cross_venue_funding_candle_confirmed_rescue_v3 · strategy

1097

closed trades

39%

win rate

-937.08

total pnl ($)

0.250

weight

7d window — n=174 wr=37% pnl=-159.18 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-16 22:24:12 (44.9d ago) · src: canon

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

n: 25 · wr: 36.0% · total_bps: -208.7 · mean_bps: -8.35 · sharpe: -0.27 · max_dd_bps: -282.2

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 18:19	OP	Sell	0.0947763→0.0957718	-5.70	stop_loss
06-30 15:46	APT	Sell	0.564759→0.570628	-5.65	stop_loss
06-30 15:36	ATOM	Buy	1.53038→1.52642	-1.75	timeout
06-30 14:00	OP	Sell	0.095846→0.0968526	-5.71	stop_loss
06-30 12:24	ADA	Buy	0.143806→0.142283	-5.74	stop_loss
06-30 11:22	APT	Buy	0.571843→0.566075	-5.47	stop_loss
06-30 09:53	ARB	Sell	0.0748713→0.0746787	+0.85	timeout
06-30 09:53	ATOM	Sell	1.51092→1.51338	-1.27	timeout
06-30 09:53	LTC	Sell	42.4804→42.4836	-0.50	timeout
06-30 09:53	DOGE	Sell	0.0722319→0.0725461	-2.64	timeout
06-30 09:41	BNB	Sell	552.022→549.197	+2.11	timeout
06-30 07:06	INJ	Buy	4.72398→4.69413	-3.62	timeout
06-30 06:39	ADA	Buy	0.144486→0.145444	+2.86	timeout
06-30 06:39	APT	Buy	0.574644→0.576556	+1.20	timeout
06-30 06:39	OP	Buy	0.0983446→0.0994351	+5.09	timeout
06-30 05:36	INJ	Buy	4.75199→4.71772	-4.06	timeout
06-30 03:37	APT	Buy	0.572743→0.574356	+0.95	timeout
06-30 02:35	ARB	Sell	0.076061→0.075919	+0.47	timeout
06-29 23:35	INJ	Buy	4.72188→4.71802	-0.87	timeout
06-29 21:05	APT	Buy	0.588347→0.582263	-5.63	stop_loss
06-29 17:43	ATOM	Sell	1.53572→1.53078	+1.16	timeout
06-29 17:13	ADA	Buy	0.145386→0.147553	+7.00	take_profit
06-29 15:53	APT	Buy	0.574744→0.583254	+6.95	take_profit
06-29 15:36	OP	Buy	0.100005→0.101535	+7.19	take_profit
06-29 11:12	APT	Buy	0.584346→0.578366	-5.57	stop_loss
06-29 10:48	OP	Buy	0.102386→0.101334	-5.59	stop_loss
06-29 10:02	ADA	Sell	0.144084→0.145529	-5.46	stop_loss
06-29 09:56	ATOM	Sell	1.56761→1.57089	-1.51	timeout
06-29 09:43	INJ	Sell	4.66813→4.71674	-5.66	stop_loss
06-29 08:35	OP	Buy	0.101125→0.101625	+2.01	timeout
06-29 06:39	ATOM	Sell	1.56721→1.57609	-3.30	timeout
06-29 04:37	INJ	Sell	4.61974→4.61115	+0.47	timeout
06-29 04:37	OP	Buy	0.101165→0.102154	+4.43	timeout
06-29 04:13	ADA	Buy	0.145786→0.144252	-5.71	stop_loss
06-29 02:47	ARB	Sell	0.0741215→0.0748861	-5.61	stop_loss
06-29 00:32	ETH	Buy	1566.76→1551.47	-5.33	stop_loss
06-29 00:29	ADA	Buy	0.143806→0.142363	-5.47	stop_loss
06-28 19:48	INJ	Buy	4.57934→4.56716	-1.77	timeout
06-28 18:38	ARB	Sell	0.0735416→0.0730683	+2.75	timeout
06-28 18:05	ATOM	Sell	1.57021→1.57319	-1.41	timeout
06-28 17:53	APT	Sell	0.580855→0.578044	+1.97	timeout
06-28 17:42	LTC	Sell	42.9143→42.7367	+1.61	timeout
06-28 15:54	OP	Buy	0.101975→0.100954	-5.46	stop_loss
06-28 13:39	APT	Buy	0.586147→0.584954	-1.46	timeout
06-28 12:06	ATOM	Sell	1.56541→1.57749	-4.31	timeout
06-28 11:27	AVAX	Buy	6.32408→6.34021	+0.82	timeout
06-28 09:33	ADA	Buy	0.145276→0.145504	+0.34	timeout
06-28 08:31	SUI	Sell	0.6817→0.684111	-2.23	timeout
06-28 06:55	INJ	Buy	4.66917→4.74471	+7.64	take_profit
06-28 06:14	APT	Buy	0.582746→0.576667	-5.66	stop_loss
06-28 06:13	NEAR	Sell	1.88003→1.85256	+6.85	take_profit
06-28 05:54	AVAX	Buy	6.3883→6.35751	-2.86	timeout
06-28 05:45	ADA	Buy	0.145096→0.144284	-3.24	timeout
06-28 05:27	SUI	Sell	0.683619→0.68006	+2.14	timeout
06-28 03:35	OP	Buy	0.101795→0.101305	-2.85	timeout
06-28 03:08	NEAR	Sell	1.89813→1.91714	-5.47	stop_loss
06-28 03:04	APT	Buy	0.582045→0.581455	-0.95	timeout
06-28 02:35	ATOM	Sell	1.57051→1.57039	-0.42	timeout
06-28 02:20	SUI	Sell	0.684389→0.685101	-0.99	timeout
06-28 00:54	ADA	Buy	0.145116→0.145404	+0.54	timeout
06-27 23:16	SUI	Buy	0.682861→0.684779	+0.97	timeout
06-27 22:36	OP	Buy	0.100235→0.100275	-0.25	timeout
06-27 22:06	INJ	Buy	4.77419→4.72645	-5.45	stop_loss
06-27 21:52	APT	Buy	0.585246→0.579365	-5.47	stop_loss
06-27 20:11	NEAR	Sell	1.86013→1.87901	-5.52	stop_loss
06-27 19:32	SUI	Sell	0.700235→0.690072	+6.80	take_profit
06-27 19:30	ATOM	Sell	1.5853→1.55979	+7.58	take_profit
06-27 19:25	ADA	Buy	0.146827→0.145281	-5.71	stop_loss
06-27 19:25	INJ	Sell	4.8088→4.73688	+7.02	take_profit
06-27 16:21	ATOM	Buy	1.601→1.6025	+0.05	timeout
06-27 15:58	ADA	Buy	0.148607→0.148683	-0.20	timeout
06-27 14:34	APT	Buy	0.59815→0.60115	+2.05	timeout
06-27 14:28	OP	Buy	0.103626→0.103494	-1.07	timeout
06-27 13:18	ATOM	Buy	1.5955→1.5952	-0.52	timeout
06-27 12:34	ADA	Buy	0.147287→0.146723	-2.35	timeout
06-27 12:33	ARB	Buy	0.0743486→0.0748113	+2.66	timeout
06-27 11:18	INJ	Buy	4.95354→4.90362	-5.49	stop_loss
06-27 11:10	APT	Buy	0.602951→0.596852	-5.51	stop_loss
06-27 11:02	OP	Sell	0.104334→0.103606	+3.02	timeout
06-27 09:31	ATOM	Sell	1.5892→1.57849	+2.90	timeout
06-27 09:31	AVAX	Sell	6.55346→6.52183	+1.96	timeout
06-27 07:59	APT	Buy	0.60165→0.604349	+1.79	timeout
06-27 07:49	INJ	Buy	4.94344→5.01595	+6.89	take_profit
06-27 06:24	LTC	Sell	42.2224→42.2055	-0.27	timeout
06-27 04:53	APT	Buy	0.603451→0.603349	-0.54	timeout
06-27 04:30	ARB	Buy	0.0753188→0.0752912	-0.64	timeout
06-27 04:30	OP	Buy	0.105606→0.105594	-0.50	timeout
06-27 03:07	INJ	Buy	4.92813→4.87864	-5.47	stop_loss
06-27 02:04	LTC	Sell	41.7066→42.0495	-4.57	timeout
06-27 01:53	APT	Sell	0.59795→0.596649	+0.63	timeout
06-27 00:18	OP	Buy	0.106107→0.105031	-5.52	stop_loss
06-27 00:05	INJ	Buy	4.82821→4.89858	+6.83	take_profit
06-26 22:47	APT	Sell	0.59785→0.597149	+0.13	timeout
06-26 21:32	ATOM	Sell	1.6017→1.5898	+3.26	timeout
06-26 21:31	ETH	Buy	1578.66→1574.24	-1.85	timeout
06-26 21:07	DOGE	Buy	0.075953→0.0751636	-5.65	stop_loss
06-26 21:03	XRP	Buy	1.05136→1.04082	-5.47	stop_loss
06-26 20:22	INJ	Buy	4.87402→4.82498	-5.48	stop_loss
06-26 18:01	ATOM	Sell	1.597→1.61341	-5.58	stop_loss
06-26 17:33	OP	Sell	0.106223→0.105786	+1.62	timeout

Paper vs Live

Paper (trades.jsonl)

1097

closed

39%

win rate

-937.08

total pnl ($)

-17.0 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
OP	143	43%	-17.1	-122.91
ATOM	138	36%	-16.1	-111.43
INJ	132	41%	-15.1	-100.34
ADA	131	35%	-23.2	-152.19
APT	109	39%	-22.2	-121.38
ARB	95	41%	-6.8	-32.82
NEAR	66	35%	-22.8	-75.34
AVAX	54	39%	-17.2	-46.68
SUI	47	36%	-23.3	-54.95
LTC	31	35%	-13.3	-20.89
LINK	30	53%	-7.7	-11.71
BNB	28	25%	-19.8	-27.89
DOGE	28	36%	-30.7	-43.21
SOL	21	62%	+20.8	+21.91
XRP	21	38%	-7.9	-8.40
ETH	15	33%	-40.1	-30.13
BTC	8	25%	+3.3	+1.28

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:05	ARB	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-07 02:31	ADA	Sell	+2.67	ADA was in a mild intraday uptick against a broader weekly downtrend, with neutral funding and stable open interest. The short thesis failed because the timeout closed the trade before the expected continuation of the weekly bearish move materialized.
05-06 21:50	ADA	Sell	-5.41	ADA was declining over the past 24 hours and 7 days, with negative momentum in the broader market. The short thesis failed because the stop-loss was triggered as the price temporarily reversed against the downtrend, closing the trade at a loss.
05-06 19:57	ADA	Sell	-1.07	ADA was in a mild intraday uptick against a broader weekly downtrend, with neutral funding and moderate open interest. The short thesis failed because the timeout closed the trade before the expected bearish continuation materialized, capturing a small loss…
05-06 17:50	ETH	Sell	+1.14	The market was in a mild downtrend with ETH losing 0.64% over 24 hours and 4.56% over the week, while funding remained slightly positive. The thesis failed because the trade was closed by timeout before the expected move materialized, as the slow, low-volat…
05-05 06:56	ADA	Buy	+7.01	ADA was trading in a mild downtrend over the past week but showed a short-term bounce on the hourly timeframe. The thesis worked because the take-profit target was hit as the positive funding rate and low timeframe momentum supported a quick recovery.
05-05 06:56	ADA	Buy	+7.01	ADA traded in a mild downtrend across timeframes, with negative hourly and daily returns alongside broader market weakness. The thesis succeeded because the take-profit target was hit despite the bearish context, likely due to a short-term bounce or favorab…
05-05 06:56	ADA	Buy	+7.01	ADA was declining across all timeframes in a bearish market with negative funding and falling open interest. The long thesis succeeded because the take-profit was hit on a short-lived bounce within the broader downtrend.
05-05 06:56	ADA	Buy	+7.01	The market exhibited a mild bullish bias with slightly negative funding and moderate open interest. The thesis worked as the price reached the take-profit target, capitalizing on the favorable entry despite the low funding rate.
05-05 06:56	ADA	Buy	+7.01	ADA was declining across multiple timeframes with negative funding and falling BTC/ETH, indicating a bearish altcoin regime. The thesis worked because the take_profit was hit on a short-term bounce within the broader downtrend, capturing a small gain before…
05-05 06:56	ADA	Buy	+7.01	The market was in a mild downtrend across major assets, with ADA declining 2.10% over 24 hours amid negative funding. The thesis succeeded because the short-term bounce captured by the trade hit the take_profit target before broader bearish momentum resumed.

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