deribit_iv_rv_zscore_fade_short · strategy

closed trades

58%

win rate

+244.32

total pnl ($)

1.693

weight

7d window — n=16 wr=56% pnl=+78.81 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 59 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 07:24	BTC	Sell	60495→60403	+0.38	timeout
06-27 01:07	BTC	Sell	59503→59956	-4.25	timeout
06-26 18:45	BTC	Sell	59374→59703	-3.10	timeout
06-25 13:58	BTC	Sell	60835→58138.9	+21.65	take_profit
06-25 13:54	BTC	Sell	61192.9→58502.9	+21.53	take_profit
06-25 13:53	BTC	Sell	61695.9→58982.9	+21.51	take_profit
06-25 07:40	BTC	Sell	59507→61926	-20.77	stop_loss
06-24 16:47	BTC	Sell	62733.9→59974	+21.51	take_profit
06-24 16:46	BTC	Sell	62890.9→60129	+21.37	take_profit
06-23 10:18	BTC	Sell	64171.8→62399.1	+13.16	timeout
06-23 04:03	BTC	Sell	63880.8→64070.2	-1.93	timeout
06-22 22:02	BTC	Sell	63703.8→64340.2	-5.45	timeout
06-22 09:52	BTC	Sell	64155.8→64085.2	+0.19	timeout
06-22 03:45	BTC	Sell	64405.8→64147.2	+1.62	timeout
06-21 17:42	BTC	Sell	63850.8→64069.2	-2.24	timeout
06-21 02:07	BTC	Sell	63464.8→64219.2	-6.36	timeout
06-20 07:23	BTC	Sell	62718.9→63743.2	-8.61	timeout
06-19 19:17	BTC	Sell	62679.9→63039.2	-3.29	timeout
06-19 13:20	BTC	Sell	64348.8→62682.1	+12.41	timeout
06-19 07:17	BTC	Sell	64131.8→62772.1	+10.11	timeout
06-18 19:11	BTC	Sell	65093.7→62621.1	+18.31	timeout
06-18 13:09	BTC	Sell	64977.8→64385.2	+4.13	timeout
06-18 07:09	BTC	Sell	65576.7→64047.2	+11.22	timeout
06-17 19:02	BTC	Sell	65719.7→65631.3	+0.31	timeout
06-17 13:02	BTC	Sell	66383.7→65033.3	+9.78	timeout
06-17 06:59	BTC	Sell	66404.7→65598.3	+5.65	timeout
06-16 11:37	BTC	Sell	66171.7→66344.3	-1.68	timeout
06-16 03:10	BTC	Sell	65604.7→65763.3	-1.66	timeout
06-15 12:59	BTC	Sell	64296.8→66556.3	-18.04	timeout
06-15 11:23	BTC	Sell	63763.8→66355.5	-20.77	stop_loss
06-14 11:07	BTC	Sell	63846.8→64477.2	-5.38	timeout
06-13 21:38	BTC	Sell	63543.8→64299.2	-6.37	timeout
06-13 10:51	BTC	Sell	63682.8→63872.2	-1.84	timeout
06-13 04:51	BTC	Sell	63684.8→63634.2	-0.06	timeout
06-11 16:09	BTC	Sell	62428.9→62719.1	-2.63	timeout
06-11 09:43	BTC	Sell	61279.9→62882.1	-13.38	timeout
06-10 13:45	BTC	Sell	62341.9→62251.1	+0.29	timeout
06-10 07:44	BTC	Sell	63162.8→62023.1	+8.43	timeout
06-09 12:55	BTC	Sell	63573.8→62560.1	+7.49	timeout
06-09 06:52	BTC	Sell	62954.9→63256.2	-2.79	timeout
06-08 23:47	BTC	Sell	63292.8→63030.2	+1.65	timeout
06-08 11:40	BTC	Sell	62618.9→63723.2	-9.24	timeout
06-08 05:38	BTC	Sell	61791.9→62471.1	-5.95	timeout
06-07 22:14	BTC	Sell	60705→63175.7	-20.81	stop_loss
06-07 06:07	BTC	Sell	60993→61684.1	-6.17	timeout
06-06 16:54	BTC	Sell	61290.9→60794	+3.58	timeout
06-05 18:51	BTC	Sell	62336.9→59600	+21.52	take_profit
06-05 13:58	BTC	Sell	63562.8→60769	+21.53	take_profit
06-05 09:43	BTC	Sell	62863.9→62787.1	+0.14	timeout
06-05 05:00	BTC	Sell	64251.8→63583.2	+4.70	timeout
06-04 01:49	BTC	Sell	65382.7→62512.1	+21.50	take_profit
06-04 00:29	BTC	Sell	66340.7→63427.2	+21.49	take_profit
06-04 00:04	BTC	Sell	66709.7→64343.2	+17.29	timeout
06-03 16:33	BTC	Sell	67794.6→65615.3	+15.68	timeout
06-02 15:37	BTC	Sell	70160.5→67077.4	+21.54	take_profit
06-02 14:10	BTC	Sell	71472.4→68331.4	+21.57	take_profit
06-02 07:02	BTC	Sell	73043.3→69890.5	+21.28	timeout
06-01 23:47	BTC	Sell	73591.3→71515.6	+13.80	timeout
05-30 07:48	BTC	Sell	73368.3→73486.7	-1.22	timeout

Paper vs Live

Paper (trades.jsonl)

closed

58%

win rate

+244.32

total pnl ($)

+82.7 bps

avg bps net

Live (dry_run=0)

closed

100%

win rate

+0.25

total pnl ($)

+37.6 bps

avg bps net

Live: 1 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	59	58%	+82.7	+244.32

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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