perp_perp_basis_spread_funding_agreement_short

84

closed trades

49%

win rate

+245.76

total pnl ($)

1.874

weight

7d window — n=21 wr=57% pnl=+98.75 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 19:37:33 (24.7d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485389_69121

n: 78 · wr: 44.9% · total_bps: +1615.9 · mean_bps: +20.72 · sharpe: +0.12 · max_dd_bps: -2641.2

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

time	sym	side	entry→exit	pnl	close
06-28 07:42	BTC	Sell	60399→60203	+1.16	timeout
06-27 19:18	BTC	Sell	59918→60552	-5.78	timeout
06-27 01:56	BTC	Sell	59371→59910	-4.97	timeout
06-26 19:22	BTC	Sell	59226→59877	-5.82	timeout
06-26 07:15	BTC	Sell	58179.1→60544.3	-20.88	stop_loss
06-25 19:03	BTC	Sell	59664→59385	+1.86	timeout
06-25 13:59	BTC	Sell	60744→58064.9	+21.55	take_profit
06-25 13:51	BTC	Sell	61861.9→59145	+21.49	take_profit
06-24 17:46	BTC	Sell	61978.9→59236	+21.65	take_profit
06-24 17:20	BTC	Sell	62219.9→59476	+21.44	take_profit
06-24 16:51	BTC	Sell	62677.9→59902	+21.61	take_profit
06-24 12:30	BTC	Sell	62378.9→62796.1	-3.79	timeout
06-24 07:02	BTC	Sell	62905.9→62719.1	+1.08	timeout
06-24 00:53	BTC	Sell	64086.8→62964.1	+8.31	timeout
06-23 08:24	BTC	Sell	65068.7→62203.1	+21.52	take_profit
06-23 06:37	BTC	Sell	64004.8→62876.1	+8.39	timeout
06-23 00:21	BTC	Sell	63569.8→63860.2	-2.77	timeout
06-22 18:11	BTC	Sell	63959.8→64664.2	-5.89	timeout
06-22 08:24	BTC	Sell	64028.8→64249.2	-2.12	timeout
06-21 21:25	BTC	Sell	63945.8→63618.2	+2.11	timeout
06-21 14:51	BTC	Sell	63917.8→64033.2	-1.41	timeout
06-21 05:22	BTC	Sell	63694.8→64223.2	-4.60	timeout
06-20 22:28	BTC	Sell	63279.8→64264.2	-8.22	timeout
06-20 02:32	BTC	Sell	62909.9→63433.2	-4.62	timeout
06-19 20:23	BTC	Sell	63102.8→62952.1	+0.78	timeout
06-19 08:52	BTC	Sell	64433.8→62625.1	+13.45	timeout
06-19 02:07	BTC	Sell	64583.8→63031.2	+11.47	timeout
06-18 20:08	BTC	Sell	64323.8→63103.2	+8.87	timeout
06-18 14:17	BTC	Sell	65309.7→63932.2	+10.08	timeout
06-18 01:36	BTC	Sell	65574.7→64609.2	+6.99	timeout
06-17 19:28	BTC	Sell	65674.7→64675.2	+7.17	timeout
06-17 13:21	BTC	Sell	66160.7→65015.3	+8.22	timeout
06-17 07:25	BTC	Sell	66343.7→65503.3	+5.83	timeout
06-17 00:16	BTC	Sell	66368.7→65733.3	+4.40	timeout
06-16 16:08	BTC	Sell	67069.6→65812.3	+9.02	timeout
06-16 10:12	BTC	Sell	65724.7→66511.3	-6.38	timeout
06-16 04:03	BTC	Sell	65822.7→66179.3	-3.21	timeout
06-15 21:19	BTC	Sell	64787.8→66498.3	-13.60	timeout
06-15 11:17	BTC	Sell	64522.8→66002.3	-11.92	timeout
06-15 05:19	BTC	Sell	64323.8→65681.3	-10.99	timeout
06-14 23:15	BTC	Sell	64423.8→65590.3	-9.47	timeout
06-14 17:13	BTC	Sell	63937.8→63941.2	-0.41	timeout
06-14 11:07	BTC	Sell	63846.8→64477.2	-5.38	timeout
06-14 04:49	BTC	Sell	63618.8→64357.2	-6.29	timeout
06-13 21:13	BTC	Sell	63573.8→64205.2	-5.40	timeout
06-13 12:06	BTC	Sell	63615.8→63889.2	-2.52	timeout
06-13 05:39	BTC	Sell	63339.8→63527.2	-1.93	timeout
06-12 23:13	BTC	Sell	63364.8→63447.2	-1.05	timeout
06-12 17:08	BTC	Sell	62458.9→64015.2	-12.88	timeout
06-12 11:02	BTC	Sell	63137.8→63687.2	-4.73	timeout
06-11 16:08	BTC	Sell	62408.9→62779.1	-3.27	timeout
06-11 09:39	BTC	Sell	61346.9→62905.1	-13.01	timeout
06-10 15:10	BTC	Sell	61671.9→61942.1	-2.60	timeout
06-10 07:43	BTC	Sell	63161.8→62023.1	+8.50	timeout
06-09 20:06	BTC	Sell	63385.8→62023.1	+10.23	timeout
06-09 13:10	BTC	Sell	63823.8→62651.1	+8.72	timeout
06-09 06:56	BTC	Sell	62955.9→63270.2	-2.89	timeout
06-09 00:54	BTC	Sell	63636.8→62545.1	+8.12	timeout
06-08 18:47	BTC	Sell	62196.9→63395.2	-10.02	timeout
06-08 06:42	BTC	Sell	62132.9→62938.1	-6.91	timeout
06-07 22:15	BTC	Sell	61607.9→64111.2	-20.77	stop_loss
06-07 22:14	BTC	Sell	60761→63229.8	-20.78	stop_loss
06-07 18:26	BTC	Sell	60595→62187.1	-13.63	timeout
06-07 12:21	BTC	Sell	60898→62131.1	-10.58	timeout
06-07 05:28	BTC	Sell	60742→61805.1	-9.23	timeout
06-06 15:32	BTC	Sell	60672→60624	-0.06	timeout
06-05 15:37	BTC	Sell	63067.8→60298	+21.50	take_profit
06-05 14:01	BTC	Sell	63465.8→60678	+21.52	take_profit
06-05 13:56	BTC	Sell	63746.8→60940	+21.57	take_profit
06-05 09:41	BTC	Sell	62799.9→62798.1	-0.46	timeout
06-05 04:54	BTC	Sell	64376.8→63193.2	+8.69	timeout
06-04 01:55	BTC	Sell	64990.8→62137.1	+21.50	take_profit
06-04 00:29	BTC	Sell	66346.7→63433.2	+21.49	take_profit
06-04 00:26	BTC	Sell	66646.7→63720.2	+21.49	take_profit
06-03 23:15	BTC	Sell	66722.7→64545.2	+15.88	timeout
06-03 15:46	BTC	Sell	67428.6→66184.3	+8.86	timeout
06-02 19:29	BTC	Sell	70029.5→66948.3	+21.56	take_profit
06-02 14:22	BTC	Sell	71335.4→68203.4	+21.54	take_profit
06-02 14:10	BTC	Sell	71519.4→68378.4	+21.55	take_profit
06-02 06:46	BTC	Sell	73048.3→70200.5	+19.19	timeout
06-01 23:34	BTC	Sell	73656.3→71308.6	+15.64	timeout
05-31 10:18	BTC	Sell	73622.3→73788.7	-1.45	timeout
05-30 14:52	BTC	Sell	73007.3→73912.7	-6.50	timeout
05-30 07:47	BTC	Sell	73365.3→73462.7	-1.07	timeout

Paper (trades.jsonl)

84

closed

49%

win rate

+245.76

total pnl ($)

+58.3 bps

avg bps net

Live (dry_run=0)

4

closed

50%

win rate

+11.89

total pnl ($)

+107.7 bps

avg bps net

Live: 4 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
BTC	84	49%	+58.3	+245.76

time	sym	side	reason
06-28 05:14	BTC	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 84 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)