deribit_iv_rv_zscore_fade_short_v3

69

closed trades

57%

win rate

+352.21

total pnl ($)

1.691

weight

7d window — n=17 wr=47% pnl=+76.69 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 00:39:35 (23.8d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485393_65053

n: 33 · wr: 69.7% · total_bps: +3341.3 · mean_bps: +101.25 · sharpe: +0.53 · max_dd_bps: -1075.2

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-27 13:16	BTC	Sell	59115→60387	-11.19	timeout
06-27 06:55	BTC	Sell	60254→60336	-1.13	timeout
06-27 00:36	BTC	Sell	59725→59889	-1.79	timeout
06-26 18:30	BTC	Sell	59631→59760	-1.42	timeout
06-25 18:19	BTC	Sell	59710→59648	+0.03	timeout
06-25 13:57	BTC	Sell	60943→58266.9	+21.45	take_profit
06-25 13:54	BTC	Sell	61371.9→58578.9	+22.30	take_profit
06-25 13:53	BTC	Sell	61659.9→58949.9	+21.50	take_profit
06-24 16:47	BTC	Sell	62783.9→60027	+21.47	take_profit
06-24 08:21	BTC	Sell	62443.9→62633.1	-1.88	timeout
06-23 16:50	BTC	Sell	64602.8→62491.1	+15.87	timeout
06-23 09:44	BTC	Sell	64091.8→62332.1	+13.06	timeout
06-23 03:36	BTC	Sell	64213.8→63980.2	+1.37	timeout
06-22 21:29	BTC	Sell	63672.8→64282.2	-5.23	timeout
06-22 14:34	BTC	Sell	63986.8→65018.3	-8.38	timeout
06-22 07:44	BTC	Sell	64179.8→64237.2	-0.87	timeout
06-20 23:48	BTC	Sell	63271.8→64287.2	-8.46	timeout
06-20 17:46	BTC	Sell	63022.8→63792.2	-6.54	timeout
06-20 11:44	BTC	Sell	62632.9→63710.2	-9.01	timeout
06-20 05:34	BTC	Sell	62552.9→63679.2	-9.46	timeout
06-19 23:33	BTC	Sell	62894.9→63329.2	-3.87	timeout
06-19 17:33	BTC	Sell	62675.9→62972.1	-2.81	timeout
06-19 11:33	BTC	Sell	63991.8→62620.1	+10.18	timeout
06-19 05:33	BTC	Sell	63891.8→62589.1	+9.69	timeout
06-18 23:32	BTC	Sell	64443.8→62892.1	+11.51	timeout
06-18 15:37	BTC	Sell	65926.7→63032.2	+21.48	take_profit
06-18 11:32	BTC	Sell	64695.8→64025.2	+4.81	timeout
06-18 05:31	BTC	Sell	65828.7→63946.2	+13.87	timeout
06-17 23:31	BTC	Sell	65691.7→64490.2	+8.69	timeout
06-17 17:32	BTC	Sell	65721.7→65951.3	-2.13	timeout
06-17 11:31	BTC	Sell	66441.7→64674.2	+12.94	timeout
06-17 05:31	BTC	Sell	66013.7→65832.3	+0.96	timeout
06-16 23:31	BTC	Sell	66184.7→65710.3	+3.22	timeout
06-16 16:29	BTC	Sell	67124.6→65739.3	+9.95	timeout
06-16 10:28	BTC	Sell	65694.7→66632.3	-7.56	timeout
06-16 04:28	BTC	Sell	65667.7→66016.3	-3.15	timeout
06-15 22:29	BTC	Sell	65217.7→66181.3	-7.79	timeout
06-15 13:08	BTC	Sell	64108.8→66713.7	-20.78	stop_loss
06-15 07:50	BTC	Sell	64391.8→65677.3	-10.42	timeout
06-15 01:50	BTC	Sell	64612.8→65597.3	-8.05	timeout
06-14 19:50	BTC	Sell	64311.8→63756.2	+3.92	timeout
06-14 13:49	BTC	Sell	64154.8→64278.2	-1.41	timeout
06-14 07:49	BTC	Sell	63805.8→64391.2	-5.03	timeout
06-14 01:49	BTC	Sell	63793.8→64610.2	-6.88	timeout
06-13 13:30	BTC	Sell	63284.8→64206.2	-7.66	timeout
06-13 05:50	BTC	Sell	63347.8→63522.2	-1.83	timeout
06-12 23:44	BTC	Sell	63607.8→63492.2	+0.50	timeout
06-12 17:43	BTC	Sell	63275.8→63815.2	-4.69	timeout
06-10 15:11	BTC	Sell	61625.9→61913.1	-2.74	timeout
06-09 14:47	BTC	Sell	63961.8→61153.1	+21.53	take_profit
06-08 23:07	BTC	Sell	62825.9→63441.2	-5.32	timeout
06-08 05:43	BTC	Sell	61805.9→62465.1	-5.78	timeout
06-06 22:17	BTC	Sell	61491.9→60673	+6.14	timeout
06-06 15:22	BTC	Sell	60679→60563	+0.50	timeout
06-05 16:10	BTC	Sell	62714.9→59961	+21.48	take_profit
06-05 13:57	BTC	Sell	63605.8→60813	+21.51	take_profit
06-05 13:56	BTC	Sell	63784.8→60974	+21.59	take_profit
06-05 09:42	BTC	Sell	62868.9→62796.1	+0.11	timeout
06-05 04:59	BTC	Sell	64356.8→63604.2	+5.34	timeout
06-04 01:51	BTC	Sell	65228.7→62364.1	+21.51	take_profit
06-04 00:29	BTC	Sell	66366.7→63452.2	+21.49	take_profit
06-04 00:26	BTC	Sell	66748.7→63817.2	+21.50	take_profit
06-04 00:12	BTC	Sell	66789.7→64319.2	+18.04	timeout
06-03 16:27	BTC	Sell	67778.6→65543.3	+16.10	timeout
06-02 15:37	BTC	Sell	70168.5→67072.4	+21.63	take_profit
06-02 14:10	BTC	Sell	71417.4→68268.4	+21.63	take_profit
06-02 14:09	BTC	Sell	71565.4→68421.4	+21.57	take_profit
06-02 06:32	BTC	Sell	73184.3→70395.5	+18.75	timeout
06-01 23:26	BTC	Sell	73789.3→71342.6	+16.28	timeout

Paper (trades.jsonl)

69

closed

57%

win rate

+352.21

total pnl ($)

+101.8 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	69	57%	+101.8	+352.21

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 69 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)