disp_funding_spread_velocity_short_horizon · strategy

217

closed trades

42%

win rate

-169.32

total pnl ($)

0.840

weight

7d window — n=52 wr=35% pnl=-58.62 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-23 06:22 (38.6d 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
06-30 18:36	BTC	Sell	58373.1→58460.9	-1.18	timeout
06-30 07:51	BTC	Sell	59521→59480	-0.11	timeout
06-30 05:53	BTC	Sell	60000→59556	+3.24	timeout
06-30 04:48	BTC	Sell	59850→59512	+2.36	timeout
06-30 03:30	BTC	Sell	59833→59826	-0.40	timeout
06-29 20:56	BTC	Buy	60474→60274	-2.12	timeout
06-29 14:12	BTC	Buy	59884→59055.5	-7.38	stop_loss
06-29 13:44	BTC	Buy	60104→59473	-5.71	timeout
06-29 11:49	BTC	Sell	59889→59843	-0.05	timeout
06-29 03:01	BTC	Buy	59463→59785	+2.25	timeout
06-28 21:10	BTC	Sell	59636→59668	-0.72	timeout
06-28 19:27	BTC	Buy	59735→59502	-2.40	timeout
06-28 13:08	BTC	Buy	60164→59943	-2.29	timeout
06-28 09:44	BTC	Sell	59944→60372	-4.02	timeout
06-28 07:34	BTC	Sell	60093→60103	-0.53	timeout
06-28 04:08	BTC	Buy	60017→60197	+1.05	timeout
06-28 03:00	BTC	Buy	60013→60146	+0.66	timeout
06-28 00:00	BTC	Sell	60267→59998	+1.77	timeout
06-27 20:23	BTC	Sell	60571→60262	+2.09	timeout
06-27 18:25	BTC	Sell	60746→60457	+1.93	timeout
06-27 15:21	BTC	Buy	60321→60701	+2.70	timeout
06-27 09:17	BTC	Buy	60123→60275	+0.81	timeout
06-27 06:48	BTC	Sell	60297→60429	-1.54	timeout
06-26 21:49	BTC	Buy	59630→59909	+1.88	timeout
06-26 20:35	BTC	Buy	59994→59604	-3.71	timeout
06-26 16:00	BTC	Buy	59185→60490	+10.56	take_profit
06-26 15:27	BTC	Sell	59677→60272	-5.43	timeout
06-26 14:55	BTC	Buy	60211→59392.3	-7.25	stop_loss
06-26 10:39	BTC	Buy	60247→59427.3	-7.26	stop_loss
06-26 10:03	BTC	Buy	60293→59666	-5.66	timeout
06-26 07:28	BTC	Sell	59855→60673.4	-7.29	stop_loss
06-26 07:02	BTC	Sell	59829→60293	-4.34	timeout
06-26 03:56	BTC	Buy	58669.9→59957	+10.52	take_profit
06-26 02:16	BTC	Buy	59389→58579.8	-7.26	stop_loss
06-26 02:12	BTC	Buy	59778→58963.6	-7.26	stop_loss
06-26 01:01	BTC	Buy	60099→59744	-3.40	timeout
06-25 21:03	BTC	Sell	59601→59433	+0.96	timeout
06-25 14:33	BTC	Buy	58870.9→60162	+10.52	take_profit
06-25 13:45	BTC	Sell	61284.9→59942	+10.50	take_profit
06-25 13:40	BTC	Buy	61209.1→60376.8	-7.24	stop_loss
06-25 12:40	BTC	Buy	61702.1→61352.9	-3.27	timeout
06-25 11:33	BTC	Buy	61709.1→61230.9	-4.32	timeout
06-25 08:03	BTC	Sell	61395.9→61838.1	-4.05	timeout
06-25 06:03	BTC	Buy	60772→61592.9	+6.31	timeout
06-24 23:49	BTC	Sell	60978→60956	-0.27	timeout
06-24 20:05	BTC	Sell	59569→60383.2	-7.29	stop_loss
06-24 20:01	BTC	Sell	59435→60248.1	-7.31	stop_loss
06-24 19:56	BTC	Sell	59819→59825	-0.53	timeout
06-24 19:03	BTC	Sell	60284→59686	+4.48	timeout
06-24 13:43	BTC	Buy	62289.1→61442.2	-7.25	stop_loss
06-24 11:15	BTC	Buy	62620.1→62363.9	-2.50	timeout
06-23 22:54	BTC	Sell	62352.9→62535.1	-1.91	timeout
06-23 17:21	BTC	Sell	62746.9→62554.1	+1.09	timeout
06-23 15:01	BTC	Sell	62488.9→62431.1	+0.01	timeout
06-23 13:57	BTC	Sell	62296.9→62420.1	-1.45	timeout
06-23 12:52	BTC	Sell	62369.9→62219.1	+0.74	timeout
06-23 08:27	BTC	Buy	62819.1→61960.9	-7.28	stop_loss
06-22 21:20	BTC	Sell	64639.8→64337.2	+1.89	timeout
06-22 20:17	BTC	Sell	64634.8→64475.2	+0.79	timeout
06-22 19:06	BTC	Sell	64693.8→64346.2	+2.24	timeout
06-22 17:09	BTC	Buy	65269.3→64660.8	-5.11	timeout
06-22 16:04	BTC	Buy	65138.3→64707.8	-3.75	timeout
06-22 11:01	BTC	Sell	64160.8→64081.2	+0.19	timeout
06-22 01:02	BTC	Buy	63728.2→63935.8	+1.17	timeout
06-22 00:02	BTC	Buy	63801.2→63361.8	-3.90	timeout
06-21 11:01	BTC	Buy	64179.2→64341.8	+0.82	timeout
06-21 09:00	BTC	Buy	64224.2→63986.8	-2.32	timeout
06-21 00:17	BTC	Sell	63923.8→64220.2	-2.76	timeout
06-20 23:15	BTC	Sell	63921.8→64248.2	-3.00	timeout
06-20 14:53	BTC	Sell	63693.8→63874.2	-1.86	timeout
06-20 11:47	BTC	Buy	63421.2→63717.8	+1.88	timeout
06-20 10:36	BTC	Sell	63694.8→63598.2	+0.32	timeout
06-19 11:02	BTC	Sell	62574.9→62535.1	-0.14	timeout
06-18 21:50	BTC	Sell	62755.9→62920.1	-1.77	timeout
06-18 20:50	BTC	Sell	62630.9→63038.2	-3.72	timeout
06-18 19:49	BTC	Sell	62676.9→62905.1	-2.29	timeout
06-18 19:06	BTC	Sell	62627.9→62664.1	-0.77	timeout
06-18 18:56	BTC	Buy	62483.1→62657.9	+0.98	timeout
06-18 15:37	BTC	Sell	64286.8→62878.1	+10.50	take_profit
06-18 15:36	BTC	Buy	63889.2→63017.3	-7.27	stop_loss
06-18 13:05	BTC	Buy	64103.2→64346.8	+1.45	timeout
06-18 12:05	BTC	Buy	64329.2→63968.8	-3.26	timeout
06-18 06:56	BTC	Buy	64299.2→64070.8	-2.23	timeout
06-18 04:11	BTC	Buy	64668.2→63743.9	-7.60	stop_loss
06-18 04:04	BTC	Buy	64591.2→64182.8	-3.61	timeout
06-18 03:03	BTC	Buy	64544.2→64512.8	-0.70	timeout
06-17 19:40	BTC	Buy	65097.3→64210.7	-7.26	stop_loss
06-17 19:29	BTC	Buy	65388.3→64498.5	-7.26	stop_loss
06-17 19:06	BTC	Sell	65809.7→65393.3	+2.72	timeout
06-17 11:05	BTC	Sell	65448.7→64643.2	+5.71	timeout
06-17 06:33	BTC	Sell	65828.7→65652.3	+0.89	timeout
06-17 05:32	BTC	Sell	65981.7→65843.3	+0.60	timeout
06-17 03:02	BTC	Buy	65672.3→65829.7	+0.75	timeout
06-16 19:04	BTC	Sell	65874.7→65681.3	+1.03	timeout
06-16 09:35	BTC	Sell	66337.7→66668.3	-2.94	timeout
06-16 08:34	BTC	Sell	66015.7→66574.3	-4.69	timeout
06-16 03:17	BTC	Sell	66351.7→65732.3	+4.22	timeout
06-16 02:59	BTC	Buy	66297.3→65703.7	-4.93	timeout
06-16 00:36	BTC	Buy	66434.3→66309.7	-1.39	timeout
06-15 21:59	BTC	Buy	66739.3→66335.7	-3.48	timeout

Paper vs Live

Paper (trades.jsonl)

217

closed

42%

win rate

-169.32

total pnl ($)

-15.7 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	217	42%	-15.8	-169.32

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 02:54	BTC	Sell	circuit_breaker
06-30 01:49	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…