deribit_basis_funding_confluence_long_v3 · strategy

closed trades

41%

win rate

-337.14

total pnl ($)

0.296

weight

7d window — n=23 wr=26% pnl=-159.25 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 86 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:34	BTC	Buy	60239→59648	-5.35	timeout
06-28 14:26	BTC	Buy	60622→60090	-4.87	timeout
06-28 07:54	BTC	Buy	60497→60185	-3.06	timeout
06-27 13:31	BTC	Buy	58907.9→60425	+12.41	timeout
06-27 07:17	BTC	Buy	60553→60283	-2.70	timeout
06-27 00:47	BTC	Buy	59750→59933	+1.08	timeout
06-26 18:31	BTC	Buy	59561→59763	+1.13	timeout
06-25 18:19	BTC	Buy	59674→59698	-0.21	timeout
06-25 13:54	BTC	Buy	60983→58467.8	-21.02	stop_loss
06-25 13:54	BTC	Buy	61167.1→58684.7	-20.74	stop_loss
06-25 13:49	BTC	Buy	61732.1→59226.4	-20.72	stop_loss
06-24 16:51	BTC	Buy	62340.1→59807.1	-20.57	stop_loss
06-24 15:59	BTC	Buy	62744.1→60196.9	-20.74	stop_loss
06-24 15:56	BTC	Buy	62793.1→60243.8	-20.72	stop_loss
06-24 12:06	BTC	Buy	62433.1→62887.9	+3.19	timeout
06-24 06:39	BTC	Buy	62866.1→62813.9	-0.92	timeout
06-24 00:34	BTC	Buy	64006.2→62783.9	-9.99	timeout
06-23 10:03	BTC	Buy	64159.2→62522.9	-12.99	timeout
06-23 08:27	BTC	Buy	64634.2→62009.9	-20.71	stop_loss
06-23 03:54	BTC	Buy	64093.2→64024.8	-0.98	timeout
06-22 21:41	BTC	Buy	63898.2→64196.8	+1.88	timeout
06-22 14:35	BTC	Buy	63971.2→64996.8	+7.46	timeout
06-22 07:44	BTC	Buy	64186.2→64230.8	-0.10	timeout
06-21 21:25	BTC	Buy	63952.2→63611.8	-3.11	timeout
06-21 14:51	BTC	Buy	63924.2→64026.8	+0.41	timeout
06-21 05:52	BTC	Buy	63617.2→64209.8	+4.20	timeout
06-20 12:55	BTC	Buy	62697.1→63551.8	+6.32	timeout
06-20 06:49	BTC	Buy	62767.1→63715.8	+7.09	timeout
06-20 01:05	BTC	Buy	63068.2→63495.8	+2.95	timeout
06-19 19:01	BTC	Buy	62688.1→63053.8	+2.44	timeout
06-19 07:33	BTC	Buy	64231.2→62705.9	-12.28	timeout
06-19 01:18	BTC	Buy	64628.2→63011.8	-12.85	timeout
06-18 19:34	BTC	Buy	64422.2→62806.9	-12.80	timeout
06-18 13:31	BTC	Buy	64932.2→64319.8	-5.16	timeout
06-18 01:05	BTC	Buy	65773.3→64608.8	-9.36	timeout
06-17 19:02	BTC	Buy	65683.3→65596.7	-1.14	timeout
06-17 12:57	BTC	Buy	66421.3→64992.8	-11.24	timeout
06-17 07:01	BTC	Buy	66379.3→65563.7	-6.62	timeout
06-17 00:16	BTC	Buy	66375.3→65726.7	-5.40	timeout
06-16 11:00	BTC	Buy	65855.3→66477.7	+4.20	timeout
06-16 04:03	BTC	Buy	65829.3→66172.7	+2.20	timeout
06-15 21:19	BTC	Buy	64794.2→66491.7	+12.59	timeout
06-15 11:17	BTC	Buy	64529.2→65995.7	+10.92	timeout
06-15 05:19	BTC	Buy	64330.2→65674.7	+9.99	timeout
06-14 23:15	BTC	Buy	64430.2→65583.7	+8.47	timeout
06-14 17:13	BTC	Buy	63944.2→63934.8	-0.59	timeout
06-14 11:07	BTC	Buy	63853.2→64470.8	+4.38	timeout
06-14 04:49	BTC	Buy	63625.2→64350.8	+5.29	timeout
06-13 21:12	BTC	Buy	63571.2→64250.8	+4.87	timeout
06-13 11:43	BTC	Buy	63769.2→63874.8	+0.29	timeout
06-13 05:43	BTC	Buy	63380.2→63559.8	+0.97	timeout
06-12 23:42	BTC	Buy	63649.2→63492.8	-1.72	timeout
06-12 17:43	BTC	Buy	63298.2→63818.8	+3.65	timeout
06-11 16:01	BTC	Buy	62508.1→62721.9	+1.11	timeout
06-11 08:17	BTC	Buy	61681.1→62779.9	+8.33	timeout
06-10 15:09	BTC	Buy	61633.1→61969.9	+2.24	timeout
06-10 07:46	BTC	Buy	63197.2→62016.9	-9.68	timeout
06-09 20:25	BTC	Buy	63252.2→62016.9	-10.10	timeout
06-09 14:23	BTC	Buy	63801.2→61798.9	-16.16	timeout
06-09 08:12	BTC	Buy	63154.2→62807.9	-3.20	timeout
06-09 02:07	BTC	Buy	63087.2→62721.9	-3.32	timeout
06-08 13:56	BTC	Buy	61773.1→63670.8	+14.87	timeout
06-08 07:48	BTC	Buy	62223.1→63225.8	+7.46	timeout
06-07 22:15	BTC	Buy	61443.1→64143.8	+21.54	take_profit
06-07 22:15	BTC	Buy	61268.1→63957.8	+21.50	take_profit
06-07 19:43	BTC	Buy	60576→61198.9	+4.74	timeout
06-07 13:33	BTC	Buy	60740→61826.9	+8.48	timeout
06-06 22:17	BTC	Buy	61513.1→60681	-7.14	timeout
06-06 15:21	BTC	Buy	60650→60490	-1.76	timeout
06-05 15:38	BTC	Buy	62751.1→60204.9	-20.73	stop_loss
06-05 09:41	BTC	Buy	62806.1→62791.9	-0.54	timeout
06-05 06:24	BTC	Buy	63730.2→61139.4	-20.75	stop_loss
06-05 06:24	BTC	Buy	63753.2→61158.3	-20.76	stop_loss
06-05 04:55	BTC	Buy	64407.2→63224.8	-9.58	timeout
06-04 01:50	BTC	Buy	64997.2→62359.7	-20.74	stop_loss
06-04 00:26	BTC	Buy	66353.3→63661	-20.72	stop_loss
06-03 23:51	BTC	Buy	66837.3→64115.7	-20.81	stop_loss
06-03 23:51	BTC	Buy	66858.3→64143.7	-20.75	stop_loss
06-03 18:33	BTC	Buy	67252.4→65919.7	-10.42	timeout
06-02 19:31	BTC	Buy	69491.5→66671.3	-20.75	stop_loss
06-02 14:23	BTC	Buy	70805.5→67920.6	-20.85	stop_loss
06-01 15:48	BTC	Buy	73646.7→71156.4	-17.51	timeout
05-31 19:47	BTC	Buy	74027.7→73494.3	-4.10	timeout
05-30 14:52	BTC	Buy	73014.7→73905.3	+5.50	timeout
05-30 07:47	BTC	Buy	73372.7→73455.3	+0.07	timeout
05-29 14:39	BTC	Buy	72935.6→72681.4	-2.33	timeout

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-337.14

total pnl ($)

-78.3 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	86	41%	-78.3	-337.14

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 22:19	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…