dvol_zscore_mean_reversion_short_vol · strategy

closed trades

50%

win rate

+149.96

total pnl ($)

1.526

weight

7d window — n=24 wr=38% pnl=+50.41 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 84 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 08:33	BTC	Sell	60228→60427	-1.67	timeout
06-27 02:27	BTC	Sell	58666.1→60311	-11.55	timeout
06-26 20:23	BTC	Sell	59601→59689	-0.86	timeout
06-26 14:19	BTC	Sell	59164→59803	-4.64	timeout
06-25 13:59	BTC	Sell	60770→58094.9	+17.22	take_profit
06-25 13:53	BTC	Sell	61710.9→58993.9	+17.24	take_profit
06-24 16:51	BTC	Sell	62465.9→59721	+17.08	take_profit
06-24 15:08	BTC	Sell	62309.9→60864	+8.88	timeout
06-24 09:02	BTC	Sell	62389.9→62681.1	-2.19	timeout
06-24 03:06	BTC	Sell	63981.8→62564.1	+8.55	timeout
06-23 21:06	BTC	Sell	64404.8→62560.1	+11.09	timeout
06-23 09:00	BTC	Sell	64136.8→62367.1	+10.48	timeout
06-23 08:24	BTC	Sell	65078.7→62206.1	+17.27	take_profit
06-23 02:56	BTC	Sell	64263.8→64204.2	+0.01	timeout
06-22 20:50	BTC	Sell	63702.8→64445.2	-5.01	timeout
06-22 14:45	BTC	Sell	64015.8→64907.2	-5.84	timeout
06-22 08:42	BTC	Sell	63917.8→64158.2	-1.82	timeout
06-22 02:41	BTC	Sell	64209.8→64521.2	-2.23	timeout
06-21 20:39	BTC	Sell	63841.8→63984.2	-1.25	timeout
06-21 14:39	BTC	Sell	63397.8→64010.2	-4.28	timeout
06-21 08:36	BTC	Sell	63439.8→63871.2	-2.97	timeout
06-21 02:32	BTC	Sell	63406.8→64207.2	-5.40	timeout
06-20 20:28	BTC	Sell	63044.8→63892.2	-5.76	timeout
06-20 14:25	BTC	Sell	63074.8→63332.2	-1.94	timeout
06-20 08:22	BTC	Sell	62684.9→63495.2	-5.48	timeout
06-20 02:18	BTC	Sell	62969.9→63365.2	-2.88	timeout
06-18 20:40	BTC	Sell	64341.8→63115.2	+7.14	timeout
06-18 14:44	BTC	Sell	65107.7→63838.2	+7.43	timeout
06-18 08:37	BTC	Sell	65092.7→64528.2	+3.10	timeout
06-18 02:35	BTC	Sell	65861.7→64649.2	+7.05	timeout
06-17 20:36	BTC	Sell	65771.7→64444.2	+7.71	timeout
06-17 14:25	BTC	Sell	65661.7→65205.3	+2.43	timeout
06-17 08:26	BTC	Sell	66478.7→65321.3	+6.59	timeout
06-17 02:17	BTC	Sell	66085.7→65885.3	+0.88	timeout
06-16 20:13	BTC	Sell	66537.7→65712.3	+4.68	timeout
06-16 14:10	BTC	Sell	66298.7→66129.3	+0.73	timeout
06-16 08:10	BTC	Sell	65696.7→66366.3	-4.48	timeout
06-16 02:05	BTC	Sell	65561.7→66297.3	-4.86	timeout
06-15 15:46	BTC	Sell	63773.8→67002.8	-20.62	stop_loss
06-15 13:53	BTC	Sell	64275.8→66583.3	-14.73	timeout
06-15 07:51	BTC	Sell	64386.8→65694.3	-8.43	timeout
06-15 01:50	BTC	Sell	64612.8→65507.3	-5.88	timeout
06-14 19:50	BTC	Sell	64311.8→63756.2	+3.13	timeout
06-14 13:50	BTC	Sell	64138.8→64283.2	-1.26	timeout
06-14 07:50	BTC	Sell	63791.8→64413.2	-4.25	timeout
06-14 01:46	BTC	Sell	63774.8→64589.2	-5.49	timeout
06-11 14:26	BTC	Sell	61986.9→62922.1	-6.32	timeout
06-11 08:19	BTC	Sell	61594.9→62810.1	-8.13	timeout
06-10 16:00	BTC	Sell	61132.9→62593.1	-9.88	timeout
06-10 10:00	BTC	Sell	62708.9→61290.1	+8.63	timeout
06-10 03:59	BTC	Sell	62838.9→62023.1	+4.75	timeout
06-09 22:01	BTC	Sell	63488.8→62023.1	+8.79	timeout
06-09 15:58	BTC	Sell	63756.8→61107.1	+16.38	timeout
06-09 09:49	BTC	Sell	63443.8→62634.1	+4.72	timeout
06-09 03:47	BTC	Sell	63094.8→62757.1	+1.78	timeout
06-08 21:47	BTC	Sell	61690.9→63731.2	-13.56	timeout
06-08 15:42	BTC	Sell	62135.9→63813.2	-11.11	timeout
06-08 09:40	BTC	Sell	62555.9→63282.2	-4.99	timeout
06-08 03:35	BTC	Sell	61603.9→63184.2	-10.60	timeout
06-07 21:29	BTC	Sell	60861→61753.1	-6.24	timeout
06-07 15:23	BTC	Sell	60490→61792.1	-8.96	timeout
06-07 09:18	BTC	Sell	61228.9→62778.1	-10.51	timeout
06-07 03:15	BTC	Sell	60881→61491.1	-4.32	timeout
06-06 21:11	BTC	Sell	61752.9→60787	+5.84	timeout
06-06 15:16	BTC	Sell	60530→60613	-0.91	timeout
06-05 16:11	BTC	Sell	62561.9→59804	+17.24	take_profit
06-05 15:39	BTC	Sell	62997.8→60231	+17.20	take_profit
06-05 13:57	BTC	Sell	63710.8→60906	+17.25	take_profit
06-05 13:56	BTC	Sell	63745.8→60941	+17.25	take_profit
06-05 09:40	BTC	Sell	62883.9→62773.1	+0.33	timeout
06-05 04:56	BTC	Sell	64350.8→63231.2	+6.56	timeout
06-04 01:49	BTC	Sell	65345.7→62476.1	+17.21	take_profit
06-04 00:29	BTC	Sell	66373.7→63459.2	+17.19	take_profit
06-04 00:24	BTC	Sell	66915.7→63977.2	+17.20	take_profit
06-03 23:16	BTC	Sell	66724.7→64461.2	+13.20	timeout
06-03 15:49	BTC	Sell	67222.6→66218.3	+5.68	timeout
06-02 15:37	BTC	Sell	70167.5→67070.4	+17.30	take_profit
06-02 14:27	BTC	Sell	70918.5→67804.4	+17.22	take_profit
05-31 23:53	BTC	Sell	73805.3→73664.7	+0.38	timeout
05-31 09:51	BTC	Sell	73559.3→73959.7	-2.42	timeout
05-31 00:06	BTC	Sell	73404.3→73835.7	-2.65	timeout
05-30 13:35	BTC	Sell	72939.4→73680.7	-4.37	timeout
05-30 07:01	BTC	Sell	73730.3→73545.7	+0.67	timeout
05-30 01:35	BTC	Sell	73527.3→73605.7	-0.75	timeout

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

+149.96

total pnl ($)

+44.4 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	84	50%	+44.4	+149.96

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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