cross_venue_funding_spread_mexc_vs_gate

not live
91
closed trades
43%
win rate
-55.59
total pnl ($)
1.255
weight
7d window — n=16 wr=44% pnl=+0.70  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:49:53 (24.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_gq
n: 81  ·  wr: 45.7%  ·  total_bps: -770.4  ·  mean_bps: -9.51  ·  sharpe: -0.10  ·  max_dd_bps: -1313.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 91 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:02ETHSell1583.24→1582.76-0.30timeout
06-26 20:05ETHSell1582.84→1576.76+1.49timeout
06-26 20:05DOGESell0.0752682→0.0758029-3.98timeout
06-26 20:05BTCSell60376→59790+4.42timeout
06-26 19:31SOLSell72.6571→73.6739-7.43stop_loss
06-25 04:02ADABuy0.148667→0.147443-4.51timeout
06-25 04:02XRPBuy1.07347→1.07123-1.48timeout
06-24 20:03XRPSell1.05894→1.06257-2.20timeout
06-24 17:22DOGESell0.0748773→0.0732613+10.33take_profit
06-24 17:19SOLSell67.4639→65.9979+10.41take_profit
06-24 16:47ADABuy0.144046→0.141973-7.65stop_loss
06-23 20:01ADASell0.150832→0.150408+0.95timeout
06-23 12:13SOLSell68.9887→69.0924-1.26timeout
06-23 04:07ADABuy0.1585→0.15973+3.45timeout
06-22 20:14ADASell0.15871→0.15923-2.15timeout
06-21 12:06ADASell0.1613→0.16096+0.61timeout
06-20 12:10ADABuy0.162551→0.162989+0.91timeout
06-18 23:31ADABuy0.162541→0.163299+1.91timeout
06-18 19:54ADASell0.1611→0.163382-7.51stop_loss
06-17 19:20ADASell0.171097→0.167402+10.37take_profit
06-17 04:04ADABuy0.172333→0.173027+1.58timeout
06-16 20:03ADASell0.174126→0.172433+4.41timeout
06-16 18:02XRPSell1.2106→1.22792-7.60stop_loss
06-15 04:17BTCSell65735.7→65705.3-0.21timeout
06-13 20:05ADASell0.173577→0.171873+4.42timeout
06-13 04:01DOGESell0.0859095→0.0863016-2.78timeout
06-13 01:27ADASell0.169588→0.172039-7.67stop_loss
06-11 11:51SOLSell65.1172→66.0329-7.46stop_loss
06-11 01:41ADASell0.16084→0.163122-7.54stop_loss
06-10 18:40XRPSell1.12632→1.10208+10.31take_profit
06-09 18:17BNBSell585.424→593.655-7.47stop_loss
06-09 17:14DOGESell0.083886→0.0850638-7.48stop_loss
06-08 11:23XRPSell1.14521→1.16127-7.46stop_loss
06-08 10:00ADASell0.163179→0.165494-7.53stop_loss
06-07 08:55SOLSell64.7833→65.6867-7.44stop_loss
06-07 08:48XRPSell1.13342→1.14936-7.49stop_loss
06-07 08:38ADASell0.16196→0.164323-7.75stop_loss
06-06 16:29SOLBuy62.3624→61.499-7.37stop_loss
06-05 12:01ETHSell1675.93→1661.57+3.82timeout
06-05 08:53SOLBuy66.0319→65.1206-7.33stop_loss
06-05 02:58SOLSell68.7077→67.2161+10.35take_profit
06-05 02:43DOGESell0.0882479→0.0863416+10.34take_profit
06-05 00:19ADASell0.178895→0.175024+10.37take_profit
06-04 18:30ADASell0.187643→0.190293-7.50stop_loss
06-04 09:25ADASell0.193772→0.189597+10.30take_profit
06-04 09:18SOLBuy69.1194→68.1607-7.38stop_loss
06-04 00:39SOLSell71.8612→70.3005+10.40take_profit
06-04 00:30ADASell0.20122→0.196889+10.31take_profit
06-03 12:11DOGESell0.0939325→0.0940845-1.25timeout
06-03 03:44ETHSell1864.11→1823.28+10.50take_profit
06-03 03:20SOLBuy75.0133→73.9779-7.33stop_loss
06-02 16:18DOGESell0.0947963→0.0961311-7.49stop_loss
06-02 16:15SOLSell76.2956→77.3533-7.38stop_loss
06-02 02:06ADASell0.230952→0.225966+10.34take_profit
06-02 01:01DOGESell0.100445→0.100985-3.12timeout
06-01 17:02DOGESell0.0982794→0.0996697-7.52stop_loss
06-01 14:29BNBSell689.528→674.689+10.31take_profit
06-01 09:31BNBSell688.038→697.753-7.51stop_loss
06-01 06:45ADASell0.236371→0.232228+8.31timeout
05-31 04:04DOGESell0.100435→0.101315-4.81timeout
05-31 04:03ADASell0.235371→0.23825-6.61timeout
05-29 04:00SOLSell82.2427→81.6622+3.09timeout
05-29 04:00XRPSell1.31607→1.31253+0.91timeout
05-28 17:45XRPSell1.31167→1.3301-7.49stop_loss
05-27 20:15DOGESell0.102464→0.102156+1.05timeout
05-27 20:04ADASell0.24117→0.24092+0.09timeout
05-27 12:03ADASell0.24035→0.23869+3.03timeout
05-26 20:01DOGESell0.101925→0.101155+3.28timeout
05-26 20:01BNBSell659.525→657.034+1.40timeout
05-26 20:01ADASell0.242149→0.24019+3.53timeout
05-25 12:03ADASell0.244509→0.244401-0.20timeout
05-25 12:03DOGESell0.102714→0.102776-0.74timeout
05-25 04:01ADASell0.242239→0.24091+2.30timeout
05-24 12:01ADASell0.245289→0.245511-0.91timeout
05-23 20:05SOLBuy84.1426→84.8513+3.75timeout
05-23 18:20DOGESell0.101135→0.102557-7.49stop_loss
05-23 12:01ADASell0.237121→0.23816-2.76timeout
05-23 12:01ETHSell2024.1→2029.9-1.88timeout
05-23 12:01DOGESell0.0987943→0.0991758-2.40timeout
05-23 12:01XRPSell1.31097→1.32463-5.68timeout
05-23 04:01ETHSell2062.99→2070.31-2.22timeout
05-23 04:01BNBSell649.338→652.383-2.81timeout
05-23 04:01DOGESell0.102014→0.101675+1.21timeout
05-22 04:01SOLSell87.1999→87.0711+0.31timeout
05-21 04:02SOLSell86.0911→86.91-5.18timeout
05-21 04:01ADASell0.249018→0.252449-7.34stop_loss
05-20 04:01ADASell0.248008→0.248362-1.14timeout
05-20 04:01BNBSell639.21→640.45-1.42timeout
05-20 04:00SOLSell84.2414→84.1296+0.24timeout
05-19 12:02ADASell0.252127→0.248432+6.87timeout
05-19 04:02ETHSell2129.09→2131.31-0.97timeout

Paper vs Live

Paper (trades.jsonl)
91
closed
43%
win rate
-55.59
total pnl ($)
-12.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA3456%+9.0+15.28
SOL1741%-31.8-27.00
DOGE1631%-28.5-22.85
XRP922%-62.5-28.18
ETH743%+29.8+10.43
BNB633%-24.9-7.48
BTC250%+41.8+4.21

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 17:33ADASell-7.39The market was in a broad downtrend with ADA falling 4% over 24 hours alongside BTC and ETH. The short thesis failed because the stop_loss was triggered by a temporary intraday bounce against the prevailing bearish momentum.
05-07 06:49ETHBuy+2.23The market was in a mild downtrend with ETH falling 1.23% over 24 hours and negative funding. The thesis failed because the trade was closed by timeout before reaching a profitable exit, as the persistent bearish momentum prevented a favorable price move.
05-01 20:04BTCSell+0.92Bitcoin had drifted sideways-to-slightly-lower in the hour before close (-0.22%), with funding rates remaining deeply negative at -0.0044%, indicating sustained short positioning and downside pressure. The trade's thesis worked because the MEXC-to-GATE fund…
04-29 18:12ADASell+10.59At close, ADA was declining sharply (−1.63% in 1h, −2.52% in 24h) alongside broad crypto weakness (BTC −0.90% 1h, ETH −2.06% 1h), while funding rates turned negative (−0.0234%), signaling reduced leveraged long positioning. The thesis worked because the MEX…
04-27 04:05BTCSell-1.75BTC was consolidating near $79,078 with mild weakness over the hour (-0.13%) while maintaining strong weekly gains (+5.93%), with funding rates at a modest 0.007399%. The trade's thesis failed because the funding spread gap of +0.0339% that initially favore…
04-27 01:01ETHSell-6.45ETH rallied 0.59% in the hour leading to the stop loss, with broader crypto strength evident in BTC's 0.34% hourly gain and positive weekly performance across both assets. The trade's thesis failed because the +0.0296% MEXC-versus-GATE funding spread gap th…