btc_venue_funding_divergence_long_v1

49

closed trades

45%

win rate

-25.93

total pnl ($)

1.151

weight

7d window — n=15 wr=47% pnl=-12.17 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-30 12:37:53 (28.2d ago) · src: canon

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

n: 46 · wr: 37.0% · total_bps: -67.9 · mean_bps: -1.48 · sharpe: -0.02 · max_dd_bps: -505.3

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

time	sym	side	entry→exit	pnl	close
06-27 16:37	BTC	Buy	60402→60685	+1.90	timeout
06-26 18:13	BTC	Buy	59473→60073	+4.57	timeout
06-26 11:53	BTC	Buy	59849→59297	-5.08	timeout
06-26 02:12	BTC	Buy	60133→59011.5	-9.77	stop_loss
06-25 23:20	BTC	Buy	59311→60022	+5.54	timeout
06-25 13:43	BTC	Buy	61302.1→60161.9	-9.74	stop_loss
06-25 11:26	BTC	Buy	61621.1→61261.9	-3.37	timeout
06-25 05:11	BTC	Buy	60888→61563.9	+5.10	timeout
06-23 17:24	BTC	Buy	62544.1→62584.9	-0.12	timeout
06-22 06:43	BTC	Buy	63901.2→64000.8	+0.33	timeout
06-22 00:42	BTC	Buy	64140.2→63917.8	-2.19	timeout
06-21 18:41	BTC	Buy	63979.2→64169.8	+1.05	timeout
06-21 12:34	BTC	Buy	64243.2→64002.8	-2.31	timeout
06-21 06:29	BTC	Buy	64244.2→64255.8	-0.36	timeout
06-20 23:07	BTC	Buy	63907.2→64258.8	+2.30	timeout
06-20 17:04	BTC	Buy	63644.2→63929.8	+1.78	timeout
06-20 11:02	BTC	Buy	63543.2→63662.8	+0.48	timeout
06-20 03:53	BTC	Buy	63087.2→63429.8	+2.27	timeout
06-19 21:50	BTC	Buy	63195.2→63091.8	-1.28	timeout
06-19 07:01	BTC	Buy	62972.1→62873.9	-1.22	timeout
06-19 01:00	BTC	Buy	62676.1→62999.8	+2.16	timeout
06-18 06:23	BTC	Buy	64624.2→63927.8	-5.84	timeout
06-16 22:50	BTC	Buy	65703.3→65652.7	-0.86	timeout
06-16 12:49	BTC	Buy	66435.3→66415.7	-0.62	timeout
06-15 09:48	BTC	Buy	65896.3→65493.7	-3.50	timeout
06-15 03:43	BTC	Buy	65249.3→65826.7	+3.97	timeout
06-14 21:39	BTC	Buy	64042.2→64943.8	+6.58	timeout
06-13 21:36	BTC	Buy	64292.2→64267.8	-0.65	timeout
06-13 15:36	BTC	Buy	63792.2→64285.8	+3.41	timeout
06-13 05:00	BTC	Buy	63500.2→63478.8	-0.62	timeout
06-12 17:05	BTC	Buy	63826.2→64008.8	+0.98	timeout
06-12 07:42	BTC	Buy	63348.2→63051.8	-2.80	timeout
06-11 18:06	BTC	Buy	63081.2→63402.8	+2.07	timeout
06-11 12:02	BTC	Buy	62572.1→63005.8	+2.98	timeout
06-11 05:54	BTC	Buy	61510.1→62632.9	+8.64	timeout
06-10 21:12	BTC	Buy	62621.1→61451.2	-9.80	stop_loss
06-09 13:07	BTC	Buy	63310.2→62658.9	-5.59	timeout
06-09 00:06	BTC	Buy	63600.2→63023.8	-4.99	timeout
06-08 18:01	BTC	Buy	63611.2→63548.8	-0.97	timeout
06-07 22:14	BTC	Buy	61580.1→63544.8	+15.50	take_profit
06-07 12:42	BTC	Buy	62772.1→61602.1	-9.77	stop_loss
06-07 08:52	BTC	Buy	61400.1→62768.9	+10.71	timeout
06-06 15:39	BTC	Buy	61237.1→60717	-4.69	timeout
06-06 04:34	BTC	Buy	60703→59574.2	-9.75	stop_loss
06-05 16:11	BTC	Buy	60891→59754.1	-9.78	stop_loss
05-31 19:50	BTC	Buy	73836.7→73496.3	-2.75	timeout
05-31 11:44	BTC	Buy	74070.7→73906.3	-1.59	timeout
05-31 05:43	BTC	Buy	73778.7→74063.3	+1.46	timeout
05-30 20:03	BTC	Buy	73834.7→73951.3	+0.31	timeout

Paper (trades.jsonl)

49

closed

45%

win rate

-25.93

total pnl ($)

-10.5 bps

avg bps net

Live (dry_run=0)

1

closed

100%

win rate

+0.45

total pnl ($)

+12.4 bps

avg bps net

Live: 1 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
BTC	49	45%	-10.5	-25.93

time	sym	side	reason
06-27 10:45	BTC	Buy	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 49 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)