deribit_ivrv_zscore_mean_reversion_long_v4

not live
72
closed trades
43%
win rate
-240.05
total pnl ($)
0.379
weight
7d window — n=17 wr=24% pnl=-126.61  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 04:51BTCBuy59803→59519-2.76timeout
06-29 22:16BTCBuy59558→60447+6.97timeout
06-29 11:35BTCBuy60296→59944-3.52timeout
06-28 20:35BTCBuy60243→59645-5.39timeout
06-28 14:27BTCBuy60607→60129-4.43timeout
06-28 07:55BTCBuy60518→60177-3.30timeout
06-27 06:02BTCBuy59781→60156+2.68timeout
06-26 23:36BTCBuy60116→59954-1.82timeout
06-26 17:15BTCBuy59560→60101+3.99timeout
06-25 16:58BTCBuy59841→59292-4.98timeout
06-25 13:55BTCBuy60880→58408.9-20.68stop_loss
06-25 13:51BTCBuy61590.1→59090.5-20.71stop_loss
06-24 16:51BTCBuy62343.1→59807.1-20.75stop_loss
06-24 16:46BTCBuy62570.1→60031-20.57stop_loss
06-24 15:45BTCBuy63026.2→60468.7-20.64stop_loss
06-24 10:12BTCBuy62424.1→62539.9+0.46timeout
06-23 22:42BTCBuy63902.2→62528.9-11.17timeout
06-23 08:24BTCBuy64930.2→62294.7-20.70stop_loss
06-23 08:07BTCBuy64128.2→62812.9-10.77timeout
06-22 20:05BTCBuy64170.2→64614.8+2.99timeout
06-22 13:57BTCBuy64063.2→65478.7+10.47timeout
06-22 07:24BTCBuy64197.2→64208.8-0.35timeout
06-21 08:18BTCBuy63523.2→64060.8+3.64timeout
06-21 01:30BTCBuy63490.2→64217.8+5.22timeout
06-20 07:24BTCBuy62752.1→63740.8+7.42timeout
06-20 02:01BTCBuy63003.2→63497.8+3.48timeout
06-19 19:39BTCBuy62851.1→62951.9+0.32timeout
06-19 01:54BTCBuy64492.2→62952.9-12.29timeout
06-18 19:55BTCBuy64199.2→62970.9-9.85timeout
06-18 13:49BTCBuy65281.3→63990.8-10.32timeout
06-17 19:27BTCBuy65654.3→64747.8-7.37timeout
06-17 13:09BTCBuy66139.3→64970.8-9.32timeout
06-17 07:00BTCBuy66420.3→65600.7-6.65timeout
06-16 16:59BTCBuy67167.4→65752.7-11.07timeout
06-16 11:01BTCBuy65896.3→66507.7+4.12timeout
06-16 04:02BTCBuy65852.3→66139.7+1.78timeout
06-15 15:46BTCBuy64135.2→66953.7+21.53take_profit
06-15 08:41BTCBuy64455.2→65702.7+9.24timeout
06-15 02:32BTCBuy64510.2→65581.7+7.82timeout
06-14 14:24BTCBuy64099.2→64237.8+0.63timeout
06-14 08:18BTCBuy63792.2→64480.8+4.91timeout
06-13 21:14BTCBuy63583.2→64225.8+4.58timeout
06-13 05:44BTCBuy63372.2→63560.8+1.04timeout
06-12 23:44BTCBuy63615.2→63508.8-1.33timeout
06-12 17:44BTCBuy63286.2→63800.8+3.60timeout
06-11 16:03BTCBuy62477.1→62710.9+1.27timeout
06-11 08:19BTCBuy61626.1→62795.9+8.92timeout
06-10 15:09BTCBuy61648.1→61969.9+2.12timeout
06-10 07:43BTCBuy63180.2→62016.9-9.55timeout
06-09 14:12BTCBuy63841.2→62048.9-14.49timeout
06-09 08:06BTCBuy63154.2→62951.9-2.11timeout
06-09 02:01BTCBuy63118.2→62770.9-3.18timeout
06-08 13:54BTCBuy61761.1→63770.8+15.78timeout
06-07 22:15BTCBuy61484.1→64183.8+21.51take_profit
06-07 22:15BTCBuy61268.1→63957.8+21.50take_profit
06-07 19:40BTCBuy60542→61258.9+5.53timeout
06-07 13:34BTCBuy60756→61829.9+8.37timeout
06-06 22:16BTCBuy61413.1→60641-6.66timeout
06-06 15:33BTCBuy60560→60543-0.58timeout
06-05 14:06BTCBuy63044.2→60483.7-20.76stop_loss
06-05 09:57BTCBuy63158.2→62831.9-3.02timeout
06-05 06:24BTCBuy63746.2→61151.3-20.76stop_loss
06-05 05:24BTCBuy63801.2→63347.8-3.95timeout
06-04 01:22BTCBuy65340.3→62688.5-20.74stop_loss
06-04 00:26BTCBuy66382.3→63688-20.73stop_loss
06-03 23:16BTCBuy66731.3→64454.8-17.52timeout
06-03 15:49BTCBuy67229.4→66211.7-8.09timeout
06-02 15:26BTCBuy70174.5→67322-20.78stop_loss
06-02 14:22BTCBuy70939.5→68046.6-20.86stop_loss
05-31 19:45BTCBuy73987.7→73502.3-3.72timeout
05-30 14:54BTCBuy72938.6→73889.3+5.92timeout
05-30 07:50BTCBuy73373.7→73502.3+0.39timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
43%
win rate
-240.05
total pnl ($)
-66.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7243%-66.5-240.05

Recent bounces (last 20 of 1)

timesymsidereason
06-30 00:47BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems