deribit_dvol_ivrv_zscore_short

not live
49
closed trades
47%
win rate
+119.89
total pnl ($)
1.438
weight
7d window — n=13 wr=54% pnl=+35.26  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 15:08BTCSell59758→60645-7.88timeout
06-27 02:45BTCSell58753.1→60270-13.35timeout
06-26 14:34BTCSell60019→59917+0.45timeout
06-25 13:59BTCSell60796→58122.9+21.49take_profit
06-24 16:47BTCSell62802.9→60045+21.38take_profit
06-24 13:46BTCSell62281.9→61370.1+6.86timeout
06-24 01:54BTCSell64080.8→62994.1+8.07timeout
06-23 06:21BTCSell65496.7→62603.1+21.66take_profit
06-23 01:39BTCSell64485.8→64036.2+3.01timeout
06-22 13:41BTCSell64005.8→65279.3-10.25timeout
06-22 01:31BTCSell64217.8→64634.2-3.62timeout
06-21 13:30BTCSell63359.8→64101.2-6.37timeout
06-21 01:30BTCSell63486.8→64224.2-6.20timeout
06-20 13:27BTCSell62755.9→63292.2-4.67timeout
06-20 02:18BTCSell62969.9→63365.2-3.61timeout
06-18 15:24BTCSell65322.7→63316.2+14.60timeout
06-18 03:22BTCSell65718.7→64445.2+9.26timeout
06-17 14:52BTCSell65663.7→65213.3+2.93timeout
06-17 02:48BTCSell65828.7→65841.3-0.50timeout
06-16 14:16BTCSell66454.7→65861.3+4.10timeout
06-16 02:00BTCSell65446.7→66305.3-7.00timeout
06-15 13:53BTCSell64274.8→66522.3-17.94timeout
06-15 01:45BTCSell64570.8→65642.3-8.71timeout
06-13 20:34BTCSell63495.8→64238.2-6.28timeout
06-13 08:28BTCSell63496.8→63793.2-2.69timeout
06-12 20:29BTCSell63334.8→63511.2-1.83timeout
06-12 08:25BTCSell62864.9→63460.2-5.10timeout
06-11 20:20BTCSell61719.9→63516.2-14.87timeout
06-11 08:18BTCSell61590.9→62810.1-10.22timeout
06-10 09:42BTCSell62640.9→61301.1+10.14timeout
06-09 16:09BTCSell63710.8→60912+21.62take_profit
06-09 09:31BTCSell63373.8→62720.1+4.69timeout
06-08 21:41BTCSell61699.9→63769.2-17.18timeout
06-08 09:36BTCSell62490.9→63322.2-7.09timeout
06-07 21:24BTCSell60860→61782.1-8.05timeout
06-07 09:17BTCSell61204.9→62801.1-13.53timeout
06-06 21:13BTCSell61744.9→60847+6.75timeout
06-05 15:39BTCSell62995.9→60229+21.50take_profit
06-05 13:59BTCSell63555.8→60759+21.56take_profit
06-05 09:53BTCSell62929.9→62876.1-0.04timeout
06-04 01:23BTCSell65440.7→62567.1+21.51take_profit
06-04 00:26BTCSell66565.7→63642.2+21.49take_profit
06-03 23:24BTCSell67312.6→64357.2+21.49take_profit
06-02 14:23BTCSell71093.4→67969.4+21.56take_profit
06-02 06:14BTCSell73250.3→70310.5+19.77timeout
05-31 23:53BTCSell73805.3→73673.7+0.42timeout
05-31 09:52BTCSell73547.3→73925.7-2.87timeout
05-30 13:35BTCSell72958.4→73680.7-5.32timeout
05-30 01:41BTCSell73469.3→73593.7-1.26timeout

Paper vs Live

Paper (trades.jsonl)
49
closed
47%
win rate
+119.89
total pnl ($)
+48.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4947%+48.6+119.89

Recent bounces (last 20 of 1)

timesymsidereason
06-27 14:36BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems