deribit_iv_rv_zscore_mean_reversion_long_v2

not live
89
closed trades
46%
win rate
-214.98
total pnl ($)
0.608
weight
7d window — n=26 wr=38% pnl=-100.25  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 89 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 10:55BTCBuy60173→60140-0.75timeout
06-28 04:56BTCBuy60742→60099-5.75timeout
06-28 00:06BTCBuy60310→60039-2.67timeout
06-27 17:45BTCBuy60196→60544+2.44timeout
06-27 11:37BTCBuy59972→60220+1.60timeout
06-27 05:27BTCBuy60204→60219-0.32timeout
06-26 23:25BTCBuy59451→60020+4.33timeout
06-26 17:12BTCBuy59905→60221+2.14timeout
06-26 10:36BTCBuy59809→59725-1.18timeout
06-26 04:31BTCBuy59465→59971+3.82timeout
06-25 13:55BTCBuy60909→58433.8-20.73stop_loss
06-25 13:53BTCBuy61323.1→58767.7-21.27stop_loss
06-25 10:21BTCBuy60910→61568.9+4.95timeout
06-25 04:18BTCBuy60519→60781+1.72timeout
06-24 16:47BTCBuy62560.1→60020-20.70stop_loss
06-24 16:43BTCBuy62656.1→60110.9-20.66stop_loss
06-24 10:30BTCBuy62595.1→62515.9-1.11timeout
06-24 04:16BTCBuy62673.1→62647.9-0.69timeout
06-23 22:00BTCBuy62362.1→62594.9+1.43timeout
06-23 16:38BTCBuy63834.2→62573.9-10.31timeout
06-23 05:52BTCBuy64520.2→63380.8-9.30timeout
06-22 23:36BTCBuy64604.2→63960.8-5.41timeout
06-22 15:27BTCBuy64262.2→65009.7+5.33timeout
06-22 08:50BTCBuy63743.2→64135.8+2.59timeout
06-21 22:35BTCBuy64298.2→63575.8-6.06timeout
06-21 16:33BTCBuy64525.2→64105.8-3.70timeout
06-21 10:29BTCBuy64283.2→64276.8-0.53timeout
06-20 15:09BTCBuy63323.2→63858.8+3.75timeout
06-20 09:08BTCBuy63186.2→63456.8+1.63timeout
06-20 03:06BTCBuy63130.2→63345.8+1.26timeout
06-19 21:03BTCBuy62619.1→63140.8+3.69timeout
06-19 15:00BTCBuy62989.1→63162.8+0.98timeout
06-19 08:58BTCBuy63096.2→62544.9-4.75timeout
06-19 03:06BTCBuy63635.2→62913.9-6.07timeout
06-17 14:58BTCBuy65888.3→65084.7-6.55timeout
06-17 08:59BTCBuy65833.3→64892.8-7.60timeout
06-17 02:56BTCBuy65654.3→65875.7+1.23timeout
06-16 20:55BTCBuy66948.3→65825.7-8.88timeout
06-16 14:54BTCBuy65788.3→65649.7-1.55timeout
06-16 08:49BTCBuy66487.3→66602.7+0.43timeout
06-16 02:47BTCBuy66591.3→65837.7-6.12timeout
06-15 20:44BTCBuy65753.3→66561.7+5.66timeout
06-15 14:42BTCBuy65597.3→66515.7+6.55timeout
06-15 08:39BTCBuy64019.2→65671.7+12.45timeout
06-15 01:53BTCBuy64282.2→65521.7+9.18timeout
06-14 19:52BTCBuy64394.2→63741.8-5.54timeout
06-14 13:50BTCBuy64618.2→64272.8-3.12timeout
06-14 07:50BTCBuy64304.2→64390.8+0.22timeout
06-14 01:50BTCBuy64143.2→64611.8+3.22timeout
06-13 19:50BTCBuy63799.2→64310.8+3.56timeout
06-13 13:46BTCBuy63781.2→64074.8+1.83timeout
06-13 01:43BTCBuy63082.2→63769.8+4.96timeout
06-12 18:37BTCBuy62847.1→63760.8+6.81timeout
06-11 14:35BTCBuy61964.1→62895.9+7.02timeout
06-11 08:30BTCBuy61875.1→62914.9+7.88timeout
06-11 02:26BTCBuy62045.1→62058.9-0.37timeout
06-10 20:18BTCBuy61596.1→61810.9+1.26timeout
06-10 07:46BTCBuy61797.1→62016.9+1.38timeout
06-10 01:45BTCBuy62347.1→62016.9-3.04timeout
06-09 19:43BTCBuy63180.2→61839.9-11.10timeout
06-08 15:47BTCBuy63109.2→63816.8+5.13timeout
06-08 09:42BTCBuy61686.1→63280.8+12.47timeout
06-08 03:42BTCBuy62134.1→63159.8+7.79timeout
06-07 21:39BTCBuy62553.1→61761.9-6.76timeout
06-07 15:35BTCBuy61611.1→62069.9+3.27timeout
06-07 09:49BTCBuy60840→62396.9+12.35timeout
06-07 03:23BTCBuy60489→61554.9+8.34timeout
06-06 21:17BTCBuy61231.1→60835-3.65timeout
06-06 15:14BTCBuy60854→60575-2.74timeout
06-06 09:11BTCBuy61760.1→61208.9-4.94timeout
06-06 03:26BTCBuy60988→60718-2.67timeout
06-05 14:26BTCBuy62890.1→60332.8-20.78stop_loss
06-05 14:04BTCBuy63072.2→60511.7-20.75stop_loss
06-05 09:19BTCBuy63616.2→62985.9-5.39timeout
06-05 03:52BTCBuy63860.2→62761.9-9.02timeout
06-04 21:45BTCBuy62939.1→63489.8+3.94timeout
06-04 17:00BTCBuy64263.2→63457.8-6.76timeout
06-04 01:22BTCBuy65358.3→62705.5-20.74stop_loss
06-03 23:48BTCBuy66900.3→64185.7-20.74stop_loss
06-03 16:41BTCBuy66383.3→65939.7-3.82timeout
06-03 11:53BTCBuy66680.3→67040.6+2.19timeout
06-03 04:07BTCBuy67481.4→66349.7-8.84timeout
06-02 15:26BTCBuy70167.5→67287-20.99stop_loss
06-02 14:21BTCBuy70413.5→68229.6-15.98timeout
06-02 07:16BTCBuy71410.6→70162.5-9.26timeout
06-01 23:46BTCBuy72728.6→71550.4-8.63timeout
05-31 22:25BTCBuy73751.7→73873.3+0.38timeout
05-29 09:42BTCBuy73859.7→73790.3-0.95timeout
05-29 02:49BTCBuy72819.6→73348.3+3.11timeout

Paper vs Live

Paper (trades.jsonl)
89
closed
46%
win rate
-214.98
total pnl ($)
-48.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8946%-48.1-214.98

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems