deribit_ivrv_zscore_mean_reversion_long_v5

not live
89
closed trades
44%
win rate
-181.32
total pnl ($)
0.697
weight
7d window — n=23 wr=35% pnl=-92.97  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 89 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 23:45BTCBuy60281→59727-5.08timeout
06-28 17:11BTCBuy60005→59588-3.91timeout
06-28 08:35BTCBuy60243→60197-0.84timeout
06-28 02:27BTCBuy60602→60103-4.57timeout
06-27 19:55BTCBuy60543→60129-3.84timeout
06-27 00:50BTCBuy59251→60009+5.94timeout
06-26 18:27BTCBuy59950→59864-1.23timeout
06-26 11:55BTCBuy59785→59344-4.17timeout
06-26 05:45BTCBuy59481→59767+1.96timeout
06-25 13:53BTCBuy61209.1→58723.7-20.75stop_loss
06-25 13:51BTCBuy61613.1→59109.5-20.74stop_loss
06-25 11:36BTCBuy61012.1→61233.9+1.36timeout
06-25 05:30BTCBuy59689→61555.9+15.20timeout
06-24 16:46BTCBuy62596.1→60056-20.70stop_loss
06-24 15:56BTCBuy62847.1→60293.8-20.72stop_loss
06-24 11:50BTCBuy62689.1→63062.8+2.53timeout
06-24 05:43BTCBuy62513.1→62917.9+2.76timeout
06-23 23:19BTCBuy62379.1→62549.9+0.93timeout
06-23 17:47BTCBuy63341.2→62471.9-7.31timeout
06-23 07:39BTCBuy64445.2→62950.9-12.05timeout
06-23 01:26BTCBuy65025.3→64145.8-7.20timeout
06-22 19:26BTCBuy64253.2→64293.8-0.16timeout
06-22 13:13BTCBuy63844.2→65138.7+9.61timeout
06-22 07:06BTCBuy64145.2→64086.8-0.92timeout
06-22 01:04BTCBuy64082.2→63899.8-1.91timeout
06-21 18:56BTCBuy64270.2→64141.8-1.43timeout
06-21 12:44BTCBuy64291.2→64014.8-2.57timeout
06-21 03:48BTCBuy64167.2→64372.8+1.15timeout
06-20 11:17BTCBuy63266.2→63666.8+2.69timeout
06-20 05:14BTCBuy62963.1→63774.8+6.00timeout
06-19 23:08BTCBuy62452.1→63265.8+6.05timeout
06-19 17:07BTCBuy62592.1→62982.9+2.67timeout
06-19 11:10BTCBuy62767.1→62441.9-3.00timeout
06-19 05:03BTCBuy62539.1→62551.9-0.32timeout
06-18 23:05BTCBuy64082.2→62825.9-10.21timeout
06-18 17:00BTCBuy63861.2→62656.9-9.74timeout
06-18 10:55BTCBuy64361.2→64078.8-2.69timeout
06-18 05:01BTCBuy65836.3→63798.8-15.93timeout
06-17 22:53BTCBuy64834.2→64365.8-4.06timeout
06-17 16:50BTCBuy65997.3→65884.7-1.31timeout
06-17 10:47BTCBuy65671.3→64851.8-6.73timeout
06-17 04:48BTCBuy65703.3→66002.7+1.81timeout
06-16 22:43BTCBuy66581.3→65685.7-7.22timeout
06-16 16:37BTCBuy65838.3→65713.7-1.44timeout
06-15 23:56BTCBuy66190.3→66319.7+0.45timeout
06-15 17:50BTCBuy65753.3→66881.7+8.07timeout
06-15 09:20BTCBuy64755.2→65721.7+7.02timeout
06-14 23:17BTCBuy64529.2→65574.7+7.63timeout
06-14 17:16BTCBuy64342.2→63938.8-3.62timeout
06-14 11:13BTCBuy64426.2→64519.8+0.27timeout
06-14 05:13BTCBuy63958.2→64315.8+2.36timeout
06-13 23:07BTCBuy63853.2→64425.8+4.02timeout
06-13 16:43BTCBuy63594.2→64032.8+3.00timeout
06-13 09:42BTCBuy63537.2→63772.8+1.36timeout
06-12 23:46BTCBuy63818.2→63505.8-2.92timeout
06-12 17:50BTCBuy63370.2→63823.8+3.12timeout
06-12 11:52BTCBuy63527.2→63784.8+1.54timeout
06-12 05:41BTCBuy63323.2→63335.8-0.38timeout
06-11 19:08BTCBuy62615.1→63435.8+6.04timeout
06-11 04:00BTCBuy62610.1→62634.9-0.32timeout
06-10 20:19BTCBuy61597.1→61808.9+1.24timeout
06-10 03:09BTCBuy61639.1→62016.9+2.67timeout
06-09 19:44BTCBuy63169.2→61854.9-10.90timeout
06-09 08:14BTCBuy63230.2→62881.9-3.22timeout
06-09 02:11BTCBuy63745.2→62722.9-8.46timeout
06-08 20:05BTCBuy63149.2→63362.8+1.22timeout
06-08 14:01BTCBuy63123.2→63753.8+4.52timeout
06-08 01:59BTCBuy61719.1→63148.8+11.10timeout
06-07 22:15BTCBuy61487.1→64187.8+21.51take_profit
06-07 19:49BTCBuy62213.1→61283.9-7.89timeout
06-07 14:25BTCBuy61279.1→62038.9+5.74timeout
06-07 07:52BTCBuy60593→62212.9+12.94timeout
06-07 01:34BTCBuy60756→61530.9+5.89timeout
06-06 10:16BTCBuy61492.1→60690-6.99timeout
06-06 03:26BTCBuy60988→60718-2.67timeout
06-05 14:28BTCBuy62854.1→60296.8-20.79stop_loss
06-05 14:04BTCBuy63110.2→60548.7-20.74stop_loss
06-05 09:19BTCBuy63616.2→62985.9-5.39timeout
06-05 03:52BTCBuy63860.2→62761.9-9.02timeout
06-04 21:45BTCBuy62939.1→63489.8+3.94timeout
06-04 16:59BTCBuy64363.2→63525.8-7.00timeout
06-04 01:22BTCBuy65235.3→62587.6-20.74stop_loss
06-03 23:54BTCBuy66755.3→64045.8-20.74stop_loss
06-03 16:41BTCBuy66373.3→65927.7-3.84timeout
06-03 15:03BTCBuy66583.3→66791.7+1.08timeout
06-03 07:00BTCBuy67388.4→66901.7-4.09timeout
05-31 07:47BTCBuy74028.7→73856.3-1.69timeout
05-30 02:53BTCBuy73053.7→73721.3+4.10timeout
05-29 19:50BTCBuy73372.7→73641.3+1.35timeout

Paper vs Live

Paper (trades.jsonl)
89
closed
44%
win rate
-181.32
total pnl ($)
-40.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8944%-40.5-181.32

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems