cross_venue_funding_spread_kucoin_vs_bybit

not live
7
closed trades
57%
win rate
+14.45
total pnl ($)
1.220
weight
7d window — n=7 wr=57% pnl=+14.45  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 15:50:00 (26.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: gq
n: 293  ·  wr: 39.2%  ·  total_bps: -4706.4  ·  mean_bps: -16.06  ·  sharpe: -0.17  ·  max_dd_bps: -6739.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 7 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 04:22DOGESell0.0733297→0.072209+7.18timeout
06-29 04:50ADABuy0.143276→0.143864+1.61timeout
06-28 19:47ADABuy0.144366→0.142343-7.46stop_loss
06-28 04:23SOLSell70.6014→70.7736-1.69timeout
06-28 04:02ADABuy0.145246→0.145344-0.10timeout
06-27 22:22ADASell0.146333→0.144336+6.31timeout
06-27 20:12XRPSell1.07513→1.05556+8.61timeout

Paper vs Live

Paper (trades.jsonl)
7
closed
57%
win rate
+14.45
total pnl ($)
+41.7 bps
avg bps net
Live (dry_run=0)
15
closed
33%
win rate
+20.38
total pnl ($)
+60.8 bps
avg bps net
Live WR is 58% of paper WR (33% vs 57%)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA450%+2.0+0.36
XRP1100%+173.0+8.61
SOL10%-33.4-1.69
DOGE1100%+143.8+7.18

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 04:08ADASell-0.25The market was in a low-volatility, sideways grind with elevated funding, suggesting a crowded short bias. The thesis failed because the timeout closed the trade before a directional move materialized, capturing only minor funding decay against a stagnant p…
05-09 12:01ADASell+1.77The market was in a broad downtrend across crypto, with ADA falling 4.71% in 24 hours alongside BTC and ETH. The thesis failed because the short was not entered before the timeout, so the potential profit from the declining price was never captured.
05-09 01:35ADASell-7.46ADA was in a broad downtrend with negative 24h and 7d performance, and the short thesis failed because the stop_loss was triggered by a temporary intraday bounce against the prevailing bearish momentum.
05-08 04:09ADASell+0.92ADA was in a mild intraday uptick (+0.42% 1h) but remained weak on the 24h and 7d timeframes, with BTC and ETH also showing negative weekly trends. The short thesis failed because the timeout closed the trade before the broader bearish momentum could materi…
05-07 02:53ADASell+2.46ADA was in a mild intraday uptick but remained weak over the past week, with negative 24h and 7d performance. The short thesis failed because the trade was closed by timeout before the broader bearish trend could materialize, missing the opportunity for pro…
05-06 22:52ADASell+0.02The market was in a low-volatility, sideways grind with elevated funding, suggesting a crowded short bias. The thesis failed because the trade was closed by timeout before a directional move materialized, as the persistent funding did not trigger a squeeze …
05-06 20:30ETHSell+0.04The market was in a mild intraday uptick within a broader weekly downtrend, with ETH showing a slight 1-hour gain but still negative over 24 hours and 7 days. The thesis failed because the trade expired via timeout, likely due to insufficient short-term mom…
05-06 17:39ADASell-0.25ADA was declining over multiple timeframes with negative BTC and ETH correlation, indicating broad bearish pressure. The short thesis failed because the trade expired via timeout before the expected move materialized, resulting in a small loss from funding …
05-06 07:11BTCBuy+10.46BTC was in a mild downtrend across all timeframes with negative funding, indicating bearish sentiment. The thesis worked because the take-profit was triggered as a short-term bounce occurred within the broader decline.
05-04 17:53BTCSell-7.24The market was in a short-term pullback within a broader weekly uptrend, with Bitcoin trading near $81,263 and funding rates remaining neutral. The thesis failed because the anticipated continuation of the weekly rally did not materialize, triggering the st…