cross_venue_funding_spread_mexc_vs_okx

not live
24
closed trades
25%
win rate
-42.42
total pnl ($)
1.102
weight
7d window — n=5 wr=0% pnl=-24.33  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:55:11 (24.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_gq
n: 24  ·  wr: 41.7%  ·  total_bps: -218.0  ·  mean_bps: -9.08  ·  sharpe: -0.10  ·  max_dd_bps: -637.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 17:11ADASell0.147323→0.147327-0.48timeout
06-26 07:05ADASell0.143784→0.145799-7.46stop_loss
06-23 21:22ADABuy0.150478→0.150172-1.45timeout
06-23 05:26ADABuy0.15991→0.157672-7.45stop_loss
06-21 21:09ADABuy0.16184→0.15956-7.50stop_loss
06-21 12:59ADABuy0.16095→0.161-0.30timeout
06-21 08:54ADABuy0.161→0.16066-1.46timeout
06-20 12:31ADABuy0.162871→0.162899-0.35timeout
06-20 08:26ADABuy0.162771→0.162839-0.26timeout
06-19 13:45ADABuy0.15881→0.162269+10.45take_profit
06-19 12:46ADABuy0.16034→0.15883-5.12timeout
06-19 08:43ADABuy0.15979→0.16014+0.68timeout
06-17 01:00ADABuy0.173953→0.171511-7.44stop_loss
06-14 21:15ADASell0.166078→0.168466-7.63stop_loss
06-07 22:13ADASell0.16055→0.162842-7.57stop_loss
06-07 07:43XRPBuy1.11658→1.13152+6.26timeout
06-05 23:25SOLBuy64.3196→63.4287-7.37stop_loss
06-05 18:54SOLBuy63.6365→62.7582-7.35stop_loss
06-05 15:11SOLBuy65.3558→64.4281-7.54stop_loss
06-01 01:40ADABuy0.234439→0.234711+0.14timeout
05-28 14:19ADABuy0.229607→0.234921+11.12take_profit
05-26 22:18ADABuy0.24072→0.23963-2.67timeout
05-23 14:51SOLBuy82.2143→83.7924+9.19timeout
05-19 16:02ADABuy0.248542→0.248318-0.86timeout

Paper vs Live

Paper (trades.jsonl)
24
closed
25%
win rate
-42.42
total pnl ($)
-35.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA1921%-37.7-35.61
SOL425%-65.6-13.07
XRP1100%+124.8+6.26

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-07 07:31ETHBuy+4.43The 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 short-term bearish momentum did not trigger a favorable price m…
05-04 16:04ADABuy+3.77The market was in a volatile consolidation phase with ADA showing strong weekly momentum but flat hourly action. The trade failed because the position was closed due to a timeout, preventing the realization of potential gains from the broader uptrend.