perp_perp_basis_convergence_funding_gate

not live
65
closed trades
48%
win rate
-82.90
total pnl ($)
0.412
weight
7d window — n=15 wr=33% pnl=-130.14  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 10:52:43 (31.7d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: x3485389_76333
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 65 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 23:58ETHBuy1578.06→1572.64-2.06timeout
06-27 17:32ETHBuy1586.56→1592.14+1.30timeout
06-27 11:25ETHBuy1547.55→1580.94+10.38timeout
06-27 05:12ETHBuy1549.95→1579.44+9.08timeout
06-26 22:35ETHBuy1568.86→1571.44+0.34timeout
06-26 16:30ETHBuy1568.56→1577.54+2.26timeout
06-25 13:54ETHBuy1617.26→1551.47-20.72stop_loss
06-25 13:53ETHBuy1620.46→1554.27-20.83stop_loss
06-25 13:49ETHBuy1637.06→1570.06-20.90stop_loss
06-24 17:44ETHBuy1628.86→1562.36-20.85stop_loss
06-24 16:51ETHBuy1666.47→1598.24-20.89stop_loss
06-24 16:51ETHBuy1664.47→1596.34-20.85stop_loss
06-24 16:51ETHBuy1664.97→1597.04-20.76stop_loss
06-24 13:37ETHBuy1657.07→1658.23-0.12timeout
06-24 07:42ETHBuy1687.77→1670.83-5.53timeout
06-18 15:43ETHBuy1771.78→1699.38-20.77stop_loss
06-17 03:29ETHBuy1777.48→1790.42+3.10timeout
06-16 21:21ETHBuy1818.58→1794.12-7.32timeout
06-16 15:02ETHBuy1816.18→1781.82-9.96timeout
06-15 15:46ETHBuy1719.17→1839.22+34.46take_profit
06-15 15:46ETHBuy1718.17→1838.12+34.44take_profit
06-15 13:08ETHBuy1669.77→1786.32+34.40take_profit
06-15 12:42ETHBuy1657.77→1773.52+34.41take_profit
06-15 08:28ETHBuy1676.97→1717.43+11.58timeout
06-15 02:26ETHBuy1683.07→1720.93+10.72timeout
06-14 20:22ETHBuy1676.47→1664.83-3.97timeout
06-14 14:21ETHBuy1678.37→1664.03-4.72timeout
06-14 08:15ETHBuy1675.37→1676.53-0.10timeout
06-14 02:12ETHBuy1671.57→1684.53+3.37timeout
06-13 20:13ETHBuy1665.47→1676.43+2.92timeout
06-13 14:05ETHBuy1662.57→1678.93+4.38timeout
06-13 07:43ETHBuy1659.77→1672.13+3.26timeout
06-12 23:13ETHBuy1672.37→1660.33-4.03timeout
06-12 14:56ETHBuy1645.96→1684.03+11.06timeout
06-12 08:46ETHBuy1661.67→1669.83+1.99timeout
06-12 02:47ETHBuy1632.46→1675.63+12.74timeout
06-11 20:41ETHBuy1630.86→1668.63+11.05timeout
06-11 14:39ETHBuy1640.86→1648.84+1.91timeout
06-11 08:17ETHBuy1638.06→1656.73+5.11timeout
06-10 16:41ETHBuy1619.96→1647.94+8.11timeout
06-10 00:48ETHBuy1663.97→1655.63-3.04timeout
06-09 16:39ETHBuy1679.67→1610.93-20.72stop_loss
06-09 16:39ETHBuy1685.07→1616.53-20.70stop_loss
06-09 12:46ETHBuy1690.97→1672.13-5.97timeout
06-09 06:44ETHBuy1666.27→1687.73+6.00timeout
06-09 00:43ETHBuy1704.27→1669.03-10.28timeout
06-08 18:42ETHBuy1633.36→1680.63+14.14timeout
06-08 12:37ETHBuy1615.16→1684.83+21.07timeout
06-08 06:33ETHBuy1617.86→1665.53+14.48timeout
06-07 22:14ETHBuy1564.46→1673.73+34.61take_profit
06-07 18:27ETHBuy1560.16→1631.24+22.54timeout
06-07 12:21ETHBuy1561.16→1614.44+16.74timeout
06-07 05:08ETHBuy1517.45→1593.34+24.69timeout
06-05 19:16ETHBuy1605.66→1540.28-20.80stop_loss
06-05 14:04ETHBuy1675.77→1607.34-20.86stop_loss
06-05 06:03ETHBuy1736.17→1665.1-20.91stop_loss
06-05 05:45ETHBuy1763.48→1691.68-20.73stop_loss
06-05 05:45ETHBuy1766.58→1694.68-20.75stop_loss
06-05 05:42ETHBuy1773.28→1701.08-20.78stop_loss
06-05 05:11ETHBuy1785.28→1733.13-14.99timeout
06-04 21:00ETHBuy1776.98→1773.62-1.41timeout
06-04 02:02ETHBuy1820.78→1746.65-20.85stop_loss
06-03 20:54ETHBuy1855.09→1779.63-20.76stop_loss
06-03 20:02ETHBuy1868.39→1792.32-20.79stop_loss
06-02 23:25ETHBuy1921.89→1843.59-20.82stop_loss

Paper vs Live

Paper (trades.jsonl)
65
closed
48%
win rate
-82.90
total pnl ($)
-25.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH6548%-25.8-82.90

Recent bounces (last 20 of 1)

timesymsidereason
06-27 23:48ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems