cross_venue_funding_vix_gated

not live
158
closed trades
46%
win rate
+68.96
total pnl ($)
1.011
weight
7d window — n=27 wr=37% pnl=-33.64  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 03:16:08 (39.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: ea
n: 5  ·  wr: 40.0%  ·  total_bps: -160.6  ·  mean_bps: -32.11  ·  sharpe: -0.40  ·  max_dd_bps: -268.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 17:42BTCBuy59148→59959+6.39timeout
06-26 16:00XRPBuy1.01815→1.05024+15.32take_profit
06-26 15:26ETHBuy1535.85→1584.84+15.49take_profit
06-26 13:55AVAXSell6.09258→6.21166-10.23stop_loss
06-26 13:18ADABuy0.144546→0.141744-10.16stop_loss
06-26 12:40LINKBuy7.23771→7.09967-10.01stop_loss
06-26 11:51OPSell0.106273→0.102866+15.58take_profit
06-26 11:50APTBuy0.595049→0.583662-10.01stop_loss
06-26 11:45ARBBuy0.0728182→0.0714264-10.02stop_loss
06-24 20:46ADABuy0.140095→0.144524+15.37take_profit
06-24 20:07BTCSell59660→60776.4-9.81stop_loss
06-24 20:06AVAXBuy6.03871→6.23164+15.52take_profit
06-24 20:06LINKSell7.1966→7.3345-10.04stop_loss
06-24 20:06ARBSell0.0739715→0.0754165-10.23stop_loss
06-24 18:26ATOMSell1.6033→1.63453-10.20stop_loss
06-24 18:24INJBuy4.15274→4.28413+15.37take_profit
06-24 18:20APTSell0.593052→0.604353-9.99stop_loss
06-23 17:27ADABuy0.151508→0.150512-3.76timeout
06-23 17:27ARBBuy0.0788997→0.0786503-1.98timeout
06-23 13:42NEARBuy1.9859→1.9929+1.30timeout
06-23 13:39DOGESell0.0790412→0.0795979-4.00timeout
06-23 13:25APTSell0.624044→0.629857-5.09timeout
06-23 12:23BNBSell580.905→574.254+5.16timeout
06-23 12:23INJSell4.62184→4.55754+6.44timeout
06-23 08:24ATOMBuy1.76534→1.7314-10.05stop_loss
06-23 08:17ADABuy0.155209→0.152226-10.05stop_loss
06-23 08:16OPBuy0.0987247→0.0968473-9.96stop_loss
06-12 03:54SOLBuy66.739→66.975+1.31timeout
06-12 03:54ARBBuy0.0831408→0.0834791+1.57timeout
06-12 03:54NEARBuy2.05341→2.08328+6.79timeout
06-12 03:53XRPBuy1.14018→1.14301+0.78timeout
06-12 03:52OPBuy0.0947137→0.0962259+7.58timeout
06-11 22:31OPBuy0.0956539→0.0952762-2.45timeout
06-11 20:40SOLBuy65.5448→66.413+6.14timeout
06-11 20:40ETHBuy1644.96→1668.63+6.73timeout
06-11 19:30AVAXBuy6.48352→6.68933+15.41take_profit
06-11 18:01ATOMBuy1.94869→2.0101+15.30take_profit
06-11 17:13APTBuy0.631158→0.619035-10.04stop_loss
06-11 16:53OPSell0.0942864→0.0930633+6.07timeout
06-11 15:40AVAXBuy6.56334→6.55526-1.06timeout
06-11 15:01XRPBuy1.11598→1.10812-3.98timeout
06-11 14:48ADASell0.165998→0.166172-0.96timeout
06-11 14:42APTSell0.629643→0.635159-4.84timeout
06-11 10:21AVAXBuy6.58124→6.55386-2.55timeout
06-11 10:07NEARSell1.9966→2.03553-10.20stop_loss
06-11 10:00XRPBuy1.11638→1.11662-0.36timeout
06-11 08:56APTBuy0.63866→0.634041-4.04timeout
06-11 08:56ADABuy0.166302→0.166998+1.63timeout
06-11 08:41ETHBuy1650.97→1660.73+2.49timeout
06-11 03:51INJSell5.04794→5.14426-10.01stop_loss
06-11 03:48NEARBuy1.95329→2.015+15.34take_profit
06-11 03:46ADABuy0.15972→0.164109+13.26timeout
06-11 01:42APTBuy0.615454→0.634841+15.32take_profit
06-11 01:41ATOMBuy1.75714→1.81305+15.45take_profit
06-11 01:04SUISell0.723849→0.737663-9.99stop_loss
06-11 01:04LINKSell7.50822→7.65204-10.04stop_loss
06-10 21:50ETHBuy1638.46→1607.83-9.77stop_loss
06-10 21:50SUISell0.740345→0.716669+15.52take_profit
06-10 21:41LTCSell42.3844→41.5984+8.81timeout
06-10 21:11ADABuy0.1617→0.158581-10.10stop_loss
06-10 20:53NEARBuy2.02341→1.98491-9.97stop_loss
06-10 18:44AVAXSell6.59815→6.48332+8.23timeout
06-10 18:20ARBSell0.0807798→0.0788197+11.66timeout
06-10 17:34ADABuy0.162201→0.16084-4.66timeout
06-10 16:40ETHBuy1616.06→1648.64+9.61timeout
06-10 16:40LTCBuy42.0545→42.6533+6.74timeout
06-10 13:36INJSell5.11642→5.21441-10.07stop_loss
06-10 13:30SOLSell63.5795→64.7761-9.86stop_loss
06-10 12:18ATOMBuy1.79415→1.85114+15.43take_profit
06-10 11:25OPSell0.096066→0.0928432+16.30take_profit
06-10 11:19NEARBuy2.07662→2.03657-10.10stop_loss
06-10 09:21AVAXBuy6.55524→6.43047-9.95stop_loss
06-10 09:20ADABuy0.1616→0.158521-9.97stop_loss
06-10 09:20APTBuy0.654464→0.641818-10.08stop_loss
06-09 20:24LINKSell7.76196→7.87587-7.79timeout
06-09 20:24ETHSell1641.94→1655.97-4.74timeout
06-09 20:24SOLBuy64.6147→65.5232+6.59timeout
06-09 17:33LTCSell42.1095→42.9202-10.06stop_loss
06-09 17:19OPSell0.0935566→0.0955016-10.85stop_loss
06-08 14:44XRPSell1.14961→1.16699-8.00timeout
06-08 10:43BNBSell595.161→598.21-3.00timeout
06-08 10:17OPBuy0.0950638→0.0975356+12.56timeout
06-08 09:57APTSell0.657036→0.668167-8.95timeout
06-08 09:20NEARSell2.12077→2.16142-10.04stop_loss
06-08 08:40XRPSell1.15121→1.13908+4.82timeout
06-08 08:40ATOMSell1.72677→1.72893-1.05timeout
06-08 05:55ADABuy0.162381→0.16066-5.76timeout
06-08 04:46APTSell0.668933→0.657764+7.84timeout
06-08 04:23OPSell0.0969358→0.0955339+6.80timeout
06-08 03:43SUISell0.756101→0.750167+3.46timeout
06-08 03:37ARBSell0.0824894→0.0823606+0.35timeout
06-07 22:14LTCSell41.9875→42.7901-10.03stop_loss
06-07 22:14BTCSell62120.9→63277.8-9.76stop_loss
06-07 22:14ADABuy0.16051→0.165709+15.73take_profit
06-07 22:14ARBSell0.0817995→0.0834626-10.64stop_loss
06-07 22:14INJBuy5.25371→5.42404+15.76take_profit
06-07 19:42INJSell5.34856→5.17809+15.47take_profit
06-07 19:15AVAXBuy6.68587→6.55788-10.03stop_loss
06-07 17:55LTCSell41.8645→41.9315-1.34timeout
06-07 17:41ARBBuy0.0811303→0.0820195+5.09timeout

Paper vs Live

Paper (trades.jsonl)
158
closed
46%
win rate
+68.96
total pnl ($)
+8.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA1547%+37.9+28.31
OP1450%+36.6+25.79
AVAX1354%+66.7+43.25
ATOM1258%+56.6+33.90
ETH1136%-13.3-7.37
APT1118%-91.2-50.13
INJ1050%+35.1+17.35
SOL1040%-59.6-29.81
NEAR944%-24.9-11.26
ARB944%-54.4-24.50
BTC838%-18.9-7.56
LTC862%+62.7+24.97
LINK729%-75.0-26.32
XRP743%+5.7+2.02
DOGE560%+72.4+18.03
BNB560%+31.9+7.85
SUI475%+122.4+24.45

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems