cross_venue_funding_spread_v3_wide_sl · strategy

228

closed trades

48%

win rate

-191.79

total pnl ($)

0.838

weight

7d window — n=39 wr=49% pnl=-63.83 · 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: 4561 · wr: 46.8% · total_bps: -78978.4 · mean_bps: -17.32 · sharpe: -0.10 · max_dd_bps: -79562.2

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 06:36	INJ	Sell	4.85349→4.95344	-15.06	timeout
06-27 05:54	XRP	Sell	1.04744→1.05676	-6.89	timeout
06-27 04:17	ARB	Buy	0.0738385→0.0754711	+14.80	timeout
06-27 03:50	ATOM	Buy	1.5944→1.5826	-5.80	timeout
06-26 23:37	AVAX	Buy	6.48052→6.59065	+11.21	timeout
06-26 22:11	ARB	Sell	0.0736616→0.0738585	-2.47	timeout
06-26 20:48	LINK	Sell	7.25419→7.32113	-7.07	timeout
06-26 20:40	LTC	Buy	41.0072→41.8715	+14.10	timeout
06-26 16:38	NEAR	Sell	1.77896→1.82637	-19.25	stop_loss
06-26 15:04	ATOM	Sell	1.6068→1.6003	+2.21	timeout
06-26 13:19	LINK	Buy	7.25271→7.0568	-19.58	stop_loss
06-26 12:42	LTC	Buy	41.4764→40.3967	-18.89	stop_loss
06-26 11:34	BNB	Buy	560.56→564.149	+3.80	timeout
06-26 06:43	BTC	Sell	58856.1→60366.2	-18.59	stop_loss
06-26 06:32	APT	Buy	0.577244→0.595551	+21.59	take_profit
06-26 06:24	SOL	Buy	67.2411→69.3786	+21.58	take_profit
06-26 03:53	ARB	Sell	0.0707123→0.0725644	-18.96	stop_loss
06-26 02:13	OP	Buy	0.103926→0.101204	-19.00	stop_loss
06-26 02:13	ADA	Buy	0.143446→0.139625	-19.20	stop_loss
06-26 01:38	LTC	Buy	40.6212→40.7488	+1.58	timeout
06-26 00:35	AVAX	Buy	6.15304→6.21565	+6.48	timeout
06-25 22:01	ADA	Buy	0.143166→0.143604	+1.48	timeout
06-25 20:20	ARB	Sell	0.0733117→0.0727682	+4.55	timeout
06-25 19:19	OP	Buy	0.102796→0.100125	-18.79	stop_loss
06-25 17:59	APT	Buy	0.586547→0.605249	+21.71	take_profit
06-25 15:34	ATOM	Sell	1.57471→1.61721	-19.56	stop_loss
06-25 13:48	LTC	Sell	41.7166→40.3841	+21.74	take_profit
06-25 13:43	ETH	Buy	1635.86→1593.84	-18.60	stop_loss
06-25 13:37	DOGE	Buy	0.0771853→0.0757321	-13.78	timeout
06-25 12:23	ATOM	Sell	1.66528→1.6096	+22.68	take_profit
06-25 11:21	AVAX	Buy	6.57224→6.401	-18.91	stop_loss
06-25 06:07	NEAR	Buy	1.96729→1.96591	-1.12	timeout
06-25 06:07	LTC	Buy	41.1533→41.8455	+11.15	timeout
06-25 06:07	SUI	Buy	0.686372→0.691017	+4.14	timeout
06-25 06:06	ETH	Buy	1625.46→1645.04	+7.77	timeout
06-24 22:01	BNB	Sell	551.962→566.385	-18.97	stop_loss
06-24 22:00	ETH	Buy	1573.56→1623.64	+21.65	take_profit
06-24 20:07	AVAX	Buy	6.05241→6.24304	+21.41	take_profit
06-24 20:01	APT	Sell	0.596351→0.611959	-18.97	stop_loss
06-18 21:53	BTC	Buy	62521.1→62888.9	+3.52	timeout
06-18 21:52	AVAX	Sell	6.25224→6.28537	-4.36	timeout
06-18 20:32	APT	Buy	0.622956→0.643039	+21.90	take_profit
06-18 20:20	ARB	Buy	0.0820005→0.0845888	+21.44	take_profit
06-16 04:13	LTC	Buy	45.8395→45.7606	-1.88	timeout
06-16 02:28	LINK	Buy	8.36659→8.14809	-18.91	stop_loss
06-15 22:10	BNB	Buy	628.417→619.425	-10.56	timeout
06-15 22:09	ATOM	Sell	2.0002→1.95719	+14.32	timeout
06-15 21:31	AVAX	Buy	7.03236→6.84966	-18.85	stop_loss
06-15 20:48	ADA	Sell	0.187913→0.181725	+22.40	take_profit
06-10 20:00	ARB	Sell	0.0803499→0.0781695	+18.31	timeout
06-10 20:00	AVAX	Buy	6.59045→6.44699	-15.82	timeout
06-10 20:00	BNB	Buy	592.558→587.163	-7.00	timeout
06-10 17:41	APT	Buy	0.653063→0.635123	-19.81	stop_loss
06-10 13:50	AVAX	Buy	6.56234→6.63944	+7.63	timeout
06-10 12:18	ATOM	Buy	1.79635→1.85534	+22.35	take_profit
06-10 12:02	ARB	Buy	0.0797699→0.0776817	-18.91	stop_loss
06-10 11:04	APT	Buy	0.654464→0.637422	-18.77	stop_loss
06-10 01:02	LINK	Buy	7.85606→7.87193	+0.78	timeout
06-10 00:15	ATOM	Buy	1.75984→1.77576	+5.65	timeout
06-09 22:43	AVAX	Buy	6.47842→6.65704	+18.68	timeout
06-09 22:42	BTC	Buy	61087.1→62016.9	+10.05	timeout
06-09 17:19	APT	Sell	0.643539→0.660495	-19.09	stop_loss
06-09 17:18	ARB	Sell	0.0783804→0.0804403	-19.04	stop_loss
06-09 16:15	ARB	Buy	0.0805501→0.0784511	-18.77	stop_loss
06-09 16:07	APT	Sell	0.662634→0.646262	+16.38	timeout
06-09 14:44	BTC	Sell	62973.9→61356.1	+17.36	timeout
06-09 11:29	NEAR	Buy	2.14104→2.15556	+4.07	timeout
06-09 08:39	ADA	Buy	0.165841→0.169648	+15.40	timeout
06-09 08:12	OP	Buy	0.0941235→0.0953562	+8.73	timeout
06-09 07:04	BTC	Sell	62619.9→63346.2	-8.73	timeout
06-09 04:48	LTC	Sell	43.2812→42.8987	+5.47	timeout
06-09 00:38	SOL	Sell	67.5889→65.4428	+21.50	take_profit
06-09 00:34	NEAR	Sell	2.13787→2.06932	+21.82	take_profit
06-09 00:31	AVAX	Buy	6.82→6.64272	-18.70	stop_loss
06-08 22:48	NEAR	Buy	2.18065→2.12381	-18.92	stop_loss
06-08 22:44	BNB	Buy	604.551→604.829	-0.36	timeout
06-08 19:01	APT	Buy	0.68107→0.684129	+2.46	timeout
06-08 19:00	INJ	Buy	5.69552→5.87553	+21.48	take_profit
06-08 17:22	INJ	Sell	5.6089→5.65811	-6.75	timeout
06-08 17:21	XRP	Sell	1.15861→1.16259	-3.10	timeout
06-08 16:43	BNB	Buy	598.47→604.169	+5.98	timeout
06-08 12:57	NEAR	Sell	2.13976→2.19575	-18.98	stop_loss
06-08 10:39	SUI	Buy	0.742155→0.751402	+8.11	timeout
06-08 10:32	BNB	Sell	598.91→597.149	+1.46	timeout
06-08 10:32	ARB	Buy	0.0818705→0.0821994	+2.16	timeout
06-08 09:43	INJ	Buy	5.40965→5.5833	+21.83	take_profit
06-08 04:31	ARB	Sell	0.0826593→0.0817804	+6.86	timeout
06-08 04:31	APT	Sell	0.670732→0.662666	+7.70	timeout
06-08 04:31	AVAX	Sell	6.77591→6.62696	+14.77	timeout
06-08 04:30	ATOM	Sell	1.71197→1.72283	-5.10	timeout
06-07 01:08	INJ	Buy	5.08527→5.22649	+18.76	timeout
06-07 01:03	ETH	Sell	1554.34→1568.66	-7.08	timeout
06-07 00:32	LINK	Buy	7.32583→7.41205	+7.56	timeout
06-06 23:07	SUI	Sell	0.711022→0.713618	-3.25	timeout
06-06 18:25	LINK	Sell	7.29258→7.33083	-4.36	timeout
06-06 18:14	INJ	Buy	5.14459→5.00884	-19.15	stop_loss
06-06 17:58	ETH	Sell	1557.64→1552.06	+1.81	timeout
06-06 16:34	OP	Buy	0.0964141→0.0936897	-20.41	stop_loss
06-06 12:59	ATOM	Sell	1.6164→1.63491	-8.71	timeout
06-06 12:54	SUI	Buy	0.700495→0.722559	+21.47	take_profit

Paper vs Live

Paper (trades.jsonl)

228

closed

48%

win rate

-191.79

total pnl ($)

-11.9 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
INJ	23	57%	+60.0	+96.24
ATOM	21	48%	-1.3	-2.23
ARB	20	45%	-44.3	-61.93
AVAX	18	50%	-2.4	-3.15
LTC	16	62%	+29.8	+33.08
BNB	16	44%	-25.4	-28.56
LINK	15	40%	-52.0	-54.78
APT	15	60%	+22.4	+23.16
ETH	15	47%	-29.8	-31.32
DOGE	13	31%	-81.8	-74.49
NEAR	11	45%	-30.6	-23.75
BTC	10	50%	-2.9	-2.03
ADA	9	44%	-22.4	-14.23
SOL	7	43%	+37.1	+17.94
OP	7	29%	-134.2	-65.62
XRP	6	50%	+17.7	+7.29
SUI	6	50%	-17.8	-7.41

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…