bnb_cross_venue_funding_spread_long_v1

not live
30
closed trades
47%
win rate
-46.86
total pnl ($)
0.866
weight
7d window — n=11 wr=18% pnl=-59.67  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-29 22:31:34 (28.7d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: agent_session_c21
n: 33  ·  wr: 54.5%  ·  total_bps: +658.2  ·  mean_bps: +19.94  ·  sharpe: +0.22  ·  max_dd_bps: -327.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 30 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 11:45BNBBuy567.932→562.179-5.55timeout
06-27 05:37BNBBuy566.202→564.019-2.45timeout
06-26 13:18BNBBuy567.592→553.385-12.99stop_loss
06-26 02:49BNBBuy553.138→552.222-1.35timeout
06-25 13:46BNBBuy569.982→555.603-13.10stop_loss
06-25 12:03BNBBuy564.541→561.969-2.80timeout
06-24 15:43BNBBuy577.244→562.818-12.83stop_loss
06-24 13:20BNBBuy579.005→573.097-5.53timeout
06-23 00:55BNBBuy599.15→591.032-7.15timeout
06-21 17:04BNBBuy589.017→590.102+0.40timeout
06-21 07:00BNBBuy585.116→590.062+3.70timeout
06-19 11:15BNBBuy576.934→572.407-4.38timeout
06-19 04:06BNBBuy576.924→576.496-0.87timeout
06-17 19:04BNBBuy606.482→607.948+0.68timeout
06-17 07:18BNBBuy606.192→606.838+0.01timeout
06-15 13:23BNBBuy613.193→631.842+14.72timeout
06-15 04:01BNBBuy608.122→617.156+6.92timeout
06-12 18:28BNBBuy599.19→605.888+5.12timeout
06-09 14:29BNBBuy602.361→587.019-13.19stop_loss
06-09 11:42BNBBuy603.161→596.831-5.73timeout
06-09 05:35BNBBuy603.271→604.869+0.87timeout
06-07 19:10BNBBuy589.337→590.002+0.05timeout
06-05 15:15BNBBuy591.008→576.238-12.99stop_loss
06-04 19:26BNBBuy600.31→608.448+6.37timeout
06-04 01:19BNBBuy623.746→608.034-13.05stop_loss
06-02 15:50BNBBuy674.269→657.397-12.96stop_loss
05-31 09:18BNBBuy720.59→725.219+2.69timeout
05-30 16:00BNBBuy666.397→695.556+21.37take_profit
05-30 04:08BNBBuy639.53→658.615+14.40timeout
05-29 18:34BNBBuy637.569→641.79+2.78timeout

Paper vs Live

Paper (trades.jsonl)
30
closed
47%
win rate
-46.86
total pnl ($)
-30.6 bps
avg bps net
Live (dry_run=0)
3
closed
33%
win rate
+23.22
total pnl ($)
+66.7 bps
avg bps net
Live: 3 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BNB3047%-30.6-46.86

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems