eth_funding_carry_trend_aligned_v1

36

closed trades

56%

win rate

+74.98

total pnl ($)

1.446

weight

7d window — n=12 wr=75% pnl=+34.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-31 16:55 (22.7d ago) · src: backtest-gate-results.jsonl

verdict: PASS · strict: STRICT-FAIL · batch: strategies_batch_agent_session_carry_4

n: 264 · wr: 60.6% · total_bps: +8813.0 · mean_bps: +33.38 · sharpe: +0.43 · max_dd_bps: -647.6

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

time	sym	side	entry→exit	pnl	close
06-23 06:21	ETH	Buy	1728.27→1685.59	-12.78	stop_loss
06-23 04:06	ETH	Buy	1737.27→1729.43	-2.73	timeout
06-22 07:20	ETH	Buy	1733.57→1744.73	+2.75	timeout
06-21 20:02	ETH	Buy	1731.37→1732.93	-0.01	timeout
06-20 05:02	ETH	Buy	1696.77→1712.93	+4.28	timeout
06-19 17:18	ETH	Buy	1694.77→1699.23	+0.87	timeout
06-19 07:56	ETH	Sell	1705.33→1694.27	+2.78	timeout
06-18 17:24	ETH	Sell	1751.22→1674.37	+21.46	take_profit
06-18 12:28	ETH	Sell	1753.12→1750.78	+0.26	timeout
06-18 04:23	ETH	Sell	1774.62→1736.07	+10.42	timeout
06-17 16:31	ETH	Sell	1793.92→1777.18	+4.27	timeout
06-16 16:32	ETH	Buy	1763.08→1775.32	+2.97	timeout
06-16 04:31	ETH	Sell	1841.42→1760.68	+21.46	take_profit
06-15 11:26	ETH	Sell	1718.33→1761.86	-13.11	stop_loss
06-14 21:25	ETH	Sell	1662.93→1704.32	-12.88	stop_loss
06-14 14:21	ETH	Sell	1683.43→1664.57	+5.15	timeout
06-14 04:14	ETH	Sell	1675.63→1680.47	-1.87	timeout
06-13 20:03	ETH	Sell	1672.93→1677.47	-1.85	timeout
06-13 10:40	ETH	Buy	1661.97→1674.13	+3.14	timeout
06-13 00:07	ETH	Buy	1670.17→1666.33	-1.65	timeout
06-12 16:25	ETH	Buy	1676.37→1667.23	-3.11	timeout
06-12 05:55	ETH	Sell	1682.73→1663.97	+5.11	timeout
06-10 20:14	ETH	Buy	1636.16→1625.84	-3.55	timeout
06-09 16:05	ETH	Buy	1671.77→1630.32	-12.84	stop_loss
06-09 14:17	ETH	Buy	1687.17→1645.51	-12.79	stop_loss
06-09 08:38	ETH	Buy	1684.27→1675.53	-2.98	timeout
06-09 00:35	ETH	Buy	1679.37→1667.63	-3.74	timeout
06-08 16:32	ETH	Buy	1664.57→1695.93	+9.00	timeout
06-07 08:19	ETH	Buy	1553.96→1611.84	+18.20	timeout
06-07 00:14	ETH	Buy	1563.36→1565.34	+0.18	timeout
06-06 05:02	ETH	Buy	1544.25→1506	-12.83	stop_loss
06-05 05:41	ETH	Sell	1780.92→1702.87	+21.43	take_profit
06-04 16:09	ETH	Sell	1808.62→1772.38	+9.62	timeout
06-04 13:38	ETH	Sell	1746.23→1789.47	-12.83	stop_loss
06-02 23:25	ETH	Sell	1922.41→1838.18	+21.45	take_profit
06-02 15:31	ETH	Sell	1977.8→1890.09	+21.73	take_profit

Paper (trades.jsonl)

36

closed

56%

win rate

+74.98

total pnl ($)

+41.5 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 ($)
ETH	36	56%	+41.5	+74.98

time	sym	side	reason
06-23 01:22	ETH	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 36 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)