cross_venue_funding_spread · strategy

closed trades

25%

win rate

-32.78

total pnl ($)

1.026

weight

7d window — n=4 wr=25% pnl=-32.78 · venues=("hl",) · horizon=480m · SL=75bps · TP=200bps · class=CrossVenueFundingSpread in strategies.py

Cumulative P&L (last 4 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 16:36	ADA	Buy	0.147437→0.148273	+6.03	timeout
06-27 14:06	APT	Buy	0.602751→0.59955	-7.89	timeout
06-27 14:00	BNB	Buy	565.341→563.219	-5.88	timeout
06-27 13:38	NEAR	Sell	1.79575→1.83017	-25.04	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

25%

win rate

-32.78

total pnl ($)

-65.4 bps

avg bps net

Live (dry_run=0)

closed

37%

win rate

-24.70

total pnl ($)

-21.0 bps

avg bps net

Live WR is 149% of paper WR (37% vs 25%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
NEAR	1	0%	-200.7	-25.04
BNB	1	0%	-46.5	-5.88
APT	1	0%	-62.1	-7.89
ADA	1	100%	+47.7	+6.03

Recent bounces (last 20 of 5)

time	sym	side	reason
06-27 17:06	ADA	Buy	circuit_breaker
06-27 17:01	ADA	Buy	circuit_breaker
06-27 14:09	ATOM	Buy	circuit_breaker
06-27 14:09	ADA	Buy	circuit_breaker
06-27 13:57	APT	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 08:00	BTC	Buy	-0.12	BTC was trading in a narrow, low-volatility range with neutral funding and flat momentum across timeframes. The thesis failed because the trade was closed by timeout without reaching any price target or stop, as the market lacked directional conviction to t…
05-10 08:00	BTC	Buy	-0.12	BTC was trading in a narrow, low-volatility range with neutral funding and flat OI. The thesis failed because the trade expired without reaching the target, as the market lacked directional momentum to trigger an exit.
05-10 08:00	BTC	Buy	-0.12	BTC was trading in a narrow, low-volatility range with neutral funding and flat momentum across timeframes. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the holding period.
05-10 08:00	BTC	Buy	-0.12	BTC was trading in a narrow, low-volatility range with neutral funding and flat OI. The thesis failed because the trade was closed by timeout, indicating the expected directional move never materialized in the given window.
05-10 08:00	BTC	Buy	-0.12	BTC was in a low-volatility, sideways grind with neutral funding and no directional catalyst. The thesis failed because the trade was closed by timeout without reaching any target or stop, as the market lacked the momentum to trigger an exit.
05-10 08:00	BTC	Buy	-0.12	BTC was trading in a narrow, low-volatility range with neutral funding and flat momentum across timeframes. The thesis failed because the trade was closed by timeout without reaching any price target or stop, as the market lacked directional conviction to t…
05-10 08:00	BTC	Buy	-0.12	BTC was trading in a narrow, low-volatility range with neutral funding and flat momentum across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected directional move never materialized in the given window.
05-10 08:00	BTC	Buy	-0.12	BTC was in a low-volatility, sideways grind with neutral funding and flat OI. The thesis failed because the trade expired without reaching target or stop, as the market lacked directional conviction to trigger an exit.
05-10 08:00	BTC	Buy	-0.12	BTC traded in a narrow range with low volatility, showing slight gains over the past 24 hours. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time.
05-10 08:00	BTC	Buy	-0.12	The market was in a low-volatility, sideways grind with BTC near $80,600 and neutral funding, offering no clear directional edge. The thesis failed because the trade expired without a trigger, as the timeout close_reason indicates no entry was executed.

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