basis_funding_divergence_long_dvol

50

closed trades

40%

win rate

-116.94

total pnl ($)

0.922

weight

7d window — n=23 wr=39% pnl=-35.17 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-02 12:27:14 (20.6d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485389_13397

n: 26 · wr: 34.6% · total_bps: -1429.0 · mean_bps: -54.96 · sharpe: -0.56 · max_dd_bps: -1485.2

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

time	sym	side	entry→exit	pnl	close
06-23 01:29	BTC	Buy	64944.2→64156.8	-6.50	timeout
06-22 19:29	BTC	Buy	64234.2→64343.8	+0.38	timeout
06-22 13:26	BTC	Buy	64517.2→65034.7	+3.49	timeout
06-22 07:02	BTC	Buy	64255.2→63965.8	-2.71	timeout
06-22 01:02	BTC	Buy	64112.2→63917.8	-1.99	timeout
06-21 18:55	BTC	Buy	64265.2→64141.8	-1.39	timeout
06-21 12:01	BTC	Buy	64254.2→64122.8	-1.44	timeout
06-21 05:09	BTC	Buy	63892.2→64228.8	+2.19	timeout
06-20 22:45	BTC	Buy	63592.2→64234.8	+4.60	timeout
06-20 15:43	BTC	Buy	63459.2→64052.8	+4.19	timeout
06-20 07:51	BTC	Buy	63078.2→63705.8	+4.52	timeout
06-20 00:52	BTC	Buy	62756.1→63486.8	+5.38	timeout
06-19 18:49	BTC	Buy	62767.1→63023.8	+1.58	timeout
06-19 12:54	BTC	Buy	62993.1→62777.9	-2.11	timeout
06-19 06:45	BTC	Buy	62761.1→62754.9	-0.48	timeout
06-19 01:47	BTC	Buy	63898.2→62908.9	-8.14	timeout
06-18 18:34	BTC	Buy	64025.2→62770.9	-10.14	timeout
06-18 12:25	BTC	Buy	64541.2→64139.8	-3.55	timeout
06-18 06:51	BTC	Buy	65908.3→64065.8	-14.44	timeout
06-18 00:36	BTC	Buy	64805.2→64547.8	-2.47	timeout
06-17 18:45	BTC	Buy	65614.3→65962.7	+2.19	timeout
06-17 06:38	BTC	Buy	65822.3→65640.7	-1.81	timeout
06-17 00:07	BTC	Buy	66488.3→65685.7	-6.52	timeout
06-15 09:22	BTC	Buy	64669.2→65694.7	+7.48	timeout
06-12 17:44	BTC	Buy	63372.2→63798.8	+2.91	timeout
06-12 10:01	BTC	Buy	63537.2→63673.8	+0.58	timeout
06-11 02:51	BTC	Buy	61935.1→62052.9	+0.47	timeout
06-10 01:26	BTC	Buy	62285.1→62016.9	-2.55	timeout
06-06 21:02	BTC	Buy	61234.1→60721	-4.61	timeout
06-06 14:49	BTC	Buy	61105.1→60928	-1.90	timeout
06-06 08:47	BTC	Buy	61308.1→61301.9	-0.54	timeout
06-05 05:20	BTC	Buy	63262.2→63336.8	+0.17	timeout
06-04 18:19	BTC	Buy	64357.2→63361.8	-8.20	timeout
06-04 01:49	BTC	Buy	65114.3→62471.6	-20.74	stop_loss
06-03 13:33	BTC	Buy	66902.3→67138.6	+1.30	timeout
06-03 03:58	BTC	Buy	67280.4→65773.7	-11.65	timeout
06-02 15:30	BTC	Buy	69998.5→67156	-20.76	stop_loss
06-02 12:11	BTC	Buy	71290.6→69389.5	-13.86	timeout
06-02 05:06	BTC	Buy	71602.6→70650.5	-7.17	timeout
06-01 04:23	BTC	Buy	73548.7→73404.3	-1.45	timeout
05-31 19:05	BTC	Buy	73960.7→73581.3	-3.05	timeout
05-31 12:09	BTC	Buy	73861.7→73866.3	-0.48	timeout
05-30 22:09	BTC	Buy	73606.7→73834.3	+1.04	timeout
05-30 12:45	BTC	Buy	73486.7→73653.3	+0.66	timeout
05-30 02:00	BTC	Buy	73122.7→73621.3	+2.94	timeout
05-29 19:16	BTC	Buy	73772.7→73351.3	-3.34	timeout
05-29 14:00	BTC	Buy	73576.7→73150.3	-3.36	timeout
05-29 07:40	BTC	Buy	73403.7→73435.3	-0.26	timeout
05-29 00:52	BTC	Buy	73466.7→73747.3	+1.38	timeout
05-28 18:51	BTC	Buy	73060.7→73610.3	+3.24	timeout

Paper (trades.jsonl)

50

closed

40%

win rate

-116.94

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	50	40%	-46.5	-116.94

time	sym	side	reason
06-22 20:12	BTC	Buy	stale_intent
06-22 13:50	BTC	Buy	stale_intent
06-22 01:50	BTC	Buy	stale_intent
06-22 01:50	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 50 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 4)

Postmortem feed (last 10)