cross_venue_funding_spread_mexc_vs_gmx

not live
18
closed trades
61%
win rate
+26.24
total pnl ($)
1.294
weight
7d window — n=5 wr=60% pnl=+9.30  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:50:38 (27.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_gq
n: 24  ·  wr: 37.5%  ·  total_bps: -369.2  ·  mean_bps: -15.38  ·  sharpe: -0.18  ·  max_dd_bps: -701.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 02:10BTCSell60408→59887+3.85timeout
06-29 21:52BTCSell60532→60497-0.14timeout
06-24 05:24SOLBuy69.8835→69.7695-1.22timeout
06-24 01:11SOLBuy69.1024→69.7855+4.55timeout
06-23 21:11SOLBuy68.7063→69.0736+2.26timeout
06-23 16:55SOLBuy68.9163→68.8667-0.77timeout
06-23 12:41SOLBuy68.8303→69.0976+1.55timeout
06-08 11:30SOLBuy65.9949→66.795+5.64timeout
06-08 04:37SOLBuy66.2469→65.3325-7.34stop_loss
06-08 03:25SOLBuy66.0379→66.326+1.76timeout
06-07 22:12SOLBuy63.7876→65.1732+10.48take_profit
06-07 19:18SOLBuy64.7427→63.8485-7.25stop_loss
06-07 12:34SOLBuy64.5497→63.6586-7.33stop_loss
06-02 02:26SOLSell80.9199→80.265+3.58timeout
05-26 07:30SOLBuy83.9806→84.2144+0.97timeout
05-23 19:37SOLBuy83.7956→84.8613+5.90timeout
05-23 14:56SOLBuy82.3163→84.1194+10.54take_profit
05-19 16:01SOLBuy84.3547→84.2974-0.79timeout

Paper vs Live

Paper (trades.jsonl)
18
closed
61%
win rate
+26.24
total pnl ($)
+28.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL1662%+27.5+22.53
BTC250%+37.0+3.71

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
04-24 18:18ETHBuy-0.60ETH was essentially flat over the 1-hour and 24-hour periods, with Bitcoin showing mild weakness, while the broader crypto market remained range-bound as the position timed out. The trade's thesis failed because the funding rate spread that initially favore…