cross_venue_funding_spread_v3_top_symbols

not live
179
closed trades
44%
win rate
-172.55
total pnl ($)
0.295
weight
7d window — n=35 wr=34% pnl=-153.65  ·  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: 4557  ·  wr: 43.0%  ·  total_bps: -60868.5  ·  mean_bps: -13.36  ·  sharpe: -0.10  ·  max_dd_bps: -62206.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 08:34BTCSell60238→60427-2.82timeout
06-27 06:36ETHSell1570.74→1579.56-4.57timeout
06-27 05:04ADASell0.148123→0.147977+0.08timeout
06-27 00:37BTCBuy59780→59878+0.51timeout
06-27 00:32ETHSell1575.54→1571.26+1.25timeout
06-26 22:21ADASell0.147063→0.146907+0.12timeout
06-26 19:03AVAXBuy6.50723→6.38291-14.02stop_loss
06-26 16:00BTCSell59452→60560.3-13.65stop_loss
06-26 15:23ADASell0.143564→0.14631-13.99stop_loss
06-26 12:40AVAXSell6.29503→6.09472+21.61take_profit
06-26 11:50ETHBuy1571.56→1542.07-13.75stop_loss
06-26 08:02ETHSell1558.34→1576.86-8.94timeout
06-26 06:43ADABuy0.140065→0.144484+21.47take_profit
06-26 03:56BTCSell58844.1→59948-13.76stop_loss
06-26 02:21BTCBuy59442→58336.9-13.63stop_loss
06-26 02:13AVAXBuy6.11883→6.0017-14.03stop_loss
06-26 01:11ETHSell1561.14→1564.46-2.13timeout
06-26 00:48AVAXBuy6.13753→6.22134+8.90timeout
06-25 23:30ADASell0.141545→0.144258-14.05stop_loss
06-25 20:19BTCBuy59058→59579+5.54timeout
06-25 14:10ADASell0.140205→0.142877-13.97stop_loss
06-25 13:42ETHBuy1628.76→1598.24-13.74stop_loss
06-25 13:40AVAXBuy6.3933→6.27079-14.04stop_loss
06-25 13:39BTCBuy61765.1→60616.6-13.63stop_loss
06-25 12:21ADABuy0.149507→0.14662-14.17stop_loss
06-25 12:10ETHBuy1647.56→1630.94-7.68timeout
06-25 10:22AVAXBuy6.56434→6.43877-14.05stop_loss
06-25 07:03BTCBuy60725→61646.9+10.01timeout
06-25 05:50ETHBuy1619.66→1645.24+10.40timeout
06-25 05:23ADASell0.147753→0.150583-14.10stop_loss
06-25 05:07AVAXSell6.42149→6.54481-14.09stop_loss
06-24 22:00ETHBuy1574.16→1624.24+21.65take_profit
06-24 20:46ADASell0.141895→0.144618-14.08stop_loss
06-24 20:07AVAXBuy6.05241→6.24304+21.41take_profit
06-24 20:06BTCSell59593→60704.4-13.70stop_loss
06-18 21:45ETHSell1698.73→1706.07-3.62timeout
06-18 21:44BTCBuy62743.1→62913.9+1.31timeout
06-18 20:04AVAXSell6.26543→6.38479-14.01stop_loss
06-16 00:31ETHSell1826.92→1794.18+11.90timeout
06-15 22:07BTCBuy67110.4→66399.7-8.06timeout
06-15 20:48ADASell0.188003→0.182076+21.42take_profit
06-15 19:19AVAXBuy7.03116→6.89483-14.23stop_loss
06-10 21:50BTCBuy62423.1→61261.3-13.66stop_loss
06-10 20:54ETHBuy1640.96→1625.74-7.09timeout
06-10 20:04AVAXSell6.59675→6.46081+13.75timeout
06-10 17:42ADABuy0.163111→0.16001-13.96stop_loss
06-10 13:50BTCBuy61680.1→62358.9+7.07timeout
06-10 13:49ADABuy0.16066→0.165719+21.46take_profit
06-10 13:35ETHSell1619.54→1649.89-13.75stop_loss
06-10 08:39AVAXBuy6.56234→6.43637-14.05stop_loss
06-09 22:46ETHBuy1626.86→1655.63+11.77timeout
06-09 22:43BTCBuy61081.1→62016.9+10.12timeout
06-09 22:43AVAXBuy6.47842→6.65704+18.68timeout
06-09 18:58ADABuy0.16193→0.167038+21.43take_profit
06-09 16:02AVAXSell6.67533→6.52653+14.78timeout
06-09 14:44BTCSell62976.9→61342.1+17.55timeout
06-09 11:43ETHBuy1690.17→1670.53-8.72timeout
06-09 08:52AVAXBuy6.62226→6.72542+10.25timeout
06-09 08:38ADABuy0.165791→0.169278+14.05timeout
06-09 07:04BTCSell62619.9→63346.2-8.73timeout
06-09 03:12ETHSell1708.33→1667.07+16.16timeout
06-09 00:28BTCBuy63587.2→62786.9-9.46timeout
06-09 00:20AVAXBuy6.82→6.68239-14.66stop_loss
06-08 21:09ADASell0.169278→0.172499-13.95stop_loss
06-08 21:07ETHSell1695.63→1697.97-1.67timeout
06-08 18:07BTCBuy62929.1→63554.8+6.30timeout
06-08 18:01AVAXSell6.7844→6.83871-6.26timeout
06-08 15:13ADABuy0.165911→0.171167+21.52take_profit
06-08 11:05AVAXBuy6.60065→6.69982+9.89timeout
06-08 11:05ETHBuy1657.07→1666.93+3.52timeout
06-08 11:05BTCBuy62720.1→63061.8+3.18timeout
06-08 09:17ADASell0.1618→0.164884-13.95stop_loss
06-08 04:41BTCBuy63044.2→62712.9-4.31timeout
06-08 04:31AVAXSell6.76771→6.62466+14.18timeout
06-08 01:30ADABuy0.164571→0.161419-14.05stop_loss
06-08 00:37ETHSell1676.73→1708.12-13.72stop_loss
06-07 04:02BTCSell60784→61566.1-9.63timeout
06-07 03:49ADABuy0.157889→0.16074+11.98timeout
06-07 01:08AVAXSell6.62974→6.75857-14.20stop_loss
06-07 01:03ETHSell1554.14→1571.86-8.60timeout
06-06 21:29BTCBuy60641→60860+1.92timeout
06-06 20:06AVAXSell6.7915→6.57574+21.56take_profit
06-06 17:58ETHSell1556.44→1551.96+1.32timeout
06-06 15:26BTCBuy61145.1→60618-6.66timeout
06-06 15:19ADABuy0.15997→0.156882-14.14stop_loss
06-06 14:06AVAXBuy6.64876→6.7885+14.08timeout
06-06 10:37ADABuy0.156649→0.153635-14.05stop_loss
06-06 08:32ETHSell1562.24→1591.55-13.74stop_loss
06-06 04:33BTCBuy60710→59581.2-13.65stop_loss
06-06 04:07ETHBuy1579.86→1550.17-13.73stop_loss
06-06 03:46AVAXSell6.72662→6.51383+21.47take_profit
06-06 02:06ADASell0.162199→0.157039+21.59take_profit
06-05 20:47BTCSell60266→61387.7-13.66stop_loss
06-05 20:15AVAXSell6.70592→6.83522-14.13stop_loss
06-05 19:45ADASell0.157051→0.16012-14.32stop_loss
06-05 19:16ETHSell1590.94→1540.25+21.66take_profit
06-05 18:44BTCBuy60738→59608.2-13.67stop_loss
06-05 16:12AVAXSell7.01944→6.7979+21.48take_profit
06-05 14:04ADASell0.163759→0.15859+21.45take_profit
06-05 13:55ETHBuy1657.07→1625.72-13.86stop_loss

Paper vs Live

Paper (trades.jsonl)
179
closed
44%
win rate
-172.55
total pnl ($)
-13.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH4641%-20.3-65.32
BTC4639%-48.2-155.53
AVAX4452%+28.1+86.28
ADA4344%-12.5-37.99

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems