dvol_ivrv_zscore_mean_revert_short

not live
65
closed trades
55%
win rate
+129.50
total pnl ($)
0.704
weight
7d window — n=22 wr=45% pnl=-37.17  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 65 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 20:41BTCSell63843.8→63948.2-1.27timeout
06-21 14:40BTCSell63381.8→64041.2-5.72timeout
06-21 08:36BTCSell63440.8→63869.2-3.68timeout
06-21 02:32BTCSell63418.8→64207.2-6.65timeout
06-20 20:28BTCSell63043.8→63901.2-7.28timeout
06-20 14:25BTCSell63065.8→63331.2-2.49timeout
06-20 08:22BTCSell62684.9→63487.2-6.79timeout
06-20 02:18BTCSell62969.9→63365.2-3.60timeout
06-18 20:40BTCSell64341.8→63115.2+8.92timeout
06-18 14:44BTCSell65107.7→63838.2+9.29timeout
06-18 08:37BTCSell65092.7→64528.2+3.88timeout
06-18 02:35BTCSell65861.7→64649.2+8.82timeout
06-17 20:36BTCSell65771.7→64444.2+9.64timeout
06-17 14:25BTCSell65661.7→65205.3+3.04timeout
06-17 08:25BTCSell66463.7→65311.3+8.21timeout
06-17 02:17BTCSell66085.7→65885.3+1.09timeout
06-16 20:13BTCSell66537.7→65712.3+5.85timeout
06-16 14:10BTCSell66298.7→66129.3+0.91timeout
06-16 08:10BTCSell65696.7→66366.3-5.59timeout
06-16 02:05BTCSell65561.7→66297.3-6.07timeout
06-15 13:20BTCSell64275.8→66887.8-20.79stop_loss
06-15 11:23BTCSell63773.8→66371.5-20.81stop_loss
06-15 01:50BTCSell64612.8→65507.3-7.35timeout
06-14 19:50BTCSell64311.8→63756.2+3.92timeout
06-14 13:50BTCSell64138.8→64283.2-1.58timeout
06-14 07:50BTCSell63791.8→64413.2-5.31timeout
06-14 01:42BTCSell63788.8→64597.2-6.81timeout
06-11 19:55BTCSell61939.9→63612.2-13.82timeout
06-11 13:54BTCSell62153.9→63184.2-8.63timeout
06-11 07:51BTCSell61651.9→62695.1-8.77timeout
06-10 15:57BTCSell61011.9→62688.1-14.13timeout
06-10 09:54BTCSell62642.9→61289.1+10.26timeout
06-10 03:53BTCSell62730.9→62023.1+5.12timeout
06-09 16:05BTCSell63752.8→60949+21.65take_profit
06-09 15:48BTCSell63807.8→61237.1+19.72timeout
06-09 09:42BTCSell63205.8→62646.1+3.96timeout
06-09 03:38BTCSell63062.8→62686.1+2.52timeout
06-08 21:38BTCSell61771.9→63749.2-16.42timeout
06-08 15:34BTCSell61959.9→63905.2-16.10timeout
06-08 09:31BTCSell62568.9→63371.2-6.84timeout
06-07 22:15BTCSell61585.9→64088.2-20.78stop_loss
06-07 21:29BTCSell60860→61746.1-7.75timeout
06-07 09:17BTCSell61208.9→62808.1-13.55timeout
06-07 03:15BTCSell60884→61492.1-5.39timeout
06-06 21:11BTCSell61752.9→60788+7.29timeout
06-06 15:20BTCSell60650→60462+1.09timeout
06-05 14:28BTCSell63098.8→60328+21.50take_profit
06-05 13:57BTCSell63610.8→60817+21.52take_profit
06-05 13:57BTCSell63705.8→60906+21.53take_profit
06-05 09:45BTCSell63082.8→62870.1+1.21timeout
06-05 05:17BTCSell63915.8→63283.2+4.44timeout
06-04 01:49BTCSell65333.7→62465.1+21.50take_profit
06-04 00:29BTCSell66375.7→63461.2+21.49take_profit
06-04 00:29BTCSell66496.7→63577.2+21.49take_profit
06-04 00:26BTCSell66646.7→63720.2+21.50take_profit
06-02 14:09BTCSell71585.4→68442.4+21.54take_profit
06-02 13:43BTCSell71685.4→68893.4+19.06timeout
06-02 02:07BTCSell73393.3→70167.5+21.65take_profit
06-01 22:43BTCSell73865.3→71158.6+18.02timeout
06-01 05:47BTCSell74046.3→73428.7+3.75timeout
05-31 23:51BTCSell73809.3→73693.7+0.30timeout
05-31 20:16BTCSell73923.3→73650.7+1.38timeout
05-31 09:51BTCSell73559.3→73959.7-3.02timeout
05-30 06:50BTCSell73704.3→73579.7+0.44timeout
05-30 01:36BTCSell73517.3→73612.7-1.06timeout

Paper vs Live

Paper (trades.jsonl)
65
closed
55%
win rate
+129.50
total pnl ($)
+39.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6555%+39.5+129.50

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems