sol_perp_spot_basis_discount_long · strategy

449

closed trades

40%

win rate

-491.44

total pnl ($)

0.480

weight

7d window — n=64 wr=47% pnl=-64.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-28 21:56 (24.5d ago) · src: backtest-gate-results.jsonl

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

n: 454 · wr: 58.6% · total_bps: +90.8 · mean_bps: +0.20 · sharpe: +0.00 · max_dd_bps: -1587.3

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=229.904

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-20 03:30	BTC	Buy	63563.2→63418.8	-1.58	timeout
06-20 01:55	BTC	Buy	63324.2→63552.8	+1.35	timeout
06-20 01:19	BTC	Buy	63163.2→63423.8	+1.61	timeout
06-20 00:47	BTC	Buy	63089.2→63521.8	+2.98	timeout
06-20 00:14	BTC	Buy	63248.2→63479.8	+1.39	timeout
06-19 22:48	BTC	Buy	63025.2→63330.8	+1.97	timeout
06-19 21:09	BTC	Buy	63090.2→63179.8	+0.25	timeout
06-19 20:34	BTC	Buy	63043.2→63021.8	-0.62	timeout
06-19 20:00	BTC	Buy	62937.1→63035.8	+0.33	timeout
06-19 19:27	BTC	Buy	63310.2→62924.9	-3.50	timeout
06-19 17:40	BTC	Buy	63328.2→63024.8	-2.85	timeout
06-19 17:06	BTC	Buy	63101.2→62973.9	-1.46	timeout
06-19 16:34	BTC	Buy	62796.1→63259.8	+3.24	timeout
06-19 16:02	BTC	Buy	62760.1→63225.8	+3.27	timeout
06-19 14:16	BTC	Buy	62469.1→63013.8	+3.92	timeout
06-19 13:44	BTC	Buy	62416.1→63069.8	+4.80	timeout
06-19 13:09	BTC	Buy	62522.1→62836.9	+2.08	timeout
06-19 12:32	BTC	Buy	62437.1→62496.9	+0.04	timeout
06-19 09:29	BTC	Buy	62805.1→62347.9	-4.07	timeout
06-19 08:30	BTC	Buy	62638.1→62656.9	-0.28	timeout
06-19 07:25	BTC	Buy	62721.1→62761.9	-0.12	timeout
06-19 06:52	BTC	Buy	62748.1→62761.9	-0.34	timeout
06-19 06:20	BTC	Buy	62554.1→62777.9	+1.34	timeout
06-19 05:06	BTC	Buy	63089.2→62585.9	-4.43	timeout
06-18 20:31	BTC	Buy	62665.1→63096.8	+3.01	timeout
06-18 19:56	BTC	Buy	62639.1→62935.9	+1.94	timeout
06-18 19:12	BTC	Buy	62638.1→62609.9	-0.65	timeout
06-18 18:38	BTC	Buy	62867.1→62697.9	-1.76	timeout
06-18 15:40	BTC	Buy	63617.2→62749.5	-7.27	stop_loss
06-18 15:17	BTC	Buy	64081.2→63202.2	-7.31	stop_loss
06-18 15:16	BTC	Buy	64334.2→63451.1	-7.31	stop_loss
06-18 15:14	BTC	Buy	64356.2→63481.1	-7.25	stop_loss
06-18 14:18	BTC	Buy	63985.2→63887.8	-1.21	timeout
06-18 13:11	BTC	Buy	63994.2→64389.8	+2.64	timeout
06-18 12:41	BTC	Buy	64261.2→64171.8	-1.15	timeout
06-18 11:41	BTC	Buy	64511.2→63907.8	-5.14	timeout
06-18 11:06	BTC	Buy	64419.2→64074.8	-3.13	timeout
06-18 09:57	BTC	Buy	64076.2→64164.8	+0.23	timeout
06-18 08:44	BTC	Buy	63922.2→64485.8	+3.96	timeout
06-18 08:12	BTC	Buy	63920.2→64545.8	+4.44	timeout
06-18 07:39	BTC	Buy	63898.2→64406.8	+3.53	timeout
06-18 06:33	BTC	Buy	64306.2→64023.8	-2.65	timeout
06-18 05:03	BTC	Buy	64598.2→63717.9	-7.27	stop_loss
06-18 04:11	BTC	Buy	64622.2→63739.9	-7.28	stop_loss
06-18 04:11	BTC	Buy	64691.2→63806.9	-7.29	stop_loss
06-18 03:18	BTC	Buy	64654.2→64482.8	-1.78	timeout
06-18 02:48	BTC	Buy	64429.2→64673.8	+1.44	timeout
06-18 02:17	BTC	Buy	64383.2→64473.8	+0.24	timeout
06-18 01:14	BTC	Buy	64128.2→64725.8	+4.20	timeout
06-17 18:41	BTC	Buy	65485.3→65640.7	+0.73	timeout
06-17 18:05	BTC	Buy	65822.3→64926.3	-7.26	stop_loss
06-17 18:05	BTC	Buy	65921.3→65024.2	-7.26	stop_loss
06-17 18:05	BTC	Buy	66006.3→65106.2	-7.27	stop_loss
06-17 17:06	BTC	Buy	65183.3→65920.7	+5.20	timeout
06-17 15:57	BTC	Buy	64989.2→65723.7	+5.21	timeout
06-17 15:24	BTC	Buy	64667.2→65292.7	+4.39	timeout
06-17 14:50	BTC	Buy	64829.2→65167.7	+2.16	timeout
06-17 13:12	BTC	Buy	64874.2→65024.7	+0.70	timeout
06-17 12:34	BTC	Buy	64998.2→64763.8	-2.26	timeout
06-17 12:01	BTC	Buy	64952.2→64788.8	-1.72	timeout
06-17 11:01	BTC	Buy	65534.3→64765.8	-6.32	timeout
06-17 09:39	BTC	Buy	65648.3→64970.8	-5.62	timeout
06-17 08:39	BTC	Buy	65824.3→64924.3	-7.29	stop_loss
06-17 08:29	BTC	Buy	65837.3→65312.7	-4.43	timeout
06-14 21:40	BTC	Buy	64000.2→65401.7	+10.50	take_profit
06-14 21:40	BTC	Buy	63953.2→65371.7	+10.64	take_profit
06-14 21:40	BTC	Buy	63789.2→65188.7	+10.52	take_profit
06-13 18:18	BTC	Buy	64290.2→64067.8	-2.18	timeout
06-13 17:04	BTC	Buy	64145.2→63934.8	-2.09	timeout
06-13 15:52	BTC	Buy	64079.2→64255.8	+0.93	timeout
06-13 15:18	BTC	Buy	63932.2→64265.8	+2.15	timeout
06-13 14:43	BTC	Buy	63881.2→64153.8	+1.68	timeout
06-13 13:34	BTC	Buy	63817.2→64190.8	+2.47	timeout
06-13 12:24	BTC	Buy	63804.2→63933.8	+0.56	timeout
06-13 11:53	BTC	Buy	63786.2→63890.8	+0.36	timeout
06-13 11:22	BTC	Buy	63764.2→63939.8	+0.92	timeout
06-13 10:19	BTC	Buy	63679.2→63745.8	+0.06	timeout
06-13 09:15	BTC	Buy	63543.2→63781.8	+1.42	timeout
06-13 08:43	BTC	Buy	63567.2→63882.8	+2.02	timeout
06-13 08:11	BTC	Buy	63550.2→63815.8	+1.63	timeout
06-13 07:08	BTC	Buy	63496.2→63653.8	+0.79	timeout
06-13 06:02	BTC	Buy	63657.2→63529.8	-1.45	timeout
06-13 05:28	BTC	Buy	63709.2→63556.8	-1.64	timeout
06-13 04:54	BTC	Buy	63784.2→63579.8	-2.05	timeout
06-13 03:46	BTC	Buy	63600.2→63474.8	-1.44	timeout
06-13 02:41	BTC	Buy	63528.2→63670.8	+0.67	timeout
06-13 02:07	BTC	Buy	63468.2→63771.8	+1.93	timeout
06-13 01:34	BTC	Buy	63480.2→63646.8	+0.85	timeout
06-13 00:28	BTC	Buy	63506.2→63516.8	-0.38	timeout
06-12 23:17	BTC	Buy	63514.2→63463.8	-0.85	timeout
06-12 22:39	BTC	Buy	63689.2→63475.8	-2.13	timeout
06-12 22:02	BTC	Buy	63683.2→63493.8	-1.94	timeout
06-12 21:00	BTC	Buy	63854.2→63438.8	-3.71	timeout
06-12 19:58	BTC	Buy	63924.2→63588.8	-3.07	timeout
06-12 19:27	BTC	Buy	63888.2→63750.8	-1.53	timeout
06-12 18:54	BTC	Buy	63818.2→63778.8	-0.76	timeout
06-12 17:54	BTC	Buy	63881.2→63824.8	-0.89	timeout
06-12 16:37	BTC	Buy	63253.2→63841.8	+4.20	timeout
06-12 16:02	BTC	Buy	63421.2→63502.8	+0.18	timeout
06-12 15:27	BTC	Buy	63505.2→64243.8	+5.36	timeout

Paper vs Live

Paper (trades.jsonl)

449

closed

40%

win rate

-491.44

total pnl ($)

-21.8 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	449	40%	-21.8	-491.44

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…