deribit_iv_rv_zscore_mean_reversion

89

closed trades

56%

win rate

+338.65

total pnl ($)

2.151

weight

7d window — n=21 wr=62% pnl=+155.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 18:40:49 (23.8d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485393_76072

n: 122 · wr: 54.1% · total_bps: +3468.0 · mean_bps: +28.43 · sharpe: +0.18 · max_dd_bps: -2839.7

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

time	sym	side	entry→exit	pnl	close
06-27 13:34	BTC	Sell	58976.1→60432	-12.77	timeout
06-27 07:25	BTC	Sell	60560→60378	+1.05	timeout
06-27 01:05	BTC	Sell	59448→59952	-4.66	timeout
06-26 18:59	BTC	Sell	59458→59608	-1.59	timeout
06-25 18:47	BTC	Sell	59552→59375	+1.01	timeout
06-25 13:58	BTC	Sell	60862→58188.9	+21.46	take_profit
06-25 13:54	BTC	Sell	61301.9→58578.9	+21.76	take_profit
06-25 13:53	BTC	Sell	61691.9→58982.9	+21.48	take_profit
06-24 16:51	BTC	Sell	62705.9→59891	+21.96	take_profit
06-24 16:47	BTC	Sell	62752.9→59990	+21.48	take_profit
06-24 16:06	BTC	Sell	62950.9→60187	+21.45	take_profit
06-24 08:21	BTC	Sell	62443.9→62633.1	-1.88	timeout
06-23 19:35	BTC	Sell	64383.8→62388.1	+15.06	timeout
06-23 08:24	BTC	Sell	65072.7→62205.1	+21.54	take_profit
06-23 07:17	BTC	Sell	64176.8→62986.1	+8.85	timeout
06-23 01:13	BTC	Sell	63851.8→64214.2	-3.30	timeout
06-22 19:08	BTC	Sell	64136.8→64309.2	-1.74	timeout
06-22 13:08	BTC	Sell	64125.8→65026.3	-7.32	timeout
06-22 07:01	BTC	Sell	64269.8→63968.2	+1.91	timeout
06-22 00:43	BTC	Sell	64276.8→63892.2	+2.56	timeout
06-21 15:46	BTC	Sell	64124.8→64269.2	-1.63	timeout
06-21 05:20	BTC	Sell	63717.8→64205.2	-4.28	timeout
06-20 07:23	BTC	Sell	62723.9→63737.2	-8.52	timeout
06-20 01:45	BTC	Sell	62879.9→63534.2	-5.64	timeout
06-19 19:27	BTC	Sell	62765.9→62923.1	-1.67	timeout
06-19 13:55	BTC	Sell	64098.8→63161.2	+6.77	timeout
06-19 01:42	BTC	Sell	64577.8→62865.1	+12.70	timeout
06-18 19:26	BTC	Sell	64747.8→62733.1	+14.90	timeout
06-18 13:16	BTC	Sell	65012.7→64361.2	+4.55	timeout
06-18 07:16	BTC	Sell	65670.7→64141.2	+11.18	timeout
06-18 01:03	BTC	Sell	65763.7→64552.2	+8.84	timeout
06-17 19:03	BTC	Sell	65668.7→65478.3	+1.07	timeout
06-17 13:01	BTC	Sell	66383.7→65032.3	+9.79	timeout
06-17 07:00	BTC	Sell	66397.7→65594.3	+5.63	timeout
06-16 16:16	BTC	Sell	67186.6→65757.3	+10.26	timeout
06-16 10:13	BTC	Sell	65723.7→66510.3	-6.41	timeout
06-16 04:02	BTC	Sell	65845.7→66146.3	-2.78	timeout
06-15 21:20	BTC	Sell	64765.8→66501.3	-13.79	timeout
06-15 13:20	BTC	Sell	64259.8→66870.8	-20.79	stop_loss
06-15 01:50	BTC	Sell	64611.8→65519.3	-7.45	timeout
06-14 19:50	BTC	Sell	64297.8→63756.2	+3.81	timeout
06-14 13:49	BTC	Sell	64154.8→64296.2	-1.55	timeout
06-14 07:50	BTC	Sell	63791.8→64397.2	-5.19	timeout
06-14 01:46	BTC	Sell	63770.8→64585.2	-6.86	timeout
06-13 19:38	BTC	Sell	63732.8→64234.2	-4.38	timeout
06-13 11:25	BTC	Sell	63838.8→63927.2	-1.05	timeout
06-13 05:17	BTC	Sell	63488.8→63529.2	-0.78	timeout
06-12 22:01	BTC	Sell	63530.8→63525.2	-0.36	timeout
06-12 13:51	BTC	Sell	63075.8→63234.2	-1.63	timeout
06-12 06:49	BTC	Sell	62787.9→62931.1	-1.54	timeout
06-11 17:49	BTC	Sell	61127.9→63621	-20.77	stop_loss
06-11 14:52	BTC	Sell	61876.9→62921.1	-8.79	timeout
06-11 08:14	BTC	Sell	61579.9→62796.1	-10.19	timeout
06-10 19:49	BTC	Sell	61772.9→61889.1	-1.32	timeout
06-10 13:45	BTC	Sell	62340.9→62249.1	+0.30	timeout
06-10 07:44	BTC	Sell	63165.8→62023.1	+8.46	timeout
06-09 18:49	BTC	Sell	63349.8→61640.1	+13.12	timeout
06-09 12:46	BTC	Sell	63540.8→62416.1	+8.35	timeout
06-09 06:42	BTC	Sell	62912.9→63323.2	-3.66	timeout
06-09 00:42	BTC	Sell	63700.8→62721.1	+7.27	timeout
06-08 18:42	BTC	Sell	62163.9→63474.2	-10.92	timeout
06-08 12:40	BTC	Sell	61886.9→63373.2	-12.45	timeout
06-08 06:37	BTC	Sell	62180.9→63007.2	-7.08	timeout
06-07 22:14	BTC	Sell	60788→63258.8	-20.79	stop_loss
06-07 18:37	BTC	Sell	60549→62221.1	-14.30	timeout
06-07 12:33	BTC	Sell	60744→61803.1	-9.16	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 01:49	BTC	Sell	65382.7→62512.1	+21.50	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 14:22	BTC	Sell	71276.4→68146.4	+21.54	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
06-01 05:16	BTC	Sell	74146.3→73446.7	+4.30	timeout
05-31 15:12	BTC	Sell	73912.3→73631.7	+1.48	timeout
05-30 12:57	BTC	Sell	73257.3→73677.7	-3.35	timeout
05-30 06:40	BTC	Sell	73643.3→73633.7	-0.34	timeout
05-29 21:44	BTC	Sell	73884.3→73568.7	+1.74	timeout
05-29 13:28	BTC	Sell	73124.3→73031.7	+0.20	timeout

Paper (trades.jsonl)

89

closed

56%

win rate

+338.65

total pnl ($)

+75.8 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	89	56%	+75.8	+338.65

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 89 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)