deribit_ivrv_zscore_mean_reversion

69

closed trades

49%

win rate

+193.95

total pnl ($)

1.519

weight

7d window — n=17 wr=41% pnl=+52.11 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 23:42:12 (22.9d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485393_00140

n: 119 · wr: 52.9% · total_bps: +4336.0 · mean_bps: +36.44 · sharpe: +0.22 · max_dd_bps: -1852.4

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-26 20:02	BTC	Sell	59548→59806	-2.50	timeout
06-25 13:54	BTC	Sell	61290.9→58573.9	+21.71	take_profit
06-25 13:53	BTC	Sell	61775.9→59063	+21.48	take_profit
06-25 05:24	BTC	Sell	59382→61796	-20.79	stop_loss
06-24 16:46	BTC	Sell	62901.9→60140	+21.46	take_profit
06-24 14:58	BTC	Sell	62491.9→61049.1	+11.03	timeout
06-24 03:12	BTC	Sell	63966.8→62610.1	+10.21	timeout
06-23 21:13	BTC	Sell	64352.8→62471.1	+14.16	timeout
06-23 08:46	BTC	Sell	64229.8→62321.1	+14.22	timeout
06-22 22:46	BTC	Sell	63660.8→63856.2	-1.98	timeout
06-22 16:50	BTC	Sell	64113.8→64609.2	-4.31	timeout
06-22 07:27	BTC	Sell	64162.8→64253.2	-1.13	timeout
06-21 18:56	BTC	Sell	63753.8→64148.2	-3.58	timeout
06-21 12:45	BTC	Sell	63588.8→64036.2	-4.03	timeout
06-21 06:47	BTC	Sell	63711.8→64286.2	-4.96	timeout
06-20 18:39	BTC	Sell	63009.8→63847.2	-7.11	timeout
06-20 12:38	BTC	Sell	62442.9→63576.2	-9.48	timeout
06-20 00:59	BTC	Sell	62968.9→63514.2	-4.80	timeout
06-19 18:32	BTC	Sell	62782.9→63082.2	-2.82	timeout
06-19 06:49	BTC	Sell	64077.8→62768.1	+9.73	timeout
06-18 23:34	BTC	Sell	64439.8→62886.1	+11.59	timeout
06-18 15:57	BTC	Sell	65201.7→62336.1	+21.22	take_profit
06-17 17:05	BTC	Sell	65732.7→65850.3	-1.25	timeout
06-17 10:57	BTC	Sell	66473.7→64774.2	+12.41	timeout
06-16 21:29	BTC	Sell	66393.7→65703.3	+4.84	timeout
06-16 15:15	BTC	Sell	66591.7→65865.3	+5.05	timeout
06-16 08:34	BTC	Sell	65698.7→66592.3	-7.25	timeout
06-15 13:25	BTC	Sell	64349.8→66964.8	-20.79	stop_loss
06-15 11:23	BTC	Sell	63756.8→66353.5	-20.82	stop_loss
06-15 07:24	BTC	Sell	64312.8→65904.3	-12.81	timeout
06-14 13:16	BTC	Sell	64115.8→64352.2	-2.29	timeout
06-14 07:14	BTC	Sell	63698.8→64223.2	-4.57	timeout
06-14 01:51	BTC	Sell	63777.8→64615.2	-7.04	timeout
06-13 03:26	BTC	Sell	63371.8→63549.2	-1.85	timeout
06-12 19:26	BTC	Sell	63635.8→63748.2	-1.33	timeout
06-12 13:13	BTC	Sell	62863.9→63406.2	-4.69	timeout
06-11 20:32	BTC	Sell	61833.9→63349.2	-12.57	timeout
06-11 14:25	BTC	Sell	62044.9→62929.1	-7.47	timeout
06-11 07:51	BTC	Sell	61651.9→62695.1	-8.77	timeout
06-10 16:22	BTC	Sell	60982→62338.1	-11.53	timeout
06-10 10:18	BTC	Sell	62691.9→61158.1	+11.70	timeout
06-10 04:17	BTC	Sell	62860.9→62023.1	+6.15	timeout
06-09 15:56	BTC	Sell	63839.8→61035.1	+21.54	take_profit
06-09 10:02	BTC	Sell	63444.8→62713.1	+5.28	timeout
06-09 03:40	BTC	Sell	63098.8→62727.1	+2.48	timeout
06-08 07:22	BTC	Sell	62088.9→63181.2	-9.22	timeout
06-07 22:15	BTC	Sell	61680.9→64187.3	-20.77	stop_loss
06-07 22:15	BTC	Sell	61502.9→64002.2	-20.78	stop_loss
06-07 07:02	BTC	Sell	60739→62015.1	-11.00	timeout
06-07 01:00	BTC	Sell	61267.9→60749	+3.82	timeout
06-05 20:50	BTC	Sell	59330→61740.9	-20.77	stop_loss
06-05 18:54	BTC	Sell	61889.9→59172	+21.52	take_profit
06-05 14:04	BTC	Sell	63350.8→60569	+21.50	take_profit
06-05 13:56	BTC	Sell	63835.8→61032.1	+21.52	take_profit
06-05 06:19	BTC	Sell	64415.8→61868.1	+19.25	timeout
06-04 01:51	BTC	Sell	65109.7→62251.1	+21.50	take_profit
06-03 23:51	BTC	Sell	67106.6→64157.2	+21.52	take_profit
06-03 23:40	BTC	Sell	66524.7→64308.2	+16.22	timeout
06-03 16:08	BTC	Sell	67489.6→66104.3	+9.87	timeout
06-02 19:32	BTC	Sell	70113.5→66697.3	+23.92	take_profit
06-02 14:10	BTC	Sell	71523.4→68369.4	+21.64	take_profit
06-02 07:03	BTC	Sell	72964.4→69758.5	+21.65	take_profit
06-02 02:07	BTC	Sell	73487.3→70256.5	+21.68	take_profit
06-01 02:50	BTC	Sell	73934.3→73781.7	+0.68	timeout
05-31 15:10	BTC	Sell	73867.3→73632.7	+1.18	timeout
05-30 12:56	BTC	Sell	73256.3→73649.7	-2.98	timeout
05-30 06:40	BTC	Sell	73643.3→73633.7	-0.34	timeout
05-29 21:43	BTC	Sell	73861.3→73567.7	+1.59	timeout
05-29 14:12	BTC	Sell	72615.4→72994.6	-3.04	timeout

Paper (trades.jsonl)

69

closed

49%

win rate

+193.95

total pnl ($)

+56.0 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	69	49%	+56.0	+193.95

time	sym	side	reason
06-25 07:23	BTC	Sell	below_min_notional_skip
06-24 12:10	BTC	Sell	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 69 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)