cross_venue_funding_spread_rescue_v2

not live
7
closed trades
29%
win rate
-8.96
total pnl ($)
1.253
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 04:23:23 (39.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: rescue_1
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 7 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-12 00:10ETHSell2336.07→2339.83-3.10timeout
05-12 00:00ADASell0.281969→0.28058+4.32timeout
05-10 08:04ADASell0.270782→0.270948-1.76timeout
05-10 08:01ETHSell2325.77→2326.83-1.57timeout
05-10 02:06BTCBuy80783→80617-3.70timeout
05-10 00:08ADASell0.269783→0.270368-3.92timeout
05-10 00:06BTCBuy80478→80602+0.78timeout

Paper vs Live

Paper (trades.jsonl)
7
closed
29%
win rate
-8.96
total pnl ($)
-9.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA333%-1.8-1.36
BTC250%-11.6-2.92
ETH20%-19.4-4.67

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 08:04ADASell-1.76ADA was in a mild uptrend across multiple timeframes with neutral funding and stable BTC/ETH. The short thesis failed because the market continued grinding higher without a reversal catalyst, leading to a timeout exit with a small loss.
05-10 08:04ADASell-1.76ADA traded in a narrow range with low volatility, showing a slight uptrend across 1h, 24h, and 7d timeframes. The short thesis failed because the market lacked the directional momentum needed to trigger a profitable exit before the timeout closed the trade.
05-10 08:04ADASell-1.76ADA traded in a narrow range with low volatility, showing a slight uptrend across timeframes. The short thesis failed because the market lacked the directional momentum needed to trigger a profitable exit before the timeout closed the position.
05-10 08:04ADASell-1.76ADA traded in a narrow range with low volatility, showing slight upward momentum across timeframes. The short thesis failed because the market lacked the directional push needed to generate profit before the timeout closed the position.
05-10 08:04ADASell-1.76ADA was trading in a narrow, low-volatility range with mild positive momentum across timeframes. The short thesis failed because the market lacked directional conviction and the position was closed by timeout before any significant move materialized.
05-10 08:04ADASell-1.76ADA traded in a narrow, low-volatility range with mild upward drift across timeframes. The short thesis failed because the market lacked directional momentum, and the trade expired via timeout without reaching a profitable exit.
05-10 08:04ADASell-1.76ADA was trading in a narrow, low-volatility range with mild upward drift across timeframes. The short thesis failed because the market lacked directional momentum, and the trade was closed by timeout without reaching a profitable exit.
05-10 08:04ADASell-1.76ADA traded in a narrow, low-volatility range with mild upward drift across timeframes. The short thesis failed because the market lacked directional momentum, and the trade expired via timeout without reaching a profitable exit.
05-10 08:04ADASell-1.76ADA was trading in a narrow, slightly positive range with low volatility and neutral funding, showing no clear directional bias. The short thesis failed because the market lacked the momentum to trigger a decline, and the trade expired without reaching a pr…
05-10 08:04ADASell-1.76ADA was trading in a narrow range with mild positive momentum across timeframes, showing no clear directional bias. The short thesis failed because the market lacked the volatility to trigger a profitable exit before the timeout, resulting in a small loss f…