cross_venue_funding_spread_v3_combined · strategy

closed trades

57%

win rate

+223.10

total pnl ($)

1.251

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 16:26:34 (24.3d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: strategies_batch_cv_funding_fix_v3

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 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-08 12:02	ETH	Sell	1660.23→1679.27	-8.62	timeout
06-08 10:26	AVAX	Sell	6.62024→6.67167	-6.06	timeout
06-08 08:20	BTC	Sell	63013.8→63066.2	-1.18	timeout
06-08 08:12	ADA	Sell	0.163569→0.163541	-0.46	timeout
06-08 04:26	ETH	Sell	1675.83→1666.57	+3.17	timeout
06-08 04:24	AVAX	Sell	6.7838→6.60675	+17.65	timeout
06-07 01:08	AVAX	Sell	6.62944→6.78238	-16.77	stop_loss
06-06 23:48	ADA	Sell	0.157551→0.156719	+3.02	timeout
06-06 23:47	BTC	Sell	60572→60817	-3.49	timeout
06-06 23:07	ETH	Sell	1560.24→1562.36	-1.61	timeout
06-06 17:01	BTC	Sell	60595→60799	-3.00	timeout
06-06 17:01	ETH	Sell	1549.55→1564.46	-7.40	timeout
06-06 14:33	AVAX	Sell	6.69892→6.784	-9.51	timeout
06-06 12:54	ADA	Sell	0.155571→0.159159	-16.85	stop_loss
06-06 06:02	BTC	Sell	61225.9→61073.1	+1.11	timeout
06-06 04:11	ETH	Sell	1593.64→1542.75	+21.68	take_profit
06-06 03:46	AVAX	Sell	6.71502→6.49872	+21.87	take_profit
06-06 02:06	ADA	Sell	0.162199→0.157039	+21.59	take_profit
06-05 20:15	AVAX	Sell	6.70592→6.86084	-16.80	stop_loss
06-05 20:09	ETH	Sell	1551.94→1587.25	-16.56	stop_loss
06-05 19:46	ADA	Sell	0.157341→0.160971	-16.79	stop_loss
06-05 18:52	BTC	Sell	61450.9→59490	+21.71	take_profit
06-05 14:34	AVAX	Sell	6.92517→7.08651	-16.94	stop_loss
06-05 14:04	ADA	Sell	0.163679→0.15844	+21.76	take_profit
06-05 14:04	ETH	Sell	1659.63→1606.66	+21.71	take_profit
06-05 12:02	AVAX	Sell	7.26438→7.03476	+21.51	take_profit
06-05 10:14	BTC	Sell	62811.9→62738.1	+0.19	timeout
06-05 07:36	ADA	Sell	0.16098→0.164784	-17.17	stop_loss
06-05 06:03	ETH	Sell	1728.63→1673.57	+21.65	take_profit
06-05 03:13	ETH	Sell	1777.12→1723.57	+20.41	timeout
06-05 02:43	AVAX	Sell	7.68328→7.44106	+21.43	take_profit
06-05 01:34	BTC	Sell	63874.8→63363.2	+4.97	timeout
06-05 00:05	AVAX	Sell	7.72857→7.68742	+3.08	timeout
06-04 21:28	ADA	Sell	0.188223→0.182276	+21.42	take_profit
06-04 14:01	BTC	Sell	63485.8→64255.2	-9.14	timeout
06-04 12:31	ETH	Sell	1734.23→1773.66	-16.55	stop_loss
06-04 11:59	ETH	Sell	1783.12→1750.48	+12.18	timeout
06-04 10:51	AVAX	Sell	7.81085→7.56219	+21.65	take_profit
06-04 09:12	ADA	Sell	0.197271→0.191048	+21.41	take_profit
06-04 01:23	ETH	Sell	1825.92→1767.78	+21.67	take_profit
06-04 01:22	AVAX	Sell	8.09668→7.84106	+21.47	take_profit
06-03 22:29	ETH	Sell	1817.82→1829.68	-5.17	timeout
06-03 22:08	AVAX	Sell	8.10887→8.14484	-3.74	timeout
06-03 22:08	BTC	Sell	66038.7→65538.3	+4.68	timeout
06-03 14:18	ADA	Sell	0.216246→0.214614	+4.71	timeout
06-03 11:31	AVAX	Sell	8.22464→8.35679	-11.85	timeout
06-03 06:34	ETH	Sell	1838.52→1880.43	-16.58	stop_loss
06-03 06:14	ETH	Sell	1865.81→1874.29	-3.78	timeout
06-03 05:55	BTC	Sell	65889.7→67381	-16.47	stop_loss
06-03 05:01	ADA	Sell	0.211957→0.212013	-0.80	timeout
06-02 21:56	AVAX	Sell	8.33362→8.32868	-0.16	timeout
06-02 21:43	ETH	Sell	1908.11→1904.49	+0.71	timeout
06-02 14:03	BTC	Sell	70048.5→68643.4	+13.43	timeout
06-02 14:03	ADA	Sell	0.223564→0.222586	+2.45	timeout
06-02 13:08	ETH	Sell	1978.8→1975.5	+0.55	timeout
06-02 13:08	AVAX	Sell	8.69583→8.70097	-1.08	timeout
06-02 06:06	AVAX	Sell	8.92657→8.74028	+13.99	timeout
06-02 06:02	ADA	Sell	0.230832→0.224726	+17.85	timeout
06-01 20:19	ADA	Sell	0.227763→0.230778	-9.93	timeout
06-01 17:45	AVAX	Sell	8.75421→8.95611	-16.74	stop_loss
05-30 04:35	ETH	Sell	2012.4→2003	+2.68	timeout
05-29 23:28	ADA	Sell	0.235941→0.231928	+11.14	timeout
05-29 23:27	BTC	Sell	74155.3→73353.7	+6.94	timeout
05-29 07:01	ADA	Sell	0.235271→0.235869	-2.36	timeout
05-29 03:45	ETH	Sell	2022.2→2002.6	+6.18	timeout
05-28 18:35	ETH	Sell	1988.2→2023.4	-12.97	timeout
05-28 18:16	ADA	Sell	0.231942→0.237298	-16.76	stop_loss
05-28 18:04	AVAX	Sell	8.83139→9.03517	-16.76	stop_loss
05-28 15:01	BTC	Sell	73282.3→72999.6	+2.12	timeout
05-28 14:02	ADA	Sell	0.230682→0.229977	+1.50	timeout
05-28 13:43	AVAX	Sell	8.83419→8.83401	-0.60	timeout
05-28 10:01	ETH	Sell	1980.3→1993.3	-5.25	timeout
05-28 08:57	BTC	Sell	74304.3→73293.7	+8.88	timeout
05-28 04:02	AVAX	Sell	9.01005→8.72388	+21.60	take_profit
05-28 04:02	ADA	Sell	0.23804→0.230538	+21.41	take_profit
05-28 03:59	ETH	Sell	2020.5→1981.9	+12.69	timeout
05-28 02:04	BTC	Sell	75134.2→74238.7	+7.73	timeout
05-28 01:00	ADA	Sell	0.23994→0.23818	+4.44	timeout
05-28 00:39	AVAX	Sell	9.10292→9.04496	+3.86	timeout
05-27 20:16	ETH	Sell	2060.29→2061.71	-1.08	timeout
05-27 20:01	BTC	Sell	75164.2→75054.8	+0.42	timeout
05-27 18:53	ADA	Sell	0.24052→0.23925	+3.06	timeout
05-27 14:51	AVAX	Sell	9.17761→9.14989	+1.49	timeout
05-27 14:00	BTC	Sell	75912.2→75133.8	+6.53	timeout
05-27 12:08	ETH	Sell	2078.09→2076.51	-0.10	timeout
05-27 12:00	ADA	Sell	0.23978→0.23927	+0.91	timeout
05-27 07:59	BTC	Sell	75834.2→75933.8	-1.50	timeout
05-27 06:08	ETH	Sell	2077.09→2078.11	-0.99	timeout
05-27 06:01	AVAX	Sell	9.14131→9.16609	-2.56	timeout
05-27 05:48	ADA	Sell	0.24015→0.23988	+0.11	timeout
05-27 01:59	BTC	Sell	76001.2→75854.8	+0.70	timeout
05-26 23:46	AVAX	Sell	9.1843→9.15569	+1.56	timeout
05-26 23:17	ETH	Sell	2078.19→2072.51	+1.29	timeout
05-26 23:10	ADA	Sell	0.24115→0.24045	+1.32	timeout

Paper vs Live

Paper (trades.jsonl)

closed

57%

win rate

+223.10

total pnl ($)

+34.0 bps

avg bps net

Live (dry_run=0)

closed

41%

win rate

+26.15

total pnl ($)

+19.2 bps

avg bps net

Live WR is 71% of paper WR (41% vs 57%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
ETH	26	50%	+27.5	+49.88
AVAX	25	48%	+29.4	+51.58
ADA	24	67%	+46.1	+77.01
BTC	19	68%	+33.5	+44.62

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…