deribit_iv_rv_zscore_mean_reversion_v2

not live
4
closed trades
100%
win rate
+78.55
total pnl ($)
1.251
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 10:52:01 (31.7d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x3485393_76293
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 4 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-02 23:00BTCSell71540.4→66313.3+36.09take_profit
06-02 13:08BTCSell71976.4→69003.5+20.20timeout
06-02 05:01BTCSell73476.3→70819.5+17.78timeout
06-01 04:38BTCSell74157.3→73433.7+4.47timeout

Paper vs Live

Paper (trades.jsonl)
4
closed
100%
win rate
+78.55
total pnl ($)
+391.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4100%+391.7+78.55

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems