eth_perp_basis_long

not live
129
closed trades
33%
win rate
-106.50
total pnl ($)
0.950
weight
7d window — n=28 wr=32% pnl=-14.85  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-21 07:34 (31.9d ago) · src: backtest-gate-results.jsonl
verdict: ERROR  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_arr
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=229.306

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 04:17BTCBuy64214.2→63955.8-2.46timeout
06-22 03:01BTCBuy64511.2→63889.8-5.27stop_loss
06-22 02:04BTCBuy63910.2→64552.8+4.57timeout
06-22 01:02BTCBuy63363.2→63966.8+4.31timeout
06-21 23:58BTCBuy63766.2→63259.8-4.41timeout
06-21 22:54BTCBuy63774.2→63770.8-0.48timeout
06-21 21:53BTCBuy63732.2→63802.8+0.10timeout
06-21 20:53BTCBuy64180.2→63741.8-3.87timeout
06-21 19:50BTCBuy64143.2→64184.8-0.13timeout
06-21 18:44BTCBuy64092.2→64131.8-0.14timeout
06-21 17:39BTCBuy64031.2→64041.8-0.36timeout
06-21 16:34BTCBuy64170.2→64029.8-1.54timeout
06-21 15:30BTCBuy63985.2→64194.8+1.19timeout
06-21 14:27BTCBuy64105.2→64014.8-1.15timeout
06-21 13:27BTCBuy63984.2→64101.8+0.47timeout
06-21 12:20BTCBuy64200.2→64001.8-1.99timeout
06-21 11:17BTCBuy64235.2→64217.8-0.59timeout
06-21 10:13BTCBuy63955.2→64250.8+1.86timeout
06-21 09:11BTCBuy64093.2→63947.8-1.59timeout
06-21 08:07BTCBuy64233.2→64099.8-1.49timeout
06-21 07:04BTCBuy64199.2→64223.8-0.26timeout
06-21 05:59BTCBuy64255.2→64216.8-0.75timeout
06-21 04:56BTCBuy64403.2→64291.8-1.31timeout
06-21 03:52BTCBuy64238.2→64387.8+0.71timeout
06-18 09:36BTCBuy64542.2→64240.8-2.79timeout
06-18 08:32BTCBuy64255.2→64536.8+1.74timeout
06-18 07:22BTCBuy63932.2→64195.8+1.61timeout
06-18 06:21BTCBuy63932.2→63882.8-0.84timeout
06-12 10:18BTCBuy63528.2→63707.8+0.96timeout
06-09 04:19BTCBuy62902.1→62831.9-1.01timeout
06-09 03:18BTCBuy62610.1→62939.9+2.18timeout
06-09 02:19BTCBuy62693.1→62603.9-1.16timeout
06-09 00:49BTCBuy63013.2→62399.7-5.32stop_loss
06-09 00:20BTCBuy63147.2→63016.8-1.48timeout
06-08 23:18BTCBuy63197.2→63210.8-0.34timeout
06-08 22:15BTCBuy63720.2→63278.8-3.91timeout
06-08 21:02BTCBuy63356.2→63534.8+0.96timeout
06-08 19:57BTCBuy63448.2→63354.8-1.19timeout
06-08 01:17BTCBuy63206.2→62985.9-2.20timeout
06-08 00:14BTCBuy62957.1→63214.8+1.59timeout
06-07 23:19BTCBuy63207.2→62851.9-3.26timeout
06-07 22:14BTCBuy61963.1→62886.9+7.00take_profit
06-07 10:45BTCBuy62525.1→62343.9-1.90timeout
06-07 09:38BTCBuy62643.1→62529.9-1.35timeout
06-07 08:37BTCBuy62220.1→62579.9+2.44timeout
06-06 14:27BTCBuy60879→60769-1.35timeout
06-06 13:23BTCBuy60837→60906+0.12timeout
06-06 09:20BTCBuy61088.1→61138.9-0.04timeout
06-06 08:17BTCBuy61017.1→61092.9+0.17timeout
06-06 07:14BTCBuy61127.1→61064.9-0.96timeout
06-06 05:26BTCBuy60084→60983+7.03take_profit
06-06 04:27BTCBuy60415→59833.1-5.27stop_loss
06-05 22:06BTCBuy61768.1→61173.3-5.27stop_loss
06-05 20:50BTCBuy60648→61551.9+7.00take_profit
06-05 19:46BTCBuy59281→60165+7.01take_profit
06-05 18:26BTCBuy60748→60164.9-5.25stop_loss
06-05 17:17BTCBuy61347.1→60757.6-5.26stop_loss
06-05 16:15BTCBuy60222→61119.9+7.01take_profit
06-05 16:10BTCBuy60496→59912-5.28stop_loss
06-05 15:19BTCBuy60763→60820+0.02timeout
06-05 13:49BTCBuy61997.1→61397.2-5.29stop_loss
06-05 12:36BTCBuy62162.1→61565.1-5.25stop_loss
06-05 12:01BTCBuy62400.1→61793-5.32stop_loss
06-05 11:01BTCBuy62897.1→62422.9-4.22timeout
06-05 10:01BTCBuy62492.1→62868.9+2.57timeout
06-05 08:55BTCBuy62915.1→62307.7-5.28stop_loss
06-05 07:41BTCBuy61899.1→62821.9+7.01take_profit
06-05 06:16BTCBuy62541.1→61939.9-5.26stop_loss
06-05 04:59BTCBuy62706.1→63642.8+7.02take_profit
06-05 04:09BTCBuy62378.1→62886.9+3.63timeout
06-05 00:13BTCBuy63608.2→63660.8-0.04timeout
06-04 22:57BTCBuy63288.2→63720.8+2.97timeout
06-04 21:34BTCBuy63516.2→63342.8-1.81timeout
06-04 20:04BTCBuy64023.2→63408.1-5.25stop_loss
06-04 19:41BTCBuy64061.2→63883.8-1.84timeout
06-04 18:16BTCBuy63359.2→63252.8-1.29timeout
06-04 17:10BTCBuy63738.2→63521.8-2.15timeout
06-04 16:33BTCBuy63897.2→63538.8-3.26timeout
06-04 14:53BTCBuy63768.2→63768.8-0.44timeout
06-04 13:21BTCBuy63697.2→63085.3-5.25stop_loss
06-04 12:23BTCBuy62257.1→63184.8+7.00take_profit
06-04 10:49BTCBuy62852.1→62248.7-5.25stop_loss
06-04 09:26BTCBuy63483.2→62871.4-5.27stop_loss
06-04 08:26BTCBuy63552.2→63409.8-1.57timeout
06-04 07:15BTCBuy64253.2→63783.8-4.11timeout
06-04 05:08BTCBuy64353.2→63734.9-5.25stop_loss
06-04 04:35BTCBuy64356.2→64293.8-0.94timeout
06-04 02:48BTCBuy62640.1→63580.8+7.06take_profit
06-04 01:22BTCBuy63196.2→62589.6-5.25stop_loss
06-04 00:25BTCBuy64458.2→63838.9-5.25stop_loss
06-03 22:16BTCBuy65682.3→65049.2-5.27stop_loss
06-03 20:55BTCBuy65305.3→64652.4-5.45stop_loss
06-03 20:25BTCBuy65740.3→65515.7-2.16timeout
06-03 19:15BTCBuy65898.3→65937.7-0.15timeout
06-03 17:54BTCBuy65950.3→65819.7-1.44timeout
06-03 16:01BTCBuy66638.3→65991.7-5.30stop_loss
06-03 14:59BTCBuy66890.3→66837.7-0.85timeout
06-03 13:25BTCBuy66888.3→66953.7+0.04timeout
06-03 06:58BTCBuy67300.4→66982.7-2.81timeout
06-03 05:31BTCBuy66339.3→66863.7+3.50timeout

Paper vs Live

Paper (trades.jsonl)
129
closed
33%
win rate
-106.50
total pnl ($)
-16.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC12933%-16.5-106.50

Recent bounces (last 20 of 6)

timesymsidereason
06-22 04:46BTCBuystale_intent
06-22 04:46BTCBuystale_intent
06-22 01:23BTCBuystale_intent
06-22 01:22BTCBuystale_intent
06-22 00:15BTCBuytrigger_already_opened
06-21 23:11BTCBuytrigger_already_opened

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems