eth_dvol_iv_rv_zscore_mean_rev_long

not live
37
closed trades
49%
win rate
-21.07
total pnl ($)
0.990
weight
7d window — n=10 wr=40% pnl=-39.84  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 37 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 16:24ETHBuy1575.16→1601.34+6.34timeout
06-25 13:51ETHBuy1650.97→1567.06-20.67stop_loss
06-25 06:56ETHBuy1587.76→1657.33+17.13take_profit
06-24 16:51ETHBuy1670.87→1585.75-20.68stop_loss
06-24 07:19ETHBuy1693.17→1674.83-4.57timeout
06-23 08:13ETHBuy1764.98→1675.49-20.50stop_loss
06-23 00:29ETHBuy1719.27→1720.93+0.09timeout
06-22 12:22ETHBuy1719.97→1763.92+9.74timeout
06-21 23:20ETHBuy1741.07→1713.33-6.67timeout
06-21 09:19ETHBuy1724.27→1725.33-0.06timeout
06-20 21:20ETHBuy1707.77→1734.43+5.85timeout
06-19 17:16ETHBuy1684.67→1696.63+2.48timeout
06-19 05:18ETHBuy1728.97→1694.93-8.24timeout
06-18 09:24ETHBuy1770.98→1749.63-5.30timeout
06-17 13:21ETHBuy1807.18→1759.02-11.01timeout
06-16 15:28ETHBuy1817.48→1776.02-9.53timeout
06-15 13:13ETHBuy1720.67→1796.22+17.18take_profit
06-15 10:54ETHBuy1662.57→1736.03+17.29take_profit
06-15 03:20ETHBuy1681.97→1721.53+9.00timeout
06-14 15:16ETHBuy1681.07→1662.23-4.84timeout
06-14 03:14ETHBuy1667.37→1681.53+3.00timeout
06-13 15:21ETHBuy1684.07→1681.23-1.10timeout
06-13 02:50ETHBuy1675.47→1665.23-2.88timeout
06-12 14:37ETHBuy1649.16→1672.83+5.35timeout
06-12 02:28ETHBuy1634.76→1671.83+8.68timeout
06-11 14:21ETHBuy1642.16→1643.44-0.11timeout
06-10 15:49ETHBuy1641.06→1644.44+0.42timeout
06-09 23:33ETHBuy1692.27→1655.63-9.08timeout
06-09 11:33ETHBuy1687.67→1668.83-4.72timeout
06-08 23:30ETHBuy1684.07→1696.53+2.71timeout
06-07 22:14ETHBuy1628.56→1700.43+17.35take_profit
06-07 09:46ETHBuy1578.66→1632.64+13.43timeout
06-07 08:55ETHBuy1566.46→1635.14+17.18take_profit
06-05 06:22ETHBuy1732.47→1644.61-20.64stop_loss
06-03 15:48ETHBuy1911.79→1837.42-15.91timeout
06-02 07:53ETHBuy1977.2→1983.3+0.83timeout
06-01 15:48ETHBuy2012.6→1971.6-8.63timeout

Paper vs Live

Paper (trades.jsonl)
37
closed
49%
win rate
-21.07
total pnl ($)
-14.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH3749%-14.2-21.07

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems