options_vol_of_vol_zscore_mean_rev · strategy

closed trades

47%

win rate

-216.85

total pnl ($)

0.808

weight

7d window — n=18 wr=56% pnl=-70.10 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 66 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 02:53	BTC	Buy	58508.9→60310	+14.94	timeout
06-26 20:23	BTC	Buy	59600→59686	+0.18	timeout
06-26 14:34	BTC	Buy	59954→59881	-1.11	timeout
06-25 13:57	BTC	Buy	60784→58313.9	-20.72	stop_loss
06-25 13:48	BTC	Buy	61757.1→59244.4	-20.78	stop_loss
06-24 16:47	BTC	Buy	62537.1→59999	-20.58	stop_loss
06-24 15:08	BTC	Buy	62316.1→60865	-12.03	timeout
06-24 09:04	BTC	Buy	62369.1→62693.9	+2.08	timeout
06-23 09:19	BTC	Buy	64128.2→62412.9	-13.61	timeout
06-23 08:20	BTC	Buy	64939.2→62302.7	-20.72	stop_loss
06-23 03:06	BTC	Buy	64088.2→63980.8	-1.29	timeout
06-22 14:46	BTC	Buy	64011.2→64902.8	+6.42	timeout
06-22 08:44	BTC	Buy	63919.2→64197.8	+1.64	timeout
06-22 02:41	BTC	Buy	64226.2→64502.8	+1.63	timeout
06-21 14:40	BTC	Buy	63385.2→64003.8	+4.50	timeout
06-21 08:37	BTC	Buy	63449.2→63934.8	+3.23	timeout
06-21 02:33	BTC	Buy	63450.2→64200.8	+5.45	timeout
06-20 14:25	BTC	Buy	63172.2→63320.8	+0.66	timeout
06-20 08:23	BTC	Buy	62683.1→63480.8	+5.86	timeout
06-20 02:18	BTC	Buy	62981.1→63358.8	+2.57	timeout
06-18 20:40	BTC	Buy	64348.2→63113.8	-9.89	timeout
06-18 14:45	BTC	Buy	65121.3→63875.8	-10.00	timeout
06-18 02:34	BTC	Buy	65901.3→64668.8	-9.86	timeout
06-17 20:36	BTC	Buy	65777.3→64434.8	-10.65	timeout
06-17 14:26	BTC	Buy	65707.3→65149.7	-4.70	timeout
06-17 02:18	BTC	Buy	66037.3→65891.7	-1.58	timeout
06-16 20:12	BTC	Buy	66543.3→65703.7	-6.86	timeout
06-16 14:10	BTC	Buy	66304.3→66122.7	-1.90	timeout
06-16 02:05	BTC	Buy	65565.3→66291.7	+5.10	timeout
06-15 13:53	BTC	Buy	64282.2→66560.7	+17.29	timeout
06-15 12:55	BTC	Buy	63780.2→66580.7	+21.52	take_profit
06-15 01:51	BTC	Buy	64615.2→65523.7	+6.55	timeout
06-14 13:51	BTC	Buy	64104.2→64271.8	+0.86	timeout
06-14 07:49	BTC	Buy	63828.2→64385.8	+3.91	timeout
06-14 01:46	BTC	Buy	63776.2→64580.8	+5.89	timeout
06-11 20:27	BTC	Buy	61876.1→63392.8	+11.67	timeout
06-11 14:25	BTC	Buy	62132.1→62916.9	+5.76	timeout
06-11 08:19	BTC	Buy	61623.1→62803.9	+9.01	timeout
06-10 16:00	BTC	Buy	61113.1→62595.9	+11.65	timeout
06-10 09:59	BTC	Buy	62690.1→61296.9	-11.48	timeout
06-10 03:58	BTC	Buy	62849.1→62016.9	-6.97	timeout
06-09 14:47	BTC	Buy	63755.2→61167.3	-20.76	stop_loss
06-09 09:49	BTC	Buy	63455.2→62626.9	-6.95	timeout
06-09 03:46	BTC	Buy	63130.2→62738.9	-3.54	timeout
06-08 09:40	BTC	Buy	62575.1→63257.8	+4.99	timeout
06-08 03:35	BTC	Buy	61611.1→63166.8	+12.15	timeout
06-07 21:49	BTC	Buy	60840→61691.9	+6.57	timeout
06-07 03:15	BTC	Buy	60896→61503.9	+4.48	timeout
06-06 21:11	BTC	Buy	61760.1→60817	-8.01	timeout
06-06 15:26	BTC	Buy	60988→60607	-3.57	timeout
06-05 14:04	BTC	Buy	63110.2→60548.7	-20.74	stop_loss
06-05 09:46	BTC	Buy	63142.2→62866.9	-2.61	timeout
06-05 06:23	BTC	Buy	63860.2→61267.3	-20.71	stop_loss
06-05 05:19	BTC	Buy	63981.2→63291.8	-5.78	timeout
06-04 00:26	BTC	Buy	66382.3→63688	-20.73	stop_loss
06-04 00:26	BTC	Buy	66511.3→63811.9	-20.73	stop_loss
06-03 23:54	BTC	Buy	66785.3→64073.7	-20.75	stop_loss
06-02 14:10	BTC	Buy	71497.6→68384.4	-22.26	stop_loss
06-02 02:07	BTC	Buy	73134.7→70165.4	-20.87	stop_loss
06-01 23:36	BTC	Buy	73626.7→71308.4	-16.34	timeout
05-31 23:53	BTC	Buy	73812.7→73657.3	-1.48	timeout
05-31 09:52	BTC	Buy	73554.7→73918.3	+1.87	timeout
05-31 00:06	BTC	Buy	73411.7→73828.3	+2.31	timeout
05-30 13:35	BTC	Buy	72946.6→73673.3	+4.46	timeout
05-30 06:56	BTC	Buy	73742.7→73550.3	-1.79	timeout
05-30 01:38	BTC	Buy	73487.7→73606.3	+0.32	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-216.85

total pnl ($)

-65.4 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	66	47%	-65.4	-216.85

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…