dvol_zscore_iv_rv_mean_rev_long

not live
50
closed trades
46%
win rate
-154.16
total pnl ($)
0.763
weight
7d window — n=13 wr=46% pnl=-77.36  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 50 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 00:42BTCBuy59800→59938+0.68timeout
06-26 18:34BTCBuy59498→59831+2.24timeout
06-25 18:19BTCBuy59737→59635-1.27timeout
06-25 13:54BTCBuy60983→58471.8-21.00stop_loss
06-24 15:58BTCBuy62772.1→60223.9-20.74stop_loss
06-24 15:56BTCBuy62831.1→60280.8-20.69stop_loss
06-24 05:51BTCBuy63400.2→62861.9-4.75timeout
06-23 19:11BTCBuy64355.2→62326.9-16.23timeout
06-23 01:06BTCBuy63923.2→64177.8+1.55timeout
06-22 19:02BTCBuy64247.2→64329.8+0.14timeout
06-22 00:43BTCBuy64282.2→63899.8-3.45timeout
06-21 17:42BTCBuy63871.2→64061.8+1.12timeout
06-20 18:19BTCBuy63134.2→63826.8+5.03timeout
06-20 12:18BTCBuy62476.1→63725.8+9.51timeout
06-19 12:06BTCBuy63936.2→62625.9-10.61timeout
06-19 06:07BTCBuy63913.2→62766.9-9.36timeout
06-18 11:53BTCBuy64852.2→63924.8-7.67timeout
06-18 05:53BTCBuy65773.3→63865.8-14.97timeout
06-17 11:45BTCBuy66370.3→64787.8-12.46timeout
06-17 05:45BTCBuy66073.3→65881.7-1.93timeout
06-16 05:50BTCBuy65753.3→66064.7+1.97timeout
06-15 21:20BTCBuy64755.2→66494.7+12.92timeout
06-15 01:02BTCBuy64526.2→65467.7+6.81timeout
06-14 18:29BTCBuy64184.2→63696.8-4.35timeout
06-13 21:40BTCBuy63540.2→64327.8+5.72timeout
06-13 13:29BTCBuy63358.2→64199.8+6.13timeout
06-12 18:34BTCBuy63438.2→63745.8+1.96timeout
06-12 12:30BTCBuy62583.1→63462.8+6.51timeout
06-11 16:01BTCBuy62479.1→62727.9+1.44timeout
06-11 08:18BTCBuy61596.1→62803.9+9.21timeout
06-10 15:09BTCBuy61637.1→61961.9+2.14timeout
06-10 07:48BTCBuy63171.2→62016.9-9.48timeout
06-09 08:05BTCBuy63148.2→62981.9-1.84timeout
06-09 02:02BTCBuy63105.2→62776.9-3.03timeout
06-07 22:15BTCBuy61458.1→64156.8+21.51take_profit
06-07 22:15BTCBuy61413.1→64109.8+21.51take_profit
06-07 19:44BTCBuy60588→61198.9+4.63timeout
06-06 22:17BTCBuy61513.1→60681-7.14timeout
06-06 15:22BTCBuy60685→60556-1.51timeout
06-05 15:39BTCBuy62721.1→60169.9-20.78stop_loss
06-05 09:42BTCBuy62875.1→62789.9-1.11timeout
06-05 05:00BTCBuy64263.2→63549.8-5.95timeout
06-04 00:26BTCBuy66383.3→63689-20.73stop_loss
06-03 23:47BTCBuy66747.3→64297.8-18.79timeout
06-02 15:26BTCBuy70175.5→67328-20.75stop_loss
06-02 14:22BTCBuy70939.5→68042.6-20.89stop_loss
05-31 19:45BTCBuy73987.7→73503.3-3.71timeout
05-30 14:54BTCBuy72938.6→73889.3+5.92timeout
05-30 07:49BTCBuy73381.7→73502.3+0.33timeout
05-29 14:12BTCBuy72622.6→72987.4+2.04timeout

Paper vs Live

Paper (trades.jsonl)
50
closed
46%
win rate
-154.16
total pnl ($)
-61.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5046%-61.4-154.16

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems