xv_funding_basis_vol_gate_long

72

closed trades

49%

win rate

-137.07

total pnl ($)

0.705

weight

7d window — n=23 wr=35% pnl=-52.89 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 10:33:29 (18.2d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485392_76905

n: 72 · wr: 33.3% · total_bps: -3728.6 · mean_bps: -51.79 · sharpe: -0.46 · max_dd_bps: -3940.3

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

time	sym	side	entry→exit	pnl	close
06-22 13:13	BTC	Buy	63858.2→65141.7	+9.53	timeout
06-22 07:08	BTC	Buy	64143.2→64052.8	-1.16	timeout
06-22 01:07	BTC	Buy	64119.2→63941.8	-1.86	timeout
06-21 18:55	BTC	Buy	64265.2→64141.8	-1.39	timeout
06-21 12:47	BTC	Buy	64227.2→64022.8	-2.01	timeout
06-21 04:00	BTC	Buy	64060.2→64395.8	+2.17	timeout
06-20 17:24	BTC	Buy	63696.2→63870.8	+0.91	timeout
06-20 01:26	BTC	Buy	62728.1→63372.8	+4.69	timeout
06-19 19:22	BTC	Buy	62757.1→62987.9	+1.38	timeout
06-19 13:20	BTC	Buy	63017.2→62690.9	-2.99	timeout
06-19 07:17	BTC	Buy	62686.1→62765.9	+0.21	timeout
06-18 15:51	BTC	Buy	64144.2→62565.6	-12.74	stop_loss
06-18 15:40	BTC	Buy	64355.2→62768.5	-12.77	stop_loss
06-18 13:18	BTC	Buy	64642.2→64357.8	-2.66	timeout
06-18 07:11	BTC	Buy	65100.3→64015.8	-8.78	timeout
06-18 01:09	BTC	Buy	64984.2→64690.8	-2.76	timeout
06-17 19:09	BTC	Buy	65583.3→65276.7	-2.83	timeout
06-17 13:02	BTC	Buy	65762.3→65026.7	-6.07	timeout
06-17 07:01	BTC	Buy	65803.3→65562.7	-2.29	timeout
06-17 01:00	BTC	Buy	66397.3→65688.7	-5.82	timeout
06-16 18:59	BTC	Buy	66411.3→65810.7	-5.01	timeout
06-16 09:25	BTC	Buy	66519.3→66629.7	+0.38	timeout
06-15 23:56	BTC	Buy	66190.3→66319.7	+0.45	timeout
06-15 17:50	BTC	Buy	65753.3→66881.7	+8.07	timeout
06-15 09:20	BTC	Buy	64769.2→65729.7	+6.97	timeout
06-14 23:18	BTC	Buy	64528.2→65582.7	+7.70	timeout
06-14 17:16	BTC	Buy	64348.2→63943.8	-3.63	timeout
06-14 11:14	BTC	Buy	64435.2→64539.8	+0.36	timeout
06-14 05:13	BTC	Buy	63957.2→64315.8	+2.37	timeout
06-13 23:07	BTC	Buy	63853.2→64424.8	+4.01	timeout
06-13 16:50	BTC	Buy	63625.2→63901.8	+1.72	timeout
06-13 09:14	BTC	Buy	63574.2→63776.8	+1.09	timeout
06-12 23:48	BTC	Buy	63800.2→63497.8	-2.84	timeout
06-12 17:44	BTC	Buy	63372.2→63801.8	+2.93	timeout
06-12 11:44	BTC	Buy	63616.2→63760.8	+0.65	timeout
06-12 05:43	BTC	Buy	63315.2→63367.8	-0.06	timeout
06-11 23:05	BTC	Buy	63159.2→63403.8	+1.42	timeout
06-11 04:02	BTC	Buy	62503.1→62623.9	+0.45	timeout
06-10 20:18	BTC	Buy	61681.1→61771.9	+0.26	timeout
06-10 03:09	BTC	Buy	61614.1→62016.9	+2.87	timeout
06-09 14:21	BTC	Buy	63168.2→61615.1	-12.74	stop_loss
06-09 08:22	BTC	Buy	63232.2→62873.9	-3.29	timeout
06-09 02:11	BTC	Buy	63745.2→62721.9	-8.47	timeout
06-08 20:05	BTC	Buy	63167.2→63350.8	+0.99	timeout
06-08 14:01	BTC	Buy	63108.2→63705.8	+4.26	timeout
06-08 01:59	BTC	Buy	61719.1→63148.8	+11.10	timeout
06-07 22:15	BTC	Buy	61487.1→64187.8	+21.51	take_profit
06-07 19:49	BTC	Buy	62213.1→61283.9	-7.89	timeout
06-07 13:48	BTC	Buy	61488.1→61725.9	+1.47	timeout
06-07 07:39	BTC	Buy	60556→62220.9	+13.31	timeout
06-07 01:34	BTC	Buy	60756→61515.9	+5.77	timeout
06-06 04:20	BTC	Buy	61466.1→59951	-12.78	stop_loss
06-06 03:15	BTC	Buy	60497→60889	+2.78	timeout
06-05 13:52	BTC	Buy	62588.1→61046.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	63004.2→61454.2	-12.75	stop_loss
06-05 06:01	BTC	Buy	63717.2→62148.8	-12.73	stop_loss
06-05 03:45	BTC	Buy	63784.2→62655.9	-9.27	timeout
06-04 21:40	BTC	Buy	62890.1→63218.8	+2.17	timeout
06-04 09:27	BTC	Buy	64363.2→62779.5	-12.75	stop_loss
06-04 00:26	BTC	Buy	65235.3→63631	-12.74	stop_loss
06-03 20:45	BTC	Buy	66755.3→65113.2	-12.77	stop_loss
06-03 16:40	BTC	Buy	66335.3→65859.7	-4.06	timeout
06-03 11:16	BTC	Buy	66731.3→67302.6	+3.76	timeout
06-03 03:48	BTC	Buy	67322.4→65794.7	-11.80	timeout
06-02 14:10	BTC	Buy	70049.5→68326.4	-12.76	stop_loss
06-02 07:03	BTC	Buy	71461.6→69700.6	-12.82	stop_loss
06-02 04:47	BTC	Buy	71377.6→70950.5	-3.52	timeout
06-01 15:25	BTC	Buy	72997.6→71098.9	-13.49	stop_loss
06-01 03:49	BTC	Buy	73630.7→73868.3	+1.13	timeout
05-31 19:30	BTC	Buy	73871.7→73498.3	-3.02	timeout
05-29 19:48	BTC	Buy	73375.7→73618.3	+1.18	timeout
05-29 02:39	BTC	Buy	72929.6→73443.3	+3.00	timeout

Paper (trades.jsonl)

72

closed

49%

win rate

-137.07

total pnl ($)

-37.8 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 ($)
BTC	72	49%	-37.8	-137.07

time	sym	side	reason
06-22 01:28	BTC	Buy	stale_intent
06-22 01:28	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 72 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)