btc_fee_spike_funding_long_v2

48

closed trades

48%

win rate

-112.94

total pnl ($)

1.099

weight

7d window — n=8 wr=62% pnl=-20.53 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 18:21:04 (23.5d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485392_72218

n: 35 · wr: 42.9% · total_bps: -955.0 · mean_bps: -27.29 · sharpe: -0.29 · max_dd_bps: -1129.7

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

time	sym	side	entry→exit	pnl	close
06-26 21:08	BTC	Buy	60059→59685	-3.61	timeout
06-25 04:50	BTC	Buy	60077→61056.9	+7.71	timeout
06-24 15:31	BTC	Buy	62606.1→60689.6	-15.74	stop_loss
06-23 20:23	BTC	Buy	62381.1→62449.9	+0.10	timeout
06-23 01:58	BTC	Buy	65497.3→64150.8	-10.72	timeout
06-22 05:25	BTC	Buy	64116.2→64194.8	+0.16	timeout
06-21 09:30	BTC	Buy	63910.2→64018.8	+0.33	timeout
06-21 03:26	BTC	Buy	64176.2→64393.8	+1.25	timeout
06-20 04:59	BTC	Buy	62975.1→63535.8	+4.01	timeout
06-19 21:24	BTC	Buy	62382.1→63203.8	+6.11	timeout
06-19 15:18	BTC	Buy	62382.1→63132.8	+5.62	timeout
06-19 08:55	BTC	Buy	63095.2→62569.9	-4.55	timeout
06-18 18:51	BTC	Buy	64072.2→62766.9	-10.51	timeout
06-18 05:08	BTC	Buy	65646.3→63638	-15.76	stop_loss
06-17 00:20	BTC	Buy	66606.3→65740.7	-6.99	timeout
06-15 23:26	BTC	Buy	66319.3→66179.7	-1.53	timeout
06-15 09:20	BTC	Buy	64757.2→65709.7	+6.91	timeout
06-14 11:03	BTC	Buy	64444.2→64470.8	-0.25	timeout
06-14 04:59	BTC	Buy	64004.2→64347.8	+2.25	timeout
06-13 22:56	BTC	Buy	63792.2→64437.8	+4.60	timeout
06-13 16:37	BTC	Buy	63577.2→63963.8	+2.60	timeout
06-13 10:13	BTC	Buy	63490.2→63742.8	+1.50	timeout
06-12 21:50	BTC	Buy	63838.2→63447.8	-3.53	timeout
06-12 15:38	BTC	Buy	63467.2→63909.8	+3.00	timeout
06-12 08:36	BTC	Buy	63309.2→63424.8	+0.42	timeout
06-12 01:47	BTC	Buy	63053.2→63381.8	+2.10	timeout
06-11 18:58	BTC	Buy	62755.1→63471.8	+5.19	timeout
06-10 01:39	BTC	Buy	62216.1→62016.9	-2.00	timeout
06-09 09:26	BTC	Buy	63717.2→62841.9	-7.31	timeout
06-09 01:15	BTC	Buy	63756.2→62632.9	-9.25	timeout
06-08 16:12	BTC	Buy	62882.1→63844.8	+7.14	timeout
06-07 09:29	BTC	Buy	60867→62636.9	+14.10	timeout
06-07 03:08	BTC	Buy	60623→61451.9	+6.36	timeout
06-06 14:58	BTC	Buy	60939→60828	-1.36	timeout
06-06 06:56	BTC	Buy	59511→60751	+9.95	timeout
06-05 15:39	BTC	Buy	62025.1→60127.9	-15.74	stop_loss
06-05 13:59	BTC	Buy	62602.1→60684.6	-15.77	stop_loss
06-05 02:00	BTC	Buy	64208.2→63359.8	-7.06	timeout
06-04 18:58	BTC	Buy	63998.2→63805.8	-1.96	timeout
06-04 00:30	BTC	Buy	65253.3→63257.2	-15.74	stop_loss
06-03 20:55	BTC	Buy	66833.3→64776.4	-15.85	stop_loss
06-03 17:15	BTC	Buy	67135.4→65760.7	-10.72	timeout
06-03 10:20	BTC	Buy	67025.4→67179.6	+0.63	timeout
06-03 02:43	BTC	Buy	67896.4→66765.7	-8.78	timeout
06-02 08:16	BTC	Buy	71558.6→70006.5	-11.34	timeout
06-02 00:55	BTC	Buy	72132.6→71242.4	-6.70	timeout
05-31 23:04	BTC	Buy	73892.7→74146.3	+1.28	timeout
05-30 05:52	BTC	Buy	74022.7→73576.3	-3.49	timeout

Paper (trades.jsonl)

48

closed

48%

win rate

-112.94

total pnl ($)

-46.9 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	48	48%	-46.9	-112.94

time	sym	side	reason
06-26 09:23	BTC	Buy	stale_intent
06-24 17:05	BTC	Buy	stale_intent
06-24 10:23	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 48 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 3)

Postmortem feed (last 10)