dvol_zscore_mean_reversion_short_vol_v2 · strategy

closed trades

53%

win rate

+176.39

total pnl ($)

1.726

weight

7d window — n=24 wr=54% pnl=+72.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:48	BTC	Sell	60462→60135	+2.23	timeout
06-27 01:00	BTC	Sell	59127→60033	-8.10	timeout
06-26 17:55	BTC	Sell	59884→59991	-1.30	timeout
06-26 11:44	BTC	Sell	59957→59427	+4.00	timeout
06-26 05:41	BTC	Sell	59577→59886	-3.05	timeout
06-25 13:54	BTC	Sell	61225.9→58502.9	+21.78	take_profit
06-25 13:53	BTC	Sell	61497.9→58790.9	+21.54	take_profit
06-25 11:36	BTC	Sell	61003.9→61240.1	-2.38	timeout
06-25 05:30	BTC	Sell	59677→61562.1	-16.25	timeout
06-24 16:51	BTC	Sell	62404.9→59662	+21.48	take_profit
06-24 16:46	BTC	Sell	62863.9→60103	+21.41	take_profit
06-24 11:32	BTC	Sell	62632.9→62450.1	+1.02	timeout
06-24 05:31	BTC	Sell	62498.9→62855.1	-3.27	timeout
06-23 23:19	BTC	Sell	62372.9→62554.1	-1.91	timeout
06-23 17:01	BTC	Sell	63617.8→62513.1	+8.22	timeout
06-23 10:34	BTC	Sell	64074.8→62290.1	+13.38	timeout
06-23 03:57	BTC	Sell	64754.8→64013.2	+5.28	timeout
06-22 21:52	BTC	Sell	64077.8→64238.2	-1.70	timeout
06-22 15:47	BTC	Sell	64080.8→65008.3	-7.65	timeout
06-22 09:44	BTC	Sell	63856.8→64079.2	-2.15	timeout
06-22 03:44	BTC	Sell	64274.8→64151.2	+0.55	timeout
06-21 21:36	BTC	Sell	64135.8→63734.2	+2.68	timeout
06-21 15:33	BTC	Sell	64311.8→64177.2	+0.57	timeout
06-21 05:43	BTC	Sell	63846.8→64326.2	-4.20	timeout
06-20 13:28	BTC	Sell	63445.8→63278.2	+0.89	timeout
06-20 07:27	BTC	Sell	62911.9→63743.2	-7.05	timeout
06-20 01:27	BTC	Sell	62719.9→63408.2	-5.93	timeout
06-19 19:23	BTC	Sell	62718.9→62971.1	-2.45	timeout
06-19 13:32	BTC	Sell	62885.9→62765.1	+0.46	timeout
06-19 07:21	BTC	Sell	62706.9→62723.1	-0.60	timeout
06-19 01:35	BTC	Sell	64033.8→62839.1	+8.83	timeout
06-18 19:25	BTC	Sell	64213.8→62717.1	+11.10	timeout
06-18 13:25	BTC	Sell	64595.8→64354.2	+1.42	timeout
06-18 07:31	BTC	Sell	64578.8→64255.2	+2.05	timeout
06-18 01:30	BTC	Sell	64836.8→64692.2	+0.70	timeout
06-17 19:29	BTC	Sell	65517.7→64518.2	+7.19	timeout
06-17 13:15	BTC	Sell	65733.7→65046.3	+4.80	timeout
06-17 07:09	BTC	Sell	65726.7→65634.3	+0.27	timeout
06-17 01:02	BTC	Sell	66389.7→65778.3	+4.18	timeout
06-16 19:01	BTC	Sell	66389.7→65748.3	+4.42	timeout
06-16 00:10	BTC	Sell	66182.7→66381.3	-1.98	timeout
06-15 18:11	BTC	Sell	65833.7→66725.3	-7.16	timeout
06-15 09:21	BTC	Sell	64763.8→65687.3	-7.59	timeout
06-14 21:17	BTC	Sell	64373.8→64384.2	-0.52	timeout
06-14 14:33	BTC	Sell	64523.8→64070.2	+3.06	timeout
06-14 08:28	BTC	Sell	64224.8→64460.2	-2.28	timeout
06-14 02:16	BTC	Sell	64164.8→64590.2	-3.77	timeout
06-13 20:08	BTC	Sell	63760.8→64233.2	-4.15	timeout
06-13 09:40	BTC	Sell	63534.8→63793.2	-2.44	timeout
06-13 01:29	BTC	Sell	63354.8→63640.2	-2.66	timeout
06-12 18:41	BTC	Sell	62874.9→63892.2	-8.53	timeout
06-12 12:37	BTC	Sell	63653.8→63486.2	+0.90	timeout
06-12 06:34	BTC	Sell	63431.8→62912.1	+3.67	timeout
06-12 00:30	BTC	Sell	62576.9→63616.2	-8.68	timeout
06-11 04:01	BTC	Sell	62472.9→62567.1	-1.13	timeout
06-10 20:20	BTC	Sell	61580.9→61811.1	-2.29	timeout
06-10 03:09	BTC	Sell	61607.9→62023.1	-3.87	timeout
06-09 19:44	BTC	Sell	63161.8→61862.1	+9.89	timeout
06-09 08:22	BTC	Sell	63225.8→62880.1	+2.29	timeout
06-09 02:12	BTC	Sell	63835.8→62744.1	+8.09	timeout
06-08 20:06	BTC	Sell	63147.8→63392.2	-2.37	timeout
06-08 14:01	BTC	Sell	63101.8→63712.2	-5.26	timeout
06-08 02:02	BTC	Sell	61788.9→63124.2	-11.22	timeout
06-07 22:15	BTC	Sell	61451.9→63949.2	-20.77	stop_loss
06-07 19:49	BTC	Sell	62218.9→61220.1	+7.56	timeout
06-07 13:50	BTC	Sell	61408.9→61772.1	-3.40	timeout
06-07 07:44	BTC	Sell	60592→62200.1	-13.74	timeout
06-07 01:34	BTC	Sell	60751→61535.1	-6.87	timeout
06-06 10:16	BTC	Sell	61407.9→60655	+5.70	timeout
06-06 03:26	BTC	Sell	60982→60724	+1.67	timeout
06-05 15:40	BTC	Sell	62847.9→60088	+21.49	take_profit
06-05 14:28	BTC	Sell	63103.8→60333	+21.50	take_profit
06-05 09:19	BTC	Sell	63609.8→62992.1	+4.39	timeout
06-05 03:52	BTC	Sell	63853.8→62768.1	+8.02	timeout
06-04 21:46	BTC	Sell	63135.8→63358.2	-2.22	timeout
06-04 16:56	BTC	Sell	64350.8→63533.2	+5.94	timeout
06-04 01:49	BTC	Sell	65345.7→62476.1	+21.51	take_profit
06-04 00:24	BTC	Sell	66915.7→63977.2	+21.50	take_profit
06-03 16:41	BTC	Sell	66373.7→65910.3	+3.07	timeout
06-03 11:53	BTC	Sell	66673.7→67047.4	-3.19	timeout
06-03 04:07	BTC	Sell	67474.6→66356.3	+7.84	timeout
06-02 15:37	BTC	Sell	70160.5→67077.4	+21.54	take_profit
06-02 14:27	BTC	Sell	70907.5→67793.4	+21.53	take_profit
06-02 08:06	BTC	Sell	71512.4→70046.5	+9.87	timeout
06-01 03:52	BTC	Sell	73628.3→73808.7	-1.64	timeout
05-31 19:28	BTC	Sell	73887.3→73462.7	+2.43	timeout
05-31 07:46	BTC	Sell	74022.3→73864.7	+0.69	timeout
05-30 02:54	BTC	Sell	72931.4→73753.7	-6.07	timeout
05-29 19:50	BTC	Sell	73366.3→73644.7	-2.32	timeout
05-29 02:40	BTC	Sell	72896.4→73436.7	-4.09	timeout

Paper vs Live

Paper (trades.jsonl)

closed

53%

win rate

+176.39

total pnl ($)

+39.0 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	90	53%	+39.0	+176.39

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…