deribit_iv_rv_zscore_short_vol_v3

not live
71
closed trades
44%
win rate
+69.46
total pnl ($)
1.374
weight
7d window — n=19 wr=37% pnl=+24.79  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 00:51BTCSell59246→60030-7.06timeout
06-26 11:49BTCSell59852→59408+3.29timeout
06-26 05:36BTCSell59631→59965-3.25timeout
06-25 13:53BTCSell61629.9→58915.9+21.54take_profit
06-25 11:32BTCSell60971→61241.1-2.66timeout
06-25 05:05BTCSell59925→61531.1-13.86timeout
06-24 16:51BTCSell62320.9→59577+21.52take_profit
06-24 11:23BTCSell62581.9→62338.1+1.51timeout
06-24 05:26BTCSell62595.9→62853.1-2.48timeout
06-23 17:22BTCSell63500.8→62569.1+6.89timeout
06-23 11:25BTCSell63981.8→62504.1+11.00timeout
06-23 03:40BTCSell65033.7→63958.2+7.82timeout
06-22 20:46BTCSell64229.8→64443.2-2.11timeout
06-22 08:39BTCSell63978.8→64054.2-1.00timeout
06-22 02:35BTCSell63970.8→64441.2-4.08timeout
06-21 19:47BTCSell64193.8→64157.2-0.17timeout
06-21 05:09BTCSell63893.8→64235.2-3.13timeout
06-20 22:49BTCSell63626.8→64255.2-5.38timeout
06-20 16:42BTCSell63572.8→63973.2-3.58timeout
06-20 10:39BTCSell63213.8→63581.2-3.32timeout
06-19 22:38BTCSell62412.9→63224.2-6.93timeout
06-19 17:23BTCSell62551.9→63017.2-4.17timeout
06-19 04:55BTCSell62627.9→62427.1+1.12timeout
06-18 23:22BTCSell63900.8→62772.1+8.35timeout
06-18 10:58BTCSell64290.8→64123.2+0.89timeout
06-18 05:17BTCSell65875.7→63927.2+14.35timeout
06-17 17:14BTCSell65756.7→65864.3-1.22timeout
06-17 11:11BTCSell65740.7→64672.2+7.72timeout
06-16 22:57BTCSell66473.7→65771.3+4.87timeout
06-16 16:40BTCSell65838.7→65839.3-0.41timeout
06-16 04:28BTCSell67125.6→66007.3+7.86timeout
06-15 16:03BTCSell65820.7→67127.4-10.34timeout
06-15 09:51BTCSell65490.7→65557.3-0.96timeout
06-14 19:00BTCSell64258.8→63799.2+3.17timeout
06-14 12:55BTCSell64527.8→64288.2+1.41timeout
06-14 06:31BTCSell64181.8→64328.2-1.60timeout
06-13 23:08BTCSell63854.8→64444.2-5.05timeout
06-13 16:50BTCSell63627.8→63919.2-2.74timeout
06-13 09:41BTCSell63528.8→63793.2-2.49timeout
06-13 01:30BTCSell63296.8→63650.2-3.20timeout
06-12 18:41BTCSell62874.9→63892.2-8.53timeout
06-12 06:34BTCSell63431.8→62912.1+3.67timeout
06-12 00:30BTCSell62576.9→63616.2-8.68timeout
06-11 04:01BTCSell62472.9→62567.1-1.13timeout
06-10 20:18BTCSell61589.9→61816.1-2.26timeout
06-10 03:09BTCSell61607.9→62023.1-3.87timeout
06-09 19:44BTCSell63162.8→61861.1+9.90timeout
06-09 08:14BTCSell63212.8→62888.1+2.13timeout
06-09 02:13BTCSell63781.8→62743.1+7.68timeout
06-08 20:05BTCSell63141.8→63394.2-2.43timeout
06-08 14:02BTCSell63099.8→63780.2-5.82timeout
06-07 22:15BTCSell61462.9→63960.2-20.77stop_loss
06-07 19:49BTCSell62223.9→61381.1+6.30timeout
06-07 13:49BTCSell61452.9→61695.1-2.41timeout
06-07 07:40BTCSell60551→62228.1-14.31timeout
06-07 01:34BTCSell60751→61523.1-6.77timeout
06-06 10:16BTCSell61481.9→60676+6.12timeout
06-06 03:22BTCSell60673→60826-1.71timeout
06-05 16:06BTCSell62615.9→60179+19.05timeout
06-05 09:19BTCSell63607.8→63026.2+4.11timeout
06-04 21:43BTCSell62863.9→63369.2-4.48timeout
06-04 17:01BTCSell64164.8→63522.2+4.60timeout
06-04 01:49BTCSell65351.7→62482.1+21.51take_profit
06-03 16:41BTCSell66376.7→65946.3+2.82timeout
06-03 11:34BTCSell66553.7→67168.4-5.00timeout
06-03 04:08BTCSell67489.6→66321.3+8.21timeout
06-02 14:27BTCSell70950.5→67831.4+21.55take_profit
06-02 08:06BTCSell71542.4→70056.5+10.01timeout
06-01 03:21BTCSell73666.3→73913.7-2.09timeout
05-31 19:07BTCSell73965.3→73585.7+2.15timeout
05-29 19:48BTCSell73368.3→73625.7-2.18timeout

Paper vs Live

Paper (trades.jsonl)
71
closed
44%
win rate
+69.46
total pnl ($)
+19.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7144%+19.3+69.46

Recent bounces (last 20 of 1)

timesymsidereason
06-27 14:32BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems