carry_funding_negative_long

42

closed trades

52%

win rate

+7.56

total pnl ($)

1.150

weight

7d window — n=14 wr=64% pnl=-10.73 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 12:35:10 (40.6d ago) · src: canon

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

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=—

time	sym	side	entry→exit	pnl	close
06-27 00:58	BTCUSDT	Buy	59664→60004.9	+2.39	timeout
06-26 14:17	BTCUSDT	Buy	58812.1→60021.6	+9.78	timeout
06-26 13:19	BTCUSDT	Buy	60117.9→58610.8	-12.99	stop_loss
06-25 13:46	BTCUSDT	Buy	61080.8→59551.1	-12.92	stop_loss
06-25 13:44	BTCUSDT	Buy	61674.4→60133.7	-12.92	stop_loss
06-24 16:46	BTCUSDT	Buy	61562.8→60018.4	-12.97	stop_loss
06-24 08:25	BTCUSDT	Buy	62197.2→62656.9	+3.18	timeout
06-22 19:57	BTCUSDT	Buy	64198.8→64427.2	+1.30	timeout
06-22 11:43	BTCUSDT	Buy	64238.3→64544.8	+1.79	timeout
06-22 03:37	BTCUSDT	Buy	64372→64171.4	-2.08	timeout
06-21 18:58	BTCUSDT	Buy	63773→64122.6	+2.33	timeout
06-21 04:43	BTCUSDT	Buy	63589.1→64442.2	+6.27	timeout
06-20 17:29	BTCUSDT	Buy	62889.7→63873.5	+7.36	timeout
06-20 09:22	BTCUSDT	Buy	62352.4→63512.6	+8.74	timeout
06-19 16:32	BTCUSDT	Buy	62485→63314.8	+6.19	timeout
06-18 15:51	BTCUSDT	Buy	64171.5→62564.9	-12.69	stop_loss
06-18 11:20	BTCUSDT	Buy	64649.3→63921.4	-6.15	timeout
06-17 19:42	BTCUSDT	Buy	65750.4→64102.9	-12.98	stop_loss
06-17 08:39	BTCUSDT	Buy	66628.6→64962.5	-12.99	stop_loss
06-17 01:10	BTCUSDT	Buy	66305.6→65723.9	-4.88	timeout
06-16 14:31	BTCUSDT	Buy	67115.1→65435.9	-13.03	stop_loss
06-16 08:51	BTCUSDT	Buy	65722.5→66754.9	+7.41	timeout
06-16 00:21	BTCUSDT	Buy	65755.4→66293.7	+3.68	timeout
06-15 13:25	BTCUSDT	Buy	64081.3→66868.2	+21.31	take_profit
06-15 08:10	BTCUSDT	Buy	64455.6→65672.1	+8.98	timeout
06-15 00:10	BTCUSDT	Buy	64400.5→65713.8	+9.73	timeout
06-14 16:02	BTCUSDT	Buy	64245.4→64004.8	-2.40	timeout
06-14 02:49	BTCUSDT	Buy	63559→64458.5	+6.65	timeout
06-13 12:29	BTCUSDT	Buy	63475.2→63925.1	+3.01	timeout
06-12 23:26	BTCUSDT	Buy	63396.1→63385.6	-0.58	timeout
06-11 18:42	BTCUSDT	Buy	61781.2→63462.7	+13.03	timeout
06-11 07:50	BTCUSDT	Buy	61658.9→62684.2	+7.71	timeout
06-09 15:57	BTCUSDT	Buy	62556.1→60992.8	-12.95	stop_loss
06-09 14:47	BTCUSDT	Buy	62673.6→61091.3	-13.08	stop_loss
06-09 14:18	BTCUSDT	Buy	63322.8→61724.8	-13.07	stop_loss
06-09 10:50	BTCUSDT	Buy	63117.6→62647.9	-4.13	timeout
06-08 18:52	BTCUSDT	Buy	62079.3→63408.2	+10.19	timeout
06-08 06:23	BTCUSDT	Buy	61846.3→63004	+8.90	timeout
06-07 22:14	BTCUSDT	Buy	60598.6→63234.1	+21.31	take_profit
05-16 11:05	BTCUSDT	Buy	80617.2→80576.9	-0.67	timeout
05-16 11:05	BTCUSDT	Buy	80576.9→80617.2	-0.02	timeout
05-16 11:05	BTCUSDT	Buy	80576.9→80617.2	-0.20	timeout

Paper (trades.jsonl)

42

closed

52%

win rate

+7.56

total pnl ($)

+3.9 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 ($)
BTCUSDT	42	52%	+3.9	+7.56

time	sym	side	reason
06-26 09:43	BTCUSDT	Buy	router_blocked
06-26 01:00	BTCUSDT	Buy	below_min_notional_skip
06-25 14:31	BTCUSDT	Buy	below_min_notional_skip
06-24 14:06	BTCUSDT	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 42 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 4)

Postmortem feed (last 10)