deribit_iv_rv_zscore_short_vol_v2 · strategy

closed trades

59%

win rate

+217.15

total pnl ($)

1.697

weight

7d window — n=19 wr=74% pnl=+69.02 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 88 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:53	BTC	Sell	59496→58743.9	+4.71	timeout
06-30 06:32	BTC	Sell	60135→59607	+3.12	timeout
06-29 22:20	BTC	Sell	59279→60490	-8.51	timeout
06-29 11:26	BTC	Sell	60327→59968	+2.14	timeout
06-29 05:14	BTC	Sell	59976→59498	+2.83	timeout
06-28 20:29	BTC	Sell	60229→59728	+2.95	timeout
06-28 14:26	BTC	Sell	60590→60096	+2.93	timeout
06-28 08:07	BTC	Sell	60491→60149	+1.93	timeout
06-27 19:39	BTC	Sell	59856→60125	-2.20	timeout
06-27 07:19	BTC	Sell	60557→60300	+1.39	timeout
06-27 01:08	BTC	Sell	59527→59955	-3.22	timeout
06-26 18:50	BTC	Sell	59440→59635	-1.58	timeout
06-25 13:57	BTC	Sell	60930→58252.9	+17.17	take_profit
06-25 13:54	BTC	Sell	61325.9→58575.9	+17.57	take_profit
06-25 13:53	BTC	Sell	61694.9→58982.9	+17.20	take_profit
06-25 05:24	BTC	Sell	59367→61781	-16.63	stop_loss
06-24 16:47	BTC	Sell	62736.9→59978	+17.20	take_profit
06-24 13:54	BTC	Sell	62414.9→61503.1	+5.47	timeout
06-24 07:45	BTC	Sell	62866.9→62672.1	+0.95	timeout
06-23 22:42	BTC	Sell	63941.8→62554.1	+8.30	timeout
06-23 07:38	BTC	Sell	64316.8→62966.1	+8.06	timeout
06-23 01:26	BTC	Sell	64716.8→64152.2	+3.11	timeout
06-22 19:31	BTC	Sell	64200.8→64364.2	-1.34	timeout
06-22 13:27	BTC	Sell	64099.8→65011.3	-5.93	timeout
06-22 07:02	BTC	Sell	64232.8→63971.2	+1.28	timeout
06-22 00:45	BTC	Sell	64258.8→63877.2	+2.03	timeout
06-21 15:58	BTC	Sell	64118.8→64192.2	-0.81	timeout
06-21 05:22	BTC	Sell	63688.8→64222.2	-3.71	timeout
06-20 13:20	BTC	Sell	62691.9→63497.2	-5.46	timeout
06-20 07:18	BTC	Sell	62731.9→63671.2	-6.34	timeout
06-20 01:59	BTC	Sell	62994.9→63536.2	-3.80	timeout
06-19 19:36	BTC	Sell	62802.9→62947.1	-1.26	timeout
06-19 07:48	BTC	Sell	64451.8→62513.1	+11.63	timeout
06-19 01:35	BTC	Sell	64625.8→62835.1	+10.64	timeout
06-18 19:40	BTC	Sell	64247.8→62860.1	+8.14	timeout
06-18 13:47	BTC	Sell	65271.7→63848.2	+8.36	timeout
06-18 01:40	BTC	Sell	65642.7→64599.2	+6.06	timeout
06-17 19:47	BTC	Sell	65659.7→64174.2	+8.69	timeout
06-17 13:35	BTC	Sell	65948.7→65032.3	+5.21	timeout
06-17 07:25	BTC	Sell	66346.7→65481.3	+4.86	timeout
06-16 16:28	BTC	Sell	67125.6→65717.3	+8.10	timeout
06-16 10:21	BTC	Sell	65686.7→66689.3	-6.41	timeout
06-16 04:03	BTC	Sell	65820.7→66183.3	-2.60	timeout
06-15 07:12	BTC	Sell	64222.8→65816.3	-10.27	timeout
06-15 00:55	BTC	Sell	64527.8→65582.3	-6.87	timeout
06-14 18:31	BTC	Sell	64181.8→63725.2	+2.56	timeout
06-14 11:08	BTC	Sell	63854.8→64477.2	-4.26	timeout
06-14 04:50	BTC	Sell	63627.8→64329.2	-4.80	timeout
06-13 21:14	BTC	Sell	63568.8→64231.2	-4.51	timeout
06-13 13:30	BTC	Sell	63276.8→64217.2	-6.26	timeout
06-13 06:37	BTC	Sell	62886.9→63670.2	-5.34	timeout
06-13 00:35	BTC	Sell	63622.8→63543.2	+0.20	timeout
06-12 18:35	BTC	Sell	63427.8→63757.2	-2.42	timeout
06-12 12:33	BTC	Sell	62563.9→63498.2	-6.28	timeout
06-11 17:34	BTC	Sell	61870.9→63182.2	-8.77	timeout
06-10 15:09	BTC	Sell	61607.9→61972.1	-2.69	timeout
06-10 07:44	BTC	Sell	63162.8→62023.1	+6.75	timeout
06-09 19:03	BTC	Sell	63521.8→61765.1	+10.77	timeout
06-09 13:01	BTC	Sell	63740.8→62602.1	+6.76	timeout
06-09 06:58	BTC	Sell	62956.9→63266.2	-2.28	timeout
06-09 00:55	BTC	Sell	63630.8→62553.1	+6.42	timeout
06-08 18:47	BTC	Sell	62196.9→63395.2	-8.02	timeout
06-08 06:42	BTC	Sell	62132.9→62938.1	-5.53	timeout
06-07 22:15	BTC	Sell	61693.9→64200.3	-16.61	stop_loss
06-07 22:14	BTC	Sell	60804→63274.8	-16.62	stop_loss
06-07 18:26	BTC	Sell	60597→62189.1	-10.90	timeout
06-07 12:22	BTC	Sell	60862→61979.1	-7.71	timeout
06-07 05:08	BTC	Sell	59945→61809.1	-12.82	timeout
06-06 15:25	BTC	Sell	60911→60541	+2.06	timeout
06-05 15:39	BTC	Sell	62979.9→60214	+17.20	take_profit
06-05 13:59	BTC	Sell	63555.8→60759	+17.25	take_profit
06-05 13:57	BTC	Sell	63705.8→60903	+17.24	take_profit
06-05 09:44	BTC	Sell	62872.9→62789.1	+0.16	timeout
06-05 04:59	BTC	Sell	64348.8→63574.2	+4.41	timeout
06-04 01:50	BTC	Sell	65324.7→62456.1	+17.21	take_profit
06-04 00:29	BTC	Sell	66373.7→63459.2	+17.19	take_profit
06-04 00:24	BTC	Sell	66914.7→63976.2	+17.20	take_profit
06-03 23:33	BTC	Sell	66502.7→64488.2	+11.76	timeout
06-03 15:57	BTC	Sell	67276.6→66154.3	+6.37	timeout
06-02 15:37	BTC	Sell	70168.5→67083.4	+17.24	take_profit
06-02 14:10	BTC	Sell	71526.4→68381.4	+17.27	take_profit
06-02 14:09	BTC	Sell	71564.4→68421.4	+17.23	take_profit
06-02 06:57	BTC	Sell	73062.3→70002.5	+16.51	timeout
06-01 23:51	BTC	Sell	73648.3→71543.6	+11.19	timeout
05-31 19:47	BTC	Sell	74021.3→73501.7	+2.44	timeout
05-30 14:53	BTC	Sell	73046.3→73892.7	-4.87	timeout
05-30 07:49	BTC	Sell	73370.3→73507.7	-1.08	timeout
05-29 14:37	BTC	Sell	72916.4→72789.6	+0.44	timeout

Paper vs Live

Paper (trades.jsonl)

closed

59%

win rate

+217.15

total pnl ($)

+61.3 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	88	59%	+61.3	+217.15

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 04:16	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…