iv_rv_spread_mean_reversion

47

closed trades

51%

win rate

+77.73

total pnl ($)

1.328

weight

7d window — n=12 wr=50% pnl=+17.51 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

time	sym	side	entry→exit	pnl	close
06-27 02:39	BTC	Sell	58787.1→60264	-7.81	timeout
06-26 14:33	BTC	Sell	60130→59839	+1.21	timeout
06-25 13:58	BTC	Sell	60889→58213.9	+12.88	take_profit
06-24 14:39	BTC	Sell	62535.9→61083.1	+6.67	timeout
06-24 02:44	BTC	Sell	64201.8→62713.1	+6.72	timeout
06-23 08:24	BTC	Sell	64992.8→62136.1	+12.89	take_profit
06-23 02:21	BTC	Sell	64497.8→64172.2	+1.24	timeout
06-22 14:17	BTC	Sell	63993.8→65199.3	-5.85	timeout
06-22 02:12	BTC	Sell	64214.8→64529.2	-1.69	timeout
06-21 14:10	BTC	Sell	63237.8→64056.2	-4.20	timeout
06-21 02:06	BTC	Sell	63462.8→64219.2	-3.82	timeout
06-20 14:09	BTC	Sell	63106.8→63213.2	-0.74	timeout
06-20 02:19	BTC	Sell	62960.9→63390.2	-2.32	timeout
06-18 15:01	BTC	Sell	65109.7→63693.2	+6.08	timeout
06-18 02:41	BTC	Sell	65805.7→64713.2	+4.73	timeout
06-17 14:30	BTC	Sell	65584.7→65235.3	+1.33	timeout
06-17 02:30	BTC	Sell	65749.7→66074.3	-1.74	timeout
06-16 14:09	BTC	Sell	66337.7→66071.3	+0.99	timeout
06-16 02:13	BTC	Sell	65615.7→66094.3	-2.45	timeout
06-15 13:51	BTC	Sell	64270.8→66628.3	-11.28	timeout
06-15 01:45	BTC	Sell	64552.8→65667.3	-5.43	timeout
06-13 20:24	BTC	Sell	63508.8→64223.2	-3.64	timeout
06-13 08:22	BTC	Sell	63522.8→63765.2	-1.36	timeout
06-12 20:22	BTC	Sell	63450.8→63512.2	-0.56	timeout
06-12 08:19	BTC	Sell	62795.9→63422.2	-3.21	timeout
06-11 20:15	BTC	Sell	61779.9→63494.2	-8.52	timeout
06-11 08:14	BTC	Sell	61579.9→62796.1	-6.11	timeout
06-10 09:38	BTC	Sell	62591.9→61284.1	+5.94	timeout
06-09 16:05	BTC	Sell	63742.8→60940	+12.99	take_profit
06-09 09:34	BTC	Sell	63164.8→62631.1	+2.26	timeout
06-08 22:19	BTC	Sell	63331.8→63189.2	+0.43	timeout
06-08 09:51	BTC	Sell	62526.9→63429.2	-4.59	timeout
06-07 21:29	BTC	Sell	60861→61753.1	-4.68	timeout
06-07 09:24	BTC	Sell	61135.9→62626.1	-7.60	timeout
06-06 21:23	BTC	Sell	61600.9→60906	+3.07	timeout
06-05 15:38	BTC	Sell	63028.8→60259	+12.91	take_profit
06-05 13:59	BTC	Sell	63546.8→60756	+12.91	take_profit
06-05 09:54	BTC	Sell	63027.8→62845.1	+0.59	timeout
06-04 01:49	BTC	Sell	65385.7→62514.1	+12.91	take_profit
06-04 00:29	BTC	Sell	66496.7→63577.2	+12.89	take_profit
06-03 23:38	BTC	Sell	67223.6→64267.2	+12.93	take_profit
06-02 14:09	BTC	Sell	71614.4→68469.4	+12.93	take_profit
06-02 02:07	BTC	Sell	73375.3→70153.5	+12.98	take_profit
05-31 23:53	BTC	Sell	73804.3→73673.7	+0.24	timeout
05-31 09:50	BTC	Sell	73560.3→73959.7	-1.81	timeout
05-30 13:15	BTC	Sell	73086.3→73713.7	-2.82	timeout
05-30 01:37	BTC	Sell	73487.3→73613.7	-0.76	timeout

Paper (trades.jsonl)

47

closed

51%

win rate

+77.73

total pnl ($)

+54.8 bps

avg bps net

Live (dry_run=0)

1

closed

0%

win rate

-0.01

total pnl ($)

-0.6 bps

avg bps net

Live: 1 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
BTC	47	51%	+54.8	+77.73

time	sym	side	reason
06-27 03:32	BTC	Sell	stale_intent
06-25 14:49	BTC	Sell	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 47 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)