deribit_basis_fear_greed_confluence_long_v2 · strategy

closed trades

34%

win rate

-256.39

total pnl ($)

0.595

weight

7d window — n=22 wr=27% pnl=-108.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 85 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 21:29	BTC	Buy	59859→59683	-1.53	timeout
06-28 06:11	BTC	Buy	59732→59915	+0.87	timeout
06-28 02:56	BTC	Buy	58407.9→60136	+11.47	timeout
06-27 20:28	BTC	Buy	59608→60229	+3.90	timeout
06-27 17:33	BTC	Buy	59505→60532	+6.54	timeout
06-26 17:53	BTC	Buy	59384→59993	+3.55	timeout
06-26 02:13	BTC	Buy	60125→58643.7	-10.21	stop_loss
06-25 13:48	BTC	Buy	60794→59299.4	-10.15	stop_loss
06-25 13:48	BTC	Buy	61000→59500.3	-10.13	stop_loss
06-25 13:48	BTC	Buy	61017.1→59516.2	-10.15	stop_loss
06-25 13:42	BTC	Buy	61749.1→60230.9	-10.17	stop_loss
06-24 15:28	BTC	Buy	62314.1→60774.6	-10.08	stop_loss
06-24 14:19	BTC	Buy	62399.1→60846.5	-10.07	stop_loss
06-24 14:19	BTC	Buy	62524.1→60952.5	-10.25	stop_loss
06-24 13:48	BTC	Buy	62794.1→61250.3	-10.14	stop_loss
06-24 13:44	BTC	Buy	62938.1→61390.2	-10.11	stop_loss
06-23 08:17	BTC	Buy	63984.2→62406.7	-10.16	stop_loss
06-23 06:21	BTC	Buy	64193.2→62613.5	-9.92	stop_loss
06-23 06:21	BTC	Buy	64233.2→62648.5	-9.93	stop_loss
06-23 04:02	BTC	Buy	64392.2→64044.8	-2.56	timeout
06-23 00:55	BTC	Buy	64248.2→64095.8	-1.31	timeout
06-22 21:27	BTC	Buy	63939.2→64286.8	+1.80	timeout
06-21 06:30	BTC	Buy	62841.1→64238.8	+8.30	timeout
06-21 03:26	BTC	Buy	62791.1→64392.8	+9.84	timeout
06-21 00:10	BTC	Buy	62867.1→64229.8	+8.28	timeout
06-20 21:03	BTC	Buy	63081.2→63927.8	+4.99	timeout
06-20 18:01	BTC	Buy	62577.1→63837.8	+7.75	timeout
06-18 15:40	BTC	Buy	64267.2→62673.5	-10.22	stop_loss
06-18 15:40	BTC	Buy	64264.2→62673.5	-10.07	stop_loss
06-18 15:37	BTC	Buy	64443.2→62842.4	-10.14	stop_loss
06-18 15:17	BTC	Buy	64821.2→63202.2	-10.05	stop_loss
06-18 15:16	BTC	Buy	65042.3→63443.1	-9.93	stop_loss
06-18 05:03	BTC	Buy	65314.3→63707.9	-10.20	stop_loss
06-17 19:50	BTC	Buy	65635.3→64020.8	-10.19	stop_loss
06-17 19:41	BTC	Buy	65752.3→64132.7	-10.20	stop_loss
06-17 11:05	BTC	Buy	66196.3→64564.5	-10.31	stop_loss
06-17 08:49	BTC	Buy	66452.3→64815.3	-10.28	stop_loss
06-17 08:38	BTC	Buy	66654.3→65015.2	-10.29	stop_loss
06-16 22:00	BTC	Buy	65341.3→65736.7	+1.93	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-10.26	stop_loss
06-16 09:43	BTC	Buy	64524.2→66625.7	+12.59	timeout
06-15 15:47	BTC	Buy	64291.2→67113.6	+17.15	take_profit
06-15 13:21	BTC	Buy	64042.2→66853.7	+17.23	take_profit
06-15 13:00	BTC	Buy	63784.2→66587.7	+17.23	take_profit
06-14 18:43	BTC	Buy	63856.2→63753.8	-1.12	timeout
06-14 15:31	BTC	Buy	63995.2→63998.8	-0.39	timeout
06-14 12:06	BTC	Buy	63623.2→64488.8	+5.10	timeout
06-14 08:35	BTC	Buy	63422.2→64449.8	+6.04	timeout
06-13 17:31	BTC	Buy	62989.1→64064.8	+6.44	timeout
06-12 17:01	BTC	Buy	62175.1→63963.8	+11.12	timeout
06-12 13:58	BTC	Buy	62114.1→63112.8	+5.95	timeout
06-12 10:52	BTC	Buy	61317.1→63678.8	+14.92	timeout
06-12 07:51	BTC	Buy	61657.1→62989.9	+8.22	timeout
06-11 16:53	BTC	Buy	61185.1→62594.9	+8.76	timeout
06-09 16:14	BTC	Buy	62116.1→60968	-7.99	timeout
06-09 14:43	BTC	Buy	62842.1→61296.3	-10.22	stop_loss
06-09 14:35	BTC	Buy	62966.1→61416.2	-10.22	stop_loss
06-09 14:29	BTC	Buy	63077.2→61526.1	-10.21	stop_loss
06-09 14:21	BTC	Buy	63147.2→61593.1	-10.21	stop_loss
06-07 22:14	BTC	Buy	61055.1→63735.8	+17.22	take_profit
06-07 22:14	BTC	Buy	61005.1→63683.8	+17.22	take_profit
06-07 22:14	BTC	Buy	60682→63345.8	+17.22	take_profit
06-07 20:11	BTC	Buy	60716→61609.9	+5.59	timeout
06-07 14:26	BTC	Buy	60403→62100.9	+10.85	timeout
06-06 04:21	BTC	Buy	61409.1→59899	-10.20	stop_loss
06-05 18:44	BTC	Buy	61222.1→59716.1	-10.20	stop_loss
06-05 13:56	BTC	Buy	62432.1→60892.5	-10.23	stop_loss
06-05 13:56	BTC	Buy	62462.1→60921.5	-10.23	stop_loss
06-05 13:49	BTC	Buy	62968.1→61419.2	-10.20	stop_loss
06-05 06:03	BTC	Buy	63526.2→61934.9	-10.35	stop_loss
06-05 06:03	BTC	Buy	63578.2→62009.9	-10.20	stop_loss
06-05 06:03	BTC	Buy	63587.2→62009.9	-10.23	stop_loss
06-05 05:59	BTC	Buy	63809.2→62238.8	-10.17	stop_loss
06-04 09:27	BTC	Buy	64420.2→62832.4	-10.22	stop_loss
06-04 02:02	BTC	Buy	63380.2→61821	-10.20	stop_loss
06-04 00:29	BTC	Buy	65077.3→63477.1	-10.19	stop_loss
06-03 23:18	BTC	Buy	65942.3→64320.6	-10.19	stop_loss
06-03 20:55	BTC	Buy	66384.3→64751.4	-10.23	stop_loss
06-03 20:43	BTC	Buy	66800.3→65155.1	-10.23	stop_loss
06-03 19:55	BTC	Buy	66873.3→65229.1	-10.24	stop_loss
06-03 19:54	BTC	Buy	66989.3→65324.1	-10.33	stop_loss
06-03 03:50	BTC	Buy	67037.4→65381	-10.25	stop_loss
06-03 03:43	BTC	Buy	67385.4→65726.8	-10.21	stop_loss
06-02 22:59	BTC	Buy	67957.4→66221.6	-10.58	stop_loss
06-02 14:27	BTC	Buy	69383.5→67672.8	-10.23	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

34%

win rate

-256.39

total pnl ($)

-75.6 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	85	34%	-75.6	-256.39

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…