eth_funding_spread_carry_v1

45

closed trades

49%

win rate

+63.42

total pnl ($)

1.484

weight

7d window — n=12 wr=50% pnl=+46.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-01 18:52 (25.1d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_agent_session_c4

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
06-24 16:51	ETH	Sell	1663.23→1590.16	+21.49	take_profit
06-24 16:51	ETH	Sell	1669.43→1595.56	+21.60	take_profit
06-24 16:06	ETH	Sell	1660.93→1616.06	+12.98	timeout
06-23 08:24	ETH	Sell	1711.33→1635.46	+21.69	take_profit
06-23 08:17	ETH	Sell	1731.33→1654.97	+21.50	take_profit
06-22 09:14	ETH	Sell	1726.73→1748.87	-6.71	timeout
06-22 01:26	ETH	Sell	1710.83→1753.15	-12.80	stop_loss
06-21 16:44	ETH	Sell	1731.43→1724.67	+1.52	timeout
06-21 08:04	ETH	Sell	1725.73→1731.47	-2.22	timeout
06-20 15:20	ETH	Sell	1707.43→1749.65	-12.75	stop_loss
06-20 13:16	ETH	Sell	1692.93→1725.07	-9.84	timeout
06-20 05:21	ETH	Sell	1692.33→1725.87	-10.30	timeout
06-19 15:00	ETH	Sell	1737.13→1706.77	+8.26	timeout
06-19 06:36	ETH	Sell	1732.33→1697.97	+9.45	timeout
06-18 20:18	ETH	Sell	1737.53→1708.67	+7.93	timeout
06-18 08:02	ETH	Sell	1782.92→1747.27	+9.70	timeout
06-17 16:05	ETH	Sell	1782.12→1774.58	+1.75	timeout
06-16 15:25	ETH	Sell	1816.52→1778.88	+9.96	timeout
06-16 12:33	ETH	Sell	1795.02→1839.7	-12.83	stop_loss
06-16 12:19	ETH	Sell	1778.52→1822.59	-12.82	stop_loss
06-15 12:38	ETH	Sell	1728.73→1771.46	-12.78	stop_loss
06-14 21:40	ETH	Sell	1675.73→1717.23	-12.76	stop_loss
06-14 21:25	ETH	Sell	1656.43→1697.42	-12.79	stop_loss
06-14 17:01	ETH	Sell	1675.63→1661.17	+3.95	timeout
06-14 07:16	ETH	Sell	1668.43→1674.47	-2.26	timeout
06-13 23:15	ETH	Sell	1661.53→1680.97	-6.29	timeout
06-13 14:00	ETH	Sell	1658.43→1677.47	-6.10	timeout
06-11 12:32	ETH	Sell	1636.54→1644.26	-2.74	timeout
06-11 11:51	ETH	Sell	1628.64→1669.2	-12.85	stop_loss
06-10 11:31	ETH	Sell	1667.23→1615.16	+15.12	timeout
06-10 03:19	ETH	Sell	1669.33→1655.97	+3.49	timeout
06-09 15:06	ETH	Sell	1695.43→1644.76	+14.46	timeout
06-08 23:03	ETH	Sell	1676.73→1703.47	-8.57	timeout
06-07 22:13	ETH	Sell	1625.44→1665.7	-12.91	stop_loss
06-07 08:46	ETH	Sell	1592.64→1632.68	-13.00	stop_loss
06-07 05:18	ETH	Sell	1570.44→1609.27	-12.94	stop_loss
06-07 03:19	ETH	Sell	1560.84→1599.66	-12.94	stop_loss
06-06 04:27	ETH	Sell	1599.74→1529.55	+21.40	take_profit
06-05 06:22	ETH	Sell	1728.73→1652.87	+21.49	take_profit
06-05 05:45	ETH	Sell	1773.82→1696.07	+21.44	take_profit
06-05 00:32	ETH	Sell	1795.42→1772.48	+6.02	timeout
06-04 14:11	ETH	Sell	1749.83→1793.08	-12.81	stop_loss
06-03 19:55	ETH	Sell	1876.71→1794.38	+21.48	take_profit
06-03 06:33	ETH	Sell	1832.52→1877.83	-12.80	stop_loss
06-03 03:43	ETH	Sell	1909.61→1825.48	+21.57	take_profit

Paper (trades.jsonl)

45

closed

49%

win rate

+63.42

total pnl ($)

+28.1 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	45	49%	+28.1	+63.42

time	sym	side	reason
06-24 11:09	ETH	Sell	trigger_already_opened

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 45 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)