dvol_skew_short_put_skew_mean_reversion

not live
31
closed trades
65%
win rate
+114.28
total pnl ($)
1.534
weight
7d window — n=7 wr=86% pnl=+44.93  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 31 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 11:43BTCSell59842→59210+4.81timeout
06-29 09:02BTCSell60325→59812+3.87timeout
06-28 07:37BTCSell60383→60110+1.83timeout
06-26 17:30BTCSell59530→60152-5.58timeout
06-25 16:58BTCSell59839→59298+4.01timeout
06-24 16:51BTCSell62594.9→59846+21.30take_profit
06-23 16:12BTCSell64690.8→62728.1+14.69timeout
06-22 09:41BTCSell64142.8→64047.2+0.38timeout
06-21 04:52BTCSell63551.8→64336.2-6.63timeout
06-20 02:57BTCSell62985.9→63328.2-3.17timeout
06-18 21:05BTCSell64287.8→63072.2+8.88timeout
06-17 20:21BTCSell65795.7→64302.2+10.88timeout
06-16 14:01BTCSell66353.7→66121.3+1.38timeout
06-15 13:24BTCSell64304.8→66917.8-20.79stop_loss
06-14 13:09BTCSell64129.8→64331.2-2.02timeout
06-13 11:33BTCSell63700.8→63903.2-1.95timeout
06-12 10:59BTCSell63111.8→63694.2-4.99timeout
06-11 08:18BTCSell61590.9→62810.1-10.20timeout
06-10 07:43BTCSell63162.8→62023.1+8.47timeout
06-08 22:28BTCSell62935.9→63313.2-3.41timeout
06-07 22:15BTCSell61542.9→64044.2-20.78stop_loss
06-06 22:16BTCSell61482.9→60655+6.21timeout
06-05 16:10BTCSell62735.9→59981+21.48take_profit
06-05 04:59BTCSell64356.8→63604.2+5.34timeout
06-03 23:33BTCSell66502.7→64488.2+14.71timeout
06-02 15:37BTCSell70168.5→67083.4+21.55take_profit
06-02 09:28BTCSell72547.4→69361.5+21.64take_profit
06-02 02:05BTCSell73696.3→70459.5+21.65take_profit
05-31 15:25BTCSell73850.3→73728.7+0.41timeout
05-30 07:48BTCSell73368.3→73486.7-1.22timeout
05-29 21:42BTCSell73852.3→73568.7+1.51timeout

Paper vs Live

Paper (trades.jsonl)
31
closed
65%
win rate
+114.28
total pnl ($)
+73.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3165%+73.5+114.28

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems