cross_venue_funding_candle_confirmed · strategy

1245

closed trades

41%

win rate

-1283.17

total pnl ($)

0.250

weight

7d window — n=170 wr=42% pnl=-177.75 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 03:09:36 (26.8d ago) · src: canon

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

n: 1435 · wr: 43.1% · total_bps: -9831.4 · mean_bps: -6.85 · sharpe: -0.06 · max_dd_bps: -11478.3

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 21:03	OP	Buy	0.0966942→0.0951886	-12.36	stop_loss
06-30 18:20	ADA	Buy	0.144766→0.145764	+4.45	timeout
06-30 18:00	APT	Buy	0.566542→0.565858	-1.58	timeout
06-30 17:03	ARB	Sell	0.0747213→0.0757868	-11.35	stop_loss
06-30 16:27	ATOM	Buy	1.52848→1.50677	-11.35	stop_loss
06-30 13:54	OP	Sell	0.0966458→0.0964841	+0.53	timeout
06-30 13:00	ATOM	Buy	1.51378→1.50272	-6.06	timeout
06-30 13:00	LINK	Sell	7.27998→7.12288	+15.50	take_profit
06-30 12:59	SOL	Sell	73.7079→72.0818	+15.86	take_profit
06-30 10:06	ATOM	Sell	1.51452→1.51478	-0.81	timeout
06-30 08:39	APT	Buy	0.575244→0.567074	-11.29	stop_loss
06-30 08:36	ARB	Sell	0.076041→0.0743986	+15.56	take_profit
06-30 08:13	ARB	Sell	0.075931→0.0750388	+8.09	timeout
06-30 07:04	ADA	Buy	0.144676→0.145514	+3.66	timeout
06-30 06:00	APT	Buy	0.573043→0.574156	+0.74	timeout
06-30 03:58	ATOM	Sell	1.53122→1.52038	+4.59	timeout
06-30 01:07	INJ	Buy	4.72208→4.65391	-11.52	stop_loss
06-30 00:22	APT	Buy	0.584046→0.575768	-11.32	stop_loss
06-29 23:31	APT	Buy	0.588047→0.579765	-11.23	stop_loss
06-29 18:07	ATOM	Sell	1.53022→1.53688	-3.93	timeout
06-29 17:13	ADA	Buy	0.143786→0.146913	+15.62	take_profit
06-29 17:05	SOL	Buy	73.182→74.7718	+15.59	take_profit
06-29 17:05	APT	Buy	0.574944→0.587453	+15.62	take_profit
06-29 13:40	APT	Buy	0.581545→0.57337	-11.22	stop_loss
06-29 12:04	ADA	Sell	0.144974→0.145776	-4.79	timeout
06-29 11:17	OP	Buy	0.102076→0.100644	-11.20	stop_loss
06-29 10:11	APT	Buy	0.581345→0.584254	+3.04	timeout
06-29 10:11	ARB	Buy	0.0756889→0.0765009	+7.33	timeout
06-29 08:10	ETH	Buy	1579.96→1579.24	-1.03	timeout
06-29 06:15	SUI	Sell	0.683369→0.69312	-11.37	stop_loss
06-29 05:05	ADA	Buy	0.144946→0.142913	-11.20	stop_loss
06-29 05:05	OP	Buy	0.102436→0.100884	-12.04	stop_loss
06-29 04:00	ADA	Buy	0.143356→0.144994	+7.89	timeout
06-29 03:25	ATOM	Buy	1.56449→1.5867	+10.01	timeout
06-29 03:00	ARB	Sell	0.0740115→0.0750763	-11.46	stop_loss
06-29 02:03	ARB	Sell	0.0735216→0.0741585	-7.17	timeout
06-29 00:20	LTC	Sell	42.5634→42.5786	-0.91	timeout
06-28 22:21	INJ	Buy	4.57774→4.54906	-5.31	timeout
06-28 21:50	ADA	Buy	0.143416→0.141394	-11.25	stop_loss
06-28 20:12	INJ	Sell	4.58165→4.59835	-3.47	timeout
06-28 20:12	LTC	Sell	42.9143→42.4686	+7.07	timeout
06-28 19:01	AVAX	Buy	6.31688→6.34031	+2.09	timeout
06-28 17:05	ATOM	Sell	1.56981→1.57749	-4.38	timeout
06-28 15:07	OP	Buy	0.099955→0.102104	+15.43	take_profit
06-28 14:59	ATOM	Sell	1.56421→1.57459	-5.70	timeout
06-28 14:08	LTC	Sell	42.8273→43.0508	-4.58	timeout
06-28 12:30	APT	Buy	0.583946→0.589153	+6.05	timeout
06-28 11:01	BNB	Sell	555.501→555.089	-0.16	timeout
06-28 10:08	APT	Buy	0.581745→0.582154	-0.08	timeout
06-28 09:50	INJ	Buy	4.75789→4.69118	-11.20	stop_loss
06-28 08:04	APT	Buy	0.583146→0.582854	-1.05	timeout
06-28 06:06	NEAR	Sell	1.89843→1.88467	+4.71	timeout
06-28 05:13	ADA	Buy	0.144946→0.144594	-2.46	timeout
06-28 05:04	ATOM	Sell	1.57151→1.55909	+5.23	timeout
06-28 03:03	APT	Buy	0.583946→0.581455	-3.83	timeout
06-28 02:03	ATOM	Sell	1.56361→1.56959	-3.60	timeout
06-28 01:01	OP	Buy	0.100545→0.100885	+1.98	timeout
06-28 00:54	BNB	Sell	558.96→557.609	+1.12	timeout
06-27 22:16	APT	Buy	0.585446→0.577067	-11.41	stop_loss
06-27 21:51	AVAX	Sell	6.51967→6.37919	+15.48	take_profit
06-27 20:33	NEAR	Sell	1.86013→1.88621	-11.20	stop_loss
06-27 19:37	ADA	Buy	0.146807→0.144751	-11.16	stop_loss
06-27 19:25	INJ	Sell	4.83459→4.72878	+15.72	take_profit
06-27 19:25	NEAR	Sell	1.90722→1.86617	+15.46	take_profit
06-27 18:07	ADA	Buy	0.148087→0.146413	-9.06	timeout
06-27 17:57	ADA	Buy	0.148597→0.14649	-11.27	stop_loss
06-27 17:26	APT	Buy	0.60125→0.592655	-11.43	stop_loss
06-27 16:39	OP	Buy	0.103446→0.103244	-2.10	timeout
06-27 14:33	OP	Sell	0.103754→0.103546	+0.78	timeout
06-27 14:03	LTC	Sell	42.5524→43.0168	-8.87	timeout
06-27 13:03	ARB	Sell	0.0745014→0.0751188	-6.87	timeout
06-27 11:07	BNB	Buy	565.231→563.389	-3.13	timeout
06-27 09:04	LTC	Sell	42.1665→42.7631	-11.31	stop_loss
06-27 07:46	ADA	Buy	0.148377→0.147683	-4.22	timeout
06-27 07:33	INJ	Buy	4.88512→4.99155	+15.67	take_profit
06-27 05:34	DOGE	Sell	0.0753412→0.0755029	-2.31	timeout
06-27 05:05	INJ	Buy	4.88192→4.81329	-11.21	stop_loss
06-27 04:38	ATOM	Sell	1.57511→1.5994	-12.26	stop_loss
06-27 02:28	OP	Sell	0.104244→0.105749	-11.51	stop_loss
06-27 00:05	DOGE	Buy	0.0757939→0.0757461	-1.12	timeout
06-27 00:05	BTC	Buy	59779→60074	+3.02	timeout
06-27 00:05	ADA	Buy	0.148247→0.148443	+0.30	timeout
06-26 23:37	APT	Sell	0.605649→0.597449	+9.41	timeout
06-26 18:33	XRP	Buy	1.04066→1.04214	+0.39	timeout
06-26 18:04	DOGE	Buy	0.0743116→0.0756151	+12.44	timeout
06-26 18:03	INJ	Buy	4.7881→4.71736	-11.76	stop_loss
06-26 18:03	ETH	Buy	1560.06→1580.44	+9.10	timeout
06-26 16:21	SOL	Buy	72.9619→71.9532	-11.05	stop_loss
06-26 13:57	ADA	Sell	0.143494→0.145629	-11.83	stop_loss
06-26 13:18	LTC	Sell	41.2197→40.3301	+15.53	take_profit
06-26 12:40	OP	Sell	0.104564→0.102196	+16.31	take_profit
06-26 12:31	INJ	Sell	4.47418→4.5387	-11.50	stop_loss
06-26 10:27	INJ	Sell	4.44649→4.51018	-11.42	stop_loss
06-26 10:00	LINK	Buy	7.26902→7.16612	-11.31	stop_loss
06-26 09:52	ETH	Buy	1572.06→1550.47	-10.97	stop_loss
06-26 08:53	OP	Buy	0.107707→0.10608	-11.99	stop_loss
06-26 08:08	ETH	Buy	1556.46→1572.24	+6.92	timeout
06-26 07:31	ARB	Buy	0.0726682→0.0742314	+15.45	take_profit
06-26 07:03	ADA	Buy	0.142356→0.145434	+15.55	take_profit
06-26 06:44	APT	Buy	0.587547→0.60025	+15.54	take_profit

Paper vs Live

Paper (trades.jsonl)

1245

closed

41%

win rate

-1283.17

total pnl ($)

-13.7 bps

avg bps net

Live (dry_run=0)

closed

37%

win rate

-1.57

total pnl ($)

+17.2 bps

avg bps net

Live WR is 89% of paper WR (37% vs 41%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
ADA	170	48%	-5.6	-70.92
ATOM	119	43%	-7.9	-70.85
APT	109	41%	-9.7	-80.73
OP	98	46%	-5.5	-40.55
ARB	95	44%	-10.3	-74.22
INJ	91	30%	-47.9	-327.84
BTC	79	43%	-11.3	-66.24
AVAX	73	38%	-16.4	-90.62
ETH	70	36%	-16.1	-84.32
LTC	55	42%	-2.6	-11.31
SUI	51	31%	-38.2	-146.69
BNB	45	40%	-12.8	-43.90
XRP	45	33%	-32.0	-108.59
NEAR	44	39%	-22.9	-75.68
LINK	43	53%	+14.0	+44.74
DOGE	32	44%	-4.8	-11.73
SOL	26	42%	-12.0	-23.72

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 09:00	ADA	Sell	-11.03	The market was in a short-term uptrend with ADA gaining 3.51% in 24 hours and positive funding. The short thesis failed because the stop_loss was triggered as the bullish momentum continued against the position.
05-10 04:42	BTC	Sell	-1.50	BTC was in a mild uptrend across all timeframes with slightly negative funding. The short thesis failed because the market continued grinding higher during the holding period, and the trade was closed at timeout without reaching a profitable exit.
05-10 04:06	ADA	Sell	+0.71	The market was in a mild uptrend with elevated funding and open interest, indicating persistent bullish sentiment. The short thesis failed because the trade was closed by timeout before the anticipated reversal materialized, as the bullish momentum continued.
05-10 04:03	ETH	Sell	-0.98	The market was in a mild uptrend with ETH up 2.21% over 24 hours and positive funding, indicating bullish sentiment. The short thesis failed because the trade expired via timeout without reaching a profitable exit, as the upward momentum persisted.
05-09 22:05	BTC	Buy	-1.34	BTC was trading in a narrow range near $79,814 with low volatility and mixed short-term momentum. The trade failed because the thesis did not trigger an entry before the timeout, as the market lacked the directional conviction needed to execute the plan.
05-09 20:28	ADA	Sell	-3.77	ADA was trading in a narrow range with mild hourly gains but negative daily and weekly momentum, while funding remained slightly positive. The short thesis failed because the market did not move decisively lower within the timeout period, resulting in a sma…
05-09 20:03	BTC	Buy	+3.00	BTC was trading in a narrow, low-volatility range with muted hourly and daily moves. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period.
05-09 15:00	ADA	Sell	+4.49	The market was in a low-volatility, sideways grind with neutral funding and moderate open interest. The short thesis failed because the trade was closed by timeout before the anticipated mean reversion or directional move materialized.
05-09 12:39	BTC	Sell	+0.34	The market was in a mild downtrend with BTC falling 1.92% over 24 hours and negative momentum across the board. The thesis failed because the trade was closed by timeout before the expected move materialized, as the slow, grinding decline did not trigger an…
05-09 08:01	BTC	Sell	+0.71	BTC traded in a narrow range with low volatility, showing minimal hourly movement and a slight bearish bias over 24 hours. The short thesis failed because the position was closed by timeout before the anticipated downward move materialized in the slow, rang…

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