options_iv_rv_zscore_mean_reversion_short_v2

not live
77
closed trades
51%
win rate
+206.74
total pnl ($)
2.026
weight
7d window — n=25 wr=52% pnl=+131.90  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 77 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:26BTCSell59658→60281-5.64timeout
06-27 06:16BTCSell59705→60112-3.86timeout
06-26 23:49BTCSell59852→60058-2.16timeout
06-26 17:36BTCSell59631→59971-3.20timeout
06-25 17:05BTCSell59925→59157+5.90timeout
06-25 13:57BTCSell60971→58291.9+21.46take_profit
06-25 13:55BTCSell61138.9→58453.9+21.50take_profit
06-25 13:53BTCSell61629.9→58915.9+21.54take_profit
06-24 16:51BTCSell62320.9→59577+21.52take_profit
06-24 16:51BTCSell62595.9→59844+21.33take_profit
06-24 16:06BTCSell62980.9→60213+21.43take_profit
06-24 11:01BTCSell62336.9→62452.1-1.35timeout
06-24 05:22BTCSell63500.8→62795.1+5.16timeout
06-23 23:25BTCSell63981.8→62644.1+9.98timeout
06-23 09:14BTCSell64162.8→62409.1+12.99timeout
06-23 08:24BTCSell65033.7→62173.1+21.49take_profit
06-23 02:55BTCSell64279.8→64200.2+0.17timeout
06-22 21:00BTCSell63827.8→64428.2-5.14timeout
06-22 14:35BTCSell63970.8→65027.3-8.61timeout
06-22 07:47BTCSell64193.8→64238.2-0.79timeout
06-21 21:53BTCSell63994.8→63805.2+1.03timeout
06-21 12:50BTCSell63559.8→64019.2-4.13timeout
06-21 06:52BTCSell63720.8→64276.2-4.81timeout
06-21 00:47BTCSell63525.8→64227.2-5.92timeout
06-20 17:15BTCSell62973.9→63923.2-7.97timeout
06-20 08:35BTCSell62623.9→63452.2-6.97timeout
06-20 02:27BTCSell62989.9→63381.2-3.57timeout
06-19 20:22BTCSell63103.8→62976.1+0.60timeout
06-19 06:49BTCSell64072.8→62763.1+9.73timeout
06-18 15:51BTCSell65472.7→62594.1+21.50take_profit
06-17 05:26BTCSell66049.7→65822.3+1.31timeout
06-16 23:27BTCSell66149.7→65695.3+3.07timeout
06-16 15:07BTCSell66609.7→65786.3+5.82timeout
06-16 09:05BTCSell65663.7→66823.3-9.30timeout
06-16 03:03BTCSell65471.7→65778.3-2.79timeout
06-15 13:25BTCSell64314.8→66928.8-20.79stop_loss
06-15 11:23BTCSell63773.8→66365.5-20.77stop_loss
06-15 07:45BTCSell64312.8→65720.3-11.38timeout
06-14 19:44BTCSell64267.8→63740.2+3.70timeout
06-14 13:38BTCSell64204.8→64274.2-0.99timeout
06-14 07:37BTCSell63792.8→64307.2-4.48timeout
06-14 01:46BTCSell63779.8→64589.2-6.82timeout
06-13 19:29BTCSell63716.8→64154.2-3.88timeout
06-13 06:41BTCSell62922.9→63665.2-6.34timeout
06-12 14:02BTCSell63019.8→63420.2-3.56timeout
06-12 07:04BTCSell62639.9→63079.2-3.91timeout
06-11 17:49BTCSell61086.9→63574.9-20.74stop_loss
06-11 16:03BTCSell62470.9→62717.1-2.27timeout
06-11 08:20BTCSell61590.9→62802.1-10.14timeout
06-10 07:44BTCSell63161.8→62023.1+8.46timeout
06-09 19:02BTCSell63492.8→61779.1+13.13timeout
06-09 13:00BTCSell63764.8→62626.1+8.44timeout
06-09 06:57BTCSell62936.9→63263.2-2.99timeout
06-09 00:55BTCSell63627.8→62574.1+7.84timeout
06-08 18:55BTCSell62079.9→63391.2-10.95timeout
06-08 12:51BTCSell61841.9→63540.2-14.16timeout
06-08 06:47BTCSell62087.9→62952.1-7.39timeout
06-07 22:14BTCSell60788→63258.8-20.78stop_loss
06-07 18:36BTCSell60540→62220.1-14.37timeout
06-07 12:34BTCSell60767→61784.1-8.80timeout
06-07 05:05BTCSell59825→61792.1-16.91timeout
06-06 21:21BTCSell61712.9→60861+6.38timeout
06-06 15:22BTCSell60673→60563+0.45timeout
06-05 14:26BTCSell63129.8→60358+21.50take_profit
06-05 13:57BTCSell63607.8→60815+21.51take_profit
06-05 13:57BTCSell63706.8→60904+21.55take_profit
06-05 09:43BTCSell62863.9→62787.1+0.14timeout
06-05 05:00BTCSell64251.8→63583.2+4.70timeout
06-04 01:49BTCSell65382.7→62512.1+21.50take_profit
06-04 00:29BTCSell66366.7→63452.2+21.49take_profit
06-04 00:26BTCSell66652.7→63726.2+21.48take_profit
06-04 00:26BTCSell66748.7→63817.2+21.50take_profit
06-03 18:48BTCSell67231.6→66048.3+8.41timeout
06-02 19:33BTCSell69466.5→66404.3+21.59take_profit
06-02 14:27BTCSell70940.5→67809.4+21.64take_profit
06-01 23:47BTCSell73591.3→71515.6+13.80timeout
05-30 07:49BTCSell73370.3→73510.7-1.37timeout

Paper vs Live

Paper (trades.jsonl)
77
closed
51%
win rate
+206.74
total pnl ($)
+53.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7751%+53.6+206.74

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems