cross_venue_funding_spread_mexc_vs_hl

not live
1
closed trades
0%
win rate
-1.00
total pnl ($)
1.219
weight
7d window — n=1 wr=0% pnl=-1.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:54:32 (24.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_gq
n: 232  ·  wr: 34.5%  ·  total_bps: -4622.9  ·  mean_bps: -19.93  ·  sharpe: -0.23  ·  max_dd_bps: -4831.2
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 13:05ADASell0.147193→0.147347-1.00timeout

Paper vs Live

Paper (trades.jsonl)
1
closed
0%
win rate
-1.00
total pnl ($)
-19.4 bps
avg bps net
Live (dry_run=0)
7
closed
14%
win rate
-1.71
total pnl ($)
-28.3 bps
avg bps net
Live WR 14% · paper baseline 0%

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA10%-19.4-1.00

Recent bounces (last 20 of 1)

timesymsidereason
06-27 14:09ADASellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 00:00ADABuy-4.08The market was in a mild uptrend with low volatility across major assets, and ADA showed slight positive momentum on the 1-hour and 24-hour timeframes. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement d…
05-08 04:26BTCBuy-3.09BTC was in a mild intraday uptick but remained in a broader weekly downtrend, with low volatility and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed…
05-07 11:03ETHBuy-3.01The 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 was not executed (entry=None) and was closed by timeout, resul…
05-07 07:01ETHBuy+3.05The market was in a mild downtrend with ETH declining across all timeframes and negative funding. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period.
05-07 07:01BTCBuy+1.39The market was in a mild downtrend across major coins, with BTC down 1.52% in 24 hours and negative hourly momentum. The thesis failed because the trade was closed by timeout without reaching target or stop, indicating the expected directional move did not …
05-05 05:39ADASell-7.37The market was in a strong bullish trend with ADA up 8.70% over seven days and positive momentum across major altcoins. The short thesis failed immediately because the trade was stopped out by the stop_loss, as the prevailing uptrend prevented any downside …
05-05 00:01BTCSell+0.67The market was in a low-volatility consolidation phase with minimal price movement and near-zero funding rates. The thesis failed because the trade was closed due to a timeout, as the asset failed to generate sufficient momentum to reach the intended profit…
05-04 20:02ADASell-0.95The market was in a low-volatility consolidation phase with minimal funding rates and stable order book depth. The trade failed because the anticipated directional move never materialized, resulting in a forced exit due to the timeout limit rather than a lo…
05-04 16:01ADABuy+3.76The market was in a quiet consolidation phase with ADA showing modest gains while funding rates remained neutral. The trade failed because the position was closed due to a timeout, indicating the thesis did not materialize within the expected timeframe.
05-02 18:44ADABuy# Trade Analysis: ADA Cross-Venue Funding Spread (MEXC vs HL) **Market Context at Close:** ADA was trading with a low funding rate of 0.1622 basis points and $71.1M in open interest, indicating minimal leverage-driven demand and a neutral positioning envir…