basis_funding_agreement_long_v8

56

closed trades

41%

win rate

-176.92

total pnl ($)

1.090

weight

7d window — n=14 wr=57% pnl=-22.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-31 09:03:10 (27.1d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485389_99958

n: 18 · wr: 38.9% · total_bps: -659.1 · mean_bps: -36.62 · sharpe: -0.38 · max_dd_bps: -815.3

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

time	sym	side	entry→exit	pnl	close
06-27 07:38	BTC	Buy	59881→60401	+3.89	timeout
06-26 13:19	BTC	Buy	60504→58643.7	-15.83	stop_loss
06-23 08:24	BTC	Buy	64230.2→62265.7	-15.73	stop_loss
06-23 04:26	BTC	Buy	64652.2→63937.8	-5.98	timeout
06-22 22:16	BTC	Buy	64183.2→64286.8	+0.35	timeout
06-22 16:13	BTC	Buy	63981.2→64684.8	+5.06	timeout
06-22 10:11	BTC	Buy	63558.2→64202.8	+4.58	timeout
06-22 04:07	BTC	Buy	64178.2→63938.8	-2.34	timeout
06-21 22:05	BTC	Buy	64183.2→63745.8	-3.86	timeout
06-21 16:03	BTC	Buy	64402.2→64194.8	-2.06	timeout
06-21 10:02	BTC	Buy	63960.2→64211.8	+1.46	timeout
06-21 04:00	BTC	Buy	64060.2→64395.8	+2.17	timeout
06-20 21:40	BTC	Buy	63612.2→63932.8	+2.08	timeout
06-20 15:12	BTC	Buy	63341.2→63865.8	+3.66	timeout
06-20 07:51	BTC	Buy	63077.2→63705.8	+4.53	timeout
06-20 00:46	BTC	Buy	62417.1→63529.8	+8.46	timeout
06-19 18:32	BTC	Buy	62781.1→63075.8	+1.89	timeout
06-19 12:25	BTC	Buy	62932.1→62496.9	-3.86	timeout
06-19 06:21	BTC	Buy	62874.1→62746.9	-1.44	timeout
06-18 18:51	BTC	Buy	64071.2→62797.9	-10.27	timeout
06-18 15:54	BTC	Buy	64392.2→62422.7	-15.71	stop_loss
06-18 12:35	BTC	Buy	64553.2→64197.8	-3.20	timeout
06-18 00:45	BTC	Buy	64957.2→64572.8	-3.45	timeout
06-17 22:03	BTC	Buy	65866.3→63843.9	-15.80	stop_loss
06-17 18:35	BTC	Buy	65696.3→65263.7	-3.77	timeout
06-17 06:17	BTC	Buy	66054.3→65830.7	-2.16	timeout
06-17 00:10	BTC	Buy	66534.3→65715.7	-6.63	timeout
06-15 09:20	BTC	Buy	64754.2→65708.7	+6.92	timeout
06-12 17:16	BTC	Buy	63474.2→63832.8	+2.36	timeout
06-12 10:03	BTC	Buy	63555.2→63662.8	+0.35	timeout
06-11 02:52	BTC	Buy	61901.1→62013.9	+0.43	timeout
06-10 01:27	BTC	Buy	62323.1→62016.9	-2.85	timeout
06-06 21:03	BTC	Buy	61204.1→60704	-4.50	timeout
06-06 14:49	BTC	Buy	61072.1→60925	-1.65	timeout
06-06 04:34	BTC	Buy	61376.1→59495.3	-15.77	stop_loss
06-05 05:20	BTC	Buy	63267.2→63335.8	+0.12	timeout
06-04 11:11	BTC	Buy	64093.2→62132.8	-15.72	stop_loss
06-04 00:38	BTC	Buy	65107.3→63115.3	-15.75	stop_loss
06-03 13:31	BTC	Buy	67012.4→66953.7	-0.91	timeout
06-03 03:56	BTC	Buy	67284.4→65914.7	-10.63	timeout
06-02 14:23	BTC	Buy	70036.5→67894.6	-15.76	stop_loss
06-02 14:09	BTC	Buy	70617.5→68457.3	-15.76	stop_loss
06-02 10:13	BTC	Buy	70964.5→69683.5	-9.55	timeout
06-02 02:37	BTC	Buy	71540.6→70849.5	-5.36	timeout
06-01 01:52	BTC	Buy	73835.7→73493.3	-2.81	timeout
05-31 17:47	BTC	Buy	74056.7→73702.3	-2.87	timeout
05-31 11:50	BTC	Buy	73816.7→73904.3	+0.07	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 01:14	BTC	Buy	73090.7→73540.3	+2.60	timeout
05-29 18:44	BTC	Buy	73662.7→73748.3	+0.08	timeout
05-29 13:29	BTC	Buy	73586.7→72993.4	-4.49	timeout
05-29 07:37	BTC	Buy	73415.7→73432.3	-0.37	timeout
05-29 00:38	BTC	Buy	73360.7→73769.3	+2.26	timeout
05-28 18:35	BTC	Buy	72783.6→73594.3	+5.04	timeout

Paper (trades.jsonl)

56

closed

41%

win rate

-176.92

total pnl ($)

-62.9 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	56	41%	-62.9	-176.92

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 56 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)