deribit_implied_vol_mean_reversion

not live
16
closed trades
50%
win rate
-14.39
total pnl ($)
1.100
weight
7d window — n=5 wr=40% pnl=-20.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 03:25:15 (38.3d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: iw
n: 16  ·  wr: 75.0%  ·  total_bps: +1431.9  ·  mean_bps: +89.49  ·  sharpe: +0.66  ·  max_dd_bps: -126.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 16 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 00:30BTCSell60123→60012+0.48timeout
06-26 12:20BTCSell60011→59544+3.46timeout
06-25 21:58BTCSell59079→60181.1-9.77stop_loss
06-25 07:42BTCSell60817→61950.1-9.77stop_loss
06-24 23:46BTCSell60418→60988-5.15timeout
06-07 22:14BTCSell61645.9→62793.5-9.76stop_loss
06-07 17:55BTCSell62546.9→62156.1+2.66timeout
06-07 05:13BTCSell60813→61945.1-9.77stop_loss
06-06 17:04BTCSell61131.9→60699+3.08timeout
06-06 04:30BTCSell61771.9→59787+15.62take_profit
06-05 14:04BTCSell62602.9→60600+15.55take_profit
06-05 05:13BTCSell63750.8→63336.2+2.78timeout
06-04 13:38BTCSell62909.9→64085.2-9.81stop_loss
06-04 01:16BTCSell64988.8→62914.1+15.51take_profit
06-03 05:04BTCSell65774.7→67003.8-9.79stop_loss
05-15 13:50BTCBuy80392→78900.6-9.72stop_loss

Paper vs Live

Paper (trades.jsonl)
16
closed
50%
win rate
-14.39
total pnl ($)
-18.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1650%-18.0-14.39

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems