deribit_iv_rv_zscore_long

not live
72
closed trades
44%
win rate
-237.52
total pnl ($)
0.399
weight
7d window — n=19 wr=26% pnl=-142.92  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 01:30BTCBuy60161→59285-7.76timeout
06-28 18:40BTCBuy60527→59570-8.34timeout
06-28 12:32BTCBuy60342→60316-0.70timeout
06-27 23:52BTCBuy60037→60038-0.37timeout
06-27 17:54BTCBuy59944→60585+4.91timeout
06-27 09:07BTCBuy60058→60450+2.81timeout
06-26 21:19BTCBuy59563→59687+0.51timeout
06-26 14:23BTCBuy59379→60000+4.73timeout
06-25 13:58BTCBuy60596→58136-20.66stop_loss
06-25 13:55BTCBuy60851→58378.9-20.73stop_loss
06-25 13:54BTCBuy61051.1→58543.8-20.92stop_loss
06-24 16:51BTCBuy62353.1→59814.1-20.61stop_loss
06-24 15:56BTCBuy62830.1→60278.8-20.81stop_loss
06-24 11:38BTCBuy62557.1→62567.9-0.38timeout
06-24 05:38BTCBuy63434.2→63028.8-3.71timeout
06-23 09:51BTCBuy64093.2→62357.9-13.77timeout
06-23 08:24BTCBuy64762.2→62125.8-20.77stop_loss
06-23 02:56BTCBuy64261.2→64208.8-0.86timeout
06-22 15:49BTCBuy64220.2→64869.8+4.54timeout
06-22 05:12BTCBuy64214.2→64238.8-0.27timeout
06-21 16:31BTCBuy63891.2→64132.8+1.44timeout
06-21 05:50BTCBuy63596.2→64207.8+4.36timeout
06-20 23:32BTCBuy63292.2→64278.8+7.33timeout
06-20 12:03BTCBuy62631.1→63679.8+7.88timeout
06-20 02:48BTCBuy62912.1→63396.8+3.41timeout
06-19 19:26BTCBuy62773.1→62970.9+1.10timeout
06-19 06:51BTCBuy64071.2→62758.9-10.65timeout
06-18 22:37BTCBuy64315.2→62760.9-12.45timeout
06-18 15:17BTCBuy65945.3→63265.2-20.74stop_loss
06-18 03:35BTCBuy65821.3→64284.8-12.14timeout
06-17 19:29BTCBuy65704.3→64369.8-10.64timeout
06-17 12:24BTCBuy66575.3→64666.8-14.85timeout
06-17 02:48BTCBuy65835.3→65834.7-0.48timeout
06-16 17:22BTCBuy66801.3→65702.7-8.76timeout
06-16 11:19BTCBuy66099.3→66513.7+2.62timeout
06-15 13:09BTCBuy64334.2→66540.7+16.72timeout
06-15 13:00BTCBuy63795.2→66596.7+21.52take_profit
06-15 05:28BTCBuy64287.2→65805.7+11.34timeout
06-14 10:50BTCBuy63851.2→64511.8+4.70timeout
06-13 23:35BTCBuy63477.2→64426.8+7.01timeout
06-13 16:50BTCBuy63925.2→63916.8-0.52timeout
06-13 10:38BTCBuy63710.2→63805.8+0.22timeout
06-12 20:45BTCBuy63265.2→63469.8+1.15timeout
06-12 14:43BTCBuy62822.1→63497.8+4.85timeout
06-11 21:42BTCBuy61618.1→63489.8+14.59timeout
06-11 15:38BTCBuy62226.1→62819.9+4.23timeout
06-11 09:26BTCBuy61044.1→62771.9+13.58timeout
06-10 16:21BTCBuy60902→62247.9+10.54timeout
06-10 09:29BTCBuy62819.1→61173.9-13.44timeout
06-10 03:01BTCBuy62897.1→62016.9-7.34timeout
06-09 07:12BTCBuy63103.2→63379.8+1.68timeout
06-08 23:01BTCBuy63007.2→63455.8+3.08timeout
06-08 15:42BTCBuy62121.1→63792.8+12.95timeout
06-07 17:51BTCBuy60574→62190.9+12.93timeout
06-07 10:34BTCBuy60324→62379.9+16.61timeout
06-07 00:56BTCBuy61361.1→60765-5.35timeout
06-06 16:54BTCBuy61346.1→60799-4.88timeout
06-05 16:10BTCBuy62466.1→59928-20.75stop_loss
06-05 14:04BTCBuy63058.2→60494.7-20.78stop_loss
06-05 12:13BTCBuy62496.1→62116.9-3.52timeout
06-05 06:08BTCBuy64113.2→62569.9-12.42timeout
06-04 01:22BTCBuy65358.3→62705.5-20.74stop_loss
06-04 00:26BTCBuy66291.3→63601-20.73stop_loss
06-03 17:51BTCBuy67383.4→65888.7-11.60timeout
06-02 19:46BTCBuy69754.5→66816.2-21.49stop_loss
06-02 14:22BTCBuy70961.5→68063.5-20.89stop_loss
06-01 01:30BTCBuy74069.7→73569.3-3.90timeout
05-31 10:21BTCBuy73617.7→73755.3+0.35timeout
05-31 02:45BTCBuy73686.7→73898.3+0.92timeout
05-30 13:06BTCBuy73215.7→73698.3+2.80timeout
05-30 00:48BTCBuy73756.7→73496.3-2.26timeout
05-29 14:25BTCBuy72967.6→72619.4-2.92timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
44%
win rate
-237.52
total pnl ($)
-65.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7244%-65.7-237.52

Recent bounces (last 20 of 1)

timesymsidereason
06-29 04:47BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems