perp_basis_carry_long

not live
19
closed trades
26%
win rate
-17.48
total pnl ($)
1.073
weight
7d window — n=18 wr=28% pnl=-16.77  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 03:50:46 (31.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: avr
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=—

Cumulative P&L (last 19 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 08:54BTCUSDTBuy64151.2→64108-0.79timeout
06-22 06:43BTCUSDTBuy64256.2→63996.6-2.47timeout
06-22 04:37BTCUSDTBuy64207.2→63999-2.07timeout
06-22 02:32BTCUSDTBuy64636.7→64501.2-1.50timeout
06-22 00:32BTCUSDTBuy63443.9→63734.1+1.84timeout
06-21 22:32BTCUSDTBuy63733→63658.2-1.04timeout
06-21 20:35BTCUSDTBuy64166.1→64024.7-1.55timeout
06-21 18:35BTCUSDTBuy64054.9→64115.2+0.02timeout
06-21 16:29BTCUSDTBuy64249.3→64128.2-1.39timeout
06-21 14:25BTCUSDTBuy64152.3→64036.7-1.35timeout
06-18 20:29BTCUSDTBuy62750.2→63062.8+2.05timeout
06-18 18:19BTCUSDTBuy62564.5→62772.8+1.23timeout
06-18 16:54BTCUSDTBuy62506.7→62596.2+0.28timeout
06-18 14:57BTCUSDTBuy63954.1→63688.5-2.52timeout
06-18 11:27BTCUSDTBuy63986.4→63904-1.10timeout
06-18 09:20BTCUSDTBuy64592.8→64418.1-1.81timeout
06-18 07:05BTCUSDTBuy64038.6→64042-0.42timeout
06-18 05:01BTCUSDTBuy64277.2→63799.3-4.17timeout
05-15 12:05BTCUSDTBuy80617.2→80576.9-0.70timeout

Paper vs Live

Paper (trades.jsonl)
19
closed
26%
win rate
-17.48
total pnl ($)
-18.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT1926%-18.4-17.48

Recent bounces (last 20 of 4)

timesymsidereason
06-22 03:51BTCUSDTBuyrouter_blocked
06-22 01:50BTCUSDTBuystale_intent
06-21 23:47BTCUSDTBuystale_intent
06-21 21:47BTCUSDTBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems