eth_funding_carry_volcap_v1

42

closed trades

55%

win rate

+103.90

total pnl ($)

1.352

weight

7d window — n=11 wr=45% pnl=+15.80 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-31 17:53 (27.5d ago) · src: backtest-gate-results.jsonl

verdict: PASS · strict: STRICT-FAIL · batch: strategies_batch_agent_session_carry_12

n: 250 · wr: 60.0% · total_bps: +8514.8 · mean_bps: +34.06 · sharpe: +0.49 · max_dd_bps: -503.6

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

time	sym	side	entry→exit	pnl	close
06-27 12:05	ETH	Buy	1578.66→1582.64	+0.84	timeout
06-26 12:40	ETH	Buy	1572.76→1533.88	-12.80	stop_loss
06-26 12:00	ETH	Sell	1567.54→1545.15	+6.66	timeout
06-25 13:48	ETH	Sell	1651.13→1578.56	+21.51	take_profit
06-25 12:03	ETH	Sell	1621.74→1630.46	-3.16	timeout
06-24 16:51	ETH	Sell	1669.73→1596.16	+21.56	take_profit
06-24 09:27	ETH	Sell	1665.53→1667.77	-1.10	timeout
06-23 06:21	ETH	Buy	1728.17→1685.49	-12.78	stop_loss
06-23 04:05	ETH	Buy	1737.07→1729.33	-2.70	timeout
06-22 07:20	ETH	Buy	1733.97→1744.93	+2.69	timeout
06-21 12:02	ETH	Buy	1737.97→1722.43	-4.91	timeout
06-20 05:00	ETH	Buy	1696.57→1713.63	+4.55	timeout
06-19 17:18	ETH	Buy	1694.77→1699.43	+0.93	timeout
06-19 07:56	ETH	Sell	1705.53→1694.27	+2.84	timeout
06-18 17:24	ETH	Sell	1750.92→1674.17	+21.44	take_profit
06-18 12:27	ETH	Sell	1754.82→1750.68	+0.77	timeout
06-18 04:23	ETH	Sell	1774.52→1735.57	+10.54	timeout
06-17 16:31	ETH	Sell	1793.82→1777.28	+4.21	timeout
06-16 16:32	ETH	Buy	1762.28→1775.72	+3.31	timeout
06-16 04:31	ETH	Sell	1841.42→1760.68	+21.46	take_profit
06-15 11:26	ETH	Sell	1718.33→1761.36	-12.96	stop_loss
06-14 21:25	ETH	Sell	1663.23→1704.82	-12.94	stop_loss
06-14 04:14	ETH	Sell	1674.03→1680.47	-2.35	timeout
06-13 20:03	ETH	Sell	1673.23→1676.97	-1.61	timeout
06-13 10:41	ETH	Buy	1662.37→1673.93	+2.95	timeout
06-13 00:34	ETH	Buy	1669.07→1666.63	-1.25	timeout
06-12 16:30	ETH	Buy	1676.77→1668.63	-2.82	timeout
06-12 05:58	ETH	Sell	1684.43→1664.17	+5.55	timeout
06-10 20:14	ETH	Buy	1636.16→1625.84	-3.55	timeout
06-09 16:03	ETH	Buy	1672.67→1631.32	-12.80	stop_loss
06-09 14:17	ETH	Buy	1688.07→1646.01	-12.91	stop_loss
06-09 08:38	ETH	Buy	1684.27→1675.53	-2.98	timeout
06-09 00:34	ETH	Buy	1679.17→1670.63	-2.78	timeout
06-08 16:32	ETH	Buy	1666.07→1695.53	+8.42	timeout
06-07 06:29	ETH	Buy	1552.26→1620.44	+21.57	take_profit
06-07 00:15	ETH	Buy	1562.76→1565.14	+0.29	timeout
06-06 05:02	ETH	Buy	1545.25→1507.1	-12.79	stop_loss
06-05 05:41	ETH	Sell	1780.92→1702.87	+21.43	take_profit
06-04 16:10	ETH	Sell	1808.12→1772.98	+9.32	timeout
06-04 14:11	ETH	Sell	1750.42→1793.98	-12.89	stop_loss
06-02 23:25	ETH	Sell	1923.91→1839.58	+21.46	take_profit
06-02 15:31	ETH	Sell	1977.8→1890.29	+21.68	take_profit

Paper (trades.jsonl)

42

closed

55%

win rate

+103.90

total pnl ($)

+49.4 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 ($)
ETH	42	55%	+49.4	+103.90

time	sym	side	reason
06-28 04:29	ETH	Buy	circuit_breaker

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 1)

Postmortem feed (last 10)