deribit_dvol_mean_reversion_long · strategy

153

closed trades

42%

win rate

-556.22

total pnl ($)

0.250

weight

7d window — n=41 wr=29% pnl=-211.61 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 02:49	BTC	Buy	60096→59690	-3.86	timeout
06-28 20:47	BTC	Buy	60271→59639	-5.67	timeout
06-28 19:45	BTC	Buy	60164→59396	-6.81	timeout
06-28 17:40	BTC	Buy	60572→59463	-9.58	timeout
06-28 05:53	BTC	Buy	60230→59920	-3.02	timeout
06-27 23:33	BTC	Buy	59965→59975	-0.32	timeout
06-27 20:13	BTC	Buy	59684→60247	+4.32	timeout
06-27 19:11	BTC	Buy	59938→60570	+4.85	timeout
06-27 16:44	BTC	Buy	60140→60754	+4.67	timeout
06-27 04:01	BTC	Buy	59844→60302	+3.39	timeout
06-26 20:23	BTC	Buy	59605→59695	+0.21	timeout
06-26 19:18	BTC	Buy	59200→59929	+5.58	timeout
06-26 16:48	BTC	Buy	59276→60077	+6.21	timeout
06-26 15:18	BTC	Buy	58894.9→59897	+7.98	timeout
06-26 02:21	BTC	Buy	59823→58345.9	-12.77	stop_loss
06-25 13:59	BTC	Buy	59483→58019.1	-12.67	stop_loss
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:55	BTC	Buy	59887→58391.9	-12.86	stop_loss
06-25 13:53	BTC	Buy	60192→58711.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60378→58892.6	-12.66	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 14:19	BTC	Buy	62430.1→60881.5	-12.85	stop_loss
06-24 14:17	BTC	Buy	62605.1→61062.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62619.1→61079.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62751.1→61208.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62912.1→61359.2	-12.79	stop_loss
06-24 12:10	BTC	Buy	62436.1→62826.9	+2.67	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.94	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.38	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 08:24	BTC	Buy	63791.2→62221.8	-12.75	stop_loss
06-23 08:17	BTC	Buy	63980.2→62395.7	-12.84	stop_loss
06-23 06:22	BTC	Buy	64100.2→62522.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64270.2→62689.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64318.2→62734.5	-12.79	stop_loss
06-23 03:39	BTC	Buy	64219.2→63944.8	-2.59	timeout
06-23 02:31	BTC	Buy	64510.2→64148.8	-3.25	timeout
06-22 21:11	BTC	Buy	63527.2→64368.8	+6.16	timeout
06-22 04:35	BTC	Buy	64538.2→63981.8	-4.78	timeout
06-22 03:33	BTC	Buy	64309.2→64344.8	-0.25	timeout
06-22 02:09	BTC	Buy	64210.2→64509.8	+1.80	timeout
06-22 00:46	BTC	Buy	64255.2→63883.8	-3.36	timeout
06-21 18:43	BTC	Buy	63814.2→64129.8	+2.07	timeout
06-21 02:30	BTC	Buy	63391.2→64198.8	+5.90	timeout
06-21 01:26	BTC	Buy	63397.2→64218.8	+5.98	timeout
06-21 00:01	BTC	Buy	63548.2→64247.8	+4.99	timeout
06-20 22:00	BTC	Buy	63043.2→63966.8	+6.88	timeout
06-20 18:16	BTC	Buy	63133.2→63830.8	+5.07	timeout
06-19 23:44	BTC	Buy	62887.1→63287.8	+2.71	timeout
06-19 22:22	BTC	Buy	62775.1→63198.8	+2.88	timeout
06-19 21:02	BTC	Buy	63073.2→63147.8	+0.09	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:51	BTC	Buy	64121.2→62524.6	-12.84	stop_loss
06-18 15:40	BTC	Buy	64223.2→62639.5	-12.69	stop_loss
06-18 15:38	BTC	Buy	64398.2→62811.4	-12.49	stop_loss
06-18 15:37	BTC	Buy	64517.2→62930.4	-12.52	stop_loss
06-18 15:17	BTC	Buy	64931.2→63309.2	-12.59	stop_loss
06-18 09:33	BTC	Buy	64990.2→64265.8	-6.13	timeout
06-18 08:33	BTC	Buy	65135.3→64537.8	-5.07	timeout
06-17 19:40	BTC	Buy	65826.3→64202.7	-12.79	stop_loss
06-17 19:39	BTC	Buy	65840.3→64219.7	-12.76	stop_loss
06-17 16:36	BTC	Buy	65744.3→65988.7	+1.35	timeout
06-17 08:31	BTC	Buy	66735.3→65093.2	-12.79	stop_loss
06-17 06:57	BTC	Buy	66494.3→65586.7	-7.30	timeout
06-17 04:39	BTC	Buy	65844.3→65886.7	-0.17	timeout
06-17 02:32	BTC	Buy	65869.3→65959.7	+0.22	timeout
06-16 15:20	BTC	Buy	66685.3→65740.7	-7.61	timeout
06-16 08:08	BTC	Buy	65678.3→66334.7	+4.63	timeout
06-16 05:45	BTC	Buy	65700.3→66065.7	+2.38	timeout
06-16 03:49	BTC	Buy	65910.3→66113.7	+1.13	timeout
06-16 02:17	BTC	Buy	65700.3→66084.7	+2.47	timeout
06-15 12:27	BTC	Buy	64472.2→66237.7	+13.26	timeout
06-15 06:59	BTC	Buy	64266.2→65797.7	+11.45	timeout
06-15 02:51	BTC	Buy	64459.2→65462.7	+7.30	timeout
06-15 01:01	BTC	Buy	64557.2→65505.7	+6.87	timeout
06-14 22:48	BTC	Buy	64469.2→65367.7	+6.47	timeout
06-14 09:46	BTC	Buy	63785.2→64533.8	+5.37	timeout
06-14 06:14	BTC	Buy	63561.2→64430.8	+6.40	timeout
06-14 02:50	BTC	Buy	63555.2→64475.8	+6.82	timeout
06-14 00:29	BTC	Buy	63513.2→64464.8	+7.03	timeout
06-13 21:50	BTC	Buy	63454.2→64451.8	+7.39	timeout
06-13 08:59	BTC	Buy	63455.2→63784.8	+2.07	timeout
06-13 04:38	BTC	Buy	63690.2→63567.8	-1.40	timeout
06-13 02:28	BTC	Buy	63509.2→63699.8	+1.03	timeout
06-12 23:47	BTC	Buy	63620.2→63512.8	-1.34	timeout
06-12 20:55	BTC	Buy	63372.2→63386.8	-0.36	timeout
06-12 08:49	BTC	Buy	62952.1→63404.8	+3.06	timeout
06-12 01:16	BTC	Buy	62023.1→63437.8	+10.82	timeout
06-12 00:06	BTC	Buy	61627.1→63616.8	+15.57	timeout
06-11 22:21	BTC	Buy	61245.1→63594.8	+18.60	timeout
06-11 18:12	BTC	Buy	61984.1→63478.8	+11.50	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 17:01	BTC	Buy	61422.1→62214.9	+5.93	timeout
06-10 16:05	BTC	Buy	61008.1→62420.9	+11.08	timeout
06-10 15:08	BTC	Buy	61566.1→61937.9	+2.53	timeout
06-10 14:19	BTC	Buy	61784.1→61883.9	+0.33	timeout
06-09 14:46	BTC	Buy	62747.1→61193.3	-12.83	stop_loss

Paper vs Live

Paper (trades.jsonl)

153

closed

42%

win rate

-556.22

total pnl ($)

-72.6 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	153	42%	-72.6	-556.22

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 23:40	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…