sol_hl_funding_spread_carry_v1

not live
20
closed trades
35%
win rate
-30.01
total pnl ($)
1.293
weight
7d window — n=7 wr=43% pnl=+7.14  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 18:29 (28.0d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_carry_hlsp_2
n: 46  ·  wr: 52.2%  ·  total_bps: +452.3  ·  mean_bps: +9.83  ·  sharpe: +0.29  ·  max_dd_bps: -123.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

Cumulative P&L (last 20 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 06:22SOLSell67.7588→69.0348-9.82stop_loss
06-25 17:26SOLSell65.9471→67.1907-9.88stop_loss
06-24 15:45SOLSell69.6805→67.4671+15.44take_profit
06-23 08:13SOLSell71.7392→69.3804+15.99take_profit
06-22 22:28SOLBuy72.7839→71.4016-9.94stop_loss
06-22 22:28SOLBuy72.9209→71.5055-10.11stop_loss
06-22 01:26SOLBuy72.6349→74.9478+15.47take_profit
06-18 23:46SOLSell69.0386→69.6484-4.82timeout
06-18 15:37SOLSell71.8642→69.5834+15.41take_profit
06-16 08:53SOLSell74.0629→75.458-9.89stop_loss
06-16 01:08SOLSell74.9887→74.2401+4.55timeout
06-15 11:26SOLSell71.4293→72.7793-9.92stop_loss
06-14 21:33SOLBuy67.3841→69.5376+15.59take_profit
06-14 14:39SOLBuy68.1892→66.9075-9.81stop_loss
06-04 00:29SOLBuy71.8798→70.5241-9.83stop_loss
06-03 19:31SOLBuy73.147→71.7703-9.84stop_loss
06-03 12:31SOLBuy73.381→75.0307+10.89timeout
06-03 03:36SOLBuy74.7592→73.3543-9.82stop_loss
06-02 19:28SOLBuy76.9275→75.4799-9.83stop_loss
06-02 14:22SOLBuy79.6149→78.1182-9.81stop_loss

Paper vs Live

Paper (trades.jsonl)
20
closed
35%
win rate
-30.01
total pnl ($)
-30.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL2035%-30.5-30.01

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems