cross_venue_funding_spread_shadow_1777021827_rescue_v2

not live
7
closed trades
43%
win rate
-17.57
total pnl ($)
1.227
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-24 11:43:06 (34.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: rescue_af
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
05-25 21:00SUIBuy1.04516→1.04574-0.56timeout
05-25 20:07NEARSell2.73971→2.79169-24.89stop_loss
05-25 20:00BTCBuy77312.9→77379.1-0.17timeout
05-25 19:15OPBuy0.128822→0.130697+17.17timeout
05-25 19:15ARBBuy0.107697→0.109533+20.06timeout
05-25 19:15ADABuy0.245511→0.245789+0.16timeout
05-25 12:15NEARSell2.47278→2.5286-29.33stop_loss

Paper vs Live

Paper (trades.jsonl)
7
closed
43%
win rate
-17.57
total pnl ($)
-19.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
NEAR20%-216.7-54.22
ADA1100%+2.3+0.16
ARB1100%+161.4+20.06
OP1100%+136.6+17.17
BTC10%-0.4-0.17
SUI10%-3.5-0.56

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-02 17:36ADABuy+6.19The market was characterized by low funding rates and moderate open interest, indicating a neutral to slightly bearish sentiment. The trade failed because the position was closed due to a timeout, meaning the anticipated move never materialized within the a…
05-02 17:36ADABuy+9.08The market was characterized by low funding rates and moderate open interest, indicating a neutral to slightly bearish sentiment. The trade failed because the position was closed due to a timeout, meaning the anticipated move did not materialize within the …
05-02 16:50ADABuy+6.82The market was in a neutral state with slightly negative funding rates and elevated open interest, creating a low-volatility environment. The long position failed to generate profit because the trade was closed due to a timeout before any significant price …
05-02 16:50ADABuy+10.03The market was in a neutral state with low negative funding rates and moderate open interest, indicating a lack of strong directional conviction. The thesis failed because the trade was closed due to a timeout, meaning the anticipated move never materialize…
05-02 13:37ADABuy+2.17The market was in a low volatility, neutral regime characterized by negative funding rates and stable open interest. The trade failed because the anticipated directional move did not materialize within the allotted time, resulting in a timeout exit.
05-02 13:37ADABuy+3.06The market was in a neutral state with low funding rates and moderate open interest, indicating a lack of strong directional conviction. The thesis failed because the trade was closed due to a timeout, meaning the anticipated move never materialized within …
05-02 13:31ADABuy+2.50The market was characterized by low long funding rates and moderate open interest, indicating a neutral to slightly bearish sentiment. The trade failed because the position was closed due to a timeout, meaning the anticipated move did not materialize within…
05-02 13:31ADABuy+3.56The market was in a low volatility, neutral regime characterized by negative funding rates and moderate open interest. The trade failed because the thesis relied on a directional move that never materialized, resulting in a forced exit due to the timeout li…
05-02 12:56ADABuy+1.40The market was in a neutral state with low negative funding rates and moderate open interest, indicating a lack of strong directional conviction. The thesis failed because the trade was closed due to a timeout, meaning the anticipated move never materialize…
05-02 12:56ADABuy+1.91The market was in a neutral state with low negative funding rates and high open interest, indicating a lack of strong directional conviction. The thesis failed because the trade was closed due to a timeout, meaning the anticipated move never materialized wi…