disp_funding_spread_velocity_high_tp · strategy

193

closed trades

48%

win rate

-173.12

total pnl ($)

0.599

weight

7d window — n=50 wr=46% pnl=-99.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-23 06:22 (35.7d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_avw

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=231.257

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 23:25	BTC	Sell	60542→59965	+4.30	timeout
06-27 22:12	BTC	Sell	60730→60114	+4.61	timeout
06-27 21:14	BTC	Sell	60819→60373	+3.20	timeout
06-27 18:21	BTC	Buy	60282→60479	+1.19	timeout
06-27 17:01	BTC	Buy	60381→60734	+2.47	timeout
06-27 12:22	BTC	Buy	60170→60278	+0.44	timeout
06-27 10:03	BTC	Sell	60322→60376	-0.89	timeout
06-27 00:49	BTC	Buy	59630→59983	+2.51	timeout
06-26 23:37	BTC	Buy	59948→59966	-0.31	timeout
06-26 22:15	BTC	Buy	60208→59905	-2.98	timeout
06-26 19:02	BTC	Buy	59145→59680	+4.05	timeout
06-26 12:40	BTC	Buy	60241→59119.5	-9.77	stop_loss
06-26 11:04	BTC	Sell	59836→59456	+2.74	timeout
06-26 10:58	BTC	Buy	60298→59175.4	-9.77	stop_loss
06-26 10:01	BTC	Sell	59837→59703	+0.68	timeout
06-26 07:28	BTC	Buy	58718.9→60597	+15.54	take_profit
06-26 02:16	BTC	Buy	59498→58389.9	-9.76	stop_loss
06-26 02:13	BTC	Buy	59842→58727.7	-9.76	stop_loss
06-26 02:12	BTC	Buy	60097→58979.5	-9.74	stop_loss
06-26 00:01	BTC	Sell	59687→59764	-1.07	timeout
06-25 23:06	BTC	Buy	59139→59840	+5.47	timeout
06-25 22:01	BTC	Sell	59513→60099	-5.36	timeout
06-25 20:09	BTC	Buy	59424→59624	+1.23	timeout
06-25 13:49	BTC	Sell	61225.9→59272	+15.51	take_profit
06-25 13:44	BTC	Buy	61156.1→60016	-9.77	stop_loss
06-25 13:40	BTC	Buy	61691.1→60542.7	-9.75	stop_loss
06-25 13:40	BTC	Buy	61733.1→60582.7	-9.76	stop_loss
06-25 12:01	BTC	Sell	61622.9→61210.1	+2.90	timeout
06-25 11:02	BTC	Sell	61440.9→61278.1	+0.88	timeout
06-25 09:02	BTC	Buy	60792→61657.9	+6.67	timeout
06-25 02:53	BTC	Sell	61115.9→60708	+2.88	timeout
06-24 22:03	BTC	Sell	60281→61105.1	-7.32	timeout
06-24 20:49	BTC	Sell	59969→61101.6	-9.93	stop_loss
06-24 20:31	BTC	Sell	59751→60890.5	-9.99	stop_loss
06-24 20:31	BTC	Sell	59758→60890.5	-9.94	stop_loss
06-24 14:13	BTC	Buy	62291.1→61127.4	-9.79	stop_loss
06-24 13:43	BTC	Buy	62626.1→61451.2	-9.83	stop_loss
06-23 20:10	BTC	Sell	62572.9→62480.1	+0.29	timeout
06-23 18:05	BTC	Sell	62439.9→62323.1	+0.48	timeout
06-23 17:04	BTC	Sell	62317.9→62448.1	-1.50	timeout
06-23 16:01	BTC	Sell	62378.9→62500.1	-1.41	timeout
06-23 14:09	BTC	Buy	62819.1→62512.9	-2.86	timeout
06-22 23:22	BTC	Sell	64510.8→63950.2	+3.90	timeout
06-22 22:14	BTC	Sell	64694.8→64317.2	+2.47	timeout
06-22 19:00	BTC	Buy	65096.3→64322.8	-6.41	timeout
06-22 18:55	BTC	Buy	65510.3→64291.6	-9.76	stop_loss
06-22 13:44	BTC	Sell	64204.8→65402	-9.74	stop_loss
06-22 04:03	BTC	Buy	63767.2→63898.8	+0.57	timeout
06-22 03:02	BTC	Buy	63790.2→64080.8	+1.81	timeout
06-21 14:00	BTC	Buy	64163.2→64101.8	-0.91	timeout
06-21 02:37	BTC	Sell	63842.8→64238.2	-3.54	timeout
06-20 17:54	BTC	Sell	63679.8→63812.2	-1.49	timeout
06-20 14:15	BTC	Buy	63541.2→63236.8	-2.86	timeout
06-20 13:32	BTC	Sell	63747.8→63383.2	+2.42	timeout
06-19 14:02	BTC	Sell	62573.9→63204.2	-5.51	timeout
06-19 00:07	BTC	Sell	62651.9→62884.1	-2.33	timeout
06-18 23:02	BTC	Sell	62576.9→62872.1	-2.83	timeout
06-18 22:03	BTC	Sell	62554.9→62904.1	-3.27	timeout
06-18 21:44	BTC	Buy	62743.1→62913.9	+0.94	timeout
06-18 15:58	BTC	Sell	64312.8→62260.1	+15.47	take_profit
06-18 15:38	BTC	Buy	64014.2→62822.4	-9.76	stop_loss
06-18 15:37	BTC	Buy	64103.2→62898.4	-9.84	stop_loss
06-18 15:04	BTC	Buy	64336.2→63633.8	-5.91	timeout
06-18 09:49	BTC	Buy	64299.2→64222.8	-1.06	timeout
06-18 08:49	BTC	Buy	64692.2→64474.8	-2.13	timeout
06-18 07:05	BTC	Buy	64608.2→64061.8	-4.68	timeout
06-18 06:04	BTC	Buy	64539.2→64009.8	-4.56	timeout
06-17 22:03	BTC	Sell	65811.7→63912.2	+13.98	timeout
06-17 22:03	BTC	Buy	65067.3→63849.9	-9.80	stop_loss
06-17 19:29	BTC	Buy	65624.3→64384.6	-9.90	stop_loss
06-17 09:30	BTC	Sell	65755.7→65024.3	+5.12	timeout
06-17 08:29	BTC	Sell	66045.7→65320.3	+5.04	timeout
06-16 22:05	BTC	Sell	65884.7→65732.3	+0.73	timeout
06-16 12:36	BTC	Sell	66328.7→66719.3	-3.37	timeout
06-16 11:34	BTC	Sell	66013.7→66373.3	-3.16	timeout
06-16 06:14	BTC	Sell	66356.7→66158.3	+1.03	timeout
06-16 03:33	BTC	Buy	66413.3→65992.7	-3.61	timeout
06-16 00:59	BTC	Buy	66740.3→66206.7	-4.44	timeout
06-15 13:21	BTC	Sell	65666.7→66890.8	-9.77	stop_loss
06-15 11:10	BTC	Buy	65633.3→65962.7	+2.06	timeout
06-15 04:02	BTC	Sell	65396.7→65857.3	-3.96	timeout
06-14 21:40	BTC	Sell	64019.8→65214.9	-9.78	stop_loss
06-14 20:38	BTC	Sell	63952.8→64044.2	-1.15	timeout
06-14 09:32	BTC	Sell	64494.8→64388.2	+0.39	timeout
06-14 07:40	BTC	Sell	64560.8→64298.2	+1.58	timeout
06-13 22:01	BTC	Sell	64240.8→64401.2	-1.69	timeout
06-13 20:33	BTC	Sell	64129.8→64238.2	-1.29	timeout
06-13 09:48	BTC	Sell	63477.8→63770.2	-2.73	timeout
06-13 01:40	BTC	Sell	63704.8→63679.2	-0.23	timeout
06-13 00:34	BTC	Sell	63732.8→63581.2	+0.76	timeout
06-12 22:28	BTC	Sell	63855.8→63581.2	+1.71	timeout
06-12 18:01	BTC	Buy	63621.2→63854.8	+1.38	timeout
06-12 16:13	BTC	Buy	63732.2→63858.8	+0.52	timeout
06-12 14:51	BTC	Buy	63417.2→63564.8	+0.69	timeout
06-11 20:05	BTC	Buy	62952.1→63606.8	+4.72	timeout
06-11 13:12	BTC	Buy	62617.1→62838.9	+1.29	timeout
06-11 12:06	BTC	Buy	62540.1→63074.8	+3.79	timeout
06-11 11:02	BTC	Buy	62573.1→63116.8	+3.86	timeout
06-11 07:46	BTC	Sell	62212.9→62667.1	-4.07	timeout
06-11 03:56	BTC	Sell	61642.9→62824.5	-10.01	stop_loss

Paper vs Live

Paper (trades.jsonl)

193

closed

48%

win rate

-173.12

total pnl ($)

-18.1 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 ($)
BTC	193	48%	-18.3	-173.12

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…