cross_venue_funding_spread_v3_decay_pause

not live
24
closed trades
38%
win rate
-63.73
total pnl ($)
1.118
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 (26.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_cv_funding_fix_v3
n: 5376  ·  wr: 40.6%  ·  total_bps: -101754.6  ·  mean_bps: -18.93  ·  sharpe: -0.13  ·  max_dd_bps: -102702.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-27 17:41ETHSell2081.19→2056.11+7.83timeout
05-27 17:37SOLSell84.1434→83.6095+3.81timeout
05-27 17:36BNBBuy654.444→651.647-3.67timeout
05-27 17:09ARBBuy0.108977→0.109193+0.70timeout
05-27 15:18APTSell0.966558→0.985138-14.14stop_loss
05-27 11:59ATOMBuy2.24126→2.19825-14.07stop_loss
05-27 11:36SOLBuy83.7286→84.0434+1.99timeout
05-27 11:35BNBBuy653.723→653.936-0.37timeout
05-27 11:34XRPBuy1.33063→1.32937-1.28timeout
05-27 11:10ATOMBuy2.19935→2.23894+11.92timeout
05-27 11:09ARBSell0.108023→0.109067-7.35timeout
05-27 05:32AVAXBuy9.15509→9.14661-1.24timeout
05-27 05:31INJSell5.5833→5.69357-14.46stop_loss
05-27 05:25SUIBuy1.00185→1.00065-1.52timeout
05-27 05:09INJSell5.70707→5.6021+12.15timeout
05-27 05:08ATOMBuy2.20995→2.20555-2.06timeout
05-27 04:30ARBBuy0.108617→0.10653-13.98stop_loss
05-26 23:33AVAXBuy9.11858→9.15051+1.82timeout
05-26 23:24LINKSell9.42234→9.38395+2.19timeout
05-26 23:09BNBBuy659.035→655.886-3.94timeout
05-26 23:09ARBSell0.109223→0.108617+3.26timeout
05-26 23:07LTCBuy52.111→51.983-2.30timeout
05-26 17:29ATOMBuy2.23436→2.19076-14.29stop_loss
05-26 17:24INJBuy5.82326→5.70612-14.71stop_loss

Paper vs Live

Paper (trades.jsonl)
24
closed
38%
win rate
-63.73
total pnl ($)
-37.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ATOM425%-65.7-18.51
ARB450%-62.4-17.38
INJ333%-80.6-17.02
BNB30%-38.1-7.98
AVAX250%+3.9+0.57
SOL2100%+41.5+5.80
LTC10%-33.6-2.30
LINK1100%+31.8+2.19
SUI10%-21.0-1.52
XRP10%-18.5-1.28
APT10%-201.2-14.14
ETH1100%+111.5+7.83

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems