options_ivrv_zscore_mean_reversion

not live
38
closed trades
55%
win rate
+83.81
total pnl ($)
1.421
weight
7d window — n=12 wr=58% pnl=+24.89  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 38 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 00:43BTCSell64279.8→63904.2+2.49timeout
06-21 16:00BTCSell64006.8→64174.2-1.77timeout
06-20 13:27BTCSell62741.9→63272.2-4.63timeout
06-20 07:23BTCSell62755.9→63743.2-8.31timeout
06-19 07:19BTCSell64117.8→62723.1+10.38timeout
06-19 01:18BTCSell64615.8→63016.2+11.82timeout
06-18 07:09BTCSell65620.7→64044.2+11.57timeout
06-18 01:02BTCSell65720.7→64552.2+8.53timeout
06-17 07:00BTCSell66397.7→65594.3+5.63timeout
06-16 21:25BTCSell66500.7→65715.3+5.55timeout
06-16 04:01BTCSell65869.7→66139.3-2.54timeout
06-15 21:20BTCSell64759.8→66501.3-13.83timeout
06-15 00:56BTCSell64528.8→65588.3-8.64timeout
06-14 18:28BTCSell64177.8→63699.2+3.38timeout
06-13 21:14BTCSell63567.8→64231.2-5.64timeout
06-13 11:31BTCSell63747.8→63913.2-1.66timeout
06-12 17:42BTCSell63329.8→63826.2-4.35timeout
06-12 11:04BTCSell63151.8→63772.2-5.29timeout
06-11 16:02BTCSell62470.9→62711.1-2.26timeout
06-11 08:19BTCSell61594.9→62810.1-10.18timeout
06-10 15:11BTCSell61625.9→61913.1-2.73timeout
06-10 07:44BTCSell63165.8→62023.1+8.49timeout
06-09 08:06BTCSell63126.8→62965.1+0.84timeout
06-09 02:02BTCSell63099.8→62794.1+1.96timeout
06-07 22:15BTCSell61537.9→64038.2-20.77stop_loss
06-07 22:14BTCSell61269.9→63759-20.76stop_loss
06-07 19:40BTCSell60534→61266.1-6.55timeout
06-06 22:17BTCSell61515.9→60687+6.21timeout
06-06 15:20BTCSell60650→60462+1.09timeout
06-05 14:28BTCSell63098.8→60328+21.50take_profit
06-05 09:45BTCSell63082.8→62870.1+1.21timeout
06-05 04:56BTCSell64350.8→63231.2+8.20timeout
06-04 00:29BTCSell66373.7→63459.2+21.49take_profit
06-03 23:34BTCSell66555.7→64437.2+15.46timeout
06-02 15:37BTCSell70168.5→67085.4+21.53take_profit
06-02 14:27BTCSell70881.5→67769.4+21.53take_profit
06-01 15:49BTCSell73623.3→71186.6+16.25timeout
05-30 07:49BTCSell73370.3→73510.7-1.37timeout

Paper vs Live

Paper (trades.jsonl)
38
closed
55%
win rate
+83.81
total pnl ($)
+43.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3855%+43.8+83.81

Recent bounces (last 20 of 2)

timesymsidereason
06-22 01:23BTCSellstale_intent
06-22 01:22BTCSellstale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems