deribit_dvol_ivrv_zscore_short_v3 · strategy

closed trades

47%

win rate

+60.04

total pnl ($)

1.395

weight

7d window — n=20 wr=50% pnl=+42.34 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 04:16	BTC	Sell	59719→59470	+1.28	timeout
06-29 21:37	BTC	Sell	59881→60397	-3.75	timeout
06-29 15:09	BTC	Sell	60075→59233	+5.28	timeout
06-29 08:45	BTC	Sell	59637→59846	-1.75	timeout
06-29 02:38	BTC	Sell	60051→59583	+2.77	timeout
06-28 20:35	BTC	Sell	60197→59649	+3.27	timeout
06-28 14:20	BTC	Sell	60217→60199	-0.23	timeout
06-27 09:26	BTC	Sell	59768→60310	-3.97	timeout
06-27 03:20	BTC	Sell	59919→60245	-2.54	timeout
06-26 21:27	BTC	Sell	60097→59767	+1.87	timeout
06-26 15:07	BTC	Sell	58627.1→59746	-7.97	timeout
06-26 08:52	BTC	Sell	59389→60186	-5.72	timeout
06-26 02:30	BTC	Sell	59315→58840.9	+2.81	timeout
06-25 13:58	BTC	Sell	60873→58198.9	+17.18	take_profit
06-25 13:53	BTC	Sell	61735.9→59023	+17.20	take_profit
06-24 09:28	BTC	Sell	62529.9→62673.1	-1.25	timeout
06-24 02:57	BTC	Sell	62442.9→62667.1	-1.77	timeout
06-23 20:39	BTC	Sell	62268.9→62454.1	-1.55	timeout
06-23 15:12	BTC	Sell	63954.8→62344.1	+9.69	timeout
06-23 09:12	BTC	Sell	64341.8→62421.1	+11.49	timeout
06-23 02:55	BTC	Sell	64904.8→64208.2	+3.93	timeout
06-22 20:39	BTC	Sell	64008.8→64470.2	-3.24	timeout
06-22 14:27	BTC	Sell	64490.8→65063.3	-3.87	timeout
06-22 08:30	BTC	Sell	64089.8→64147.2	-0.70	timeout
06-22 02:31	BTC	Sell	63977.8→64515.2	-3.68	timeout
06-21 20:22	BTC	Sell	64029.8→64070.2	-0.61	timeout
06-21 14:17	BTC	Sell	64205.8→64004.2	+0.87	timeout
06-21 08:18	BTC	Sell	63920.8→64076.2	-1.29	timeout
06-21 02:11	BTC	Sell	63215.8→64221.2	-6.71	timeout
06-20 20:09	BTC	Sell	63526.8→63945.2	-3.01	timeout
06-20 14:07	BTC	Sell	63463.8→63296.2	+0.72	timeout
06-20 08:05	BTC	Sell	63007.8→63566.2	-3.88	timeout
06-20 02:07	BTC	Sell	63066.8→63490.2	-3.05	timeout
06-19 20:01	BTC	Sell	62598.9→63041.2	-3.17	timeout
06-19 14:19	BTC	Sell	62960.9→63053.2	-0.99	timeout
06-18 09:20	BTC	Sell	64300.8→64444.2	-1.21	timeout
06-18 03:39	BTC	Sell	65498.7→64300.2	+6.97	timeout
06-17 21:23	BTC	Sell	64937.8→64319.2	+3.44	timeout
06-17 15:11	BTC	Sell	65794.7→65090.3	+3.90	timeout
06-17 09:09	BTC	Sell	65896.7→64950.2	+5.41	timeout
06-17 02:54	BTC	Sell	65670.7→65820.3	-1.26	timeout
06-16 21:10	BTC	Sell	66741.7→65902.3	+4.71	timeout
06-16 14:53	BTC	Sell	65810.7→65704.3	+0.32	timeout
06-16 08:43	BTC	Sell	66583.7→66560.3	-0.22	timeout
06-16 02:28	BTC	Sell	66500.7→65747.3	+4.18	timeout
06-15 20:36	BTC	Sell	65695.7→66626.3	-6.00	timeout
06-15 14:27	BTC	Sell	65656.7→66501.3	-5.51	timeout
06-15 08:17	BTC	Sell	63803.8→65692.3	-12.20	timeout
06-15 01:57	BTC	Sell	64295.8→65485.3	-7.75	timeout
06-14 19:52	BTC	Sell	64387.8→63762.2	+3.54	timeout
06-14 13:51	BTC	Sell	64608.8→64271.2	+1.73	timeout
06-14 07:52	BTC	Sell	64300.8→64394.2	-0.94	timeout
06-14 01:51	BTC	Sell	64099.8→64615.2	-3.59	timeout
06-13 19:51	BTC	Sell	63815.8→64304.2	-3.42	timeout
06-13 13:46	BTC	Sell	63777.8→64076.2	-2.21	timeout
06-11 08:32	BTC	Sell	61786.9→62925.1	-7.67	timeout
06-11 02:25	BTC	Sell	62115.9→62060.1	+0.02	timeout
06-10 20:19	BTC	Sell	61590.9→61815.1	-1.79	timeout
06-10 04:07	BTC	Sell	61008.9→62023.1	-7.05	timeout
06-09 22:28	BTC	Sell	62724.9→62023.1	+4.07	timeout
06-09 16:12	BTC	Sell	62920.9→61054.1	+11.57	timeout
06-09 10:14	BTC	Sell	63263.8→62737.1	+2.95	timeout
06-09 04:08	BTC	Sell	63822.8→62815.1	+5.95	timeout
06-08 22:00	BTC	Sell	63506.8→63560.2	-0.68	timeout
06-08 15:54	BTC	Sell	63100.8→63826.2	-4.91	timeout
06-08 03:43	BTC	Sell	62090.9→63167.2	-7.29	timeout
06-07 22:15	BTC	Sell	61675.9→64182.3	-16.62	stop_loss
06-07 21:40	BTC	Sell	62517.9→61728.1	+4.69	timeout
06-07 15:35	BTC	Sell	61606.9→62083.1	-3.45	timeout
06-07 09:30	BTC	Sell	60888→62648.1	-11.93	timeout
06-07 03:23	BTC	Sell	60468→61591.1	-7.77	timeout
06-06 21:17	BTC	Sell	61204.9→60846	+1.96	timeout
06-06 15:14	BTC	Sell	60847→60583	+1.37	timeout
06-06 09:11	BTC	Sell	61666.9→61250.1	+2.37	timeout
06-06 03:19	BTC	Sell	60793→60860	-0.80	timeout
06-05 16:10	BTC	Sell	62735.9→59981	+17.18	take_profit
06-05 15:41	BTC	Sell	62837.9→60063	+17.29	take_profit
06-05 09:19	BTC	Sell	63609.8→62992.1	+3.52	timeout
06-05 03:48	BTC	Sell	63705.8→62784.1	+5.40	timeout
06-04 21:44	BTC	Sell	62872.9→63442.2	-3.99	timeout
06-04 17:00	BTC	Sell	64256.8→63465.2	+4.60	timeout
06-04 01:49	BTC	Sell	65351.7→62482.1	+17.20	take_profit
06-04 00:24	BTC	Sell	66893.7→63956.2	+17.20	take_profit
06-03 16:41	BTC	Sell	66376.7→65946.3	+2.26	timeout
06-03 13:50	BTC	Sell	66565.7→66827.3	-1.92	timeout
06-02 09:48	BTC	Sell	71045.4→69411.5	+8.90	timeout
06-02 02:28	BTC	Sell	71534.4→70774.5	+3.95	timeout
06-01 01:55	BTC	Sell	73830.3→73283.7	+2.64	timeout
05-31 17:48	BTC	Sell	74046.3→73697.7	+1.55	timeout
05-31 11:53	BTC	Sell	73805.3→73888.7	-0.76	timeout
05-30 21:51	BTC	Sell	73559.3→73910.7	-2.23	timeout
05-30 12:24	BTC	Sell	73443.3→73625.7	-1.33	timeout
05-30 01:53	BTC	Sell	73044.3→73583.7	-3.30	timeout
05-29 19:12	BTC	Sell	73772.3→73408.7	+1.64	timeout
05-29 13:40	BTC	Sell	73478.3→73107.7	+1.67	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

+60.04

total pnl ($)

+15.6 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	95	47%	+15.6	+60.04

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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