deribit_ivrv_zscore_mean_reversion_short_v2

not live
69
closed trades
57%
win rate
+279.02
total pnl ($)
2.261
weight
7d window — n=16 wr=69% pnl=+160.47  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 69 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 08:26BTCSell60439→60190+1.62timeout
06-28 02:21BTCSell60202→60183-0.28timeout
06-27 08:43BTCSell60216→60340-1.46timeout
06-27 02:37BTCSell58749.1→60246-13.16timeout
06-26 20:34BTCSell59506→59622-1.31timeout
06-26 14:31BTCSell59197→59939-6.67timeout
06-25 13:59BTCSell60732→58064.9+21.45take_profit
06-25 13:58BTCSell60870→58196.9+21.47take_profit
06-25 13:54BTCSell61199.9→58502.9+21.52take_profit
06-25 13:53BTCSell61697.9→58988.9+21.49take_profit
06-24 16:51BTCSell62621.9→59850+21.61take_profit
06-24 16:47BTCSell62735.9→59972+21.46take_profit
06-23 20:30BTCSell64404.8→62448.1+14.75timeout
06-23 08:24BTCSell65050.7→62192.1+21.48take_profit
06-23 08:20BTCSell64278.8→62465.1+13.64timeout
06-23 02:19BTCSell64603.8→64173.2+2.87timeout
06-20 20:39BTCSell63019.8→63848.2-7.05timeout
06-20 14:38BTCSell63310.8→63421.2-1.25timeout
06-20 08:33BTCSell62639.9→63446.2-6.81timeout
06-20 02:30BTCSell62912.9→63419.2-4.48timeout
06-19 20:26BTCSell63104.8→63024.2+0.23timeout
06-19 14:33BTCSell63838.8→63203.2+4.43timeout
06-19 08:27BTCSell64534.8→62656.1+13.98timeout
06-19 02:20BTCSell64567.8→62953.1+11.94timeout
06-17 20:29BTCSell65683.7→64311.2+10.00timeout
06-17 14:19BTCSell65759.7→65250.3+3.44timeout
06-17 08:20BTCSell66447.7→65258.3+8.49timeout
06-17 02:12BTCSell66088.7→65844.3+1.44timeout
06-16 20:06BTCSell66584.7→65583.3+7.17timeout
06-16 14:00BTCSell66385.7→66131.3+1.55timeout
06-16 08:02BTCSell65679.7→66346.3-5.56timeout
06-16 01:58BTCSell65453.7→66318.3-7.07timeout
06-15 13:25BTCSell64314.8→66927.8-20.79stop_loss
06-15 11:19BTCSell63739.8→66332.5-20.79stop_loss
06-15 07:45BTCSell64298.8→65720.3-11.49timeout
06-15 01:44BTCSell64566.8→65671.3-8.98timeout
06-14 02:34BTCSell63679.8→64537.2-7.20timeout
06-13 14:45BTCSell63463.8→64171.2-5.98timeout
06-13 08:42BTCSell63362.8→63891.2-4.53timeout
06-13 02:40BTCSell63576.8→63678.2-1.25timeout
06-12 20:42BTCSell63284.8→63536.2-2.42timeout
06-12 14:43BTCSell62852.9→63511.2-5.61timeout
06-12 08:32BTCSell62912.9→63443.2-4.57timeout
06-12 02:32BTCSell61936.9→63566.2-13.49timeout
06-11 20:26BTCSell61887.9→63414.2-12.65timeout
06-11 14:26BTCSell61997.9→62917.1-7.76timeout
06-11 08:19BTCSell61616.9→62810.1-10.01timeout
06-10 03:28BTCSell62807.9→62023.1+5.69timeout
06-09 16:19BTCSell63679.8→60882+21.64take_profit
06-09 14:47BTCSell64006.8→61196.1+21.53take_profit
06-09 09:23BTCSell63473.8→62863.1+4.35timeout
06-09 03:19BTCSell63197.8→62947.1+1.52timeout
06-05 13:57BTCSell63710.8→60906+21.57take_profit
06-05 13:56BTCSell63745.8→60941+21.56take_profit
06-05 09:40BTCSell62883.9→62773.1+0.41timeout
06-05 04:56BTCSell64350.8→63231.2+8.20timeout
06-04 01:49BTCSell65345.7→62476.1+21.51take_profit
06-04 00:29BTCSell66373.7→63459.2+21.49take_profit
06-03 23:54BTCSell67082.6→64137.2+21.50take_profit
06-03 23:16BTCSell66724.7→64461.2+16.50timeout
06-03 15:49BTCSell67222.6→66218.3+7.10timeout
06-02 15:37BTCSell70167.5→67070.4+21.63take_profit
06-02 14:27BTCSell70918.5→67804.4+21.53take_profit
05-31 23:53BTCSell73805.3→73664.7+0.48timeout
05-31 09:51BTCSell73559.3→73959.7-3.02timeout
05-31 00:06BTCSell73404.3→73835.7-3.31timeout
05-30 13:34BTCSell72904.4→73681.7-5.71timeout
05-30 06:56BTCSell73735.3→73557.7+0.80timeout
05-30 01:38BTCSell73480.3→73613.7-1.32timeout

Paper vs Live

Paper (trades.jsonl)
69
closed
57%
win rate
+279.02
total pnl ($)
+80.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6957%+80.6+279.02

Recent bounces (last 20 of 1)

timesymsidereason
06-28 08:48BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems