deribit_dvol_ivrv_zscore_short_v2

not live
42
closed trades
43%
win rate
+48.37
total pnl ($)
1.452
weight
7d window — n=12 wr=42% pnl=+34.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 42 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 01:43BTCSell59236→59957-6.50timeout
06-26 19:13BTCSell59202→59988-6.96timeout
06-25 18:23BTCSell59726→59542+1.06timeout
06-25 13:58BTCSell60857→58184.9+21.45take_profit
06-24 17:20BTCSell62184.9→59453+21.35take_profit
06-24 12:19BTCSell62405.9→62785.1-3.48timeout
06-23 16:12BTCSell64688.8→62783.1+14.24timeout
06-23 09:00BTCSell64135.8→62366.1+13.11timeout
06-22 14:35BTCSell63970.8→65027.3-8.61timeout
06-22 07:46BTCSell64207.8→64237.2-0.67timeout
06-21 12:50BTCSell63559.8→64019.2-4.13timeout
06-21 00:47BTCSell63525.8→64227.2-5.92timeout
06-20 08:01BTCSell62584.9→63590.2-8.44timeout
06-19 20:22BTCSell63104.8→62976.1+0.61timeout
06-19 06:55BTCSell64042.8→62845.1+8.86timeout
06-17 19:59BTCSell65638.7→64264.2+10.01timeout
06-17 13:17BTCSell66227.7→65034.3+8.58timeout
06-16 18:13BTCSell66736.7→66102.3+4.38timeout
06-16 06:13BTCSell65878.7→66157.3-2.65timeout
06-15 12:46BTCSell63922.8→66523.6-20.81stop_loss
06-14 22:23BTCSell64418.8→65204.3-6.50timeout
06-14 08:09BTCSell63803.8→64433.2-5.32timeout
06-13 21:40BTCSell63534.8→64329.2-6.68timeout
06-13 00:57BTCSell63652.8→63616.2-0.07timeout
06-12 17:47BTCSell63383.8→63829.2-3.95timeout
06-11 16:08BTCSell62439.9→62785.1-3.09timeout
06-11 09:30BTCSell61226.9→62799.1-13.15timeout
06-10 14:04BTCSell62166.9→62164.1-0.40timeout
06-10 07:50BTCSell63150.8→61646.1+11.36timeout
06-09 09:31BTCSell63383.8→62735.1+4.64timeout
06-09 03:22BTCSell63313.8→62793.1+3.65timeout
06-08 07:36BTCSell62227.9→63202.2-8.24timeout
06-07 22:15BTCSell61515.9→64015.2-20.77stop_loss
06-07 02:04BTCSell60957→61473.1-4.60timeout
06-06 19:57BTCSell60194→60655-4.34timeout
06-05 15:41BTCSell62792.9→60029+21.55take_profit
06-05 15:37BTCSell63058.8→60290+21.49take_profit
06-04 04:15BTCSell62159.9→64693.6-20.83stop_loss
06-04 00:26BTCSell66639.7→63713.2+21.48take_profit
06-03 15:43BTCSell67249.6→66329.3+6.47timeout
06-02 14:27BTCSell70815.5→67704.4+21.54take_profit
05-30 07:49BTCSell73370.3→73510.7-1.37timeout

Paper vs Live

Paper (trades.jsonl)
42
closed
43%
win rate
+48.37
total pnl ($)
+22.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4243%+22.9+48.37

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems