deribit_iv_mean_reversion_regime_gated

not live
24
closed trades
25%
win rate
-184.04
total pnl ($)
1.247
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-17 03:38:03 (42.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: yi
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-06 20:00BTCBuy60381→60561+1.11timeout
06-06 19:28BTCBuy59822→60574+5.89timeout
06-06 18:57BTCBuy59594→60594+7.99timeout
06-06 16:04BTCBuy60224→60888+5.10timeout
06-06 14:30BTCBuy60442→60834+2.80timeout
06-05 18:55BTCBuy60564→59074.5-12.75stop_loss
06-05 18:52BTCBuy60693→59200.4-12.76stop_loss
06-05 18:52BTCBuy60719→59224.4-12.77stop_loss
06-05 15:41BTCBuy61504.1→59988-12.76stop_loss
06-05 14:29BTCBuy61808.1→60287.8-12.74stop_loss
06-05 12:15BTCBuy62555.1→62194.9-3.37timeout
06-05 06:24BTCBuy62647.1→61106.4-12.69stop_loss
06-05 06:23BTCBuy62807.1→61261.3-12.70stop_loss
06-05 02:42BTCBuy63462.2→62667.9-6.68timeout
06-05 02:08BTCBuy62279.1→63204.8+6.98timeout
06-04 10:48BTCBuy63919.2→62347.7-12.71stop_loss
06-04 09:27BTCBuy64412.2→62828.4-12.74stop_loss
06-04 09:18BTCBuy64667.2→63077.3-12.74stop_loss
06-04 02:03BTCBuy63189.2→61635.1-12.75stop_loss
06-04 01:16BTCBuy64446.2→62861.4-12.75stop_loss
06-04 00:30BTCBuy64834.2→63240.2-12.74stop_loss
06-04 00:26BTCBuy65248.3→63644-12.74stop_loss
06-04 00:25BTCBuy65424.3→63814.9-12.75stop_loss
06-03 23:38BTCBuy65839.3→64215.7-12.79stop_loss

Paper vs Live

Paper (trades.jsonl)
24
closed
25%
win rate
-184.04
total pnl ($)
-153.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2425%-153.7-184.04

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems