deribit_dvol_zscore_mean_reversion_short · strategy

closed trades

48%

win rate

+110.41

total pnl ($)

1.634

weight

7d window — n=21 wr=48% pnl=+59.91 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 09:29	BTC	Sell	59848→60336	-4.51	timeout
06-27 03:28	BTC	Sell	60220→60290	-1.03	timeout
06-26 21:26	BTC	Sell	60085→59781	+2.12	timeout
06-26 14:55	BTC	Sell	58461.1→59381	-8.29	timeout
06-26 08:35	BTC	Sell	59543→60141	-5.50	timeout
06-26 02:39	BTC	Sell	59730→58751.9	+7.71	timeout
06-25 13:58	BTC	Sell	60883→58202.9	+21.51	take_profit
06-25 13:53	BTC	Sell	61671.9→58963.9	+21.49	take_profit
06-25 08:25	BTC	Sell	60636→61694.1	-9.18	timeout
06-25 02:34	BTC	Sell	61312.9→60859	+3.25	timeout
06-24 16:47	BTC	Sell	62732.9→59974	+21.47	take_profit
06-24 14:32	BTC	Sell	62723.9→61325.1	+10.68	timeout
06-24 08:23	BTC	Sell	62437.9→62668.1	-2.24	timeout
06-24 02:05	BTC	Sell	62488.9→62812.1	-3.01	timeout
06-23 20:02	BTC	Sell	62869.9→62463.1	+2.79	timeout
06-23 14:17	BTC	Sell	64125.8→62743.1	+10.29	timeout
06-22 08:33	BTC	Sell	64033.8→64191.2	-1.65	timeout
06-22 02:39	BTC	Sell	64004.8→64505.2	-4.32	timeout
06-21 20:29	BTC	Sell	64011.8→64085.2	-1.02	timeout
06-21 14:26	BTC	Sell	64200.8→64033.2	+0.82	timeout
06-21 08:25	BTC	Sell	63912.8→64050.2	-1.47	timeout
06-21 02:23	BTC	Sell	63305.8→64206.2	-7.55	timeout
06-20 20:20	BTC	Sell	63517.8→63941.2	-3.80	timeout
06-20 14:17	BTC	Sell	63376.8→63245.2	+0.62	timeout
06-20 08:15	BTC	Sell	63047.8→63542.2	-4.33	timeout
06-20 02:12	BTC	Sell	63028.8→63465.2	-3.92	timeout
06-19 20:06	BTC	Sell	62586.9→63025.2	-3.93	timeout
06-19 14:19	BTC	Sell	62962.9→63043.2	-1.14	timeout
06-18 10:00	BTC	Sell	64135.8→64160.2	-0.59	timeout
06-18 03:54	BTC	Sell	65731.7→64322.2	+10.28	timeout
06-17 21:41	BTC	Sell	64948.8→64292.2	+4.59	timeout
06-17 15:50	BTC	Sell	65769.7→65688.3	+0.13	timeout
06-17 09:51	BTC	Sell	65746.7→64886.2	+6.13	timeout
06-17 03:46	BTC	Sell	65744.7→65761.3	-0.55	timeout
06-16 21:40	BTC	Sell	66618.7→65640.3	+6.94	timeout
06-16 15:31	BTC	Sell	65963.7→65871.3	+0.29	timeout
06-16 09:31	BTC	Sell	66344.7→66642.3	-2.69	timeout
06-16 03:28	BTC	Sell	66645.7→65948.3	+4.77	timeout
06-15 21:27	BTC	Sell	65640.7→66422.3	-6.37	timeout
06-15 15:27	BTC	Sell	65691.7→66652.3	-7.77	timeout
06-15 09:20	BTC	Sell	64747.8→65716.3	-7.94	timeout
06-15 03:15	BTC	Sell	64072.8→65703.3	-13.16	timeout
06-14 21:11	BTC	Sell	64429.8→63997.2	+2.92	timeout
06-14 15:07	BTC	Sell	64470.8→64090.2	+2.51	timeout
06-14 09:01	BTC	Sell	64273.8→64398.2	-1.39	timeout
06-14 02:57	BTC	Sell	64208.8→64474.2	-2.53	timeout
06-13 20:53	BTC	Sell	63774.8→64242.2	-4.10	timeout
06-13 14:47	BTC	Sell	63593.8→64191.2	-5.13	timeout
06-13 08:44	BTC	Sell	63496.8→63864.2	-3.30	timeout
06-13 02:44	BTC	Sell	63472.8→63609.2	-1.53	timeout
06-12 20:42	BTC	Sell	63362.8→63536.2	-1.81	timeout
06-12 14:45	BTC	Sell	63575.8→63517.2	+0.05	timeout
06-12 08:48	BTC	Sell	63249.8→63413.2	-1.70	timeout
06-12 02:42	BTC	Sell	62836.9→63563.2	-6.18	timeout
06-11 20:38	BTC	Sell	62908.9→63306.2	-3.54	timeout
06-11 14:36	BTC	Sell	61969.9→62945.1	-8.27	timeout
06-11 08:32	BTC	Sell	61786.9→62925.1	-9.59	timeout
06-11 02:25	BTC	Sell	62115.9→62060.1	+0.03	timeout
06-10 20:19	BTC	Sell	61590.9→61815.1	-2.24	timeout
06-09 15:31	BTC	Sell	62708.9→61289.1	+10.88	timeout
06-09 09:30	BTC	Sell	63662.8→62782.1	+6.46	timeout
06-09 03:28	BTC	Sell	64061.8→62798.1	+9.41	timeout
06-08 21:23	BTC	Sell	63483.8→63623.2	-1.53	timeout
06-08 15:22	BTC	Sell	63314.8→64105.2	-6.67	timeout
06-07 03:23	BTC	Sell	60483→61563.1	-9.36	timeout
06-06 21:17	BTC	Sell	61204.9→60850	+2.41	timeout
06-06 15:14	BTC	Sell	60856→60583	+1.79	timeout
06-06 09:11	BTC	Sell	61751.9→61214.1	+3.93	timeout
06-06 03:19	BTC	Sell	60793→60854	-0.95	timeout
06-05 16:10	BTC	Sell	62735.9→59981	+21.48	take_profit
06-05 15:41	BTC	Sell	62837.9→60060	+21.63	take_profit
06-05 09:19	BTC	Sell	63609.8→62992.1	+4.39	timeout
06-05 03:48	BTC	Sell	63705.8→62784.1	+6.75	timeout
06-04 21:44	BTC	Sell	62872.9→63442.2	-4.99	timeout
06-04 16:56	BTC	Sell	64350.8→63533.2	+5.95	timeout
06-04 01:51	BTC	Sell	65229.7→62365.1	+21.51	take_profit
06-03 23:54	BTC	Sell	67082.6→64137.2	+21.50	take_profit
06-03 16:41	BTC	Sell	66373.7→65910.3	+3.07	timeout
06-03 13:49	BTC	Sell	66605.7→66801.3	-1.90	timeout
06-02 10:15	BTC	Sell	70975.5→69683.5	+8.73	timeout
06-02 02:38	BTC	Sell	71516.4→70757.5	+4.93	timeout
06-01 01:53	BTC	Sell	73799.3→73413.7	+2.21	timeout
05-31 17:48	BTC	Sell	74047.3→73698.7	+1.94	timeout
05-31 11:53	BTC	Sell	73804.3→73889.7	-0.96	timeout
05-31 09:15	BTC	Sell	73952.3→73862.7	+0.23	timeout
05-30 21:50	BTC	Sell	73560.3→73904.7	-2.73	timeout
05-30 12:06	BTC	Sell	73410.3→73569.7	-1.51	timeout
05-30 01:25	BTC	Sell	72947.4→73618.7	-5.03	timeout
05-29 18:50	BTC	Sell	73688.3→73537.7	+0.58	timeout
05-29 13:37	BTC	Sell	73487.3→73112.7	+2.11	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

+110.41

total pnl ($)

+24.3 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	90	48%	+24.3	+110.41

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 02:26	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…