basis_steepening_fade_short · strategy

157

closed trades

39%

win rate

-79.38

total pnl ($)

1.257

weight

7d window — n=25 wr=52% pnl=+8.03 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 06:58 (40.4d ago) · src: backtest-gate-results.jsonl

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

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=228.289

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 13:08	BTC	Sell	60602→60126	+3.48	timeout
06-29 05:14	BTC	Sell	59887→59498	+2.80	timeout
06-29 00:41	BTC	Sell	59767→59269	+3.72	timeout
06-28 13:01	BTC	Sell	60305→60237	+0.11	timeout
06-28 10:28	BTC	Sell	60303→60073	+1.46	timeout
06-28 08:10	BTC	Sell	60103→60119	-0.58	timeout
06-28 06:06	BTC	Sell	59935→59946	-0.54	timeout
06-27 16:32	BTC	Sell	60765→60661	+0.41	timeout
06-27 14:23	BTC	Sell	60426→60594	-1.84	timeout
06-27 12:17	BTC	Sell	60306→60267	-0.13	timeout
06-27 10:14	BTC	Sell	60333→60440	-1.34	timeout
06-27 08:10	BTC	Sell	60277→60489	-2.21	timeout
06-27 06:07	BTC	Sell	60204→60176	-0.22	timeout
06-27 03:55	BTC	Sell	60311→60255	+0.01	timeout
06-26 23:14	BTC	Sell	59881→60040	-1.78	timeout
06-26 21:10	BTC	Sell	59673→59734	-0.96	timeout
06-26 19:07	BTC	Sell	60071→59796	+1.84	timeout
06-26 17:03	BTC	Sell	60430→60097	+2.31	timeout
06-26 15:00	BTC	Sell	60048→59554	+3.67	timeout
06-26 12:33	BTC	Sell	59309→59938.9	-5.76	stop_loss
06-26 10:49	BTC	Sell	59777→59329	+3.30	timeout
06-26 08:42	BTC	Sell	60635→60215	+3.01	timeout
06-25 23:13	BTC	Sell	59852→59854	-0.47	timeout
06-25 21:05	BTC	Sell	59625→59522	+0.42	timeout
06-25 17:47	BTC	Sell	59190→59456	-2.70	timeout
06-22 13:52	BTC	Sell	65115.7→65485.3	-3.28	timeout
06-22 10:40	BTC	Sell	64046.8→64076.2	-0.68	timeout
06-22 08:28	BTC	Sell	64213.8→64213.2	-0.44	timeout
06-22 06:23	BTC	Sell	64204.8→64090.2	+0.44	timeout
06-22 04:03	BTC	Sell	64077.8→63883.2	+1.07	timeout
06-22 01:26	BTC	Sell	63918.8→64605.5	-5.82	stop_loss
06-21 23:59	BTC	Sell	63758.8→63267.2	+3.40	timeout
06-21 21:57	BTC	Sell	63743.8→63759.2	-0.57	timeout
06-21 19:52	BTC	Sell	64116.8→64183.2	-0.97	timeout
06-21 15:29	BTC	Sell	63995.8→64246.2	-2.41	timeout
06-21 13:15	BTC	Sell	63987.8→64089.2	-1.25	timeout
06-21 11:02	BTC	Sell	64206.8→64425.2	-2.15	timeout
06-21 09:00	BTC	Sell	64157.8→63994.2	+0.83	timeout
06-21 06:58	BTC	Sell	64217.8→64270.2	-0.86	timeout
06-21 04:35	BTC	Sell	64306.8→64537.2	-2.24	timeout
06-21 01:43	BTC	Sell	64279.8→64201.2	+0.16	timeout
06-20 21:14	BTC	Sell	63945.8→63969.2	-0.63	timeout
06-20 18:38	BTC	Sell	63825.8→63830.2	-0.48	timeout
06-20 14:46	BTC	Sell	63332.8→64009.2	-5.79	stop_loss
06-19 23:29	BTC	Sell	63260.8→63287.2	-0.66	timeout
06-19 16:36	BTC	Sell	63125.8→63253.2	-1.46	timeout
06-19 05:58	BTC	Sell	62386.9→62705.1	-3.00	timeout
06-19 03:35	BTC	Sell	62982.9→62721.1	+1.62	timeout
06-19 01:34	BTC	Sell	62995.9→62822.1	+0.92	timeout
06-18 21:24	BTC	Sell	63094.8→63010.2	+0.22	timeout
06-18 13:07	BTC	Sell	63930.8→64381.2	-3.97	timeout
06-18 11:06	BTC	Sell	64097.8→64082.2	-0.32	timeout
06-18 07:25	BTC	Sell	63899.8→64220.2	-2.96	timeout
06-18 04:22	BTC	Sell	64437.8→63918.2	+3.58	timeout
06-17 19:19	BTC	Sell	65731.7→64743.2	+7.07	take_profit
06-17 17:55	BTC	Sell	65906.7→66045.3	-1.50	timeout
06-17 12:12	BTC	Sell	64656.8→64827.2	-1.77	timeout
06-17 10:08	BTC	Sell	64939.8→64812.2	+0.54	timeout
06-17 08:04	BTC	Sell	65554.7→65455.3	+0.31	timeout
06-16 23:29	BTC	Sell	65743.7→65711.3	-0.20	timeout
06-16 21:30	BTC	Sell	65701.7→65702.3	-0.45	timeout
06-16 19:20	BTC	Sell	66017.7→65612.3	+2.62	timeout
06-16 17:12	BTC	Sell	65804.7→65797.3	-0.39	timeout
06-16 15:07	BTC	Sell	66014.7→65789.3	+1.26	timeout
06-16 13:06	BTC	Sell	66410.7→66323.3	+0.21	timeout
06-16 11:00	BTC	Sell	66491.7→66509.3	-0.58	timeout
06-16 09:02	BTC	Sell	66375.7→66844.3	-3.98	timeout
06-16 03:31	BTC	Sell	65757.7→65959.3	-1.98	timeout
06-16 01:26	BTC	Sell	66236.7→66317.3	-1.06	timeout
06-15 22:20	BTC	Sell	66496.7→66347.3	+0.68	timeout
06-15 20:21	BTC	Sell	66430.7→66521.3	-1.13	timeout
06-15 18:19	BTC	Sell	66880.7→66803.3	+0.13	timeout
06-15 14:05	BTC	Sell	66523.7→66404.3	+0.45	timeout
06-15 04:12	BTC	Sell	65635.7→65746.3	-1.29	timeout
06-15 00:41	BTC	Sell	65588.7→65502.3	+0.21	timeout
06-14 21:40	BTC	Sell	64418.8→65120.8	-5.90	stop_loss
06-14 20:11	BTC	Sell	63781.8→63801.2	-0.60	timeout
06-14 18:04	BTC	Sell	63984.8→63744.2	+1.43	timeout
06-14 15:47	BTC	Sell	63926.8→64004.2	-1.05	timeout
06-14 13:44	BTC	Sell	64330.8→64362.2	-0.69	timeout
06-13 22:43	BTC	Sell	64594.8→64482.2	+0.42	timeout
06-12 08:22	BTC	Sell	62980.9→63521.2	-4.73	timeout
06-12 06:42	BTC	Sell	63350.8→62908.1	+3.05	timeout
06-12 04:30	BTC	Sell	63436.8→63764.2	-3.03	timeout
06-12 01:41	BTC	Sell	63664.8→63332.2	+2.17	timeout
06-11 23:39	BTC	Sell	63504.8→63486.2	-0.30	timeout
06-11 21:38	BTC	Sell	63308.8→63475.2	-1.76	timeout
06-11 19:35	BTC	Sell	63433.8→63700.2	-2.54	timeout
06-11 17:32	BTC	Sell	62671.9→63336.8	-5.75	stop_loss
06-11 13:27	BTC	Sell	62697.9→62811.1	-1.35	timeout
06-11 05:11	BTC	Sell	62624.9→62573.1	-0.03	timeout
06-10 22:56	BTC	Sell	61250.9→61405.1	-1.71	timeout
06-10 20:41	BTC	Sell	61975.9→61839.1	+0.66	timeout
06-10 18:37	BTC	Sell	61760.9→61790.1	-0.68	timeout
06-10 15:46	BTC	Sell	61857.9→62514.4	-5.75	stop_loss
06-09 19:54	BTC	Sell	61686.9→61965.1	-2.71	timeout
06-09 16:30	BTC	Sell	61374.9→60998	+2.63	timeout
06-09 14:29	BTC	Sell	62324.9→61632.1	+5.11	timeout
06-09 12:27	BTC	Sell	62549.9→62712.1	-1.75	timeout
06-09 10:26	BTC	Sell	62841.9→62732.1	+0.42	timeout

Paper vs Live

Paper (trades.jsonl)

157

closed

39%

win rate

-79.38

total pnl ($)

-10.1 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	157	39%	-10.1	-79.38

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…