deribit_basis_discount_fear_confluence_long · strategy

158

closed trades

40%

win rate

-559.87

total pnl ($)

0.250

weight

7d window — n=36 wr=31% pnl=-202.63 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 14:05	BTC	Buy	60727→59229.4	-12.79	stop_loss
06-29 06:49	BTC	Buy	59973→60017	-0.11	timeout
06-29 05:50	BTC	Buy	59917→59901	-0.61	timeout
06-28 21:58	BTC	Buy	60177→59367	-7.20	timeout
06-28 20:50	BTC	Buy	60255→59629	-5.63	timeout
06-28 19:50	BTC	Buy	60163→59331	-7.35	timeout
06-28 05:55	BTC	Buy	60222→59926	-2.90	timeout
06-28 04:43	BTC	Buy	60352→60138	-2.23	timeout
06-27 21:25	BTC	Buy	59763→60376	+4.75	timeout
06-27 20:17	BTC	Buy	59744→60237	+3.73	timeout
06-27 19:13	BTC	Buy	59988→60570	+4.43	timeout
06-27 04:01	BTC	Buy	59886→60317	+3.16	timeout
06-26 20:19	BTC	Buy	59603→59754	+0.74	timeout
06-26 19:18	BTC	Buy	59202→59960	+5.85	timeout
06-26 18:20	BTC	Buy	59675→60010	+2.23	timeout
06-26 15:18	BTC	Buy	58995.9→59883	+6.98	timeout
06-26 02:13	BTC	Buy	60146→58657.7	-12.81	stop_loss
06-25 13:59	BTC	Buy	59480→58016.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59682→58214	-12.65	stop_loss
06-25 13:57	BTC	Buy	59803→58331.9	-12.66	stop_loss
06-25 13:54	BTC	Buy	60056→58578.8	-12.65	stop_loss
06-25 13:53	BTC	Buy	60272→58789.6	-12.64	stop_loss
06-24 17:20	BTC	Buy	60914→59414.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61344.1→59833.1	-12.74	stop_loss
06-24 14:17	BTC	Buy	62570.1→61017.4	-12.84	stop_loss
06-24 13:44	BTC	Buy	62930.1→61378.2	-12.77	stop_loss
06-24 13:44	BTC	Buy	62409.1→61465.9	-7.92	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:51	BTC	Buy	62320.1→62734.9	+2.87	timeout
06-24 08:11	BTC	Buy	62827.1→62602.9	-2.26	timeout
06-23 06:22	BTC	Buy	64106.2→62525.6	-12.62	stop_loss
06-23 06:21	BTC	Buy	64242.2→62662.5	-12.57	stop_loss
06-23 06:18	BTC	Buy	64595.2→62993.3	-12.71	stop_loss
06-23 05:22	BTC	Buy	65085.3→63485.1	-12.78	stop_loss
06-23 05:19	BTC	Buy	65097.3→63496.1	-12.80	stop_loss
06-22 08:16	BTC	Buy	64070.2→64253.8	+0.88	timeout
06-22 07:18	BTC	Buy	64244.2→64214.8	-0.77	timeout
06-22 06:10	BTC	Buy	64182.2→64249.8	-0.01	timeout
06-22 04:40	BTC	Buy	64495.2→63950.8	-4.70	timeout
06-22 03:37	BTC	Buy	64288.2→64171.8	-1.37	timeout
06-21 05:01	BTC	Buy	63527.2→64264.8	+5.36	timeout
06-21 03:56	BTC	Buy	63410.2→64398.8	+7.34	timeout
06-21 02:05	BTC	Buy	63480.2→64225.8	+5.44	timeout
06-20 22:27	BTC	Buy	63283.2→64192.8	+6.68	timeout
06-20 19:19	BTC	Buy	63009.2→63830.8	+6.08	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.72	timeout
06-19 22:05	BTC	Buy	62898.1→63054.8	+0.77	timeout
06-19 21:00	BTC	Buy	63071.2→63200.8	+0.53	timeout
06-19 19:59	BTC	Buy	62953.1→62978.9	-0.30	timeout
06-19 15:54	BTC	Buy	62483.1→63199.8	+5.33	timeout
06-18 15:56	BTC	Buy	63967.2→62392.7	-12.54	stop_loss
06-18 15:55	BTC	Buy	63987.2→62413.7	-12.70	stop_loss
06-18 15:37	BTC	Buy	64444.2→62840.4	-12.74	stop_loss
06-18 15:15	BTC	Buy	65080.3→63474.1	-12.49	stop_loss
06-18 10:24	BTC	Buy	64920.2→63876.8	-8.55	timeout
06-18 09:26	BTC	Buy	65021.3→64298.8	-6.10	timeout
06-17 19:44	BTC	Buy	65694.3→64077.7	-12.74	stop_loss
06-17 19:29	BTC	Buy	65885.3→64246.6	-12.88	stop_loss
06-17 17:43	BTC	Buy	65720.3→65823.7	+0.26	timeout
06-17 11:05	BTC	Buy	66141.3→64501.5	-12.92	stop_loss
06-17 08:44	BTC	Buy	66510.3→64871.3	-12.85	stop_loss
06-17 07:00	BTC	Buy	66414.3→65587.7	-6.66	timeout
06-16 17:16	BTC	Buy	66869.3→65785.7	-8.63	timeout
06-16 15:23	BTC	Buy	66644.3→65729.7	-7.41	timeout
06-16 12:00	BTC	Buy	66246.3→66457.7	+1.07	timeout
06-16 08:02	BTC	Buy	65625.3→66383.7	+5.35	timeout
06-16 05:46	BTC	Buy	65705.3→66106.7	+2.68	timeout
06-15 13:35	BTC	Buy	64238.2→66772.7	+19.29	timeout
06-15 13:18	BTC	Buy	63956.2→66764.7	+21.52	take_profit
06-15 11:05	BTC	Buy	64452.2→65934.7	+11.06	timeout
06-14 23:03	BTC	Buy	64444.2→65334.7	+6.42	timeout
06-14 21:51	BTC	Buy	64443.2→65435.7	+7.20	timeout
06-14 13:48	BTC	Buy	64041.2→64301.8	+1.59	timeout
06-14 12:44	BTC	Buy	63995.2→64330.8	+2.17	timeout
06-14 08:20	BTC	Buy	63796.2→64481.8	+4.88	timeout
06-13 21:11	BTC	Buy	63551.2→64250.8	+5.03	timeout
06-13 19:42	BTC	Buy	63701.2→64249.8	+3.86	timeout
06-13 08:26	BTC	Buy	63465.2→63784.8	+1.97	timeout
06-13 07:25	BTC	Buy	62996.1→63704.8	+5.16	timeout
06-13 06:25	BTC	Buy	63169.2→63571.8	+2.73	timeout
06-12 20:06	BTC	Buy	63604.2→63632.8	-0.23	timeout
06-12 12:29	BTC	Buy	62644.1→63436.8	+5.80	timeout
06-12 07:09	BTC	Buy	62628.1→63048.8	+2.86	timeout
06-12 02:02	BTC	Buy	62248.1→63443.8	+9.04	timeout
06-12 00:31	BTC	Buy	61824.1→63566.8	+13.53	timeout
06-11 19:30	BTC	Buy	61181.1→63867.8	+21.39	take_profit
06-11 08:15	BTC	Buy	61601.1→62782.9	+9.02	timeout
06-10 22:17	BTC	Buy	62614.1→61070.4	-12.78	stop_loss
06-10 19:04	BTC	Buy	61825.1→61833.9	-0.44	timeout
06-10 16:20	BTC	Buy	60917→62305.9	+10.86	timeout
06-10 15:18	BTC	Buy	61592.1→61921.9	+2.18	timeout
06-10 14:19	BTC	Buy	61806.1→61876.9	+0.09	timeout
06-09 16:06	BTC	Buy	62435.1→60882.5	-12.90	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63299.2→61742	-12.75	stop_loss
06-09 13:36	BTC	Buy	63762.2→62192.8	-12.74	stop_loss
06-09 13:33	BTC	Buy	63425.2→62368.9	-8.76	timeout
06-09 12:30	BTC	Buy	63164.2→62600.9	-4.86	timeout
06-09 00:30	BTC	Buy	63523.2→62681.9	-7.14	timeout

Paper vs Live

Paper (trades.jsonl)

158

closed

40%

win rate

-559.87

total pnl ($)

-70.7 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	158	40%	-70.7	-559.87

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 12:13	BTC	Buy	circuit_breaker
06-29 07:02	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…