27
closed trades
33%
win rate
-53.17
total pnl ($)
1.253
weight
7d window — n=0 wr=0% pnl=+0.00
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=CrossVenueFundingSpreadRobustRegimeBoostV2 in strategies_batch_boost_m.py
Backtest evidence
run: 2026-05-24 11:42:10 (34.9d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
boost_ad
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 27 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 05-12 04:43 | ETH | Sell | 2339.37→2339.83 | -0.77 | timeout |
| 05-12 04:43 | ETH | Buy | 2339.83→2339.37 | -0.81 | timeout |
| 05-12 04:42 | ADA | Buy | 0.28058→0.28044 | -0.86 | timeout |
| 05-12 04:42 | ADA | Sell | 0.28044→0.28058 | -1.03 | timeout |
| 05-12 04:17 | BTC | Sell | 81793.9→81724.1 | -0.04 | timeout |
| 05-12 03:03 | ETH | Sell | 2338.97→2339.83 | -0.93 | timeout |
| 05-11 22:47 | ADA | Sell | 0.28084→0.28058 | +0.07 | timeout |
| 05-11 22:16 | BTC | Buy | 81662.1→81819.9 | +0.72 | timeout |
| 05-04 22:23 | ETH | Buy | 2362.74→2358.56 | -1.86 | timeout |
| 05-04 20:36 | ETH | Sell | 2349.27→2349.53 | -0.71 | timeout |
| 05-04 19:04 | ADA | Buy | 0.248402→0.251777 | +8.83 | timeout |
| 05-04 17:01 | ADA | Buy | 0.248572→0.250677 | +5.29 | timeout |
| 05-04 14:52 | BTC | Sell | 78962.1→80428.2 | -13.64 | stop_loss |
| 05-04 14:51 | BTC | Sell | 78901.1→80366.2 | -13.63 | stop_loss |
| 05-04 14:38 | ETH | Sell | 2314.07→2357.21 | -13.71 | stop_loss |
| 05-04 14:02 | ETH | Sell | 2361.16→2335.73 | +6.87 | timeout |
| 05-04 10:24 | BTC | Buy | 79670→78192 | -13.62 | stop_loss |
| 05-04 10:07 | ADA | Buy | 0.252873→0.247974 | -14.22 | stop_loss |
| 05-02 14:22 | ADA | Buy | 0.247642→0.248828 | +2.68 | timeout |
| 05-02 09:04 | BTC | Sell | 78311.1→78263.9 | -0.19 | timeout |
| 05-02 09:03 | ETH | Sell | 2302.77→2303.03 | -0.69 | timeout |
| 05-02 08:13 | ADA | Buy | 0.247992→0.247638 | -1.68 | timeout |
| 05-02 03:02 | BTC | Buy | 77883.9→78312.1 | +3.26 | timeout |
| 05-02 02:14 | ETH | Sell | 2302.67→2297.23 | +1.06 | timeout |
| 05-02 01:47 | ADA | Buy | 0.249722→0.248128 | -5.10 | timeout |
| 05-01 21:02 | BTC | Buy | 78255.9→77876.1 | -4.00 | timeout |
| 05-01 20:13 | ETH | Sell | 2323.57→2303.13 | +5.54 | timeout |
Paper vs Live
Paper (trades.jsonl)
27
closed
33%
win rate
-53.17
total pnl ($)
-28.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ETH | 10 | 30% | -8.5 | -6.01 |
| ADA | 9 | 44% | -9.5 | -6.01 |
| BTC | 8 | 25% | -73.6 | -41.14 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-04 22:23 | ETH | Buy | -1.86 | The market was in a neutral state with flat funding rates and low volatility as ETH traded sideways near $2313. The trade failed because the position was closed due to a timeout, indicating the thesis could not be validated within the required timeframe. |
| 05-04 20:36 | ETH | Sell | -0.71 | The market exhibited a neutral regime with ETH trading flat on the hour while Bitcoin posted modest gains, resulting in low volatility and minimal directional pressure. The trade failed because the thesis relied on immediate movement that never materialized… |
| 05-04 19:04 | ADA | Buy | +8.83 | The market was in a neutral consolidation phase with ADA showing mixed short-term weakness against a broadly bearish crypto backdrop. The trade failed because the anticipated breakout never materialized, resulting in a forced exit due to the timeout limit b… |
| 05-04 17:01 | ADA | Buy | +5.29 | The market was in a low-volatility consolidation phase with minimal momentum across major assets. The trade failed because the anticipated breakout never materialized, resulting in an automatic exit due to the timeout limit. |
| 05-04 14:52 | BTC | Sell | -13.64 | The market was in a strong uptrend with Bitcoin trading at $81,726 and positive funding rates indicating bullish sentiment. The trade failed because the thesis was invalidated by a sharp price rejection that triggered the stop loss. |
| 05-04 14:51 | BTC | Sell | -13.63 | The market was in a strong uptrend with Bitcoin trading at $81,804 and positive funding rates indicating bullish sentiment. The trade failed because the price continued to rise, triggering the stop loss as the bearish thesis could not overcome the prevailin… |
| 05-04 14:38 | ETH | Sell | -13.71 | The market was exhibiting a neutral-to-slightly-bearish regime with ETH trading flat on the hour and negative funding rates, while Bitcoin maintained a modest uptrend. The short thesis failed because the price breached the stop-loss level immediately, indic… |
| 05-04 14:02 | ETH | Sell | +6.87 | The market was in a neutral consolidation phase with flat funding rates and low volatility, offering no clear directional bias. The trade thesis failed because the position was closed due to a timeout, as the anticipated move never materialized within the a… |
| 05-02 14:22 | ADA | Buy | +2.68 | # Trade Analysis: ADAUSDT Funding Spread Arbitrage The market was consolidating with mild bearish pressure (ADA -0.45% 1h, BTC -0.58% 1h) while maintaining positive weekly momentum, creating a stable medium-volatility environment (VIX=17.0) where funding s… |
| 05-02 14:22 | ADA | Buy | +2.68 | # Trade Analysis: ADA Funding Spread Arb Bybit's ADA funding premium was collapsing toward equilibrium as the extreme -30.3bps cross-venue spread that triggered the trade (0th percentile vs 5% threshold) mean-reverted during the 6-hour hold, with funding r… |