perp_basis_funding_confluence_long

56

closed trades

50%

win rate

-36.37

total pnl ($)

1.023

weight

7d window — n=16 wr=50% pnl=-37.05 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 20:39:49 (24.7d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485389_89159

n: 121 · wr: 49.6% · total_bps: -991.9 · mean_bps: -8.20 · sharpe: -0.07 · max_dd_bps: -2056.7

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

time	sym	side	entry→exit	pnl	close
06-28 11:50	BTC	Buy	60025→60249	+1.39	timeout
06-28 05:43	BTC	Buy	60591→59904	-6.12	timeout
06-27 13:10	BTC	Buy	59934→60396	+3.39	timeout
06-27 06:56	BTC	Buy	59598→60336	+5.71	timeout
06-26 22:37	BTC	Buy	59673→59852	+1.03	timeout
06-26 15:08	BTC	Buy	58631.9→59796	+9.44	timeout
06-26 08:08	BTC	Buy	59664→60233	+4.35	timeout
06-26 02:28	BTC	Buy	59298→58683.1	-5.61	timeout
06-25 13:53	BTC	Buy	60791→58928.6	-15.72	stop_loss
06-25 13:45	BTC	Buy	61692.1→59803.1	-15.74	stop_loss
06-25 08:00	BTC	Buy	59921→61875.9	+15.86	timeout
06-24 16:47	BTC	Buy	61847.1→59954	-15.73	stop_loss
06-24 14:19	BTC	Buy	62860.1→60936.5	-15.74	stop_loss
06-24 10:27	BTC	Buy	62555.1→62547.9	-0.53	timeout
06-24 02:13	BTC	Buy	62546.1→62841.9	+1.89	timeout
06-23 19:53	BTC	Buy	62893.1→62328.9	-4.94	timeout
06-16 23:38	BTC	Buy	66356.3→65717.7	-5.30	timeout
06-16 17:07	BTC	Buy	65902.3→65784.7	-1.39	timeout
06-16 09:00	BTC	Buy	66487.3→66803.7	+1.94	timeout
06-16 01:40	BTC	Buy	66468.3→66365.7	-1.22	timeout
06-15 19:04	BTC	Buy	65722.3→66798.7	+7.69	timeout
06-15 12:50	BTC	Buy	65522.3→66548.7	+7.39	timeout
06-15 05:54	BTC	Buy	63746.2→65814.7	+15.77	timeout
06-14 23:48	BTC	Buy	64572.2→65615.7	+7.61	timeout
06-14 16:18	BTC	Buy	64498.2→64065.8	-3.85	timeout
06-14 06:52	BTC	Buy	64079.2→64230.8	+0.73	timeout
06-14 00:50	BTC	Buy	64086.2→64524.8	+2.99	timeout
06-13 18:50	BTC	Buy	63671.2→64061.8	+2.62	timeout
06-13 08:14	BTC	Buy	63608.2→63773.8	+0.81	timeout
06-12 21:03	BTC	Buy	63474.2→63461.8	-0.56	timeout
06-12 14:24	BTC	Buy	63618.2→63402.8	-2.18	timeout
06-12 00:37	BTC	Buy	62778.1→63664.8	+6.55	timeout
06-11 18:24	BTC	Buy	62937.1→63384.8	+3.04	timeout
06-11 12:19	BTC	Buy	61845.1→63103.8	+9.67	timeout
06-11 03:53	BTC	Buy	62488.1→62471.9	-0.65	timeout
06-10 20:40	BTC	Buy	61293.1→61826.9	+3.88	timeout
06-09 16:05	BTC	Buy	62867.1→60943.5	-15.79	stop_loss
06-09 13:36	BTC	Buy	62784.1→62242.9	-4.75	timeout
06-09 07:16	BTC	Buy	63400.2→63249.8	-1.66	timeout
06-09 00:11	BTC	Buy	63041.2→63024.8	-0.59	timeout
06-08 16:49	BTC	Buy	62831.1→63578.8	+5.45	timeout
06-08 09:39	BTC	Buy	61781.1→63276.8	+11.65	timeout
06-08 03:31	BTC	Buy	62044.1→63163.8	+8.56	timeout
06-07 20:42	BTC	Buy	62439.1→61721.9	-6.18	timeout
06-07 13:49	BTC	Buy	61449.1→61689.9	+1.50	timeout
06-07 07:42	BTC	Buy	60560→62191.9	+13.04	timeout
06-07 00:42	BTC	Buy	60735→60778	-0.11	timeout
06-06 17:05	BTC	Buy	59844→60670	+6.47	timeout
06-06 08:24	BTC	Buy	60824→61100.9	+1.79	timeout
06-05 14:06	BTC	Buy	62363.1→60454.7	-15.75	stop_loss
06-05 06:21	BTC	Buy	63437.2→61488.2	-15.79	stop_loss
06-05 06:21	BTC	Buy	63443.2→61499.2	-15.77	stop_loss
06-05 04:36	BTC	Buy	63448.2→63154.8	-2.73	timeout
06-04 20:41	BTC	Buy	63614.2→63566.8	-0.82	timeout
06-04 10:28	BTC	Buy	64420.2→62449.6	-15.71	stop_loss
06-03 18:59	BTC	Buy	66955.3→65993.7	-7.66	timeout

Paper (trades.jsonl)

56

closed

50%

win rate

-36.37

total pnl ($)

-12.8 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 ($)
BTC	56	50%	-12.8	-36.37

time	sym	side	reason
06-27 23:54	BTC	Buy	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 56 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)