btc_funding_24h_cycle_reversion

58

closed trades

33%

win rate

-86.31

total pnl ($)

0.912

weight

7d window — n=14 wr=29% pnl=-52.49 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 02:39 (38.4d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_anh

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=228.104

time	sym	side	entry→exit	pnl	close
06-26 16:02	BTC	Sell	59486→60328	-7.44	timeout
06-26 13:19	BTC	Buy	60026→58545.8	-12.79	stop_loss
06-25 13:42	BTC	Buy	61765.1→60239.9	-12.77	stop_loss
06-25 05:24	BTC	Sell	60283→61767	-12.77	stop_loss
06-24 15:04	BTC	Sell	62453.9→60917	+11.79	timeout
06-24 13:46	BTC	Buy	62860.1→61313.3	-12.75	stop_loss
06-23 08:24	BTC	Sell	64996.8→62130.1	+21.57	take_profit
06-23 08:17	BTC	Buy	63978.2→62400.7	-12.79	stop_loss
06-23 03:58	BTC	Buy	63906.2→64022.8	+0.47	timeout
06-22 15:06	BTC	Sell	64225.8→64914.2	-5.73	timeout
06-22 03:37	BTC	Buy	64291.2→64179.8	-1.39	timeout
06-21 12:30	BTC	Sell	63701.8→63978.2	-2.68	timeout
06-21 00:54	BTC	Buy	63550.2→64250.8	+5.01	timeout
06-20 12:25	BTC	Sell	62493.9→63719.2	-10.21	timeout
06-20 00:34	BTC	Buy	63002.1→63663.8	+4.76	timeout
06-19 12:20	BTC	Sell	64036.8→62494.1	+11.51	timeout
06-18 15:36	BTC	Buy	64646.2→63056.3	-12.73	stop_loss
06-17 19:42	BTC	Buy	65736.3→64119.7	-12.78	stop_loss
06-17 16:28	BTC	Sell	64711.8→66316.5	-12.85	stop_loss
06-17 12:19	BTC	Sell	66576.7→64813.2	+12.87	timeout
06-16 21:15	BTC	Buy	66486.3→65894.7	-4.99	timeout
06-16 12:18	BTC	Sell	66187.7→66566.3	-3.22	timeout
06-15 13:19	BTC	Buy	63999.2→66810.7	+21.53	take_profit
06-15 11:18	BTC	Sell	64469.8→66066.3	-12.83	stop_loss
06-14 16:01	BTC	Buy	64247.2→64024.8	-2.22	timeout
06-14 12:06	BTC	Sell	63891.8→64503.2	-5.25	timeout
06-13 12:06	BTC	Sell	63668.8→63925.2	-2.38	timeout
06-13 09:05	BTC	Buy	63413.2→63788.8	+2.43	timeout
06-12 12:06	BTC	Sell	63064.8→63658.2	-5.08	timeout
06-12 09:01	BTC	Buy	62899.1→63445.8	+3.83	timeout
06-11 07:50	BTC	Buy	61680.1→62686.9	+7.57	timeout
06-10 15:46	BTC	Sell	61017.9→62521.4	-12.76	stop_loss
06-10 11:50	BTC	Sell	62580.9→60979	+12.30	timeout
06-09 14:47	BTC	Buy	62651.1→61109.4	-12.76	stop_loss
06-09 11:47	BTC	Sell	63493.8→62621.1	+6.37	timeout
06-08 17:35	BTC	Buy	62242.1→63364.8	+8.48	timeout
06-07 22:15	BTC	Sell	62602.9→64144.3	-12.77	stop_loss
06-07 13:57	BTC	Buy	60760→61754.9	+7.72	timeout
06-07 07:54	BTC	Sell	60824→62321.3	-12.78	stop_loss
06-05 18:52	BTC	Sell	62128.9→59401	+21.52	take_profit
06-05 18:52	BTC	Buy	60970→59470.3	-12.76	stop_loss
06-05 13:13	BTC	Sell	63648.8→62014.1	+12.42	timeout
06-05 05:59	BTC	Buy	63768.2→62199.8	-12.70	stop_loss
06-04 00:25	BTC	Sell	66833.7→63899.2	+21.50	take_profit
06-03 23:54	BTC	Buy	65664.3→64049.8	-12.74	stop_loss
06-03 03:43	BTC	Sell	68943.6→65915.3	+21.52	take_profit
06-02 14:09	BTC	Buy	70118.5→68386.4	-12.82	stop_loss
06-02 09:27	BTC	Sell	71092.4→69426.2	+0.00	stop_loss
05-31 16:05	BTC	Buy	73866.3→73667.7	-1.85	timeout
05-31 13:04	BTC	Sell	73696.3→73864.7	-1.48	timeout
05-30 11:44	BTC	Sell	73481.3→73594.7	-1.16	timeout
05-30 10:02	BTC	Buy	73680.3→73571.7	-1.22	timeout
05-29 11:27	BTC	Sell	73339.3→73575.7	-2.02	timeout
05-28 03:18	BTC	Buy	75719.2→73945.6	-12.16	stop_loss
05-28 03:16	BTC	Sell	75903.2→74125.7	+0.00	stop_loss
05-27 04:30	BTC	Buy	77164.1→75351.4	-12.15	stop_loss
05-27 04:30	BTC	Sell	77224.1→75410.5	+0.00	stop_loss
05-26 11:15	BTC	Buy	77411.9→77224.1	-1.67	timeout

Paper (trades.jsonl)

58

closed

33%

win rate

-86.31

total pnl ($)

-30.1 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	58	33%	-31.3	-86.31

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 58 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)