cross_venue_funding_spread_v3_short_only · strategy

245

closed trades

51%

win rate

+295.38

total pnl ($)

0.830

weight

7d window — n=42 wr=36% pnl=-65.57 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 16:26:35 (24.1d 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 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 09:38	BTC	Sell	60309→60385	-1.50	timeout
06-27 08:05	ATOM	Sell	1.57851→1.5888	-5.33	timeout
06-27 03:02	LTC	Sell	41.7036→42.2526	-9.95	timeout
06-27 02:11	APT	Sell	0.603949→0.597649	+6.72	timeout
06-27 02:10	ARB	Sell	0.0744014→0.0746687	-3.09	timeout
06-27 00:25	ETH	Sell	1580.04→1577.16	+0.64	timeout
06-26 17:48	DOGE	Sell	0.0743054→0.0757528	-14.23	stop_loss
06-26 17:10	ARB	Sell	0.0729917→0.0744158	-14.28	stop_loss
06-26 16:34	APT	Sell	0.596051→0.607655	-14.24	stop_loss
06-26 15:03	ETH	Sell	1560.74→1562.16	-1.21	timeout
06-26 12:43	LTC	Sell	41.7196→40.3951	+21.64	take_profit
06-26 12:26	XRP	Sell	1.03584→1.02686	+5.44	timeout
06-26 11:50	OP	Sell	0.106293→0.102936	+21.48	take_profit
06-26 06:54	AVAX	Sell	6.12967→6.24758	-14.08	stop_loss
06-26 06:44	ADA	Sell	0.142304→0.145039	-14.07	stop_loss
06-26 03:45	LTC	Sell	41.0407→40.8462	+2.68	timeout
06-26 03:02	LINK	Sell	7.25079→7.02175	+21.50	take_profit
06-26 02:13	DOGE	Sell	0.0749273→0.0725601	+21.48	take_profit
06-26 02:13	ARB	Sell	0.0734916→0.0711478	+21.67	take_profit
06-25 22:06	LINK	Sell	7.22019→7.27282	-5.68	timeout
06-25 21:53	OP	Sell	0.102294→0.104278	-14.17	stop_loss
06-25 21:50	XRP	Sell	1.02984→1.03916	-7.01	timeout
06-25 20:30	NEAR	Sell	1.87513→1.81575	+21.57	take_profit
06-25 17:13	APT	Sell	0.585354→0.596647	-14.14	stop_loss
06-25 14:33	ATOM	Sell	1.57061→1.6013	-14.32	stop_loss
06-25 13:48	ETH	Sell	1631.44→1579.36	+21.70	take_profit
06-25 13:45	ADA	Sell	0.149683→0.144936	+21.56	take_profit
06-25 13:19	SUI	Sell	0.685998→0.699104	-14.01	stop_loss
06-25 12:23	ATOM	Sell	1.66668→1.6096	+23.24	take_profit
06-25 10:28	BNB	Sell	564.489→567.372	-4.15	timeout
06-25 10:01	BTC	Sell	60872→61707.1	-10.22	timeout
06-25 06:18	APT	Sell	0.630342→0.631458	-1.86	timeout
06-25 05:23	ADA	Sell	0.147743→0.150583	-14.13	stop_loss
06-25 03:06	INJ	Sell	4.26803→4.18705	+12.71	timeout
06-25 02:45	XRP	Sell	1.07213→1.07047	+0.42	timeout
06-24 20:06	BTC	Sell	59596→60708.4	-13.71	stop_loss
06-24 20:06	AVAX	Sell	6.08988→6.20625	-14.01	stop_loss
06-24 20:06	ADA	Sell	0.140185→0.142927	-14.33	stop_loss
06-24 20:05	LINK	Sell	7.1857→7.32269	-13.98	stop_loss
06-24 18:22	APT	Sell	0.594851→0.606455	-14.30	stop_loss
06-24 18:20	NEAR	Sell	1.87243→1.90823	-14.01	stop_loss
06-24 18:18	SUI	Sell	0.656926→0.669462	-14.00	stop_loss
06-18 21:46	ETH	Sell	1697.23→1706.77	-4.53	timeout
06-18 20:20	LINK	Sell	7.83774→7.98699	-13.96	stop_loss
06-18 20:05	AVAX	Sell	6.26583→6.38569	-14.07	stop_loss
06-18 20:01	INJ	Sell	5.14911→5.25014	-14.40	stop_loss
06-15 22:09	LTC	Sell	46.1345→45.7984	+4.52	timeout
06-15 22:09	ATOM	Sell	2.0002→1.95719	+14.33	timeout
06-15 22:09	DOGE	Sell	0.0903194→0.0888792	+10.48	timeout
06-15 20:48	ADA	Sell	0.187923→0.181725	+22.43	take_profit
06-10 22:01	BNB	Sell	596.111→583.076	+14.67	timeout
06-10 21:10	AVAX	Sell	6.56356→6.35649	+21.41	take_profit
06-10 19:57	LTC	Sell	42.7723→41.6004	+18.52	timeout
06-10 16:51	INJ	Sell	5.31647→5.14819	+21.51	take_profit
06-10 13:50	BNB	Sell	588.043→595.249	-9.21	timeout
06-10 13:49	LTC	Sell	42.5624→43.0648	-8.87	timeout
06-10 13:42	AVAX	Sell	6.51877→6.64438	-14.15	stop_loss
06-10 12:33	XRP	Sell	1.10232→1.12334	-13.98	stop_loss
06-10 11:25	OP	Sell	0.096066→0.0928432	+22.82	take_profit
06-10 00:30	AVAX	Sell	6.64084→6.66036	-2.70	timeout
06-09 17:17	DOGE	Sell	0.0837111→0.0853149	-14.05	stop_loss
06-09 17:17	APT	Sell	0.644039→0.656892	-14.62	stop_loss
06-09 17:17	ARB	Sell	0.0784904→0.08001	-14.19	stop_loss
06-09 17:14	INJ	Sell	5.43674→5.54416	-14.46	stop_loss
06-09 16:38	ETH	Sell	1672.03→1618.66	+21.65	take_profit
06-09 16:02	BTC	Sell	62722.9→61162.1	+16.83	timeout
06-09 13:03	AVAX	Sell	6.75531→6.73658	+1.30	timeout
06-09 11:02	SOL	Sell	66.916→66.2659	+6.12	timeout
06-09 10:00	BTC	Sell	62838.9→62714.1	+0.75	timeout
06-09 08:52	BNB	Sell	596.051→602.451	-8.11	timeout
06-09 04:48	LTC	Sell	43.2892→42.8987	+5.60	timeout
06-09 04:40	APT	Sell	0.650537→0.663197	-14.25	stop_loss
06-09 03:14	BTC	Sell	63695.8→62891.1	+8.21	timeout
06-09 02:38	ETH	Sell	1708.73→1654.27	+21.56	take_profit
06-09 00:33	LINK	Sell	8.11187→7.85116	+21.83	take_profit
06-08 21:53	DOGE	Sell	0.0871222→0.0872568	-1.68	timeout
06-08 21:09	ADA	Sell	0.169258→0.172489	-14.00	stop_loss
06-08 21:06	ETH	Sell	1696.13→1697.67	-1.34	timeout
06-08 19:13	ATOM	Sell	1.75476→1.78834	-14.09	stop_loss
06-08 19:10	AVAX	Sell	6.7805→6.8052	-3.18	timeout
06-08 17:21	ATOM	Sell	1.74836→1.75624	-4.02	timeout
06-08 15:09	LINK	Sell	7.94891→8.10197	-14.12	stop_loss
06-08 12:02	BTC	Sell	62860.9→63312.2	-5.65	timeout
06-08 12:01	INJ	Sell	5.57821→5.68976	-14.66	stop_loss
06-08 11:36	DOGE	Sell	0.0849837→0.0866159	-14.03	stop_loss
06-08 09:56	SOL	Sell	65.1122→66.3381	-13.87	stop_loss
06-08 09:16	ADA	Sell	0.16107→0.164173	-14.09	stop_loss
06-08 06:00	NEAR	Sell	2.04259→2.08156	-13.99	stop_loss
06-08 04:30	AVAX	Sell	6.7831→6.62816	+15.37	timeout
06-08 04:30	ATOM	Sell	1.71197→1.72283	-5.10	timeout
06-08 04:30	ARB	Sell	0.0830292→0.0818305	+9.52	timeout
06-08 04:30	APT	Sell	0.672432→0.662566	+9.55	timeout
06-07 01:07	DOGE	Sell	0.0810067→0.0825639	-14.10	stop_loss
06-07 01:07	APT	Sell	0.651237→0.664098	-14.43	stop_loss
06-07 01:03	ETH	Sell	1554.54→1569.36	-7.30	timeout
06-07 00:31	LINK	Sell	7.28918→7.42797	-13.92	stop_loss
06-06 21:31	LTC	Sell	41.0007→41.7813	-13.96	stop_loss
06-06 19:13	DOGE	Sell	0.0819175→0.0812703	+4.83	timeout
06-06 19:04	LTC	Sell	42.8693→42.1365	+11.29	timeout
06-06 18:27	LINK	Sell	7.30637→7.35294	-5.15	timeout

Paper vs Live

Paper (trades.jsonl)

245

closed

51%

win rate

+295.38

total pnl ($)

+17.3 bps

avg bps net

Live (dry_run=0)

closed

win rate

-40.23

total pnl ($)

-142.0 bps

avg bps net

Live WR is 0% of paper WR (0% vs 51%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
ETH	23	65%	+89.0	+142.82
APT	22	41%	-19.1	-29.54
LINK	19	58%	+21.7	+28.99
ARB	18	50%	+2.7	+3.41
AVAX	18	44%	-31.8	-40.08
ADA	16	50%	-11.8	-13.57
BTC	15	53%	+11.5	+12.19
LTC	15	67%	+22.5	+23.52
DOGE	15	47%	+3.6	+3.79
XRP	14	50%	+16.3	+15.81
ATOM	13	31%	+0.7	+0.12
SOL	12	50%	+4.1	+3.01
OP	12	58%	+71.3	+60.04
BNB	10	60%	+84.7	+59.28
SUI	9	44%	-24.7	-15.55
NEAR	8	62%	+120.4	+67.46
INJ	6	33%	-62.3	-26.33

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…