cross_venue_funding_spread_aggressive_rescue_v2

not live
12
closed trades
50%
win rate
-8.70
total pnl ($)
1.227
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-24 11:42:51 (34.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: rescue_aa
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 12 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-25 20:15ADABuy0.245931→0.245649-1.05timeout
05-25 20:01APTSell0.978355→0.979145-0.83timeout
05-25 20:01SOLBuy86.2429→85.5862-4.28timeout
05-25 20:00LTCBuy52.7402→52.7998+0.14timeout
05-25 19:16ADABuy0.246051→0.245739-1.11timeout
05-25 16:15ADABuy0.244761→0.245649+1.34timeout
05-25 15:33NEARSell2.64524→2.68191-7.38stop_loss
05-25 15:15OPBuy0.128812→0.130397+5.68timeout
05-25 15:15ARBBuy0.107697→0.108953+5.36timeout
05-25 15:15ADABuy0.245521→0.246108+0.72timeout
05-25 15:15BTCBuy77411.9→77637.1+0.99timeout
05-25 12:14NEARSell2.47528→2.51398-8.27stop_loss

Paper vs Live

Paper (trades.jsonl)
12
closed
50%
win rate
-8.70
total pnl ($)
-14.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA450%-0.0-0.10
NEAR20%-156.5-15.65
ARB1100%+107.6+5.36
BTC1100%+20.1+0.99
OP1100%+114.1+5.68
LTC1100%+2.3+0.14
SOL10%-85.2-4.28
APT10%-17.1-0.83

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems