perp_basis_funding_divergence_short

not live
27
closed trades
56%
win rate
+232.20
total pnl ($)
1.379
weight
7d window — n=8 wr=50% pnl=+26.06  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 22:35:12 (23.6d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x3485389_89627
n: 12  ·  wr: 75.0%  ·  total_bps: +3466.2  ·  mean_bps: +288.85  ·  sharpe: +0.86  ·  max_dd_bps: -367.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 16:45BTCSell64549.8→60225+32.64timeout
06-24 04:16BTCSell63978.8→62679.1+9.84timeout
06-23 16:20BTCSell64144.8→62626.1+11.32timeout
06-23 03:54BTCSell64395.8→64021.2+2.45timeout
06-22 15:58BTCSell64096.8→64788.2-5.86timeout
06-22 00:58BTCSell63516.8→63837.2-2.86timeout
06-21 12:55BTCSell62701.9→64092.2-11.67timeout
06-20 22:16BTCSell62884.9→64061.2-9.80timeout
06-20 10:34BTCSell63988.8→63633.2+2.46timeout
06-19 22:20BTCSell64136.8→63193.2+7.00timeout
06-19 08:11BTCSell65326.7→62595.1+20.14timeout
06-18 13:14BTCSell66148.7→64376.2+12.94timeout
06-13 20:55BTCSell63369.8→64248.2-7.34timeout
06-11 13:27BTCSell62312.9→62804.1-4.17timeout
06-07 22:14BTCSell60558→63019.6-20.79stop_loss
06-07 20:47BTCSell61243.9→61781.1-4.88timeout
06-06 02:27BTCSell63030.8→60860+16.79timeout
06-04 01:51BTCSell66974.7→62292.1+34.51take_profit
06-03 20:45BTCSell70055.5→65157.3+34.60take_profit
06-02 23:00BTCSell71377.4→66323.3+34.96take_profit
06-02 14:23BTCSell73136.3→68020.4+34.59take_profit
06-02 14:09BTCSell73638.3→68488.4+34.62take_profit
06-02 00:01BTCSell73855.3→71356.6+16.77timeout
06-01 04:49BTCSell73326.3→73388.7-0.81timeout
05-31 09:40BTCSell73808.3→73953.7-1.13timeout
05-30 21:25BTCSell73717.3→73960.7-1.88timeout
05-30 07:17BTCSell73251.3→73525.7-2.24timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
56%
win rate
+232.20
total pnl ($)
+171.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2756%+171.3+232.20

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems