adj_funding_regime_switch · strategy

closed trades

50%

win rate

+61.58

total pnl ($)

1.149

weight

7d window — n=13 wr=62% pnl=+6.73 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 04:40:51 (17.9d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: adj

n: 174 · wr: 51.1% · total_bps: +1544.7 · mean_bps: +8.88 · sharpe: +0.09 · max_dd_bps: -752.4

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

Cumulative P&L (last 78 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-21 14:16	BTC	Sell	64073.8→64038.2	-0.19	timeout
06-21 02:13	BTC	Buy	63955.2→64210.8	+1.54	timeout
06-20 14:11	BTC	Sell	63502.8→63223.2	+1.77	timeout
06-20 02:06	BTC	Sell	63018.8→63469.2	-4.02	timeout
06-19 14:02	BTC	Buy	62594.1→63195.8	+4.38	timeout
06-19 02:00	BTC	Buy	63039.2→62994.9	-0.77	timeout
06-18 14:00	BTC	Sell	64425.8→63951.2	+3.23	timeout
06-17 19:20	BTC	Buy	65787.3→64557.5	-9.81	stop_loss
06-17 10:00	BTC	Sell	65819.7→64890.2	+6.63	timeout
06-16 21:59	BTC	Sell	65859.7→65751.3	+0.40	timeout
06-16 09:59	BTC	Buy	66130.3→66488.7	+2.26	timeout
06-15 21:59	BTC	Sell	67225.6→66339.3	+6.16	timeout
06-15 04:13	BTC	Sell	65173.7→65746.3	-4.83	timeout
06-14 16:13	BTC	Sell	64501.8→64095.2	+2.73	timeout
06-14 04:13	BTC	Sell	64364.8→64484.2	-1.39	timeout
06-13 15:34	BTC	Sell	63800.8→64277.2	-4.18	timeout
06-13 03:34	BTC	Sell	63508.8→63474.2	-0.18	timeout
06-12 14:03	BTC	Buy	63117.2→63332.8	+1.24	timeout
06-12 02:01	BTC	Sell	63546.8→63424.2	+0.54	timeout
06-11 13:57	BTC	Sell	62690.9→63003.2	-2.91	timeout
06-11 01:54	BTC	Sell	61922.9→62247.1	-3.06	timeout
06-10 13:50	BTC	Buy	61681.1→62353.9	+5.00	timeout
06-10 01:27	BTC	Sell	61780.9→62023.1	-2.43	timeout
06-09 13:31	BTC	Sell	63077.8→62360.1	+5.23	timeout
06-09 01:25	BTC	Sell	63425.8→62733.1	+5.01	timeout
06-08 13:23	BTC	Sell	63138.8→63754.2	-5.31	timeout
06-07 22:11	BTC	Sell	61963.9→61915.1	-0.06	timeout
06-07 05:07	BTC	Buy	60676→61773.9	+8.60	timeout
06-06 17:05	BTC	Buy	60672→60666	-0.49	timeout
06-06 04:27	BTC	Sell	61840.9→59866	+15.52	take_profit
06-05 14:06	BTC	Sell	62465.9→60472	+15.51	take_profit
06-05 04:34	BTC	Buy	63246.2→63023.8	-2.19	timeout
06-04 16:29	BTC	Buy	62513.1→63613.8	+8.32	timeout
06-04 00:38	BTC	Sell	65303.7→63220.2	+15.50	take_profit
06-03 15:39	BTC	Sell	66735.7→66313.3	+2.73	timeout
06-03 03:50	BTC	Buy	66747.3→65473	-10.00	stop_loss
06-02 13:07	BTC	Sell	69907.5→69035.5	+5.82	timeout
06-02 05:02	BTC	Sell	71360.4→70726.5	+4.03	timeout
05-31 19:38	BTC	Sell	73850.3→73487.7	+2.02	timeout
05-31 05:43	BTC	Sell	73771.3→74070.7	-2.46	timeout
05-30 15:40	BTC	Sell	73527.3→73845.7	-2.58	timeout
05-29 02:46	BTC	Sell	73620.3→73349.7	+1.43	timeout
05-28 14:20	BTC	Buy	73398.7→73407.3	-0.42	timeout
05-28 02:05	BTC	Sell	75164.2→74235.7	+5.74	timeout
05-27 14:06	BTC	Buy	75924.8→75075.2	-6.03	timeout
05-27 02:06	BTC	Sell	76047.2→75788.8	+1.23	timeout
05-26 14:04	BTC	Sell	76691.2→77202.9	-3.78	timeout
05-26 02:02	BTC	Sell	77406.1→76599.8	+4.75	timeout
05-25 14:02	BTC	Sell	77300.1→77274.9	-0.26	timeout
05-25 02:01	BTC	Sell	76679.2→76945.8	-2.18	timeout
05-24 14:01	BTC	Sell	76750.2→76778.8	-0.63	timeout
05-23 21:00	BTC	Sell	75951.2→77361.5	-9.73	stop_loss
05-23 14:00	BTC	Sell	74587.3→75187.8	-4.47	timeout
05-23 02:00	BTC	Sell	75810.2→75466.8	+1.83	timeout
05-22 13:59	BTC	Sell	77359.1→77249.9	+0.28	timeout
05-22 01:44	BTC	Sell	77586.1→77484.9	+0.21	timeout
05-21 13:44	BTC	Sell	77674.1→76755.8	+5.49	timeout
05-21 01:44	BTC	Sell	77619.1→77893.9	-2.21	timeout
05-20 13:42	BTC	Sell	77350.1→77007.9	+1.79	timeout
05-20 01:42	BTC	Sell	76851.2→76528.8	+1.68	timeout
05-19 13:43	BTC	Sell	77257.1→76804.8	+2.49	timeout
05-19 01:43	BTC	Sell	76741.2→76816.8	-0.93	timeout
05-18 13:43	BTC	Sell	76915.2→76837.8	+0.08	timeout
05-16 12:35	BTC	Buy	78839.9→78836	-0.50	timeout
05-16 00:34	BTC	Buy	79185→79151	-0.66	timeout
05-12 04:43	BTC	Sell	81715.9→81724.1	-0.49	timeout
05-12 04:43	BTC	Buy	81724.1→81715.9	-0.49	timeout
05-11 22:00	BTC	Sell	81368.9→81774.1	-2.94	timeout
05-11 09:35	BTC	Sell	80562→80880	-2.39	timeout
05-10 21:33	BTC	Sell	80944→80873	-0.01	timeout
05-10 09:33	BTC	Sell	80680→80809	-1.25	timeout
05-09 21:33	BTC	Sell	80404→80769	-2.73	timeout
05-09 05:21	BTC	Sell	80207→80404	-1.68	timeout
05-08 17:19	BTC	Sell	80176→79982	+0.77	timeout
05-08 05:10	BTC	Sell	79981→79606	+1.91	timeout
05-07 17:09	BTC	Sell	80916→79874	+6.01	timeout
05-07 05:09	BTC	Buy	81174.1→80993	-1.58	timeout
05-06 17:09	BTC	Sell	82380.9→81653.1	+3.97	timeout

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

+61.58

total pnl ($)

+15.6 bps

avg bps net

Live (dry_run=0)

closed

67%

win rate

+3.35

total pnl ($)

+60.4 bps

avg bps net

Live: 3 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	78	50%	+15.6	+61.58

Recent bounces (last 20 of 1)

time	sym	side	reason
06-22 00:30	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 09:33	BTC	Sell	-1.25	The market was in a neutral to slightly bearish regime with negative funding and moderate open interest. The thesis failed because the trade was closed by timeout before the expected move materialized, resulting in a small loss.
05-09 21:33	BTC	Sell	-2.73	BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but a weekly decline. The short thesis failed because the market did not move decisively within the trade's time limit, leading to a timeout exit with a small loss.
05-09 05:21	BTC	Sell	-1.68	The market was in a low-funding, sideways consolidation with no clear directional bias. The thesis failed because the trade was closed by timeout without reaching a target or stop, resulting in a small loss from fees or slippage.
05-08 17:19	BTC	Sell	+0.77	The market was in a low-funding, stable regime with moderate open interest, showing no strong directional bias. The thesis failed because the timeout close_reason indicates the trade was closed automatically without reaching a target or stop, likely due to …
05-08 05:10	BTC	Sell	+1.91	The market was in a mild short-term uptrend with BTC gaining 0.39% in the hour, but still down over the past day and week. The thesis failed because the trade was closed due to timeout, likely lacking sufficient directional conviction or price movement to j…
05-07 17:09	BTC	Sell	+6.01	The market was in a mild downtrend with BTC falling 1.73% over 24 hours and negative funding rates. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the slow grind lower did not trigger the exit condi…
05-07 05:09	BTC	Buy	-1.58	The market was in a persistent downtrend across timeframes, with BTC declining 1.56% in 24 hours and 2.44% over the week. The thesis failed because the timeout closed the trade before the anticipated reversal materialized, as the bearish momentum continued …
05-06 17:09	BTC	Sell	+3.97	BTC was in a mild downtrend with low volatility across the 1h and 24h timeframes. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed window.

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