asia_open_funding_rate_normalization

not live
22
closed trades
36%
win rate
-12.85
total pnl ($)
1.230
weight
7d window — n=2 wr=0% pnl=-1.61  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 04:13:55 (34.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: qh
n: 168  ·  wr: 42.3%  ·  total_bps: -1881.3  ·  mean_bps: -11.20  ·  sharpe: -0.17  ·  max_dd_bps: -1989.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 22 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 03:03SOLBuy71.8448→71.7332-1.45timeout
06-18 02:35SOLBuy72.4319→72.4761-0.17timeout
06-14 02:34SOLBuy68.6713→68.9677+2.07timeout
06-13 02:31SOLBuy67.0111→67.1049+0.31timeout
06-09 02:38ETHBuy1658.47→1654.73-1.86timeout
06-08 03:54ETHBuy1683.37→1678.43-2.28timeout
06-08 01:15SOLBuy66.365→65.7033-6.52stop_loss
06-07 01:08SOLBuy62.1283→63.0445+8.31take_profit
06-06 04:08ETHBuy1561.16→1545.97-6.37stop_loss
06-06 01:19SOLBuy64.7297→64.0903-6.46stop_loss
06-05 04:39ETHBuy1725.07→1731.03+1.54timeout
06-05 02:21SOLBuy68.3613→67.69-6.41stop_loss
06-04 03:04SOLBuy69.5884→70.6214+8.37take_profit
06-03 05:04SOLBuy73.369→74.4508+8.31take_profit
06-01 09:38SOLBuy80.7521→81.0518+1.68timeout
05-28 05:29ETHBuy1981→1974.7-2.43timeout
05-27 04:03SOLBuy83.6785→83.5275-1.61timeout
05-26 03:01SOLBuy84.2536→83.8674-3.27timeout
05-25 02:29SOLBuy85.4498→85.0572-3.27timeout
05-23 06:15SOLBuy84.3727→84.3713-0.54timeout
05-02 02:31BTCBuy78274.9→78214.1-1.00timeout
05-01 02:31BTCBuy76437.8→76531.2+0.21timeout

Paper vs Live

Paper (trades.jsonl)
22
closed
36%
win rate
-12.85
total pnl ($)
-9.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL1540%-0.9-0.65
ETH520%-38.3-11.41
BTC250%-6.8-0.79

Recent bounces (last 20 of 1)

timesymsidereason
06-23 01:48SOLBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
05-02 02:31BTCBuy-1.00# Post-Trade Analysis Bitcoin was consolidating gains in a risk-on environment (+2.22% on the day), with funding rates having already normalized sharply from -1.176 bps at entry to -0.008% by close—indicating the mean-reversion thesis had already played ou…
05-01 02:31BTCBuy+0.21# Trade Analysis: asia_open_funding_rate_normalization BTC drifted sideways in the 90-minute Asia open window, gaining only +0.01% hourly while the broader 24h trend flipped to +1.30%, signaling the risk-off regime had already begun reversing into modest b…