dvol_ivrv_zscore_short_vol · strategy

closed trades

59%

win rate

+181.39

total pnl ($)

1.598

weight

7d window — n=13 wr=46% pnl=+61.82 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 51 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 00:19	BTC	Sell	59761→60063	-2.96	timeout
06-26 18:07	BTC	Sell	59624→60077	-4.14	timeout
06-25 17:53	BTC	Sell	59331→59598	-2.74	timeout
06-25 13:57	BTC	Sell	61060.9→58371.9	+21.51	take_profit
06-24 16:47	BTC	Sell	62763.9→60008	+21.41	take_profit
06-24 16:46	BTC	Sell	62870.9→60106	+21.50	take_profit
06-24 05:49	BTC	Sell	63355.8→62917.1	+3.07	timeout
06-23 19:33	BTC	Sell	64398.8→62414.1	+14.97	timeout
06-23 01:08	BTC	Sell	63948.8→64223.2	-2.61	timeout
06-22 19:04	BTC	Sell	64190.8→64328.2	-1.47	timeout
06-22 00:44	BTC	Sell	64283.8→63886.2	+2.67	timeout
06-21 15:48	BTC	Sell	64156.8→64251.2	-1.24	timeout
06-20 17:13	BTC	Sell	62932.9→63907.2	-8.17	timeout
06-20 11:08	BTC	Sell	62460.9→63624.2	-9.71	timeout
06-19 11:30	BTC	Sell	64049.8→62620.1	+10.63	timeout
06-19 05:12	BTC	Sell	63901.8→62629.1	+9.45	timeout
06-18 10:57	BTC	Sell	64761.8→64129.2	+4.51	timeout
06-17 22:56	BTC	Sell	65711.7→64360.2	+9.83	timeout
06-17 10:49	BTC	Sell	66543.7→64855.2	+12.33	timeout
06-16 21:25	BTC	Sell	66519.7→65715.3	+5.69	timeout
06-16 05:45	BTC	Sell	65699.7→66114.3	-3.66	timeout
06-15 16:39	BTC	Sell	64122.8→67124.4	-23.78	timeout
06-14 20:45	BTC	Sell	64221.8→64026.2	+1.11	timeout
06-14 14:44	BTC	Sell	64182.8→63910.2	+1.68	timeout
06-13 20:29	BTC	Sell	63504.8→64228.2	-6.13	timeout
06-13 13:00	BTC	Sell	63423.8→64123.2	-5.89	timeout
06-12 18:35	BTC	Sell	63427.8→63757.2	-3.04	timeout
06-12 12:32	BTC	Sell	62600.9→63483.2	-7.43	timeout
06-11 15:59	BTC	Sell	62580.9→62691.1	-1.24	timeout
06-11 08:19	BTC	Sell	61589.9→62810.1	-10.22	timeout
06-10 07:44	BTC	Sell	63161.8→62023.1	+8.46	timeout
06-09 20:22	BTC	Sell	63225.8→62023.1	+8.95	timeout
06-09 02:01	BTC	Sell	63101.8→62770.1	+2.16	timeout
06-08 19:58	BTC	Sell	61248.9→63386.2	-17.86	timeout
06-08 01:49	BTC	Sell	61533.9→63100.2	-13.10	timeout
06-07 19:40	BTC	Sell	60541→61243.1	-6.30	timeout
06-06 22:17	BTC	Sell	61490.9→60673	+6.13	timeout
06-06 15:19	BTC	Sell	60793→60402	+2.76	timeout
06-05 16:10	BTC	Sell	62735.9→59981	+21.48	take_profit
06-05 09:44	BTC	Sell	62872.9→62789.1	+0.19	timeout
06-05 05:00	BTC	Sell	64256.8→63555.2	+4.96	timeout
06-04 00:29	BTC	Sell	66376.7→63462.2	+21.49	take_profit
06-03 23:33	BTC	Sell	66502.7→64488.2	+14.69	timeout
06-02 19:33	BTC	Sell	70102.5→66520.3	+25.08	take_profit
06-02 14:10	BTC	Sell	71542.4→68394.4	+21.59	take_profit
06-02 07:02	BTC	Sell	73011.3→69803.5	+21.65	take_profit
06-02 01:48	BTC	Sell	73477.3→70859.5	+17.51	timeout
05-31 19:49	BTC	Sell	74023.3→73495.7	+3.10	timeout
05-30 14:54	BTC	Sell	72939.4→73895.7	-6.86	timeout
05-30 07:48	BTC	Sell	73368.3→73486.7	-1.22	timeout
05-29 14:37	BTC	Sell	72916.4→72789.6	+0.56	timeout

Paper vs Live

Paper (trades.jsonl)

closed

59%

win rate

+181.39

total pnl ($)

+70.8 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	51	59%	+70.8	+181.39

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…