perp_perp_basis_funding_divergence_long_v2

86

closed trades

45%

win rate

-233.37

total pnl ($)

0.635

weight

7d window — n=20 wr=45% pnl=-98.10 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-31 09:28:28 (27.2d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485389_00409

n: 26 · wr: 30.8% · total_bps: -1420.3 · mean_bps: -54.63 · sharpe: -0.34 · max_dd_bps: -1754.7

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

time	sym	side	entry→exit	pnl	close
06-27 07:38	ETH	Buy	1578.26→1581.64	+0.66	timeout
06-26 16:43	ETH	Buy	1550.15→1582.04	+9.76	timeout
06-26 09:44	ETH	Buy	1573.36→1561.74	-4.12	timeout
06-26 03:08	ETH	Buy	1561.26→1520.65	-13.39	timeout
06-25 13:54	ETH	Buy	1618.06→1552.17	-20.77	stop_loss
06-25 13:48	ETH	Buy	1647.36→1580.25	-20.80	stop_loss
06-25 09:02	ETH	Buy	1611.36→1652.03	+12.11	timeout
06-24 17:20	ETH	Buy	1642.56→1575.65	-20.80	stop_loss
06-24 16:51	ETH	Buy	1665.87→1598.04	-20.77	stop_loss
06-24 14:59	ETH	Buy	1663.47→1646.94	-5.42	timeout
06-24 08:44	ETH	Buy	1662.87→1672.13	+2.32	timeout
06-24 01:50	ETH	Buy	1659.87→1675.83	+4.35	timeout
06-23 19:36	ETH	Buy	1686.37→1660.53	-8.11	timeout
06-23 08:17	ETH	Buy	1730.57→1659.5	-20.94	stop_loss
06-22 20:45	ETH	Buy	1750.38→1734.93	-4.85	timeout
06-22 13:26	ETH	Buy	1750.38→1764.52	+3.52	timeout
06-22 06:13	ETH	Buy	1722.77→1737.13	+3.70	timeout
06-21 08:35	ETH	Buy	1726.27→1723.43	-1.24	timeout
06-21 02:29	ETH	Buy	1712.37→1735.73	+6.34	timeout
06-20 20:19	ETH	Buy	1725.77→1728.63	+0.36	timeout
06-20 14:11	ETH	Buy	1707.47→1708.13	-0.30	timeout
06-20 08:05	ETH	Buy	1702.67→1725.53	+6.19	timeout
06-20 02:06	ETH	Buy	1699.97→1707.23	+1.66	timeout
06-19 20:01	ETH	Buy	1695.67→1702.63	+1.59	timeout
06-19 14:21	ETH	Buy	1707.27→1698.53	-3.00	timeout
06-19 08:04	ETH	Buy	1713.67→1695.53	-5.73	timeout
06-19 02:30	ETH	Buy	1732.57→1703.53	-8.87	timeout
06-18 17:23	ETH	Buy	1749.07→1677.89	-20.77	stop_loss
06-18 14:13	ETH	Buy	1754.88→1730.83	-7.31	timeout
06-18 08:03	ETH	Buy	1740.17→1746.43	+1.27	timeout
06-18 01:45	ETH	Buy	1767.58→1756.12	-3.74	timeout
06-17 19:40	ETH	Buy	1786.48→1733.73	-15.23	timeout
06-17 13:33	ETH	Buy	1782.98→1759.72	-6.97	timeout
06-17 07:28	ETH	Buy	1795.98→1784.52	-3.68	timeout
06-17 01:26	ETH	Buy	1804.68→1786.02	-5.68	timeout
06-16 19:30	ETH	Buy	1772.28→1797.42	+6.57	timeout
06-16 02:35	ETH	Buy	1843.78→1768.74	-20.78	stop_loss
06-15 13:16	ETH	Buy	1723.37→1799.12	+21.52	take_profit
06-15 13:12	ETH	Buy	1719.97→1795.32	+21.43	take_profit
06-15 09:19	ETH	Buy	1689.87→1725.23	+9.99	timeout
06-15 02:25	ETH	Buy	1666.77→1722.83	+16.34	timeout
06-14 20:16	ETH	Buy	1676.87→1662.83	-4.66	timeout
06-14 14:07	ETH	Buy	1683.87→1665.83	-5.81	timeout
06-14 08:02	ETH	Buy	1676.97→1674.23	-1.28	timeout
06-14 02:01	ETH	Buy	1678.47→1682.53	+0.73	timeout
06-13 20:01	ETH	Buy	1673.77→1676.63	+0.45	timeout
06-13 13:52	ETH	Buy	1673.27→1677.53	+0.78	timeout
06-13 07:44	ETH	Buy	1666.07→1672.83	+1.57	timeout
06-12 21:16	ETH	Buy	1675.37→1666.93	-2.95	timeout
06-12 15:30	ETH	Buy	1671.87→1680.43	+2.08	timeout
06-12 08:54	ETH	Buy	1671.27→1672.23	-0.16	timeout
06-12 01:53	ETH	Buy	1658.27→1664.83	+1.53	timeout
06-11 18:50	ETH	Buy	1655.77→1684.33	+8.11	timeout
06-10 21:38	ETH	Buy	1622.56→1622.14	-0.52	timeout
06-10 03:09	ETH	Buy	1649.86→1655.63	+1.26	timeout
06-09 16:39	ETH	Buy	1680.47→1610.63	-21.15	stop_loss
06-09 07:02	ETH	Buy	1685.47→1686.73	-0.08	timeout
06-09 01:01	ETH	Buy	1692.67→1665.63	-8.18	timeout
06-08 18:57	ETH	Buy	1665.27→1684.93	+5.51	timeout
06-08 12:49	ETH	Buy	1701.47→1689.53	-3.99	timeout
06-07 22:14	ETH	Buy	1634.36→1706.13	+21.53	take_profit
06-07 22:14	ETH	Buy	1615.06→1685.83	+21.52	take_profit
06-07 18:40	ETH	Buy	1613.96→1634.94	+6.15	timeout
06-07 08:46	ETH	Buy	1564.46→1633.14	+21.49	take_profit
06-07 06:23	ETH	Buy	1554.66→1606.14	+16.17	timeout
06-07 00:21	ETH	Buy	1560.96→1566.74	+1.40	timeout
06-06 17:29	ETH	Buy	1551.06→1558.74	+2.06	timeout
06-06 03:35	ETH	Buy	1588.96→1561.64	-8.97	timeout
06-05 13:57	ETH	Buy	1681.87→1613.43	-20.78	stop_loss
06-05 06:18	ETH	Buy	1730.57→1660.1	-20.80	stop_loss
06-05 05:43	ETH	Buy	1771.88→1699.78	-20.76	stop_loss
06-05 03:48	ETH	Buy	1772.18→1733.33	-11.37	timeout
06-04 21:41	ETH	Buy	1749.57→1757.82	+1.92	timeout
06-04 10:54	ETH	Buy	1803.58→1730.16	-20.79	stop_loss
06-04 09:00	ETH	Buy	1776.98→1771.52	-1.95	timeout
06-03 20:45	ETH	Buy	1861.89→1786.03	-20.81	stop_loss
06-03 16:39	ETH	Buy	1839.28→1823.32	-4.77	timeout
06-03 11:51	ETH	Buy	1860.89→1875.61	+3.43	timeout
06-02 23:25	ETH	Buy	1919.09→1840.7	-20.87	stop_loss
06-02 15:30	ETH	Buy	1981→1899.26	-21.08	stop_loss
06-02 15:20	ETH	Buy	2001.9→1920.45	-20.80	stop_loss
06-01 04:04	ETH	Buy	2010.2→2008.9	-0.82	timeout
05-31 19:51	ETH	Buy	2023.8→1997.7	-6.96	timeout
05-30 02:50	ETH	Buy	1992.3→2018.7	+6.12	timeout
05-29 19:49	ETH	Buy	2004.7→2017.9	+2.83	timeout
05-29 02:38	ETH	Buy	1987.2→2004.7	+3.92	timeout

Paper (trades.jsonl)

86

closed

45%

win rate

-233.37

total pnl ($)

-54.3 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 ($)
ETH	86	45%	-54.3	-233.37

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 86 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)