basis_discount_long_fear

59

closed trades

39%

win rate

-137.90

total pnl ($)

1.334

weight

7d window — n=10 wr=50% pnl=+24.17 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 17:51:55 (18.6d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189872_28309

n: 40 · wr: 40.0% · total_bps: -1120.7 · mean_bps: -28.02 · sharpe: -0.15 · max_dd_bps: -2037.7

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-18 04:11	BTC	Buy	65356.3→63744.9	-12.79	stop_loss
06-17 19:41	BTC	Buy	65761.3→64139.7	-12.85	stop_loss
06-17 08:45	BTC	Buy	66487.3→64852.3	-12.76	stop_loss
06-17 07:54	BTC	Buy	66861.3→65214.1	-12.81	stop_loss
06-16 14:23	BTC	Buy	67098.4→65438	-12.90	stop_loss
06-16 10:00	BTC	Buy	64567.2→66498.7	+14.51	timeout
06-16 02:35	BTC	Buy	64537.2→65769.7	+9.08	timeout
06-15 15:47	BTC	Buy	64326.2→67160.6	+21.61	take_profit
06-15 15:47	BTC	Buy	64250.2→67071.6	+21.54	take_profit
06-15 13:21	BTC	Buy	64042.2→66853.7	+21.54	take_profit
06-14 08:56	BTC	Buy	63462.2→64433.8	+7.11	timeout
06-14 04:36	BTC	Buy	63721.2→64431.8	+5.22	timeout
06-14 02:18	BTC	Buy	63578.2→64591.8	+7.55	timeout
06-13 19:20	BTC	Buy	63645.2→64150.8	+3.52	timeout
06-13 17:14	BTC	Buy	62440.1→63932.8	+11.50	timeout
06-12 08:15	BTC	Buy	61601.1→63260.8	+12.89	timeout
06-11 19:30	BTC	Buy	61181.1→63866.8	+21.33	take_profit
06-11 19:30	BTC	Buy	61155.1→63849.8	+21.40	take_profit
06-11 18:01	BTC	Buy	61054.1→63736.8	+21.38	take_profit
06-11 16:40	BTC	Buy	60861→62657.9	+14.17	timeout
06-09 21:49	BTC	Buy	61691.1→62016.9	+2.47	timeout
06-09 16:25	BTC	Buy	62249.1→61024.9	-10.49	timeout
06-09 14:47	BTC	Buy	62655.1→61110.4	-12.78	stop_loss
06-09 14:30	BTC	Buy	62991.1→61433.2	-12.86	stop_loss
06-09 14:21	BTC	Buy	63191.2→61635.1	-12.79	stop_loss
06-09 09:48	BTC	Buy	62432.1→62625.9	+1.16	timeout
06-07 22:14	BTC	Buy	61054.1→63734.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60691→63355.8	+21.52	take_profit
06-07 20:09	BTC	Buy	60894→61510.9	+4.66	timeout
06-07 15:16	BTC	Buy	60496→61847.9	+10.70	timeout
06-07 08:48	BTC	Buy	60197→62844.9	+21.59	take_profit
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss
06-05 21:04	BTC	Buy	59320→61923.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60742→59247.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60763→59268.4	-12.76	stop_loss
06-05 18:43	BTC	Buy	61294.1→59787.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61949.1→60425.7	-12.75	stop_loss
06-05 13:59	BTC	Buy	62212.1→60679.6	-12.78	stop_loss
06-05 13:56	BTC	Buy	62423.1→60887.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62877.1→61331.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62909.1→61351.2	-12.83	stop_loss
06-05 06:23	BTC	Buy	62814.1→61269.3	-12.66	stop_loss
06-05 06:22	BTC	Buy	62856.1→61310.3	-12.69	stop_loss
06-05 06:19	BTC	Buy	63341.2→61783	-12.67	stop_loss
06-05 06:03	BTC	Buy	63639.2→62065.8	-12.76	stop_loss
06-04 10:48	BTC	Buy	63888.2→62316.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64080.2→62503.6	-12.73	stop_loss
06-04 09:26	BTC	Buy	64485.2→62898.4	-12.75	stop_loss
06-04 01:22	BTC	Buy	64296.2→62714.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66736.3→65095.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67043.4→65393	-12.78	stop_loss
06-03 19:52	BTC	Buy	67112.4→65462	-12.78	stop_loss
06-03 16:27	BTC	Buy	67156.4→65502	-12.79	stop_loss
06-03 16:27	BTC	Buy	67188.4→65534.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67233.4→65579.9	-12.75	stop_loss
06-03 03:50	BTC	Buy	67239.4→65585.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67405.4→65740.8	-12.80	stop_loss

Paper (trades.jsonl)

59

closed

39%

win rate

-137.90

total pnl ($)

-46.5 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	59	39%	-46.5	-137.90

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 59 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)