cross_venue_funding_spread_binance_vs_okx

not live
2
closed trades
0%
win rate
-1.45
total pnl ($)
1.253
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 03:08:12 (24.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: ck
n: 3  ·  wr: 33.3%  ·  total_bps: -91.2  ·  mean_bps: -30.41  ·  sharpe: -0.98  ·  max_dd_bps: -92.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 2 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-12 02:43BTCSell81715.9→81724.1-0.49timeout
05-08 05:27BTCBuy79682→79603-0.95timeout

Paper vs Live

Paper (trades.jsonl)
2
closed
0%
win rate
-1.45
total pnl ($)
-14.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC20%-14.5-1.45

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 05:27BTCBuy-0.95The market was in a mild short-term uptick within a broader weekly downtrend, with BTC recovering 0.39% on the hour but still down over 2% on the week. The thesis failed because the trade expired before the expected move materialized, as the timeout close_r…