7→63858.2	+21.49	take_profit
06-03 12:48	BTC	Sell	66989.7→67001.3	-0.54	timeout
06-03 05:05	BTC	Sell	67579.6→66915.3	+4.47	timeout
06-02 19:46	BTC	Sell	69977.5→66856.3	+21.83	take_profit
06-02 06:23	BTC	Sell	71418.4→70315.5	+7.35	timeout
06-01 04:41	BTC	Sell	73492.3→73460.7	-0.22	timeout
05-31 19:59	BTC	Sell	73839.3→73545.7	+1.53	timeout
05-30 22:31	BTC	Sell	73613.3→73856.7	-2.05	timeout
05-30 02:53	BTC	Sell	73046.3→73728.7	-5.10	timeout
05-29 02:47	BTC	Sell	72696.4→73358.7	-4.94	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

+126.29

total pnl ($)

+29.2 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	86	45%	+29.2	+126.29

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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