cross_venue_funding_spread_mexc_vs_kucoin

not live
11
closed trades
55%
win rate
-6.88
total pnl ($)
1.113
weight
7d window — n=4 wr=50% pnl=-4.02  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:55:44 (26.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_gq
n: 37  ·  wr: 40.5%  ·  total_bps: -592.4  ·  mean_bps: -16.01  ·  sharpe: -0.14  ·  max_dd_bps: -1030.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 11 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 20:06BNBSell552.612→560.42-7.52stop_loss
06-23 21:57SOLBuy68.7453→69.2196+3.04timeout
06-23 17:22SOLBuy68.8313→68.9627+0.54timeout
06-23 13:12SOLBuy68.6943→68.7387-0.07timeout
06-06 12:47ADASell0.155001→0.157208-7.60stop_loss
06-02 22:52XRPBuy1.2175→1.2003-7.51stop_loss
05-31 01:28ADABuy0.237839→0.236561-3.05timeout
05-26 23:23ADABuy0.23896→0.2403+2.39timeout
05-23 19:12SOLBuy84.3637→84.5633+0.73timeout
05-23 14:56SOLBuy82.2963→84.0944+10.52take_profit
05-20 17:13ADABuy0.248982→0.250047+1.66timeout

Paper vs Live

Paper (trades.jsonl)
11
closed
55%
win rate
-6.88
total pnl ($)
-12.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL580%+58.3+14.75
ADA450%-33.3-6.59
XRP10%-150.3-7.51
BNB10%-150.3-7.52

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems