deribit_iv_rv_zscore_mean_reversion_v5

not live
83
closed trades
49%
win rate
-232.47
total pnl ($)
0.658
weight
7d window — n=19 wr=47% pnl=-99.57  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 83 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 02:24BTCBuy60050→59255-7.10timeout
06-27 20:37BTCBuy59583→60233+5.06timeout
06-27 14:46BTCBuy59630→60623+7.88timeout
06-27 08:39BTCBuy60216→60362+0.74timeout
06-27 02:29BTCBuy58829.9→60305+12.06timeout
06-26 20:23BTCBuy59608→59681+0.05timeout
06-26 14:19BTCBuy59172→59796+4.77timeout
06-25 13:57BTCBuy60775→58300.9-20.77stop_loss
06-25 13:51BTCBuy61718.1→59211.4-20.74stop_loss
06-24 16:47BTCBuy62472.1→59936-20.58stop_loss
06-24 15:07BTCBuy62361.1→60884-12.24timeout
06-24 09:02BTCBuy62396.1→62674.9+1.73timeout
06-24 03:06BTCBuy63987.2→62550.9-11.73timeout
06-23 21:07BTCBuy64410.2→62555.9-14.84timeout
06-23 09:00BTCBuy64143.2→62362.9-14.09timeout
06-23 08:17BTCBuy65064.3→62417.7-20.81stop_loss
06-23 02:56BTCBuy64260.2→64209.8-0.84timeout
06-22 20:49BTCBuy63674.2→64436.8+5.52timeout
06-22 14:45BTCBuy64021.2→64905.8+6.35timeout
06-22 08:42BTCBuy63923.2→64115.8+1.00timeout
06-22 02:41BTCBuy64217.2→64521.8+1.84timeout
06-21 20:39BTCBuy63846.2→63977.8+0.57timeout
06-21 14:38BTCBuy63408.2→64006.8+4.34timeout
06-21 08:34BTCBuy63447.2→63921.8+3.15timeout
06-21 02:31BTCBuy63418.2→64197.8+5.68timeout
06-20 20:28BTCBuy63050.2→63890.8+6.25timeout
06-20 14:25BTCBuy63068.2→63324.8+1.52timeout
06-20 08:23BTCBuy62685.1→63471.8+5.76timeout
06-20 02:17BTCBuy62987.1→63375.8+2.65timeout
06-18 20:40BTCBuy64348.2→63113.8-9.88timeout
06-18 14:41BTCBuy65052.3→63952.8-8.89timeout
06-18 08:36BTCBuy65123.3→64504.8-5.19timeout
06-18 02:34BTCBuy65909.3→64658.8-10.00timeout
06-17 20:33BTCBuy65708.3→64372.8-10.61timeout
06-17 14:25BTCBuy65668.3→65189.7-4.11timeout
06-17 08:26BTCBuy66485.3→65313.7-9.26timeout
06-17 02:17BTCBuy66092.3→65869.7-2.16timeout
06-16 20:12BTCBuy66543.3→65703.7-6.86timeout
06-16 14:10BTCBuy66298.3→66122.7-1.86timeout
06-16 08:09BTCBuy65703.3→66355.7+4.55timeout
06-16 02:05BTCBuy65566.3→66290.7+5.08timeout
06-15 13:53BTCBuy64282.2→66537.7+17.11timeout
06-15 12:55BTCBuy63780.2→66581.7+21.53take_profit
06-15 07:52BTCBuy64394.2→65708.7+9.69timeout
06-14 19:50BTCBuy64304.2→63749.8-4.81timeout
06-14 13:50BTCBuy64119.2→64276.8+0.78timeout
06-14 07:50BTCBuy63798.2→64390.8+4.19timeout
06-14 01:46BTCBuy63784.2→64581.8+5.83timeout
06-11 14:25BTCBuy62132.1→62916.9+5.76timeout
06-11 08:19BTCBuy61597.1→62803.9+9.22timeout
06-10 16:00BTCBuy61113.1→62595.9+11.65timeout
06-10 04:02BTCBuy62812.1→62016.9-6.67timeout
06-09 16:05BTCBuy63522.2→60943.5-20.85stop_loss
06-09 14:46BTCBuy63801.2→61212.3-20.76stop_loss
06-09 09:56BTCBuy63433.2→62653.9-6.56timeout
06-09 03:50BTCBuy63065.2→62777.9-2.72timeout
06-08 21:50BTCBuy61673.1→63756.8+16.41timeout
06-08 15:48BTCBuy61971.1→63808.8+14.24timeout
06-08 09:42BTCBuy62547.1→63295.8+5.53timeout
06-08 03:34BTCBuy61614.1→63162.8+12.10timeout
06-07 21:30BTCBuy60866→61748.9+6.82timeout
06-07 09:18BTCBuy61236.1→62788.9+12.27timeout
06-07 03:15BTCBuy60890→61485.9+4.38timeout
06-06 21:10BTCBuy61765.1→60748-8.62timeout
06-06 15:26BTCBuy60988→60609-3.55timeout
06-05 14:04BTCBuy63072.2→60511.7-20.75stop_loss
06-05 13:55BTCBuy63616.2→61034.4-20.75stop_loss
06-05 09:45BTCBuy62939.1→62808.9-1.46timeout
06-05 06:23BTCBuy63860.2→61267.3-20.71stop_loss
06-05 05:00BTCBuy64263.2→63549.8-5.95timeout
06-04 01:22BTCBuy65358.3→62705.5-20.74stop_loss
06-04 00:26BTCBuy66383.3→63689-20.73stop_loss
06-03 23:53BTCBuy66680.3→64187.8-19.13timeout
06-03 23:48BTCBuy66900.3→64185.7-20.74stop_loss
06-02 15:26BTCBuy70167.5→67287-20.99stop_loss
06-02 14:23BTCBuy70906.5→68027.6-20.78stop_loss
05-31 23:53BTCBuy73811.7→73666.3-1.41timeout
05-31 21:15BTCBuy73959.7→73671.3-2.40timeout
05-31 09:50BTCBuy73567.7→73952.3+2.01timeout
05-31 00:15BTCBuy73484.7→73875.3+2.16timeout
05-30 13:35BTCBuy72946.6→73673.3+4.45timeout
05-30 07:01BTCBuy73737.7→73548.3-1.78timeout
05-30 01:40BTCBuy73484.7→73589.3+0.22timeout

Paper vs Live

Paper (trades.jsonl)
83
closed
49%
win rate
-232.47
total pnl ($)
-55.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8349%-55.8-232.47

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems