deribit_options_iv_compression_volatility_fade

not live
3
closed trades
33%
win rate
-1.15
total pnl ($)
1.114
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 03:35:24 (40.9d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: lf
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-16 12:39BTCUSDTSell66480.8→66602.7-1.35timeout
06-13 10:53BTCUSDTSell63675.8→63896.2-2.16timeout
06-12 22:41BTCUSDTSell63852.6→63494+2.37timeout

Paper vs Live

Paper (trades.jsonl)
3
closed
33%
win rate
-1.15
total pnl ($)
-7.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT333%-7.9-1.15

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems