deribit_iv_rv_zscore_short_vol_v4

not live
20
closed trades
55%
win rate
+103.05
total pnl ($)
1.506
weight
7d window — n=4 wr=75% pnl=+46.57  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 20 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:58BTCSell60874→58198.9+21.48take_profit
06-24 16:47BTCSell62734.9→59978+21.40take_profit
06-24 02:18BTCSell64583.8→62763.1+13.74timeout
06-21 02:14BTCSell62998.8→64217.2-10.06timeout
06-20 02:16BTCSell64448.8→63429.2+7.44timeout
06-18 03:48BTCSell66104.7→64297.2+13.26timeout
06-16 08:29BTCSell64453.8→66521.3-16.65timeout
06-15 08:27BTCSell63779.8→65668.3-15.24timeout
06-14 08:29BTCSell63486.8→64459.2-8.08timeout
06-13 08:27BTCSell62896.9→63793.2-7.37timeout
06-12 08:18BTCSell61590.9→63441.2-15.26timeout
06-09 21:11BTCSell61763.9→62023.1-2.76timeout
06-09 16:39BTCSell63615.8→60815+21.65take_profit
06-07 22:14BTCSell60713→63787.1-25.78stop_loss
06-07 20:59BTCSell61621.9→61885.1-2.64timeout
06-05 13:56BTCSell63776.8→60974+21.53take_profit
06-04 01:49BTCSell65333.7→62465.1+21.50take_profit
06-03 23:42BTCSell67196.6→64242.2+21.52take_profit
06-02 14:27BTCSell70899.5→67786.4+21.53take_profit
06-02 01:37BTCSell74096.3→70839.5+21.83take_profit

Paper vs Live

Paper (trades.jsonl)
20
closed
55%
win rate
+103.05
total pnl ($)
+102.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2055%+102.6+103.05

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems