deribit_ivrv_zscore_mean_reversion_long

not live
74
closed trades
53%
win rate
+188.47
total pnl ($)
1.469
weight
7d window — n=16 wr=50% pnl=+41.08  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 74 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:24BTCSell59544→60282-6.62timeout
06-27 06:14BTCSell59674→60108-4.09timeout
06-26 02:52BTCSell60693→58566.9+17.02timeout
06-25 18:19BTCSell59710→59648+0.03timeout
06-25 14:33BTCSell58125.1→60487.3-20.77stop_loss
06-24 16:47BTCSell62781.9→60025+21.47take_profit
06-24 14:27BTCSell62516.9→61194.1+10.10timeout
06-24 08:15BTCSell62581.9→62626.1-0.73timeout
06-24 00:55BTCSell64086.8→62964.1+8.30timeout
06-23 16:51BTCSell64646.8→62490.1+16.20timeout
06-23 10:04BTCSell64149.8→62539.1+11.90timeout
06-23 04:03BTCSell63880.8→64070.2-1.94timeout
06-22 21:39BTCSell63888.8→64135.2-2.37timeout
06-22 03:33BTCSell64310.8→64241.2+0.17timeout
06-21 16:00BTCSell64047.8→64181.2-1.51timeout
06-21 05:20BTCSell63717.8→64205.2-4.28timeout
06-20 22:28BTCSell63280.8→64290.2-8.42timeout
06-20 02:10BTCSell63003.8→63482.2-4.25timeout
06-19 19:47BTCSell62946.9→63004.2-0.88timeout
06-19 14:01BTCSell63889.8→63140.2+5.32timeout
06-19 01:42BTCSell64577.8→62865.1+12.70timeout
06-18 19:26BTCSell64747.8→62733.1+14.90timeout
06-18 13:16BTCSell65012.7→64361.2+4.55timeout
06-18 07:16BTCSell65670.7→64142.2+11.17timeout
06-18 01:03BTCSell65763.7→64552.2+8.84timeout
06-17 19:04BTCSell65677.7→65440.3+1.43timeout
06-17 13:01BTCSell66383.7→65032.3+9.79timeout
06-17 07:00BTCSell66397.7→65594.3+5.63timeout
06-16 15:44BTCSell66873.7→65825.3+7.46timeout
06-16 08:17BTCSell65684.7→66525.3-6.92timeout
06-15 21:20BTCSell64765.8→66501.3-13.79timeout
06-15 13:06BTCSell64072.8→66676.7-20.79stop_loss
06-14 22:16BTCSell64361.8→65100.3-6.14timeout
06-14 14:14BTCSell64154.8→64282.2-1.44timeout
06-14 08:08BTCSell63761.8→64416.2-5.52timeout
06-13 22:26BTCSell63587.8→64506.2-7.64timeout
06-13 13:30BTCSell63339.8→64201.2-7.19timeout
06-13 06:43BTCSell62915.9→63667.2-6.41timeout
06-13 00:34BTCSell63593.8→63549.2-0.02timeout
06-12 18:33BTCSell63376.8→63774.2-3.57timeout
06-12 12:30BTCSell62558.9→63435.2-7.38timeout
06-11 18:00BTCSell61191.9→63678-20.66stop_loss
06-11 14:58BTCSell61873.9→62836.1-8.13timeout
06-11 08:48BTCSell61194.9→62935.1-14.56timeout
06-10 17:35BTCSell61787.9→61805.1-0.55timeout
06-10 11:11BTCSell62570.9→61016.1+11.93timeout
06-10 02:52BTCSell62651.9→62023.1+4.46timeout
06-09 20:40BTCSell63360.8→62023.1+10.00timeout
06-09 12:28BTCSell63013.8→62621.1+2.61timeout
06-09 02:40BTCSell63011.8→62617.1+2.66timeout
06-08 08:28BTCSell62472.9→63033.2-4.84timeout
06-07 22:15BTCSell61768.9→64278.3-20.77stop_loss
06-07 22:14BTCSell61217.9→63705-20.77stop_loss
06-07 19:59BTCSell60570→61270.1-6.26timeout
06-07 13:34BTCSell60750→61828.1-9.30timeout
06-06 18:35BTCSell60141→60526-3.70timeout
06-05 18:44BTCSell62415.9→59674+21.54take_profit
06-05 14:04BTCSell63404.8→60621+21.50take_profit
06-05 10:18BTCSell62834.9→62570.1+1.65timeout
06-05 05:25BTCSell63783.8→63410.2+2.42timeout
06-04 01:49BTCSell65333.7→62465.1+21.50take_profit
06-04 00:29BTCSell66375.7→63461.2+21.49take_profit
06-04 00:26BTCSell66778.7→63846.2+21.50take_profit
06-04 00:12BTCSell66789.7→64319.2+18.04timeout
06-03 16:28BTCSell67803.6→65697.3+15.14timeout
06-02 15:37BTCSell70168.5→67072.4+21.63take_profit
06-02 14:10BTCSell71540.4→68395.4+21.56take_profit
06-02 14:09BTCSell71567.4→68421.4+21.58take_profit
06-02 06:50BTCSell73169.3→70262.5+19.56timeout
06-01 23:32BTCSell73709.3→71265.6+16.28timeout
05-31 19:49BTCSell74023.3→73495.7+3.12timeout
05-30 14:54BTCSell72939.4→73895.7-6.86timeout
05-30 07:48BTCSell73368.3→73486.7-1.22timeout
05-29 14:40BTCSell72978.4→72703.6+1.58timeout

Paper vs Live

Paper (trades.jsonl)
74
closed
53%
win rate
+188.47
total pnl ($)
+50.7 bps
avg bps net
Live (dry_run=0)
3
closed
33%
win rate
-40.71
total pnl ($)
-39.9 bps
avg bps net
Live: 3 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7453%+50.7+188.47

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems