options_dvol_iv_rv_zscore_mean_rev_long

not live
43
closed trades
47%
win rate
-100.66
total pnl ($)
1.170
weight
7d window — n=12 wr=58% pnl=-4.25  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 43 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 14:24BTCBuy64055.2→65012.7+6.92timeout
06-22 07:46BTCBuy64214.2→64230.8-0.31timeout
06-21 04:41BTCBuy63578.2→64482.8+6.68timeout
06-20 22:39BTCBuy63220.2→64229.8+7.53timeout
06-19 23:09BTCBuy62787.1→63277.8+3.42timeout
06-19 16:55BTCBuy62634.1→62934.9+1.96timeout
06-18 15:17BTCBuy65911.3→63235.2-20.41stop_loss
06-18 11:08BTCBuy64663.2→64074.8-5.07timeout
06-17 10:57BTCBuy66480.3→64767.8-13.41timeout
06-17 04:40BTCBuy65845.3→65887.7-0.16timeout
06-16 04:03BTCBuy65827.3→66176.7+2.25timeout
06-15 21:51BTCBuy65497.3→66395.7+6.36timeout
06-15 00:55BTCBuy64534.2→65576.7+7.60timeout
06-14 18:31BTCBuy64188.2→63718.8-4.20timeout
06-13 21:34BTCBuy63516.2→64256.8+5.35timeout
06-13 11:48BTCBuy63800.2→63874.8+0.05timeout
06-12 17:41BTCBuy63323.2→63798.8+3.29timeout
06-12 10:05BTCBuy62835.1→63665.8+6.06timeout
06-11 16:00BTCBuy62610.1→62755.9+0.56timeout
06-11 08:18BTCBuy61597.1→62803.9+9.21timeout
06-10 15:09BTCBuy61644.1→61970.9+2.16timeout
06-10 07:45BTCBuy63188.2→62016.9-9.61timeout
06-09 08:06BTCBuy63165.2→62931.9-2.31timeout
06-09 02:05BTCBuy63052.2→62783.9-2.56timeout
06-07 22:15BTCBuy61469.1→64168.8+21.51take_profit
06-07 22:15BTCBuy61405.1→64101.8+21.52take_profit
06-07 19:44BTCBuy60598→61202.9+4.59timeout
06-06 22:17BTCBuy61519.1→60670-7.28timeout
06-06 15:19BTCBuy60799→60396-3.76timeout
06-05 15:39BTCBuy62742.1→60195.9-20.73stop_loss
06-05 09:44BTCBuy62879.1→62782.9-1.19timeout
06-05 05:01BTCBuy64171.2→63516.8-5.49timeout
06-04 00:26BTCBuy66383.3→63689-20.73stop_loss
06-03 23:33BTCBuy66509.3→64481.8-15.69timeout
06-02 15:26BTCBuy70175.5→67328-20.75stop_loss
06-02 14:01BTCBuy71524.6→68620.2-20.79stop_loss
06-02 06:47BTCBuy72959.6→69995.5-20.90stop_loss
06-02 01:49BTCBuy73521.7→70891.5-18.49timeout
05-31 19:48BTCBuy74040.7→73489.3-4.16timeout
05-30 14:53BTCBuy73053.7→73885.3+5.09timeout
05-30 07:50BTCBuy73372.7→73502.3+0.39timeout
05-29 23:33BTCBuy73692.7→73344.3-2.82timeout
05-29 14:15BTCBuy73288.7→73021.3-2.32timeout

Paper vs Live

Paper (trades.jsonl)
43
closed
47%
win rate
-100.66
total pnl ($)
-46.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4347%-46.4-100.66

Recent bounces (last 20 of 1)

timesymsidereason
06-22 08:54BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems