deribit_dvol_ivrv_zscore_mean_rev_v2

89

closed trades

55%

win rate

+315.31

total pnl ($)

1.745

weight

7d window — n=21 wr=57% pnl=+85.73 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 17:24:28 (24.0d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485393_76033

n: 148 · wr: 55.4% · total_bps: +5704.6 · mean_bps: +38.54 · sharpe: +0.23 · max_dd_bps: -2164.5

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-27 12:56	BTC	Sell	59253→60365	-9.81	timeout
06-26 23:55	BTC	Sell	59779→60045	-2.66	timeout
06-26 17:45	BTC	Sell	59475→60048	-5.16	timeout
06-26 12:11	BTC	Sell	61202.9→59401	+14.32	timeout
06-26 06:02	BTC	Sell	61606.9→59781	+14.37	timeout
06-25 23:36	BTC	Sell	61005.9→60083	+7.15	timeout
06-25 17:30	BTC	Sell	59683→59529	+0.78	timeout
06-25 11:39	BTC	Sell	62589.9→61301.1	+9.86	timeout
06-24 23:50	BTC	Sell	62682.9→60978	+13.09	timeout
06-24 17:43	BTC	Sell	62506.9→59345	+24.68	timeout
06-24 11:19	BTC	Sell	62372.9→62382.1	-0.50	timeout
06-24 05:47	BTC	Sell	63334.8→62913.1	+2.94	timeout
06-23 13:26	BTC	Sell	65018.7→62033.1	+22.39	timeout
06-23 07:26	BTC	Sell	64246.8→62973.1	+9.49	timeout
06-23 01:13	BTC	Sell	63837.8→64220.2	-3.47	timeout
06-22 19:06	BTC	Sell	64138.8→64322.2	-1.83	timeout
06-22 13:04	BTC	Sell	64075.8→65120.3	-8.45	timeout
06-22 07:01	BTC	Sell	64252.8→63964.2	+1.82	timeout
06-22 00:44	BTC	Sell	64284.8→63877.2	+2.76	timeout
06-21 15:48	BTC	Sell	64160.8→64260.2	-1.28	timeout
06-21 05:23	BTC	Sell	63694.8→64239.2	-4.73	timeout
06-20 13:27	BTC	Sell	62756.9→63290.2	-4.65	timeout
06-20 07:23	BTC	Sell	62724.9→63737.2	-8.51	timeout
06-20 01:21	BTC	Sell	63046.8→63456.2	-3.69	timeout
06-19 19:23	BTC	Sell	62747.9→62989.1	-2.34	timeout
06-19 07:17	BTC	Sell	64148.8→62739.1	+10.50	timeout
06-19 01:20	BTC	Sell	64613.8→63026.2	+11.73	timeout
06-18 19:16	BTC	Sell	65151.7→62668.1	+18.39	timeout
06-18 13:15	BTC	Sell	65040.7→64367.2	+4.74	timeout
06-18 07:09	BTC	Sell	65604.7→64044.2	+11.45	timeout
06-18 01:02	BTC	Sell	65707.7→64532.2	+8.59	timeout
06-17 19:03	BTC	Sell	65690.7→65482.3	+1.22	timeout
06-17 13:01	BTC	Sell	66394.7→65033.3	+9.86	timeout
06-17 06:59	BTC	Sell	66405.7→65599.3	+5.65	timeout
06-16 21:25	BTC	Sell	66486.7→65714.3	+5.45	timeout
06-16 10:59	BTC	Sell	65866.7→66459.3	-4.90	timeout
06-16 04:03	BTC	Sell	65814.7→66174.3	-3.23	timeout
06-15 13:16	BTC	Sell	64121.8→66726.7	-20.78	stop_loss
06-15 07:52	BTC	Sell	64387.8→65720.3	-10.74	timeout
06-14 19:50	BTC	Sell	64297.8→63756.2	+3.81	timeout
06-14 13:45	BTC	Sell	64122.8→64342.2	-2.16	timeout
06-14 07:42	BTC	Sell	63794.8→64293.2	-4.35	timeout
06-14 01:51	BTC	Sell	63777.8→64615.2	-7.04	timeout
06-13 19:38	BTC	Sell	63732.8→64235.2	-4.39	timeout
06-13 11:48	BTC	Sell	63798.8→63880.2	-1.00	timeout
06-13 05:23	BTC	Sell	63466.8→63544.2	-1.07	timeout
06-12 20:56	BTC	Sell	63359.8→63406.2	-0.78	timeout
06-12 13:53	BTC	Sell	63115.8→63228.2	-1.27	timeout
06-12 06:45	BTC	Sell	62904.9→62942.1	-0.70	timeout
06-11 18:00	BTC	Sell	61210.9→63698	-20.68	stop_loss
06-11 14:53	BTC	Sell	61869.9→62939.1	-8.99	timeout
06-11 08:19	BTC	Sell	61590.9→62810.1	-10.22	timeout
06-10 19:49	BTC	Sell	61772.9→61889.1	-1.32	timeout
06-10 13:45	BTC	Sell	62340.9→62249.1	+0.30	timeout
06-10 07:44	BTC	Sell	63165.8→62023.1	+8.49	timeout
06-09 18:42	BTC	Sell	63495.8→61654.1	+14.12	timeout
06-09 12:40	BTC	Sell	63367.8→62557.1	+5.90	timeout
06-09 06:39	BTC	Sell	62915.9→63388.2	-4.15	timeout
06-09 00:37	BTC	Sell	63664.8→62588.1	+8.06	timeout
06-08 18:42	BTC	Sell	62162.9→63494.2	-11.09	timeout
06-08 12:39	BTC	Sell	61847.9→63344.2	-12.54	timeout
06-08 06:33	BTC	Sell	62092.9→63044.2	-8.10	timeout
06-07 22:14	BTC	Sell	60744→63211.7	-20.77	stop_loss
06-07 18:31	BTC	Sell	60552→62200.1	-14.10	timeout
06-07 12:22	BTC	Sell	60854→61958.1	-9.51	timeout
06-06 22:16	BTC	Sell	61485.9→60655	+6.23	timeout
06-06 15:26	BTC	Sell	60982→60613	+2.57	timeout
06-06 09:16	BTC	Sell	63103.8→61174.1	+14.89	timeout
06-06 04:10	BTC	Sell	62847.9→60374	+19.25	timeout
06-05 15:52	BTC	Sell	63853.8→60461	+26.08	timeout
06-05 09:46	BTC	Sell	63135.8→62873.1	+1.61	timeout
06-05 05:01	BTC	Sell	64164.8→63523.2	+4.49	timeout
06-04 21:03	BTC	Sell	65351.7→63752.2	+11.78	timeout
06-04 02:02	BTC	Sell	66376.7→61736.1	+34.50	take_profit
06-04 01:55	BTC	Sell	66893.7→62217.1	+34.51	take_profit
06-04 00:19	BTC	Sell	67053.6→64278.2	+20.24	timeout
06-03 16:27	BTC	Sell	67801.6→65571.3	+16.06	timeout
06-03 07:16	BTC	Sell	70160.5→67171.4	+20.97	timeout
06-02 23:00	BTC	Sell	71293.4→66294.3	+34.62	take_profit
06-02 14:49	BTC	Sell	71508.4→68241.4	+22.40	timeout
06-02 06:54	BTC	Sell	73153.3→70093.5	+20.61	timeout
06-01 23:49	BTC	Sell	73627.3→71535.6	+13.90	timeout
06-01 04:37	BTC	Sell	74157.3→73445.7	+4.38	timeout
05-31 15:11	BTC	Sell	73893.3→73633.7	+1.34	timeout
05-31 05:28	BTC	Sell	73504.3→74121.7	-4.59	timeout
05-30 12:56	BTC	Sell	73257.3→73650.7	-3.03	timeout
05-30 06:40	BTC	Sell	73642.3→73633.7	-0.35	timeout
05-29 21:43	BTC	Sell	73862.3→73568.7	+1.59	timeout
05-29 13:29	BTC	Sell	73115.3→73000.6	+0.35	timeout

Paper (trades.jsonl)

89

closed

55%

win rate

+315.31

total pnl ($)

+70.5 bps

avg bps net

Live (dry_run=0)

3

closed

0%

win rate

-67.74

total pnl ($)

-163.6 bps

avg bps net

Live: 3 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
BTC	89	55%	+70.5	+315.31

time	sym	side	reason
06-27 14:00	BTC	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 89 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)