options_iv_rv_zscore_mean_reversion_short · strategy

closed trades

52%

win rate

+192.58

total pnl ($)

1.665

weight

7d window — n=17 wr=41% pnl=+72.40 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 60 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 10:11	BTC	Sell	59686→60425	-6.60	timeout
06-27 03:25	BTC	Sell	58785.1→60297	-13.31	timeout
06-26 18:11	BTC	Sell	59513→60044	-4.80	timeout
06-25 13:55	BTC	Sell	61162.9→58471.9	+21.46	take_profit
06-25 13:54	BTC	Sell	61336.9→58578.9	+22.03	take_profit
06-25 13:53	BTC	Sell	61615.9→58906.9	+21.50	take_profit
06-24 16:46	BTC	Sell	62881.9→60121	+21.37	take_profit
06-24 11:07	BTC	Sell	62351.9→62344.1	-0.36	timeout
06-24 05:15	BTC	Sell	63556.8→62777.1	+5.75	timeout
06-23 23:19	BTC	Sell	63907.8→62555.1	+10.11	timeout
06-23 08:27	BTC	Sell	64934.8→62083.1	+21.45	take_profit
06-22 21:24	BTC	Sell	63654.8→64248.2	-5.10	timeout
06-22 07:40	BTC	Sell	64185.8→64284.2	-1.27	timeout
06-21 19:37	BTC	Sell	63848.8→64173.2	-3.01	timeout
06-21 13:36	BTC	Sell	63353.8→64010.2	-5.70	timeout
06-21 07:32	BTC	Sell	63747.8→64169.2	-3.77	timeout
06-20 19:28	BTC	Sell	62965.9→63833.2	-7.36	timeout
06-20 13:27	BTC	Sell	62755.9→63292.2	-4.67	timeout
06-20 07:24	BTC	Sell	62744.9→63747.2	-8.43	timeout
06-19 15:22	BTC	Sell	63408.8→63098.2	+1.90	timeout
06-18 11:18	BTC	Sell	64555.8→63970.2	+4.11	timeout
06-18 05:29	BTC	Sell	65829.7→63913.2	+14.12	timeout
06-17 23:24	BTC	Sell	65632.7→64433.2	+8.73	timeout
06-17 04:49	BTC	Sell	65830.7→66009.3	-1.78	timeout
06-16 22:41	BTC	Sell	66323.7→65733.3	+4.08	timeout
06-16 16:23	BTC	Sell	67161.6→65746.3	+10.17	timeout
06-15 13:18	BTC	Sell	64221.8→66831.7	-20.79	stop_loss
06-15 02:38	BTC	Sell	64529.8→65619.3	-8.86	timeout
06-14 20:23	BTC	Sell	64226.8→63884.2	+2.24	timeout
06-14 12:18	BTC	Sell	63918.8→64476.2	-4.81	timeout
06-13 21:18	BTC	Sell	63614.8→64239.2	-5.33	timeout
06-13 13:18	BTC	Sell	63467.8→64144.2	-5.72	timeout
06-13 06:19	BTC	Sell	63153.8→63551.2	-3.59	timeout
06-12 15:20	BTC	Sell	62636.9→64260.2	-13.33	timeout
06-11 08:14	BTC	Sell	61579.9→62796.1	-10.19	timeout
06-10 09:09	BTC	Sell	62733.9→61137.1	+12.15	timeout
06-10 02:58	BTC	Sell	62808.9→62023.1	+5.67	timeout
06-09 20:52	BTC	Sell	63377.8→62023.1	+10.10	timeout
06-08 23:47	BTC	Sell	63307.8→63020.2	+1.84	timeout
06-08 09:54	BTC	Sell	62545.9→63412.2	-7.36	timeout
06-07 22:15	BTC	Sell	61594.9→64098.2	-20.78	stop_loss
06-07 21:46	BTC	Sell	60737→61734.1	-8.68	timeout
06-07 07:48	BTC	Sell	61030.9→62227.1	-10.28	timeout
06-06 22:46	BTC	Sell	61650.9→60597	+8.02	timeout
06-06 14:45	BTC	Sell	60946→60911	-0.16	timeout
06-05 15:41	BTC	Sell	62776.9→60016	+21.52	take_profit
06-05 14:04	BTC	Sell	63401.8→60615	+21.53	take_profit
06-05 06:22	BTC	Sell	64177.8→61353.1	+21.51	take_profit
06-04 01:49	BTC	Sell	65333.7→62465.1	+21.50	take_profit
06-04 00:38	BTC	Sell	66062.7→63162.2	+21.50	take_profit
06-03 23:42	BTC	Sell	67191.6→64241.2	+21.50	take_profit
06-02 19:33	BTC	Sell	70115.5→66520.3	+25.17	take_profit
06-02 02:04	BTC	Sell	73774.3→70534.5	+21.65	take_profit
06-01 01:47	BTC	Sell	74080.3→73453.7	+3.86	timeout
05-31 13:52	BTC	Sell	73752.3→73800.7	-0.74	timeout
05-31 03:50	BTC	Sell	73557.3→74164.7	-4.52	timeout
05-30 16:57	BTC	Sell	73956.3→73896.7	+0.07	timeout
05-30 08:49	BTC	Sell	73712.3→73490.7	+1.09	timeout
05-29 22:54	BTC	Sell	73473.3→73395.7	+0.11	timeout
05-29 17:07	BTC	Sell	73409.3→73936.7	-3.95	timeout

Paper vs Live

Paper (trades.jsonl)

closed

52%

win rate

+192.58

total pnl ($)

+64.1 bps

avg bps net

Live (dry_run=0)

closed

100%

win rate

+0.63

total pnl ($)

+26.8 bps

avg bps net

Live: 1 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	60	52%	+64.1	+192.58

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 16:29	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…