deribit_basis_fear_confluence_long · strategy

110

closed trades

41%

win rate

-448.67

total pnl ($)

0.610

weight

7d window — n=24 wr=42% pnl=-107.43 · 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 05:54	BTC	Buy	59925→59942	-0.33	timeout
06-29 04:48	BTC	Buy	60150→59785	-3.49	timeout
06-28 16:15	BTC	Buy	60728→59769	-8.41	timeout
06-27 22:11	BTC	Buy	59905→60112	+1.34	timeout
06-27 21:10	BTC	Buy	59726→60325	+4.62	timeout
06-27 20:12	BTC	Buy	59680→60252	+4.40	timeout
06-27 19:09	BTC	Buy	59853→60567	+5.54	timeout
06-27 15:40	BTC	Buy	60467→60787	+2.21	timeout
06-26 12:43	BTC	Buy	60524→59033.5	-12.77	stop_loss
06-24 15:30	BTC	Buy	62247.1→60716.6	-12.68	stop_loss
06-24 14:19	BTC	Buy	62454.1→60882.5	-13.02	stop_loss
06-24 14:19	BTC	Buy	62440.1→60882.5	-12.91	stop_loss
06-24 13:44	BTC	Buy	62908.1→61360.2	-12.75	stop_loss
06-24 10:18	BTC	Buy	62418.1→62591.9	+0.88	timeout
06-24 06:41	BTC	Buy	62947.1→62815.9	-1.55	timeout
06-23 06:41	BTC	Buy	64028.2→62939.9	-8.98	timeout
06-23 06:21	BTC	Buy	64349.2→62766.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64444.2→62837.4	-12.93	stop_loss
06-23 06:18	BTC	Buy	64556.2→62965.4	-12.79	stop_loss
06-23 06:18	BTC	Buy	64590.2→62997.3	-12.80	stop_loss
06-22 20:08	BTC	Buy	64231.2→64511.8	+1.70	timeout
06-22 19:06	BTC	Buy	64146.2→64316.8	+0.83	timeout
06-22 18:04	BTC	Buy	63953.2→64664.8	+5.05	timeout
06-22 17:00	BTC	Buy	64111.2→64703.8	+4.16	timeout
06-22 06:30	BTC	Buy	64245.2→64086.8	-1.70	timeout
06-21 20:04	BTC	Buy	63909.2→64148.8	+1.44	timeout
06-21 19:02	BTC	Buy	63795.2→64229.8	+3.00	timeout
06-21 18:00	BTC	Buy	63834.2→64120.8	+1.88	timeout
06-21 16:55	BTC	Buy	63978.2→64116.8	+0.68	timeout
06-21 06:21	BTC	Buy	63643.2→64217.8	+4.06	timeout
06-20 19:50	BTC	Buy	63120.2→63905.8	+5.80	timeout
06-20 18:49	BTC	Buy	63035.2→63778.8	+5.46	timeout
06-20 17:43	BTC	Buy	63063.2→63824.8	+5.58	timeout
06-20 16:43	BTC	Buy	63256.2→63975.8	+5.17	timeout
06-20 06:03	BTC	Buy	62777.1→63673.8	+6.69	timeout
06-19 19:40	BTC	Buy	62863.1→62952.9	+0.23	timeout
06-19 18:39	BTC	Buy	62693.1→63009.8	+2.06	timeout
06-19 17:38	BTC	Buy	62622.1→62984.9	+2.44	timeout
06-19 16:37	BTC	Buy	62626.1→63283.8	+4.82	timeout
06-19 05:09	BTC	Buy	63729.2→62636.9	-8.97	timeout
06-18 15:57	BTC	Buy	63904.2→62321.7	-12.77	stop_loss
06-18 15:57	BTC	Buy	63933.2→62352.7	-12.74	stop_loss
06-18 15:51	BTC	Buy	64105.2→62522.6	-12.76	stop_loss
06-18 15:51	BTC	Buy	64126.2→62548.6	-12.70	stop_loss
06-18 12:38	BTC	Buy	64820.2→64168.8	-5.53	timeout
06-18 11:29	BTC	Buy	64712.2→64021.8	-5.86	timeout
06-18 10:30	BTC	Buy	64956.2→63948.8	-8.32	timeout
06-18 09:28	BTC	Buy	65025.3→64244.8	-6.48	timeout
06-18 05:03	BTC	Buy	65319.3→63708.9	-12.80	stop_loss
06-17 11:02	BTC	Buy	66322.3→64676.4	-12.94	stop_loss
06-17 08:51	BTC	Buy	66431.3→64796.3	-12.77	stop_loss
06-17 08:39	BTC	Buy	66615.3→64972.2	-12.77	stop_loss
06-17 08:31	BTC	Buy	66734.3→65086.2	-12.79	stop_loss
06-17 08:12	BTC	Buy	66429.3→65360.7	-8.44	timeout
06-13 03:31	BTC	Buy	63470.2→63465.8	-0.48	timeout
06-13 01:22	BTC	Buy	63420.2→63619.8	+1.09	timeout
06-12 23:35	BTC	Buy	63490.2→63451.8	-0.85	timeout
06-12 22:06	BTC	Buy	63603.2→63510.8	-1.23	timeout
06-12 20:55	BTC	Buy	63373.2→63404.8	-0.24	timeout
06-11 17:33	BTC	Buy	61782.1→63341.8	+12.08	timeout
06-11 14:50	BTC	Buy	61870.1→62848.9	+7.36	timeout
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.11	timeout
06-10 16:20	BTC	Buy	60857→62299.9	+11.36	timeout
06-10 15:18	BTC	Buy	61583.1→61940.9	+2.41	timeout
06-10 14:20	BTC	Buy	61712.1→61889.9	+0.96	timeout
06-09 16:20	BTC	Buy	62340.1→60806.5	-12.77	stop_loss
06-09 14:46	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-07 08:00	BTC	Buy	60957→62355.9	+11.12	timeout
06-07 06:58	BTC	Buy	60723→62092.9	+10.87	timeout
06-07 05:31	BTC	Buy	60667→61723.9	+8.29	timeout
06-07 04:30	BTC	Buy	59977→61531.9	+12.51	timeout
06-06 20:12	BTC	Buy	60747→60541	-2.08	timeout
06-06 04:30	BTC	Buy	61274.1→59751.1	-12.88	stop_loss
06-06 04:27	BTC	Buy	61296.1→59773.1	-12.87	stop_loss
06-06 04:27	BTC	Buy	61308.1→59799.1	-12.76	stop_loss
06-06 04:12	BTC	Buy	61738.1→60219.9	-12.75	stop_loss
06-05 06:20	BTC	Buy	63232.2→61677.1	-12.71	stop_loss
06-05 06:03	BTC	Buy	63632.2→62065.8	-12.72	stop_loss
06-05 02:29	BTC	Buy	62939.1→62686.9	-2.43	timeout
06-04 10:28	BTC	Buy	64076.2→62499.6	-12.72	stop_loss
06-04 09:29	BTC	Buy	64323.2→62724.5	-12.87	stop_loss
06-04 09:26	BTC	Buy	64436.2→62851.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65121.3→63520	-12.74	stop_loss
06-03 20:55	BTC	Buy	66364.3→64732.4	-12.79	stop_loss
06-03 19:55	BTC	Buy	66884.3→65229.1	-12.88	stop_loss
06-03 19:55	BTC	Buy	66936.3→65270.1	-12.96	stop_loss
06-03 16:24	BTC	Buy	67252.4→65592.9	-12.82	stop_loss
06-03 03:44	BTC	Buy	67337.4→65680.9	-12.75	stop_loss
06-03 03:34	BTC	Buy	67616.4→65953.7	-12.75	stop_loss
06-03 03:28	BTC	Buy	67775.4→66108.6	-12.75	stop_loss
06-02 14:03	BTC	Buy	70303.5→68574.3	-12.76	stop_loss
06-02 12:56	BTC	Buy	70722.5→68983	-12.79	stop_loss
06-02 12:56	BTC	Buy	70731.5→68992	-12.81	stop_loss
06-02 12:38	BTC	Buy	70808.5→69067	-12.82	stop_loss
06-02 12:30	BTC	Buy	70919.5→69175.9	-12.80	stop_loss
05-31 16:55	BTC	Buy	73896.7→73518.3	-3.07	timeout
05-31 15:05	BTC	Buy	73864.7→73610.3	-2.19	timeout
05-31 13:22	BTC	Buy	73793.7→73962.3	+0.59	timeout
05-31 11:28	BTC	Buy	73568.7→73935.3	+1.90	timeout
05-31 09:44	BTC	Buy	73529.7→73951.3	+2.27	timeout

Paper vs Live

Paper (trades.jsonl)

110

closed

41%

win rate

-448.67

total pnl ($)

-81.2 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	110	41%	-81.2	-448.67

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…