cross_venue_funding_spread_kucoin_vs_okx

not live
1
closed trades
0%
win rate
-7.57
total pnl ($)
1.073
weight
7d window — n=1 wr=0% pnl=-7.57  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:45:06 (26.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_gq
n: 49  ·  wr: 36.7%  ·  total_bps: -1349.9  ·  mean_bps: -27.55  ·  sharpe: -0.32  ·  max_dd_bps: -1462.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 1 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:48ADASell0.146993→0.149082-7.57stop_loss

Paper vs Live

Paper (trades.jsonl)
1
closed
0%
win rate
-7.57
total pnl ($)
-151.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA10%-151.1-7.57

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-01 07:16ADABuy+1.33At close, ADA was consolidating near $0.2486 with minimal intraday pressure (−0.07% 1h) while BTC and ETH showed modest strength (+1.67% and +1.25% 24h respectively), creating a low-volatility environment that limited further spread expansion. The trade's t…
05-01 02:06ADABuy+0.72# Trade Analysis: ADA Cross-Venue Funding Spread **Market Context at Close:** ADA was consolidating near $0.247 with minimal intraday movement (+0.03% 1h), while BTC showed mild strength (+0.15% 1h) and the broader market remained flat-to-negative on the w…
04-29 20:20ADASell-7.22# Trade Analysis: cross_venue_funding_spread_kucoin_vs_okx ADA At close, ADA was consolidating within a weak 7-day downtrend (-4.20%) while funding rates remained deeply negative (-0.017497%), signaling overlevered short positioning and no mean-reversion t…
04-27 16:38ADASell+4.47ADA was trading sideways to slightly down across the 1h (-0.10%) and 24h (-2.97%) timeframes with negative funding rates (-0.016401%), providing a neutral to mildly bearish backdrop for mean-reversion trades. The thesis worked because the initial +0.0203% K…
04-27 12:37ADASell-0.77ADA was consolidating with mild downward pressure (-2.12% over 24h) while Bitcoin held relatively steady, creating a low-volatility environment where the 4-hour funding spread arbitrage was expected to mean-revert. The thesis failed because the KuCoin premi…