basis_funding_agreement_long

64

closed trades

41%

win rate

-198.27

total pnl ($)

1.007

weight

7d window — n=18 wr=50% pnl=-34.89 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 09:36:54 (22.6d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485389_76009

n: 37 · wr: 29.7% · total_bps: -3331.5 · mean_bps: -90.04 · sharpe: -0.72 · max_dd_bps: -3331.5

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

time	sym	side	entry→exit	pnl	close
06-26 13:19	BTC	Buy	60503→58641.7	-15.84	stop_loss
06-24 12:44	BTC	Buy	62937.1→62817.9	-1.40	timeout
06-24 05:18	BTC	Buy	62490.1→62830.9	+2.25	timeout
06-23 16:55	BTC	Buy	63665.2→62497.9	-9.61	timeout
06-23 08:27	BTC	Buy	63944.2→61986.9	-15.72	stop_loss
06-23 04:51	BTC	Buy	64640.2→63675.8	-7.92	timeout
06-22 22:33	BTC	Buy	64132.2→64010.8	-1.40	timeout
06-22 16:19	BTC	Buy	63895.2→64707.8	+5.91	timeout
06-22 10:18	BTC	Buy	63721.2→64171.8	+3.04	timeout
06-22 04:15	BTC	Buy	64094.2→63930.8	-1.74	timeout
06-21 22:09	BTC	Buy	64207.2→63608.8	-5.11	timeout
06-21 16:03	BTC	Buy	64402.2→64192.8	-2.08	timeout
06-21 10:05	BTC	Buy	64002.2→64186.8	+0.94	timeout
06-21 04:04	BTC	Buy	63998.2→64360.8	+2.39	timeout
06-20 21:56	BTC	Buy	63742.2→64000.8	+1.58	timeout
06-20 15:53	BTC	Buy	63427.2→64078.8	+4.61	timeout
06-20 09:51	BTC	Buy	63101.2→63648.8	+3.84	timeout
06-20 03:48	BTC	Buy	63198.2→63427.8	+1.38	timeout
06-19 21:44	BTC	Buy	62417.1→63086.8	+4.89	timeout
06-19 15:26	BTC	Buy	62796.1→63017.8	+1.37	timeout
06-19 09:10	BTC	Buy	63077.2→62422.9	-5.56	timeout
06-19 03:33	BTC	Buy	63179.2→62724.9	-4.02	timeout
06-18 15:57	BTC	Buy	64219.2→62254.7	-15.65	stop_loss
06-18 15:19	BTC	Buy	64466.2→63206.8	-10.20	timeout
06-18 08:59	BTC	Buy	64390.2→64341.8	-0.85	timeout
06-18 02:53	BTC	Buy	65198.3→64688.8	-4.37	timeout
06-17 20:45	BTC	Buy	64926.2→64194.8	-6.08	timeout
06-17 14:42	BTC	Buy	65813.3→65091.7	-5.94	timeout
06-17 08:21	BTC	Buy	65794.3→65251.7	-4.57	timeout
06-17 02:11	BTC	Buy	66096.3→65816.7	-2.58	timeout
06-16 20:12	BTC	Buy	66423.3→65709.7	-5.87	timeout
06-15 09:19	BTC	Buy	64803.2→65751.7	+6.88	timeout
06-13 09:40	BTC	Buy	63540.2→63786.8	+1.45	timeout
06-13 01:29	BTC	Buy	63358.2→63621.8	+1.59	timeout
06-12 16:27	BTC	Buy	63763.2→63835.8	+0.10	timeout
06-12 09:04	BTC	Buy	63407.2→63408.8	-0.47	timeout
06-11 02:52	BTC	Buy	61892.1→62009.9	+0.47	timeout
06-10 07:00	BTC	Buy	61734.1→62016.9	+1.90	timeout
06-09 16:20	BTC	Buy	62720.1→60801.5	-15.77	stop_loss
06-06 20:18	BTC	Buy	61044.1→60601	-4.04	timeout
06-06 14:15	BTC	Buy	60878→60890	-0.35	timeout
06-06 08:09	BTC	Buy	60927→61045.9	+0.47	timeout
06-05 05:20	BTC	Buy	63266.2→63336.8	+0.14	timeout
06-04 10:30	BTC	Buy	64337.2→62368.7	-15.73	stop_loss
06-04 00:38	BTC	Buy	65140.3→63147.3	-15.75	stop_loss
06-03 16:38	BTC	Buy	66353.3→65825.7	-4.46	timeout
06-03 12:41	BTC	Buy	67002.3→66888.7	-1.27	timeout
06-03 04:06	BTC	Buy	67409.4→66438.7	-7.66	timeout
06-02 14:23	BTC	Buy	70036.5→67894.6	-15.76	stop_loss
06-02 14:09	BTC	Buy	70876.5→68460.3	-17.51	stop_loss
06-02 09:14	BTC	Buy	71211.6→69538.5	-12.27	timeout
06-02 02:03	BTC	Buy	71778.6→70647.5	-8.40	timeout
06-01 01:43	BTC	Buy	73858.7→73488.3	-2.99	timeout
05-31 17:47	BTC	Buy	74057.7→73705.3	-2.86	timeout
05-31 11:49	BTC	Buy	73817.7→73889.3	-0.03	timeout
05-31 09:14	BTC	Buy	73934.7→73881.3	-0.89	timeout
05-30 21:48	BTC	Buy	73540.7→73922.3	+2.09	timeout
05-30 11:55	BTC	Buy	73441.7→73562.3	+0.34	timeout
05-30 01:13	BTC	Buy	73122.7→73536.3	+2.36	timeout
05-29 18:44	BTC	Buy	73662.7→73749.3	+0.09	timeout
05-29 13:21	BTC	Buy	73599.7→73081.3	-3.98	timeout
05-29 07:25	BTC	Buy	73505.7→73734.3	+1.04	timeout
05-29 00:37	BTC	Buy	73359.7→73773.3	+2.29	timeout
05-28 18:35	BTC	Buy	72783.6→73594.3	+5.04	timeout

Paper (trades.jsonl)

64

closed

41%

win rate

-198.27

total pnl ($)

-61.7 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	64	41%	-61.7	-198.27

time	sym	side	reason
06-26 19:25	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 64 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)