btc_basis_carry_v1

38

closed trades

45%

win rate

-24.39

total pnl ($)

0.834

weight

7d window — n=13 wr=23% pnl=-45.36 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-01 17:44 (21.5d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_xc3f7b

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

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=239.977

time	sym	side	entry→exit	pnl	close
06-23 03:18	BTC	Buy	64202.2→64050.8	-1.63	timeout
06-22 14:37	BTC	Buy	64032.2→64918.8	+6.35	timeout
06-22 00:49	BTC	Buy	64243.2→63824.8	-3.73	timeout
06-21 16:40	BTC	Buy	64008.2→64004.8	-0.44	timeout
06-21 07:48	BTC	Buy	63711.2→64186.8	+3.29	timeout
06-20 07:45	BTC	Buy	62514.1→63711.8	+9.13	timeout
06-18 15:57	BTC	Buy	63918.2→62343.7	-12.75	stop_loss
06-18 08:50	BTC	Buy	64901.2→64460.8	-3.95	timeout
06-17 19:50	BTC	Buy	65672.3→64039.8	-12.87	stop_loss
06-17 19:39	BTC	Buy	65839.3→64218.7	-12.76	stop_loss
06-17 07:39	BTC	Buy	66349.3→65508.7	-6.81	timeout
06-16 22:35	BTC	Buy	66260.3→65684.7	-4.86	timeout
06-16 13:13	BTC	Buy	66639.3→66130.7	-4.35	timeout
06-15 21:18	BTC	Buy	64489.2→66480.7	+14.94	timeout
06-15 12:44	BTC	Buy	64337.2→66431.7	+15.85	timeout
06-15 01:45	BTC	Buy	64577.2→65635.7	+7.71	timeout
06-14 15:17	BTC	Buy	64291.2→64047.8	-2.36	timeout
06-13 17:51	BTC	Buy	63796.2→63981.8	+0.99	timeout
06-13 07:19	BTC	Buy	63023.2→63673.8	+4.70	timeout
06-12 19:11	BTC	Buy	63404.2→63648.8	+1.47	timeout
06-12 11:00	BTC	Buy	63057.2→63669.8	+4.34	timeout
06-11 11:10	BTC	Buy	61071.1→63122.8	+16.20	timeout
06-10 18:23	BTC	Buy	61766.1→61884.9	+0.47	timeout
06-09 14:47	BTC	Buy	62677.1→61135.4	-12.75	stop_loss
06-09 09:38	BTC	Buy	63262.2→62592.9	-5.73	timeout
06-08 22:11	BTC	Buy	61950.1→63399.8	+11.21	timeout
06-07 22:14	BTC	Buy	60851→63522.8	+21.52	take_profit
06-07 12:47	BTC	Buy	60844→61790.9	+7.31	timeout
06-07 04:28	BTC	Buy	60004→61489.9	+11.93	timeout
06-05 21:03	BTC	Buy	59216→61815.9	+21.50	take_profit
06-05 13:56	BTC	Buy	62447.1→60906.5	-12.79	stop_loss
06-05 13:56	BTC	Buy	62477.1→60937.5	-12.78	stop_loss
06-05 06:03	BTC	Buy	63558.2→61994.9	-12.69	stop_loss
06-05 03:01	BTC	Buy	64026.2→62450.6	-12.74	stop_loss
06-04 00:29	BTC	Buy	64972.2→63374.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66339.3→64652.4	-13.21	stop_loss
06-03 19:43	BTC	Buy	66869.3→65787.7	-8.61	timeout
06-02 14:10	BTC	Buy	69958.5→68236.5	-12.77	stop_loss

Paper (trades.jsonl)

38

closed

45%

win rate

-24.39

total pnl ($)

-12.4 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	38	45%	-12.4	-24.39

time	sym	side	reason
06-23 00:52	BTC	Buy	stale_intent
06-22 11:51	BTC	Buy	stale_intent
06-22 11:51	BTC	Buy	stale_intent
06-22 03:45	BTC	Buy	stale_intent
06-22 03:45	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 38 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 5)

Postmortem feed (last 10)