deribit_ivrv_zscore_mean_reversion_long_v3 · strategy

closed trades

42%

win rate

-240.57

total pnl ($)

0.619

weight

7d window — n=22 wr=36% pnl=-102.71 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 85 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 13:09	BTC	Buy	59529→60054	+3.90	timeout
06-29 02:34	BTC	Buy	60144→59486	-5.94	timeout
06-28 18:58	BTC	Buy	59987→59578	-3.85	timeout
06-28 11:02	BTC	Buy	60233→60230	-0.50	timeout
06-28 04:42	BTC	Buy	60754→60114	-5.72	timeout
06-28 00:19	BTC	Buy	60265→60114	-1.66	timeout
06-27 05:55	BTC	Buy	59989→60214	+1.36	timeout
06-26 21:06	BTC	Buy	60076→59667	-3.88	timeout
06-26 14:18	BTC	Buy	58709.9→59862	+9.35	timeout
06-26 04:11	BTC	Buy	59851→59995	+0.76	timeout
06-25 13:57	BTC	Buy	60789→58321.9	-20.69	stop_loss
06-25 13:53	BTC	Buy	61582.1→59082.5	-20.73	stop_loss
06-25 08:16	BTC	Buy	60565→61731.9	+9.17	timeout
06-25 03:07	BTC	Buy	60898→60747	-1.68	timeout
06-24 16:43	BTC	Buy	62655.1→60111.9	-20.69	stop_loss
06-24 14:42	BTC	Buy	62721.1→61088.9	-13.36	timeout
06-24 03:40	BTC	Buy	62300.1→62791.9	+3.47	timeout
06-23 21:43	BTC	Buy	62351.1→62579.9	+1.38	timeout
06-23 15:57	BTC	Buy	64012.2→62374.9	-13.24	timeout
06-23 07:15	BTC	Buy	64413.2→62996.8	-11.33	timeout
06-23 01:39	BTC	Buy	65213.3→64018.8	-9.61	timeout
06-22 19:44	BTC	Buy	64237.2→64396.8	+0.79	timeout
06-22 03:18	BTC	Buy	64208.2→64200.8	-0.51	timeout
06-21 20:33	BTC	Buy	63988.2→64037.8	-0.05	timeout
06-21 12:11	BTC	Buy	64236.2→64134.8	-1.21	timeout
06-21 03:37	BTC	Buy	64097.2→64282.8	+0.99	timeout
06-20 21:22	BTC	Buy	63521.2→63916.8	+2.66	timeout
06-20 04:55	BTC	Buy	62946.1→63538.8	+4.25	timeout
06-19 21:24	BTC	Buy	62375.1→63203.8	+6.17	timeout
06-19 15:18	BTC	Buy	62361.1→63132.8	+5.74	timeout
06-19 08:55	BTC	Buy	63096.2→62569.9	-4.54	timeout
06-19 03:32	BTC	Buy	63177.2→62782.9	-3.55	timeout
06-18 18:46	BTC	Buy	64097.2→62758.9	-10.79	timeout
06-18 05:58	BTC	Buy	66021.3→63958.8	-16.07	timeout
06-17 23:51	BTC	Buy	64835.2→64451.8	-3.46	timeout
06-17 07:37	BTC	Buy	65657.3→65484.7	-1.78	timeout
06-17 00:22	BTC	Buy	66615.3→65713.7	-7.24	timeout
06-16 16:07	BTC	Buy	66140.3→65800.7	-3.06	timeout
06-16 05:56	BTC	Buy	66834.3→66049.7	-6.28	timeout
06-15 23:24	BTC	Buy	66298.3→66123.7	-1.75	timeout
06-15 15:56	BTC	Buy	65942.3→67148.6	+8.66	timeout
06-15 09:18	BTC	Buy	64489.2→65751.7	+9.34	timeout
06-14 22:26	BTC	Buy	64580.2→65125.7	+3.75	timeout
06-14 09:05	BTC	Buy	64292.2→64448.8	+0.74	timeout
06-14 02:20	BTC	Buy	64150.2→64606.8	+3.12	timeout
06-13 14:41	BTC	Buy	63678.2→64186.8	+3.52	timeout
06-13 08:37	BTC	Buy	63521.2→63840.8	+2.02	timeout
06-13 02:06	BTC	Buy	63351.2→63770.8	+2.84	timeout
06-12 19:58	BTC	Buy	63085.2→63591.8	+3.56	timeout
06-12 13:44	BTC	Buy	63349.2→63119.8	-2.30	timeout
06-12 07:38	BTC	Buy	63733.2→62940.9	-6.69	timeout
06-12 01:38	BTC	Buy	62790.1→63302.8	+3.58	timeout
06-11 19:02	BTC	Buy	62745.1→63529.8	+5.73	timeout
06-11 09:16	BTC	Buy	61607.1→62767.9	+8.90	timeout
06-11 03:04	BTC	Buy	62238.1→62131.9	-1.34	timeout
06-10 07:13	BTC	Buy	61783.1→62016.9	+1.50	timeout
06-10 01:09	BTC	Buy	62645.1→62016.9	-5.41	timeout
06-09 16:20	BTC	Buy	63386.2→60810.5	-20.83	stop_loss
06-09 12:01	BTC	Buy	63050.2→62752.9	-2.78	timeout
06-09 05:12	BTC	Buy	63415.2→63127.8	-2.72	timeout
06-08 23:06	BTC	Buy	63110.2→63407.8	+1.90	timeout
06-08 15:59	BTC	Buy	63097.2→63733.8	+4.52	timeout
06-08 04:13	BTC	Buy	62116.1→62905.9	+5.90	timeout
06-07 14:38	BTC	Buy	61259.1→62227.9	+7.45	timeout
06-07 08:23	BTC	Buy	60591→62463.9	+15.03	timeout
06-07 02:19	BTC	Buy	60953→61266.9	+2.08	timeout
06-06 10:52	BTC	Buy	61797.1→60461	-11.25	timeout
06-06 03:18	BTC	Buy	60782→60830	-0.06	timeout
06-05 15:37	BTC	Buy	62814.1→60259.8	-20.77	stop_loss
06-05 10:02	BTC	Buy	63403.2→62771.9	-5.42	timeout
06-05 02:10	BTC	Buy	64317.2→63200.8	-9.13	timeout
06-04 19:03	BTC	Buy	63958.2→63688.8	-2.56	timeout
06-04 01:22	BTC	Buy	65235.3→62587.6	-20.74	stop_loss
06-03 23:54	BTC	Buy	66797.3→64086.7	-20.74	stop_loss
06-03 17:17	BTC	Buy	67133.4→65782.7	-10.54	timeout
06-03 11:29	BTC	Buy	66396.3→67305.6	+6.33	timeout
06-03 04:02	BTC	Buy	67231.4→66107.7	-8.81	timeout
06-02 15:30	BTC	Buy	70120.5→67273	-20.77	stop_loss
06-02 14:27	BTC	Buy	70635.5→67768.7	-20.77	stop_loss
06-02 06:29	BTC	Buy	71523.6→70356.5	-8.68	timeout
06-01 04:41	BTC	Buy	73491.7→73453.3	-0.73	timeout
05-31 19:58	BTC	Buy	73854.7→73540.3	-2.57	timeout
05-30 22:30	BTC	Buy	73619.7→73854.3	+1.09	timeout
05-30 02:54	BTC	Buy	72946.6→73745.3	+5.00	timeout
05-29 02:23	BTC	Buy	73155.7→73475.3	+1.66	timeout

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-240.57

total pnl ($)

-56.5 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	85	42%	-56.5	-240.57

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 14:54	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…