deribit_dvol_zscore_mean_reversion_long

not live
48
closed trades
50%
win rate
-109.61
total pnl ($)
1.007
weight
7d window — n=8 wr=50% pnl=-19.33  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 48 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 23:43BTCBuy59730→60232+3.78timeout
06-28 21:27BTCBuy60380→59661-6.42timeout
06-27 20:41BTCBuy59665→60230+4.34timeout
06-26 19:18BTCBuy59218→59931+5.44timeout
06-25 17:41BTCBuy59414→59605+1.21timeout
06-24 16:51BTCBuy61218.1→59709.1-12.76stop_loss
06-24 14:13BTCBuy62644.1→61102.4-12.75stop_loss
06-24 07:33BTCBuy62888.1→62675.9-2.18timeout
06-23 06:21BTCBuy64227.2→62643.5-12.79stop_loss
06-22 21:00BTCBuy63834.2→64421.8+4.14timeout
06-21 19:41BTCBuy63863.2→64171.8+1.98timeout
06-20 19:15BTCBuy63039.2→63874.8+6.19timeout
06-19 17:17BTCBuy62503.1→63028.8+3.75timeout
06-18 15:53BTCBuy64014.2→62439.6-12.67stop_loss
06-18 09:35BTCBuy64978.2→64242.8-6.16timeout
06-17 08:31BTCBuy66736.3→65094.2-12.73stop_loss
06-16 08:08BTCBuy65679.3→66333.7+4.61timeout
06-15 07:07BTCBuy64215.2→65773.7+11.67timeout
06-14 06:07BTCBuy63547.2→64404.8+6.31timeout
06-13 04:44BTCBuy63701.2→63597.8-1.25timeout
06-12 00:04BTCBuy61563.1→63567.8+15.71timeout
06-10 22:18BTCBuy62595.1→61055.4-12.75stop_loss
06-10 15:12BTCBuy61541.1→61889.9+2.34timeout
06-09 14:18BTCBuy63305.2→61748-12.75stop_loss
06-08 22:27BTCBuy63044.2→63319.8+1.70timeout
06-07 20:50BTCBuy60677→61864.9+9.36timeout
06-06 20:11BTCBuy60703→60546-1.67timeout
06-05 18:54BTCBuy60595→59104.5-12.76stop_loss
06-05 14:06BTCBuy61949.1→60425.7-12.75stop_loss
06-05 06:24BTCBuy62670.1→61121.4-12.80stop_loss
06-05 02:16BTCBuy62378.1→63221.8+6.32timeout
06-03 23:54BTCBuy65662.3→64046.8-12.75stop_loss
06-03 19:52BTCBuy67115.4→65465-12.78stop_loss
06-03 03:34BTCBuy67593.4→65927.7-12.78stop_loss
06-02 14:10BTCBuy69987.5→68264.4-12.77stop_loss
06-01 22:26BTCBuy73432.7→71240.8-15.50stop_loss
05-31 18:58BTCBuy74010.7→73611.3-3.22timeout
05-31 14:58BTCBuy73895.7→73594.3-2.52timeout
05-31 07:40BTCBuy73451.7→73833.3+2.00timeout
05-31 05:05BTCBuy73513.7→74158.3+3.87timeout
05-31 03:12BTCBuy73743.7→74074.3+1.73timeout
05-30 14:17BTCBuy72954.6→73899.3+5.90timeout
05-30 12:21BTCBuy73316.7→73635.3+1.68timeout
05-29 16:35BTCBuy73228.7→74055.3+5.13timeout
05-29 15:27BTCBuy72887.6→73551.3+4.06timeout
05-29 14:18BTCBuy73439.7→72848.4-4.53timeout
05-29 13:08BTCBuy73369.7→73171.3-1.82timeout
05-29 10:56BTCBuy73417.7→73639.3+1.02timeout

Paper vs Live

Paper (trades.jsonl)
48
closed
50%
win rate
-109.61
total pnl ($)
-45.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4850%-45.3-109.61

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems