deribit_iv_rv_zscore_mean_reversion_long_v3

not live
66
closed trades
47%
win rate
-226.09
total pnl ($)
0.412
weight
7d window — n=23 wr=35% pnl=-136.62  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 66 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:17BTCBuy60553→60283-2.68timeout
06-27 01:11BTCBuy59655→59942+1.93timeout
06-26 19:03BTCBuy59354→59657+1.99timeout
06-25 18:47BTCBuy59514→59372-1.61timeout
06-25 13:57BTCBuy60817→58343.9-20.74stop_loss
06-25 13:53BTCBuy61231.1→58743.7-20.76stop_loss
06-25 13:49BTCBuy61745.1→59236.4-20.75stop_loss
06-24 15:56BTCBuy62786.1→60236.9-20.74stop_loss
06-24 15:56BTCBuy62830.1→60274.8-20.75stop_loss
06-24 13:42BTCBuy62259.1→61563.9-6.03timeout
06-24 06:41BTCBuy62952.1→62819.9-1.56timeout
06-24 00:35BTCBuy63983.2→62862.9-9.18timeout
06-23 08:32BTCBuy64175.2→62184.9-15.86timeout
06-23 08:27BTCBuy64689.2→62063.8-20.69stop_loss
06-23 02:24BTCBuy64516.2→64141.8-3.34timeout
06-22 20:21BTCBuy64055.2→64452.8+2.62timeout
06-22 14:24BTCBuy64033.2→65011.7+7.06timeout
06-22 07:44BTCBuy64194.2→64230.8-0.19timeout
06-21 21:56BTCBuy64003.2→63740.8-2.50timeout
06-21 12:50BTCBuy63566.2→64011.8+3.12timeout
06-21 06:49BTCBuy63722.2→64268.8+3.84timeout
06-21 00:45BTCBuy63559.2→64259.8+5.01timeout
06-20 18:25BTCBuy63119.2→63832.8+5.20timeout
06-20 07:06BTCBuy62807.1→63596.8+5.83timeout
06-19 22:24BTCBuy62821.1→63256.8+2.97timeout
06-19 13:36BTCBuy63978.2→62771.9-9.78timeout
06-18 08:37BTCBuy65073.3→64514.8-4.73timeout
06-17 14:56BTCBuy65653.3→65204.7-3.87timeout
06-17 06:59BTCBuy66412.3→65592.7-6.65timeout
06-16 11:56BTCBuy66190.3→66376.7+0.87timeout
06-16 05:50BTCBuy65753.3→66064.7+1.97timeout
06-15 21:20BTCBuy64755.2→66494.7+12.92timeout
06-15 04:19BTCBuy64503.2→65743.7+9.14timeout
06-14 22:17BTCBuy64371.2→65112.7+5.26timeout
06-14 15:03BTCBuy64189.2→64085.8-1.27timeout
06-14 08:58BTCBuy63800.2→64425.8+4.40timeout
06-14 02:54BTCBuy63567.2→64454.8+6.56timeout
06-13 20:44BTCBuy63503.2→64212.8+5.12timeout
06-13 12:25BTCBuy63524.2→63915.8+2.55timeout
06-13 06:41BTCBuy62881.1→63648.8+5.65timeout
06-12 10:07BTCBuy62924.1→63677.8+5.44timeout
06-11 16:01BTCBuy62479.1→62727.9+1.44timeout
06-11 09:31BTCBuy61210.1→62822.9+12.59timeout
06-10 13:58BTCBuy62368.1→62101.9-2.61timeout
06-10 07:55BTCBuy63178.2→61670.9-12.27timeout
06-09 14:36BTCBuy63948.2→61351.2-20.77stop_loss
06-08 22:20BTCBuy63168.2→63229.8+0.00timeout
06-08 16:07BTCBuy61956.1→63796.8+14.29timeout
06-08 08:57BTCBuy62838.1→63057.8+1.25timeout
06-07 22:15BTCBuy61465.1→64163.8+21.51take_profit
06-07 09:42BTCBuy61064.1→62508.9+11.38timeout
06-07 03:41BTCBuy60618→61536.9+7.10timeout
06-06 21:36BTCBuy61701.1→60874-7.08timeout
06-06 15:36BTCBuy60509→60694+1.08timeout
06-05 15:38BTCBuy62774.1→60224.9-20.74stop_loss
06-05 14:06BTCBuy62974.1→60414.8-20.77stop_loss
06-05 01:57BTCBuy62211.1→63393.8+9.07timeout
06-03 23:03BTCBuy67229.4→64488.5-20.83stop_loss
06-02 15:26BTCBuy70175.5→67328-20.75stop_loss
06-02 14:22BTCBuy70939.5→68042.6-20.89stop_loss
06-02 14:09BTCBuy71340.6→68445.3-20.79stop_loss
06-02 02:07BTCBuy73093.7→70125.4-20.87stop_loss
06-01 23:42BTCBuy73507.7→71565.4-13.81timeout
06-01 04:36BTCBuy74165.7→73418.3-5.52timeout
05-31 15:11BTCBuy73890.7→73625.3-2.28timeout
05-30 08:11BTCBuy73670.7→73512.3-1.57timeout

Paper vs Live

Paper (trades.jsonl)
66
closed
47%
win rate
-226.09
total pnl ($)
-68.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6647%-68.1-226.09

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems