deribit_iv_rv_zscore_short_vol · strategy

closed trades

51%

win rate

+200.02

total pnl ($)

1.735

weight

7d window — n=20 wr=45% pnl=+78.75 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 76 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 15:20	BTC	Sell	59919→60743	-7.34	timeout
06-27 09:27	BTC	Sell	60097→60336	-2.40	timeout
06-27 03:07	BTC	Sell	58627.1→60190	-13.78	timeout
06-26 20:52	BTC	Sell	59389→59737	-3.30	timeout
06-26 14:30	BTC	Sell	59315→60015	-6.30	timeout
06-25 13:58	BTC	Sell	60873→58198.9	+21.47	take_profit
06-25 13:53	BTC	Sell	61735.9→59023	+21.50	take_profit
06-24 16:51	BTC	Sell	62478.9→59730	+21.37	take_profit
06-24 14:28	BTC	Sell	62423.9→61213.1	+9.22	timeout
06-24 02:49	BTC	Sell	64135.8→62691.1	+10.87	timeout
06-23 20:51	BTC	Sell	64423.8→62434.1	+14.98	timeout
06-23 08:24	BTC	Sell	65012.7→62155.1	+21.48	take_profit
06-23 08:19	BTC	Sell	64224.8→62402.1	+13.70	timeout
06-23 02:06	BTC	Sell	64542.8→64121.2	+2.81	timeout
06-22 14:13	BTC	Sell	64029.8→65275.3	-10.05	timeout
06-22 08:01	BTC	Sell	64172.8→64151.2	-0.21	timeout
06-22 02:03	BTC	Sell	64202.8→64518.2	-2.82	timeout
06-21 20:00	BTC	Sell	63908.8→64180.2	-2.58	timeout
06-21 13:53	BTC	Sell	63404.8→64054.2	-5.64	timeout
06-21 07:52	BTC	Sell	63709.8→64199.2	-4.23	timeout
06-20 19:48	BTC	Sell	62997.8→63913.2	-7.75	timeout
06-20 13:47	BTC	Sell	63195.8→63447.2	-2.39	timeout
06-20 07:40	BTC	Sell	62500.9→63733.2	-10.31	timeout
06-20 02:19	BTC	Sell	62960.9→63390.2	-3.87	timeout
06-18 21:17	BTC	Sell	64263.8→62978.1	+9.44	timeout
06-18 15:42	BTC	Sell	65495.7→62680.1	+20.69	timeout
06-18 03:31	BTC	Sell	65790.7→64343.2	+10.57	timeout
06-17 21:39	BTC	Sell	65619.7→64346.2	+9.23	timeout
06-17 15:22	BTC	Sell	65728.7→65281.3	+2.91	timeout
06-17 09:23	BTC	Sell	66596.7→64935.2	+12.11	timeout
06-16 20:45	BTC	Sell	66517.7→65825.3	+4.85	timeout
06-16 14:36	BTC	Sell	66478.7→65584.3	+6.35	timeout
06-16 08:34	BTC	Sell	65698.7→66592.3	-7.25	timeout
06-16 02:17	BTC	Sell	65717.7→66105.3	-3.38	timeout
06-15 15:47	BTC	Sell	63805.8→67036.9	-25.76	stop_loss
06-15 13:59	BTC	Sell	64282.8→66431.3	-17.17	timeout
06-15 01:54	BTC	Sell	64603.8→65486.3	-7.25	timeout
06-14 19:51	BTC	Sell	64297.8→63752.2	+3.84	timeout
06-14 13:51	BTC	Sell	64099.8→64271.2	-1.79	timeout
06-14 07:52	BTC	Sell	63802.8→64393.2	-4.93	timeout
06-14 01:46	BTC	Sell	63783.8→64574.2	-6.68	timeout
06-11 14:25	BTC	Sell	62125.9→62923.1	-6.76	timeout
06-11 08:19	BTC	Sell	61616.9→62810.1	-10.01	timeout
06-10 10:00	BTC	Sell	62708.9→61290.1	+10.78	timeout
06-10 03:59	BTC	Sell	62838.9→62023.1	+5.94	timeout
06-09 22:01	BTC	Sell	63488.8→62023.1	+10.99	timeout
06-09 15:58	BTC	Sell	63756.8→61107.1	+20.48	timeout
06-09 09:50	BTC	Sell	63446.8→62637.1	+5.90	timeout
06-09 03:47	BTC	Sell	63094.8→62757.1	+2.22	timeout
06-08 21:47	BTC	Sell	61690.9→63731.2	-16.95	timeout
06-08 15:42	BTC	Sell	62135.9→63813.2	-13.89	timeout
06-08 09:40	BTC	Sell	62555.9→63282.2	-6.24	timeout
06-08 03:35	BTC	Sell	61606.9→63171.2	-13.12	timeout
06-07 21:30	BTC	Sell	60888→61772.1	-7.73	timeout
06-07 15:23	BTC	Sell	60468→61800.1	-11.45	timeout
06-07 09:18	BTC	Sell	61213.9→62808.1	-13.51	timeout
06-07 03:15	BTC	Sell	60890→61507.1	-5.46	timeout
06-06 21:11	BTC	Sell	61666.9→60858	+6.04	timeout
06-06 15:19	BTC	Sell	60793→60402	+2.76	timeout
06-05 16:10	BTC	Sell	62735.9→59981	+21.48	take_profit
06-05 13:57	BTC	Sell	63609.8→60817	+21.51	take_profit
06-05 13:57	BTC	Sell	63705.8→60903	+21.55	take_profit
06-05 09:44	BTC	Sell	62872.9→62789.1	+0.19	timeout
06-05 05:01	BTC	Sell	64164.8→63523.2	+4.50	timeout
06-04 01:49	BTC	Sell	65351.7→62482.1	+21.51	take_profit
06-04 00:29	BTC	Sell	66376.7→63462.2	+21.49	take_profit
06-04 00:24	BTC	Sell	66893.7→63956.2	+21.50	take_profit
06-03 23:33	BTC	Sell	66502.7→64488.2	+14.69	timeout
06-02 15:37	BTC	Sell	70168.5→67083.4	+21.55	take_profit
06-02 14:27	BTC	Sell	70879.5→67767.4	+21.53	take_profit
05-31 23:53	BTC	Sell	73805.3→73664.7	+0.48	timeout
05-31 09:52	BTC	Sell	73547.3→73925.7	-2.87	timeout
05-31 00:06	BTC	Sell	73404.3→73835.7	-3.31	timeout
05-30 13:35	BTC	Sell	72939.4→73680.7	-5.46	timeout
05-30 06:56	BTC	Sell	73735.3→73557.7	+0.79	timeout
05-30 01:38	BTC	Sell	73480.3→73613.7	-1.32	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

+200.02

total pnl ($)

+52.5 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	76	51%	+52.5	+200.02

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…