cross_venue_funding_spread_bitget_vs_gmx

44

closed trades

48%

win rate

+0.59

total pnl ($)

1.321

weight

7d window — n=11 wr=73% pnl=+10.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 15:51:09 (24.8d ago) · src: canon

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

n: 42 · wr: 47.6% · total_bps: +2.8 · mean_bps: +0.07 · sharpe: +0.00 · max_dd_bps: -404.7

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

time	sym	side	entry→exit	pnl	close
06-25 20:00	ETH	Sell	1570.74→1561.86	+2.38	timeout
06-24 16:51	SOL	Buy	67.4071→66.4568	-7.49	stop_loss
06-24 08:43	SOL	Buy	69.3134→69.4086	+0.24	timeout
06-24 04:23	SOL	Buy	69.8985→69.2426	-5.10	timeout
06-24 04:09	ETH	Sell	1671.23→1664.17	+1.66	timeout
06-24 00:08	SOL	Buy	68.9613→69.7395	+5.25	timeout
06-23 19:16	SOL	Buy	68.6603→68.8657	+1.08	timeout
06-23 15:06	SOL	Buy	68.8203→68.9857	+0.80	timeout
06-23 12:18	SOL	Buy	68.6453→69.0666	+2.67	timeout
06-22 20:10	SOL	Buy	72.8549→72.7161	-1.38	timeout
06-22 01:23	SOL	Buy	72.5599→74.1369	+10.42	take_profit
06-18 12:05	SOL	Buy	71.6287→70.9284	-5.32	timeout
06-16 11:03	ETH	Buy	1769.18→1799.62	+8.13	timeout
06-16 07:02	ETH	Buy	1769.18→1769.72	-0.30	timeout
06-15 20:24	BTC	Buy	67142.4→66525.7	-5.05	timeout
06-13 01:23	ETH	Sell	1666.23→1667.27	-0.74	timeout
06-08 12:01	ETH	Buy	1669.37→1684.33	+4.02	timeout
06-08 04:34	SOL	Buy	66.356→65.4265	-7.44	stop_loss
06-08 02:31	SOL	Buy	66.0339→66.328	+1.80	timeout
06-07 19:02	SOL	Buy	65.3698→64.4681	-7.33	stop_loss
06-07 18:22	SOL	Buy	64.8077→65.3252	+3.65	timeout
06-07 12:14	SOL	Buy	64.7497→63.8565	-7.30	stop_loss
06-06 20:04	SOL	Sell	62.2337→61.4032	+6.19	timeout
06-05 12:04	ETH	Buy	1673.37→1650.41	-7.29	stop_loss
06-05 11:40	BTC	Buy	63018.2→62157.8	-7.28	stop_loss
06-04 00:38	SOL	Sell	71.9692→70.4066	+10.40	take_profit
06-02 02:26	SOL	Sell	80.9199→80.265	+3.58	timeout
06-01 16:12	SOL	Sell	80.8349→79.0799	+10.42	take_profit
05-29 20:24	BTC	Buy	73669.7→73660.3	-0.52	timeout
05-29 12:31	BTC	Buy	73748.7→73290.3	-3.56	timeout
05-28 12:03	SOL	Buy	81.0442→80.7859	-2.02	timeout
05-27 04:01	SOL	Buy	83.8066→83.5535	-1.93	timeout
05-27 00:02	SOL	Buy	83.8496→83.8074	-0.67	timeout
05-26 17:30	SOL	Buy	84.4637→83.2968	-7.35	stop_loss
05-26 07:07	SOL	Buy	83.8256→84.4053	+3.04	timeout
05-24 14:15	BTC	Buy	76899.8→76471.2	-3.24	timeout
05-24 08:07	BTC	Buy	76740.8→76686.2	-0.83	timeout
05-24 04:01	BTC	Buy	76758.8→76781.2	-0.32	timeout
05-23 20:07	BTC	Buy	75507.8→75904.2	+2.17	timeout
05-23 14:56	SOL	Buy	82.3193→84.1194	+10.52	take_profit
05-23 12:03	BTC	Buy	74552.7→74714.3	+0.63	timeout
05-23 12:01	ETH	Buy	2025.9→2030.3	+0.64	timeout
05-19 12:07	SOL	Buy	85.2038→84.4693	-4.73	timeout
05-19 04:01	BTC	Buy	76979.8→76764.2	-1.87	timeout

Paper (trades.jsonl)

44

closed

48%

win rate

+0.59

total pnl ($)

+0.0 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
SOL	26	54%	+8.7	+11.97
BTC	10	20%	-39.6	-19.88
ETH	8	62%	+21.2	+8.49

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
04-26 20:04	BTC	Buy	+1.10	At close, BTC was trading at $78,252 with minimal 1-hour momentum (0.00%) despite a modest 24-hour gain of 1.18%, while funding rates had turned negative at -0.06%. The trade's thesis failed because the -0.0276% funding spread gap between Bitget and GMX tha…

More…

Cumulative P&L (last 44 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)