dex_gmx_funding_carry_arbitrage

75

closed trades

35%

win rate

-63.62

total pnl ($)

1.063

weight

7d window — n=12 wr=42% pnl=-9.44 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 05:10:05 (25.9d ago) · src: canon

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

n: 82 · wr: 36.6% · total_bps: -2460.9 · mean_bps: -30.01 · sharpe: -0.40 · max_dd_bps: -2671.8

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-29 17:46	BTC	Buy	59978→60596	+2.33	timeout
06-29 05:10	BTC	Buy	59668→59533	-0.79	timeout
06-28 16:22	BTC	Buy	60183→59799	-1.81	timeout
06-28 03:51	BTC	Buy	60167→60175	-0.19	timeout
06-27 15:27	BTC	Buy	60383→60700	+1.09	timeout
06-27 03:30	BTC	Buy	59901→60290	+1.40	timeout
06-26 10:39	BTC	Buy	60535→59407.3	-4.88	stop_loss
06-26 03:23	BTC	Buy	59170→58779.1	-1.87	timeout
06-25 13:39	BTC	Buy	61798.1→60637.6	-4.92	stop_loss
06-25 03:19	BTC	Buy	59651→60783	+4.52	timeout
06-24 13:41	BTC	Buy	62728.1→61561.1	-4.88	stop_loss
06-24 03:16	BTC	Buy	62332.1→62532.9	+0.57	timeout
06-21 18:34	BTC	Buy	64298.2→64112.8	-0.94	timeout
06-18 13:26	BTC	Buy	63913.2→64377.8	+1.59	timeout
06-17 18:05	BTC	Buy	65909.3→64664.4	-4.95	stop_loss
06-17 11:05	BTC	Buy	65760.3→64537.5	-4.88	stop_loss
06-17 01:12	BTC	Buy	65797.3→65733.7	-0.47	timeout
06-16 13:04	BTC	Buy	65938.3→66404.7	+1.53	timeout
06-16 01:00	BTC	Buy	67071.4→66210.7	-3.42	timeout
06-15 12:56	BTC	Buy	65633.3→66554.7	+3.29	timeout
06-15 00:52	BTC	Buy	63990.2→65518.7	+5.75	timeout
06-14 12:49	BTC	Buy	64354.2→64298.8	-0.44	timeout
06-14 00:47	BTC	Buy	64092.2→64548.8	+1.56	timeout
06-12 22:37	BTC	Buy	63678.2→63506.8	-0.91	timeout
06-11 04:00	BTC	Buy	61870.1→62634.9	+2.84	timeout
06-10 15:50	BTC	Buy	61663.1→62272.9	+2.24	timeout
06-09 14:20	BTC	Buy	62823.1→61654.1	-4.88	stop_loss
06-09 00:46	BTC	Buy	63660.2→62471.6	-4.89	stop_loss
06-08 17:05	BTC	Buy	63278.2→63543.8	+0.81	timeout
06-07 22:15	BTC	Buy	61888.1→63862.8	+7.75	take_profit
06-07 12:42	BTC	Buy	62783.1→61613.1	-4.89	stop_loss
06-07 04:56	BTC	Buy	60668→61858.9	+4.69	timeout
06-06 10:30	BTC	Buy	61361.1→60218.9	-4.88	stop_loss
06-06 04:11	BTC	Buy	61430.1→60286.8	-4.88	stop_loss
06-05 13:49	BTC	Buy	62395.1→61231.3	-4.89	stop_loss
06-05 03:06	BTC	Buy	63528.2→62344.7	-4.87	stop_loss
06-04 17:12	BTC	Buy	63279.2→63679.8	+1.34	timeout
06-03 23:54	BTC	Buy	65297.3→64082.7	-4.87	stop_loss
06-03 16:18	BTC	Buy	67010.4→65984.7	-4.06	timeout
06-03 07:42	BTC	Buy	66569.3→67106.6	+1.77	timeout
06-02 14:01	BTC	Buy	69954.5→68638.2	-4.94	stop_loss
06-02 05:00	BTC	Buy	71404.6→70791.5	-2.40	timeout
05-31 21:38	BTC	Buy	73857.7→73650.3	-0.93	timeout
05-31 07:43	BTC	Buy	73778.7→73827.3	-0.09	timeout
05-30 17:40	BTC	Buy	73534.7→73887.3	+0.95	timeout
05-30 11:41	BTC	Buy	73547.7→73594.3	-0.08	timeout
05-29 16:50	BTC	Buy	73707.7→73962.3	+0.62	timeout
05-28 15:52	BTC	Buy	73358.7→72920.4	-1.74	timeout
05-28 03:18	BTC	Buy	75004.8→73604.5	-4.89	stop_loss
05-27 15:47	BTC	Buy	75877.8→75255.2	-2.27	timeout
05-27 03:46	BTC	Buy	75985.8→75703.2	-1.14	timeout
05-26 15:47	BTC	Buy	76607.8→76458.2	-0.72	timeout
05-26 03:46	BTC	Buy	77377.9→76608.2	-2.71	timeout
05-25 15:46	BTC	Buy	77316.9→77601.1	+0.68	timeout
05-25 03:45	BTC	Buy	76673.8→76970.2	+0.73	timeout
05-24 15:46	BTC	Buy	76812.8→76396.2	-1.58	timeout
05-24 03:45	BTC	Buy	75889.8→76725.2	+2.51	timeout
05-23 15:45	BTC	Buy	75174.8→75450.2	+0.69	timeout
05-23 03:45	BTC	Buy	75750.8→75620.2	-0.66	timeout
05-22 15:44	BTC	Buy	77445.9→76665.2	-2.76	timeout
05-22 03:45	BTC	Buy	77593.9→77754.1	+0.29	timeout
05-21 15:43	BTC	Buy	77681.9→77180.1	-1.85	timeout
05-21 03:43	BTC	Buy	77601.9→77988.1	+1.01	timeout
05-20 15:43	BTC	Buy	77353.9→77423.1	-0.02	timeout
05-20 03:42	BTC	Buy	76857.8→76722.2	-0.69	timeout
05-19 15:43	BTC	Buy	77264.9→76484.2	-2.77	timeout
05-19 03:43	BTC	Buy	76748.8→76796.2	-0.09	timeout
05-18 15:43	BTC	Buy	76921.8→76312.2	-2.22	timeout
05-16 14:49	BTC	Buy	78684.9→78681	-0.25	timeout
05-16 02:49	BTC	Buy	79227→79045	-0.79	timeout
05-12 06:43	BTC	Buy	81724.1→81715.9	-0.25	timeout
05-12 02:47	BTC	Buy	81972.1→81715.9	-1.00	timeout
05-11 02:48	BTC	Buy	81211.1→81178.9	-0.34	timeout
05-10 14:47	BTC	Buy	80675→80805	+0.17	timeout
05-10 02:47	BTC	Buy	80849→80708	-0.67	timeout

Paper (trades.jsonl)

75

closed

35%

win rate

-63.62

total pnl ($)

-33.7 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	75	35%	-33.7	-63.62

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
05-10 02:47	BTC	Buy	-0.67	BTC was in a mild uptrend across all timeframes with low funding and stable open interest. The thesis failed because the trade was not executed before the timeout, resulting in a negligible loss from an unfilled order.

More…

Cumulative P&L (last 75 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)