deribit_iv_rv_zscore_mean_reversion_long_v4 · strategy

104

closed trades

43%

win rate

-356.92

total pnl ($)

0.250

weight

7d window — n=25 wr=28% pnl=-170.68 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 08:09	BTC	Buy	60166→59981	-2.04	timeout
06-29 01:51	BTC	Buy	60231→59443	-7.02	timeout
06-28 19:48	BTC	Buy	60164→59241	-8.10	timeout
06-28 13:43	BTC	Buy	60567→60069	-4.59	timeout
06-28 07:25	BTC	Buy	60386→60081	-2.96	timeout
06-27 19:36	BTC	Buy	59973→60198	+1.47	timeout
06-27 13:32	BTC	Buy	59009→60420	+11.49	timeout
06-27 00:48	BTC	Buy	59757→59940	+1.08	timeout
06-26 18:31	BTC	Buy	59561→59763	+1.13	timeout
06-26 13:19	BTC	Buy	60547→58694.7	-15.76	stop_loss
06-25 18:20	BTC	Buy	59710→59654	-0.88	timeout
06-25 13:53	BTC	Buy	60927→59062.5	-15.70	stop_loss
06-25 13:48	BTC	Buy	61167.1→59294.4	-15.75	stop_loss
06-25 13:45	BTC	Buy	61749.1→59844.1	-15.85	stop_loss
06-24 15:19	BTC	Buy	62233.1→60914	-10.98	timeout
06-24 14:20	BTC	Buy	62759.1→60839.5	-15.74	stop_loss
06-24 14:19	BTC	Buy	62778.1→60841.5	-15.87	stop_loss
06-24 14:19	BTC	Buy	62837.1→60879.5	-16.01	stop_loss
06-24 08:21	BTC	Buy	62450.1→62626.9	+0.88	timeout
06-23 08:27	BTC	Buy	63982.2→62024.9	-15.72	stop_loss
06-23 08:24	BTC	Buy	64134.2→62165.8	-15.74	stop_loss
06-23 06:21	BTC	Buy	64587.2→62610.5	-15.77	stop_loss
06-23 04:29	BTC	Buy	63940.2→63949.8	-0.40	timeout
06-22 22:15	BTC	Buy	63631.2→64285.8	+4.69	timeout
06-22 16:08	BTC	Buy	64166.2→64664.8	+3.45	timeout
06-22 10:06	BTC	Buy	64213.2→64177.8	-0.82	timeout
06-22 04:04	BTC	Buy	64365.2→63932.8	-3.85	timeout
06-21 22:03	BTC	Buy	63962.2→63742.8	-2.16	timeout
06-21 16:02	BTC	Buy	64027.2→64191.8	+0.85	timeout
06-21 09:51	BTC	Buy	63661.2→64146.8	+3.25	timeout
06-20 22:18	BTC	Buy	63138.2→64068.8	+6.92	timeout
06-20 16:18	BTC	Buy	63312.2→64021.8	+5.07	timeout
06-20 10:13	BTC	Buy	62523.1→63657.8	+8.55	timeout
06-20 04:04	BTC	Buy	62606.1→63400.8	+5.91	timeout
06-19 21:57	BTC	Buy	62967.1→63034.8	+0.04	timeout
06-19 16:04	BTC	Buy	62515.1→63122.8	+4.44	timeout
06-18 15:58	BTC	Buy	64215.2→62247.7	-15.68	stop_loss
06-18 15:58	BTC	Buy	64217.2→62252.7	-15.48	stop_loss
06-18 15:57	BTC	Buy	64296.2→62309.7	-15.71	stop_loss
06-18 15:15	BTC	Buy	65477.3→63474.1	-15.73	stop_loss
06-18 09:40	BTC	Buy	64952.2→64251.8	-5.90	timeout
06-18 03:40	BTC	Buy	65794.3→64290.8	-11.90	timeout
06-17 21:40	BTC	Buy	65633.3→64315.8	-10.47	timeout
06-17 15:33	BTC	Buy	65840.3→65326.7	-4.36	timeout
06-17 09:27	BTC	Buy	66616.3→65016.7	-12.49	timeout
06-17 03:25	BTC	Buy	65794.3→65697.7	-1.21	timeout
06-16 16:01	BTC	Buy	67165.4→65904.7	-9.80	timeout
06-16 10:00	BTC	Buy	65574.3→66484.7	+6.49	timeout
06-16 03:55	BTC	Buy	65903.3→66054.7	+0.74	timeout
06-15 21:20	BTC	Buy	64763.2→66493.7	+12.85	timeout
06-15 14:04	BTC	Buy	64282.2→66324.7	+15.45	timeout
06-15 07:52	BTC	Buy	64394.2→65708.7	+9.69	timeout
06-15 01:50	BTC	Buy	64618.2→65505.7	+6.39	timeout
06-14 19:50	BTC	Buy	64304.2→63749.8	-4.81	timeout
06-14 13:50	BTC	Buy	64143.2→64277.8	+0.60	timeout
06-14 07:50	BTC	Buy	63799.2→64407.8	+4.31	timeout
06-14 01:46	BTC	Buy	63781.2→64582.8	+5.86	timeout
06-13 19:45	BTC	Buy	63643.2→64267.8	+4.46	timeout
06-13 11:48	BTC	Buy	63800.2→63874.8	+0.05	timeout
06-13 05:44	BTC	Buy	63372.2→63559.8	+1.03	timeout
06-12 23:44	BTC	Buy	63616.2→63508.8	-1.34	timeout
06-12 17:37	BTC	Buy	63156.2→63821.8	+4.80	timeout
06-12 10:59	BTC	Buy	63122.2→63687.8	+3.96	timeout
06-12 04:53	BTC	Buy	62778.1→63686.8	+6.72	timeout
06-11 21:54	BTC	Buy	61237.1→63497.8	+17.87	timeout
06-11 14:50	BTC	Buy	61927.1→62904.9	+7.35	timeout
06-11 08:19	BTC	Buy	61597.1→62803.9	+9.22	timeout
06-10 19:46	BTC	Buy	61823.1→61909.9	+0.18	timeout
06-10 13:45	BTC	Buy	62347.1→62281.9	-0.99	timeout
06-09 14:46	BTC	Buy	63165.2→61233.3	-15.76	stop_loss
06-09 14:46	BTC	Buy	63175.2→61241.3	-15.76	stop_loss
06-09 14:17	BTC	Buy	63743.2→61791	-15.76	stop_loss
06-09 08:24	BTC	Buy	63048.2→62915.9	-1.51	timeout
06-09 02:19	BTC	Buy	62950.1→62581.9	-3.36	timeout
06-08 20:29	BTC	Buy	61726.1→63158.8	+11.11	timeout
06-08 14:22	BTC	Buy	61962.1→63696.8	+13.51	timeout
06-08 08:10	BTC	Buy	62345.1→63095.8	+5.48	timeout
06-08 02:44	BTC	Buy	61293.1→63024.8	+13.62	timeout
06-07 20:11	BTC	Buy	60524→61603.9	+8.51	timeout
06-07 13:52	BTC	Buy	60785→61762.9	+7.57	timeout
06-07 06:08	BTC	Buy	61070.1→61672.9	+4.54	timeout
06-06 04:33	BTC	Buy	61492.1→59611.2	-15.74	stop_loss
06-05 18:54	BTC	Buy	60988→59122.5	-15.75	stop_loss
06-05 13:56	BTC	Buy	62854.1→60930.5	-15.75	stop_loss
06-05 13:51	BTC	Buy	63072.2→61139.4	-15.77	stop_loss
06-05 09:45	BTC	Buy	62939.1→62808.9	-1.46	timeout
06-05 06:20	BTC	Buy	63616.2→61670.1	-15.72	stop_loss
06-05 06:16	BTC	Buy	63860.2→61906.9	-15.70	stop_loss
06-04 10:30	BTC	Buy	64357.2→62387.7	-15.72	stop_loss
06-04 00:29	BTC	Buy	65352.3→63353.1	-15.74	stop_loss
06-03 23:10	BTC	Buy	66380.3→64335.6	-15.85	stop_loss
06-03 23:02	BTC	Buy	66680.3→64639.4	-15.75	stop_loss
06-03 20:46	BTC	Buy	67089.4→65025.2	-15.85	stop_loss
06-03 03:50	BTC	Buy	67481.4→65413	-15.78	stop_loss
06-02 14:23	BTC	Buy	70167.5→68013.6	-15.81	stop_loss
06-02 14:10	BTC	Buy	70790.5→68384.4	-17.47	stop_loss
06-01 00:39	BTC	Buy	73927.7→73873.3	-0.81	timeout
05-31 15:02	BTC	Buy	73907.7→73598.3	-2.58	timeout
05-31 05:10	BTC	Buy	73474.7→74161.3	+4.16	timeout
05-30 12:56	BTC	Buy	73264.7→73643.3	+2.03	timeout

Paper vs Live

Paper (trades.jsonl)

104

closed

43%

win rate

-356.92

total pnl ($)

-68.4 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	104	43%	-68.4	-356.92

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…