cross_venue_volatility_divergence · strategy

795

closed trades

43%

win rate

-952.73

total pnl ($)

0.657

weight

7d window — n=150 wr=44% pnl=-95.05 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 01:17:40 (41.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: restored_cross_venue_volatility_divergence

n: 505 · wr: 40.4% · total_bps: -3686.2 · mean_bps: -7.30 · sharpe: -0.07 · max_dd_bps: -5339.4

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 01:15	BNB	Buy	567.362→566.188	-3.74	timeout
06-27 00:05	LINK	Buy	7.36074→7.35866	-1.60	timeout
06-26 23:57	XRP	Sell	1.04444→1.04856	-6.12	timeout
06-26 23:23	AVAX	Buy	6.397→6.59935	+38.37	take_profit
06-26 22:18	BTC	Sell	59878→59924	-2.03	timeout
06-26 20:13	BTC	Sell	59473→59702	-5.83	timeout
06-26 16:38	NEAR	Sell	1.79225→1.82637	-24.85	stop_loss
06-26 16:00	ARB	Buy	0.0718079→0.0740915	+38.55	take_profit
06-26 15:38	SUI	Buy	0.673598→0.694906	+38.37	take_profit
06-26 14:13	SOL	Buy	68.9883→71.1763	+38.45	take_profit
06-26 12:05	DOGE	Sell	0.0744714→0.0735164	+15.03	timeout
06-26 11:55	BTC	Buy	59803→59345	-10.74	timeout
06-26 10:41	LTC	Buy	41.9245→41.1281	-24.86	stop_loss
06-26 09:53	BTC	Buy	59376→59577	+3.10	timeout
06-26 09:49	APT	Buy	0.603351→0.591856	-24.94	stop_loss
06-26 07:14	ADA	Buy	0.142496→0.147013	+38.52	take_profit
06-26 07:05	AVAX	Sell	6.15696→6.2756	-25.21	stop_loss
06-26 06:22	XRP	Sell	1.01785→1.03728	-24.97	stop_loss
06-26 03:56	ARB	Sell	0.0714921→0.0728546	-24.95	stop_loss
06-26 03:52	SUI	Sell	0.663724→0.676487	-25.17	stop_loss
06-26 03:45	AVAX	Sell	5.9914→6.10538	-24.92	stop_loss
06-26 03:21	INJ	Buy	4.26607→4.4049	+39.56	take_profit
06-26 02:24	XRP	Sell	1.04484→1.01175	+38.44	take_profit
06-26 02:16	ATOM	Buy	1.6017→1.57102	-25.14	stop_loss
06-26 02:12	SUI	Sell	0.6816→0.670768	+18.83	timeout
06-26 02:11	AVAX	Buy	6.20205→6.08284	-25.12	stop_loss
06-26 01:47	ATOM	Buy	1.6085→1.603	-5.53	timeout
06-25 23:14	LINK	Buy	7.12768→7.24139	+18.69	timeout
06-25 22:14	SUI	Buy	0.673638→0.68036	+11.28	timeout
06-25 21:49	BTC	Sell	59489→59880	-9.31	timeout
06-25 17:57	APT	Sell	0.593752→0.605154	-25.17	stop_loss
06-25 17:26	SOL	Sell	65.9041→67.1476	-24.72	stop_loss
06-25 16:55	INJ	Buy	4.17604→4.09553	-25.27	stop_loss
06-25 15:02	ARB	Buy	0.0743886→0.0729752	-24.87	stop_loss
06-25 14:33	AVAX	Sell	6.10987→6.22657	-25.00	stop_loss
06-25 14:33	ADA	Buy	0.140415→0.144844	+38.30	take_profit
06-25 14:10	DOGE	Sell	0.0723019→0.0737153	-25.56	stop_loss
06-25 13:58	ATOM	Buy	1.57139→1.53685	-28.60	stop_loss
06-25 13:53	NEAR	Buy	1.88057→1.84432	-25.22	stop_loss
06-25 13:46	ARB	Sell	0.076041→0.0736284	+38.53	take_profit
06-25 13:44	ARB	Sell	0.0769308→0.0744786	+38.72	take_profit
06-25 13:41	LINK	Buy	7.46777→7.3249	-25.04	stop_loss
06-25 13:40	APT	Buy	0.628857→0.616437	-25.84	stop_loss
06-25 13:32	ADA	Sell	0.150262→0.147277	+23.81	timeout
06-25 13:02	LINK	Sell	7.48683→7.44766	+5.35	timeout
06-25 12:21	ARB	Buy	0.0755589→0.0757211	+1.60	timeout
06-25 10:37	APT	Buy	0.626757→0.628843	+2.94	timeout
06-25 06:13	ARB	Buy	0.0765391→0.0771507	+8.79	timeout
06-25 05:23	ADA	Sell	0.147703→0.150583	-25.60	stop_loss
06-25 04:53	XRP	Buy	1.07567→1.07633	-0.28	timeout
06-25 04:12	ARB	Buy	0.0756789→0.0755111	-3.90	timeout
06-25 02:21	INJ	Buy	4.26517→4.18336	-25.17	stop_loss
06-25 01:19	BTC	Buy	59561→60693	+22.62	timeout
06-24 22:00	LTC	Sell	40.2219→41.0268	-26.23	stop_loss
06-24 21:37	ADA	Buy	0.141545→0.146143	+39.59	take_profit
06-24 20:49	ATOM	Buy	1.6036→1.65559	+39.47	take_profit
06-24 20:06	ADA	Sell	0.140325→0.143017	-25.11	stop_loss
06-24 19:02	OP	Buy	0.0962741→0.0994251	+39.75	take_profit
06-24 17:20	BNB	Buy	561.64→550.837	-25.13	stop_loss
06-24 16:51	INJ	Buy	4.27837→4.19375	-25.85	stop_loss
06-24 16:51	ARB	Buy	0.0755089→0.0740744	-24.86	stop_loss
06-24 16:51	ADA	Sell	0.146203→0.141435	+39.67	take_profit
06-24 16:51	LTC	Sell	41.9155→40.5411	+39.96	take_profit
06-24 15:46	ARB	Buy	0.0769092→0.0753834	-25.91	stop_loss
06-24 15:33	DOGE	Sell	0.0774316→0.0749467	+38.97	take_profit
06-24 15:33	BTC	Sell	62718.9→60717	+38.72	take_profit
06-24 13:41	BTC	Buy	62755.1→61588.1	-24.37	stop_loss
06-24 13:22	ADA	Sell	0.150382→0.145636	+38.28	take_profit
06-24 13:12	ARB	Buy	0.0786096→0.0771121	-24.95	stop_loss
06-24 11:49	ADA	Sell	0.146273→0.149112	-25.39	stop_loss
06-24 11:07	INJ	Buy	4.49252→4.40669	-24.86	stop_loss
06-24 10:35	LTC	Buy	41.9875→41.9075	-3.44	timeout
06-24 09:01	ADA	Buy	0.152818→0.150782	-17.48	timeout
06-24 08:55	BTC	Buy	62964.1→62773.9	-4.95	timeout
06-24 06:52	BTC	Buy	62533.1→62739.9	+2.96	timeout
06-24 03:20	ARB	Buy	0.0791498→0.0776118	-25.21	stop_loss
06-24 02:25	INJ	Buy	4.60845→4.51981	-25.04	stop_loss
06-24 00:54	ADA	Buy	0.150898→0.152812	+14.61	timeout
06-24 00:45	BTC	Buy	62596.1→62927.9	+5.52	timeout
06-23 22:45	ADA	Buy	0.151478→0.151352	-2.15	timeout
06-23 21:25	ARB	Buy	0.0786797→0.0791502	+6.24	timeout
06-23 21:08	INJ	Buy	4.54003→4.60825	+17.82	timeout
06-23 16:38	ADA	Sell	0.152472→0.151028	+10.84	timeout
06-23 16:32	BTC	Buy	62194.1→62575.9	+6.58	timeout
06-23 14:37	BTC	Buy	62885.1→62676.9	-5.20	timeout
06-23 13:04	INJ	Sell	4.66183→4.55134	+28.27	timeout
06-23 13:04	ADA	Sell	0.154771→0.149887	+38.42	take_profit
06-23 08:17	LINK	Sell	7.82424→7.57689	+38.37	take_profit
06-23 08:15	LINK	Sell	7.85544→7.6031	+38.97	take_profit
06-23 06:21	BTC	Buy	63917.2→62725.5	-24.45	stop_loss
06-23 06:18	SUI	Buy	0.703406→0.690042	-24.87	stop_loss
06-23 05:44	BNB	Buy	589.657→586.033	-8.67	timeout
06-23 05:37	LINK	Sell	7.89753→7.83016	+9.61	timeout
06-23 04:41	INJ	Buy	4.8004→4.70427	-26.21	stop_loss
06-23 01:36	LINK	Sell	7.91642→7.89007	+3.09	timeout
06-23 00:14	ADA	Buy	0.15884→0.15846	-3.69	timeout
06-22 22:38	ARB	Buy	0.083991→0.0823682	-25.21	stop_loss
06-22 21:39	LTC	Sell	45.7076→44.5111	+31.50	timeout
06-22 21:25	BNB	Buy	599.64→590.552	-19.96	timeout
06-22 18:55	BTC	Buy	65505.3→64286.6	-24.41	stop_loss

Paper vs Live

Paper (trades.jsonl)

795

closed

43%

win rate

-952.73

total pnl ($)

-9.6 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 ($)
ADA	105	40%	+5.8	+75.53
APT	93	39%	-43.4	-505.02
BTC	71	46%	-4.1	-37.15
ARB	70	40%	-16.0	-139.37
AVAX	63	46%	-3.5	-28.78
ATOM	44	45%	+8.3	+46.00
BNB	43	19%	-80.6	-432.71
XRP	39	41%	-15.6	-76.23
NEAR	36	42%	+11.8	+53.67
INJ	35	37%	-27.4	-120.07
LINK	34	44%	-8.1	-33.75
LTC	33	55%	+37.2	+152.75
ETH	30	63%	+5.3	+19.87
OP	27	48%	+8.9	+30.10
SOL	26	38%	-20.2	-65.49
DOGE	25	52%	+16.5	+51.08
SUI	21	52%	+21.9	+56.85

Recent bounces (last 20 of 46)

time	sym	side	reason
06-27 00:28	XRP	Sell	stale_intent
06-27 00:28	LTC	Sell	stale_intent
06-27 00:28	XRP	Sell	stale_intent
06-27 00:28	LTC	Sell	stale_intent
06-26 23:42	BNB	Buy	trigger_already_opened
06-26 17:29	BNB	Buy	trigger_already_opened
06-26 16:12	XRP	Sell	trigger_already_opened
06-26 14:32	BTC	Sell	trigger_already_opened
06-26 12:28	NEAR	Sell	stale_intent
06-26 12:28	BTC	Sell	stale_intent
06-26 06:39	AVAX	Sell	trigger_already_opened
06-26 04:10	DOGE	Sell	trigger_already_opened
06-26 04:10	ADA	Buy	below_min_notional_skip
06-26 04:02	BTC	Buy	below_min_notional_skip
06-26 03:02	INJ	Buy	below_min_notional_skip
06-26 02:59	ARB	Sell	stale_intent
06-26 02:41	AVAX	Sell	stale_intent
06-26 02:41	AVAX	Sell	stale_intent
06-26 02:28	SUI	Sell	trigger_already_opened
06-26 01:55	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…