options_iv_rv_zscore_mean_reversion_long_v2

not live
81
closed trades
43%
win rate
-222.32
total pnl ($)
0.700
weight
7d window — n=24 wr=42% pnl=-87.29  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 81 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 11:14BTCBuy60044→60368+2.23timeout
06-27 05:12BTCBuy60209→60262-0.01timeout
06-26 23:09BTCBuy59397→60037+4.92timeout
06-26 17:07BTCBuy59853→60078+1.37timeout
06-26 11:01BTCBuy59855→59343-4.75timeout
06-26 04:56BTCBuy59191→59856+5.18timeout
06-25 13:53BTCBuy61183.1→58694.7-20.76stop_loss
06-25 13:53BTCBuy61296.1→58802.6-20.78stop_loss
06-25 10:53BTCBuy60827→61317.9+3.57timeout
06-25 04:50BTCBuy60056→61055.9+7.88timeout
06-24 16:51BTCBuy62465.1→59855.1-21.29stop_loss
06-24 15:56BTCBuy62781.1→60230.9-20.72stop_loss
06-24 10:50BTCBuy62528.1→62507.9-0.63timeout
06-24 04:48BTCBuy62579.1→62743.9+0.83timeout
06-23 22:36BTCBuy62322.1→62506.9+1.04timeout
06-23 16:40BTCBuy63824.2→62596.9-10.05timeout
06-23 05:42BTCBuy64426.2→63399.8-8.43timeout
06-22 23:32BTCBuy64492.2→63970.8-4.50timeout
06-22 14:56BTCBuy64270.2→64858.8+4.08timeout
06-22 08:49BTCBuy63674.2→64125.8+3.06timeout
06-21 22:32BTCBuy64282.2→63655.8-5.31timeout
06-21 16:31BTCBuy64507.2→64140.8-3.29timeout
06-21 10:29BTCBuy64283.2→64276.8-0.53timeout
06-20 14:41BTCBuy63375.2→63386.8-0.39timeout
06-20 08:38BTCBuy63041.2→63396.8+2.32timeout
06-20 02:38BTCBuy63317.2→63376.8+0.02timeout
06-19 20:33BTCBuy62646.1→63003.8+2.39timeout
06-19 14:56BTCBuy62940.1→63209.8+1.74timeout
06-19 08:36BTCBuy63103.2→62654.9-3.94timeout
06-19 03:01BTCBuy63706.2→62982.9-6.08timeout
06-17 15:46BTCBuy65747.3→65498.7-2.42timeout
06-17 09:41BTCBuy65665.3→64948.8-5.93timeout
06-17 03:39BTCBuy65810.3→65788.7-0.63timeout
06-16 21:33BTCBuy66599.3→65716.7-7.12timeout
06-16 15:29BTCBuy65948.3→65751.7-1.98timeout
06-16 09:25BTCBuy66506.3→66629.7+0.48timeout
06-16 03:27BTCBuy66653.3→65964.7-5.61timeout
06-15 21:25BTCBuy65646.3→66518.7+6.16timeout
06-15 15:25BTCBuy65672.3→66629.7+6.85timeout
06-15 09:20BTCBuy64772.2→65731.7+6.96timeout
06-14 23:23BTCBuy64513.2→65517.7+7.31timeout
06-14 17:21BTCBuy64334.2→63912.8-3.76timeout
06-14 11:19BTCBuy64558.2→64506.8-0.85timeout
06-14 05:19BTCBuy64010.2→64323.8+2.01timeout
06-13 23:13BTCBuy63904.2→64419.8+3.57timeout
06-13 03:07BTCBuy64134.2→63683.8-3.96timeout
06-12 07:34BTCBuy63873.2→62997.8-7.32timeout
06-11 14:31BTCBuy61991.1→62883.9+6.70timeout
06-11 08:27BTCBuy61893.1→62872.9+7.39timeout
06-11 02:27BTCBuy62072.1→62085.9-0.36timeout
06-10 20:19BTCBuy61601.1→61816.9+1.27timeout
06-10 07:39BTCBuy61867.1→62016.9+0.81timeout
06-10 01:47BTCBuy62390.1→62016.9-3.39timeout
06-09 19:44BTCBuy63167.2→61854.9-10.88timeout
06-08 15:50BTCBuy63065.2→63828.8+5.54timeout
06-08 09:44BTCBuy61710.1→63308.8+12.50timeout
06-08 03:42BTCBuy62131.1→63159.8+7.82timeout
06-07 21:40BTCBuy62575.1→61796.9-6.66timeout
06-07 15:35BTCBuy61610.1→62053.9+3.15timeout
06-07 09:29BTCBuy60867→62659.9+14.29timeout
06-07 03:23BTCBuy60496→61652.9+9.09timeout
06-06 21:17BTCBuy61238.1→60852-3.57timeout
06-06 15:15BTCBuy60887→60567-3.08timeout
06-06 09:11BTCBuy61759.1→61185.9-5.12timeout
06-06 03:16BTCBuy60536→60827+1.95timeout
06-05 15:41BTCBuy62588.1→60047-20.73stop_loss
06-05 14:06BTCBuy63004.2→60445.7-20.75stop_loss
06-05 06:24BTCBuy63717.2→61129.4-20.73stop_loss
06-05 03:46BTCBuy63752.2→62710.9-8.59timeout
06-04 21:40BTCBuy62890.1→63218.8+2.17timeout
06-04 16:59BTCBuy64363.2→63525.8-7.00timeout
06-04 01:22BTCBuy65235.3→62587.6-20.74stop_loss
06-03 23:54BTCBuy66755.3→64045.8-20.74stop_loss
06-03 16:41BTCBuy66373.3→65927.7-3.84timeout
06-03 11:16BTCBuy66731.3→67302.6+3.76timeout
06-03 03:48BTCBuy67322.4→65794.7-11.80timeout
06-02 15:30BTCBuy70109.5→67264-20.75stop_loss
06-02 13:49BTCBuy70899.5→68864.6-14.83timeout
05-31 22:23BTCBuy73748.7→73811.3-0.02timeout
05-29 09:44BTCBuy73886.7→73796.3-1.10timeout
05-29 02:44BTCBuy72791.6→73302.3+3.00timeout

Paper vs Live

Paper (trades.jsonl)
81
closed
43%
win rate
-222.32
total pnl ($)
-54.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8143%-54.7-222.32

Recent bounces (last 20 of 1)

timesymsidereason
06-27 11:34BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems