deribit_iv_rv_zscore_mean_reversion_long

not live
3
closed trades
0%
win rate
-77.05
total pnl ($)
1.248
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 11:08:35 (32.3d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x3485393_76520
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 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-02 14:10BTCBuy71519.6→68384.4-26.88stop_loss
06-02 06:47BTCBuy72992.6→70025.5-25.09stop_loss
06-02 02:05BTCBuy73432.7→70451.2-25.08stop_loss

Paper vs Live

Paper (trades.jsonl)
3
closed
0%
win rate
-77.05
total pnl ($)
-426.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC30%-426.0-77.05

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems