sol_relative_value_funding_compression_fear_long

51

closed trades

35%

win rate

-47.53

total pnl ($)

1.207

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 16:47:19 (19.2d ago) · src: canon

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

n: 28 · wr: 28.6% · total_bps: -1041.2 · mean_bps: -37.18 · sharpe: -0.14 · max_dd_bps: -1453.1

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

time	sym	side	entry→exit	pnl	close
06-11 17:32	SOL	Buy	63.6535→66.439	+21.23	take_profit
06-11 17:32	SOL	Buy	63.6645→66.447	+21.10	take_profit
06-11 17:32	SOL	Buy	63.5855→66.365	+21.21	take_profit
06-11 11:51	SOL	Buy	63.3605→66.1301	+21.25	take_profit
06-11 11:51	SOL	Buy	63.3105→66.0811	+21.28	take_profit
06-10 11:06	SOL	Buy	64.4907→62.8901	-12.75	stop_loss
06-10 09:16	SOL	Buy	64.9367→63.3228	-12.75	stop_loss
06-10 09:16	SOL	Buy	64.9497→63.3288	-12.81	stop_loss
06-10 08:42	SOL	Buy	65.0508→63.4367	-12.73	stop_loss
06-09 16:38	SOL	Buy	65.3058→63.6796	-12.78	stop_loss
06-09 16:04	SOL	Buy	65.7129→64.0793	-13.12	stop_loss
06-09 14:46	SOL	Buy	66.0449→64.4081	-12.74	stop_loss
06-09 14:30	SOL	Buy	66.2409→64.589	-12.81	stop_loss
06-09 14:20	SOL	Buy	66.385→64.7319	-12.80	stop_loss
06-08 05:15	SOL	Buy	66.697→65.0427	-12.79	stop_loss
06-07 22:15	SOL	Buy	64.9867→67.8338	+21.70	take_profit
06-07 22:15	SOL	Buy	64.9547→67.8108	+21.82	take_profit
06-07 22:14	SOL	Buy	64.5487→67.3799	+21.75	take_profit
06-07 22:14	SOL	Buy	64.1436→66.959	+21.71	take_profit
06-07 22:14	SOL	Buy	63.9436→66.78	+21.96	take_profit
06-07 12:10	SOL	Buy	65.8759→64.2432	-12.77	stop_loss
06-07 08:46	SOL	Buy	62.6424→65.3792	+21.67	take_profit
06-07 08:46	SOL	Buy	62.5834→65.3182	+21.70	take_profit
06-07 08:46	SOL	Buy	62.5804→65.3182	+21.74	take_profit
06-07 08:43	SOL	Buy	62.4314→65.1592	+21.71	take_profit
06-07 08:43	SOL	Buy	62.4184→65.1492	+21.85	take_profit
06-06 10:36	SOL	Buy	62.7624→61.1962	-12.88	stop_loss
06-06 10:30	SOL	Buy	62.9394→61.2901	-13.51	stop_loss
06-06 10:30	SOL	Buy	62.8494→61.2901	-12.78	stop_loss
06-06 10:19	SOL	Buy	63.3335→61.7638	-12.82	stop_loss
06-06 03:04	SOL	Buy	64.7497→63.1439	-12.82	stop_loss
06-05 23:30	SOL	Buy	64.8127→63.1979	-12.90	stop_loss
06-05 15:47	SOL	Buy	65.4428→63.8185	-12.82	stop_loss
06-05 13:57	SOL	Buy	66.0309→64.3901	-12.82	stop_loss
06-05 13:56	SOL	Buy	66.2179→64.572	-12.84	stop_loss
06-05 13:55	SOL	Buy	66.544→64.8888	-12.86	stop_loss
06-05 13:53	SOL	Buy	66.668→65.0107	-12.85	stop_loss
06-05 06:00	SOL	Buy	67.6031→65.9031	-13.02	stop_loss
06-05 05:47	SOL	Buy	67.9052→66.2189	-12.85	stop_loss
06-05 05:47	SOL	Buy	67.9232→66.2379	-12.78	stop_loss
06-05 03:06	SOL	Buy	68.6003→66.8955	-12.76	stop_loss
06-05 03:02	SOL	Buy	68.7573→67.0494	-12.80	stop_loss
06-05 02:58	SOL	Buy	68.8433→67.1353	-12.74	stop_loss
06-05 02:58	SOL	Buy	68.8553→67.1473	-12.80	stop_loss
06-04 21:40	SOL	Buy	69.3144→67.596	-12.83	stop_loss
05-21 23:29	SOL	Buy	84.3276→87.1099	+15.52	timeout
05-21 19:43	SOL	Buy	84.5737→87.5209	+16.45	timeout
05-21 17:25	SOL	Buy	84.0496→87.7368	+21.02	take_profit
05-17 23:41	SOL	Buy	86.681→84.4901	-13.03	stop_loss
05-17 23:41	SOL	Buy	86.706→84.57	-12.72	stop_loss
05-17 23:40	SOL	Buy	87.4891→85.2665	-13.08	stop_loss

Paper (trades.jsonl)

51

closed

35%

win rate

-47.53

total pnl ($)

-19.5 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 ($)
SOL	51	35%	-19.5	-47.53

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 51 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)