deribit_dvol_iv_rv_zscore_short · strategy

closed trades

54%

win rate

+214.67

total pnl ($)

1.682

weight

7d window — n=20 wr=65% pnl=+67.30 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 87 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:39	BTC	Sell	59696→58838.9	+6.72	timeout
06-30 06:28	BTC	Sell	60310→59609	+5.34	timeout
06-29 23:42	BTC	Sell	59859→60238	-3.63	timeout
06-28 21:10	BTC	Sell	60391→59668	+5.53	timeout
06-28 07:20	BTC	Sell	60428→60117	+2.11	timeout
06-27 20:09	BTC	Sell	60467→60248	+1.33	timeout
06-27 01:40	BTC	Sell	59177→59930	-6.81	timeout
06-26 19:34	BTC	Sell	60587→60032	+4.19	timeout
06-26 13:31	BTC	Sell	59257→59053	+1.29	timeout
06-26 07:24	BTC	Sell	59180→60502	-11.62	timeout
06-25 13:54	BTC	Sell	61196.9→58506.9	+21.53	take_profit
06-25 13:53	BTC	Sell	61775.9→59063	+21.49	take_profit
06-25 13:11	BTC	Sell	60723→61233.1	-4.66	timeout
06-25 07:04	BTC	Sell	59657→61694.1	-17.54	timeout
06-24 17:19	BTC	Sell	62301.9→59565	+21.48	take_profit
06-24 16:47	BTC	Sell	62730.9→59972	+21.46	take_profit
06-24 12:59	BTC	Sell	62974.9→62590.1	+2.61	timeout
06-24 06:38	BTC	Sell	62250.9→62840.1	-5.16	timeout
06-24 00:34	BTC	Sell	62364.9→62781.1	-3.80	timeout
06-23 18:41	BTC	Sell	62945.9→62206.1	+5.43	timeout
06-23 12:35	BTC	Sell	63976.8→62338.1	+12.27	timeout
06-22 20:32	BTC	Sell	64168.8→64412.2	-2.33	timeout
06-22 14:24	BTC	Sell	64509.8→65013.3	-4.28	timeout
06-22 08:21	BTC	Sell	64048.8→64301.2	-2.38	timeout
06-22 02:24	BTC	Sell	64026.8→64516.2	-4.23	timeout
06-21 19:44	BTC	Sell	64187.8→64175.2	-0.36	timeout
06-20 20:08	BTC	Sell	63525.8→63946.2	-3.78	timeout
06-20 14:05	BTC	Sell	63467.8→63277.2	+1.08	timeout
06-19 13:56	BTC	Sell	62982.9→63199.2	-2.22	timeout
06-19 08:02	BTC	Sell	63126.8→62605.1	+3.58	timeout
06-19 02:01	BTC	Sell	63920.8→63024.2	+6.51	timeout
06-18 19:51	BTC	Sell	64431.8→62909.1	+11.28	timeout
06-18 13:51	BTC	Sell	64446.8→64081.2	+2.38	timeout
06-18 07:54	BTC	Sell	64153.8→64442.2	-2.77	timeout
06-18 01:44	BTC	Sell	65215.7→64596.2	+4.33	timeout
06-17 19:34	BTC	Sell	65538.7→64429.2	+8.03	timeout
06-17 13:32	BTC	Sell	65545.7→65028.3	+3.52	timeout
06-17 07:29	BTC	Sell	65691.7→65524.3	+0.84	timeout
06-17 01:27	BTC	Sell	66105.7→65560.3	+3.70	timeout
06-16 19:31	BTC	Sell	66331.7→65723.3	+4.18	timeout
06-16 06:07	BTC	Sell	66817.7→66109.3	+4.82	timeout
06-15 10:26	BTC	Sell	65163.7→65715.3	-4.69	timeout
06-15 02:04	BTC	Sell	64295.8→65502.3	-9.82	timeout
06-14 19:33	BTC	Sell	64317.8→63802.2	+3.59	timeout
06-14 13:32	BTC	Sell	64580.8→64239.2	+2.19	timeout
06-14 07:30	BTC	Sell	64159.8→64328.2	-1.76	timeout
06-14 01:27	BTC	Sell	64191.8→64626.2	-3.86	timeout
06-13 19:23	BTC	Sell	63700.8→64170.2	-4.13	timeout
06-13 13:20	BTC	Sell	63592.8→64112.2	-4.50	timeout
06-13 07:02	BTC	Sell	63677.8→63685.2	-0.50	timeout
06-13 00:29	BTC	Sell	63428.8→63513.2	-1.07	timeout
06-12 18:13	BTC	Sell	63262.8→63880.2	-5.32	timeout
06-12 01:51	BTC	Sell	63075.8→63398.2	-2.95	timeout
06-11 19:11	BTC	Sell	62633.9→63383.2	-6.37	timeout
06-11 10:19	BTC	Sell	61127.9→62796.1	-14.03	timeout
06-11 01:58	BTC	Sell	62052.9→62190.1	-1.54	timeout
06-10 19:51	BTC	Sell	61651.9→61915.1	-2.55	timeout
06-10 07:49	BTC	Sell	61772.9→62023.1	-2.51	timeout
06-10 01:45	BTC	Sell	62340.9→62023.1	+2.07	timeout
06-09 19:44	BTC	Sell	63165.8→61847.1	+10.03	timeout
06-09 01:35	BTC	Sell	63608.8→62760.1	+6.22	timeout
06-08 19:30	BTC	Sell	63202.8→63482.2	-2.63	timeout
06-08 12:09	BTC	Sell	63227.8→63003.2	+1.33	timeout
06-08 05:55	BTC	Sell	62145.9→62703.1	-4.93	timeout
06-07 23:34	BTC	Sell	62467.9→63222.2	-6.48	timeout
06-07 17:41	BTC	Sell	61775.9→62223.1	-4.08	timeout
06-07 11:35	BTC	Sell	60699→62522.1	-15.48	timeout
06-06 18:08	BTC	Sell	61064.9→60478	+4.33	timeout
06-06 04:55	BTC	Sell	61393.9→60183	+9.40	timeout
06-05 18:44	BTC	Sell	62459.9→59717	+21.53	take_profit
06-05 14:06	BTC	Sell	63221.8→60444	+21.52	take_profit
06-05 11:09	BTC	Sell	63736.8→62321.1	+10.68	timeout
06-05 04:36	BTC	Sell	63527.8→63079.2	+3.05	timeout
06-04 21:42	BTC	Sell	62868.9→63227.2	-3.31	timeout
06-04 16:59	BTC	Sell	64348.8→63555.2	+5.76	timeout
06-04 01:51	BTC	Sell	65251.7→62386.1	+21.51	take_profit
06-04 00:24	BTC	Sell	66973.7→64033.2	+21.50	take_profit
06-03 16:55	BTC	Sell	66278.7→65968.3	+1.92	timeout
06-03 12:12	BTC	Sell	66789.7→66977.3	-1.78	timeout
06-03 04:27	BTC	Sell	67778.6→66555.3	+8.58	timeout
06-02 15:37	BTC	Sell	70168.5→67072.4	+21.63	take_profit
06-02 14:26	BTC	Sell	70996.4→67871.4	+21.58	take_profit
06-02 02:35	BTC	Sell	71565.4→70779.5	+5.12	timeout
06-01 18:32	BTC	Sell	73184.3→71628.6	+10.25	timeout
06-01 02:26	BTC	Sell	73554.3→73498.7	-0.04	timeout
05-29 19:49	BTC	Sell	73370.3→73626.7	-2.18	timeout
05-29 02:40	BTC	Sell	72896.4→73436.7	-4.09	timeout

Paper vs Live

Paper (trades.jsonl)

closed

54%

win rate

+214.67

total pnl ($)

+49.2 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	87	54%	+49.2	+214.67

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:40	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…