dispersion_funding_fragmentation_short · strategy

107

closed trades

43%

win rate

-25.79

total pnl ($)

1.140

weight

7d window — n=25 wr=40% pnl=-14.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-23 21:06 (34.7d ago) · src: backtest-gate-results.jsonl

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

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=231.879

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:37	BTC	Sell	60301→60225	+0.19	timeout
06-27 05:23	BTC	Sell	59797→60247	-4.21	timeout
06-26 23:13	BTC	Sell	59798→60044	-2.49	timeout
06-26 17:10	BTC	Sell	60068→60258	-2.00	timeout
06-26 04:31	BTC	Sell	59541→59968	-4.04	timeout
06-26 03:45	BTC	Sell	58452.1→59549.7	-9.84	stop_loss
06-25 22:39	BTC	Sell	59730→59744	-0.56	timeout
06-25 13:28	BTC	Sell	61565.9→61203.1	+2.47	timeout
06-25 07:16	BTC	Sell	60863→61847.1	-8.55	timeout
06-24 20:45	BTC	Sell	59806→60919.5	-9.79	stop_loss
06-24 15:49	BTC	Sell	62333.9→60343	+15.50	take_profit
06-24 13:32	BTC	Sell	62880.9→61843.1	+7.80	timeout
06-24 07:24	BTC	Sell	62606.9→62705.1	-1.21	timeout
06-24 01:15	BTC	Sell	62423.9→62944.1	-4.60	timeout
06-23 18:39	BTC	Sell	62269.9→62228.1	-0.11	timeout
06-23 12:53	BTC	Sell	63669.8→62223.1	+10.86	timeout
06-23 06:53	BTC	Sell	63943.8→62923.1	+7.54	timeout
06-23 00:54	BTC	Sell	64723.8→64133.2	+4.11	timeout
06-22 13:35	BTC	Sell	64068.8→65263.9	-9.76	stop_loss
06-22 05:38	BTC	Sell	63745.8→64222.2	-4.18	timeout
06-21 20:43	BTC	Sell	64036.8→63957.2	+0.17	timeout
06-21 14:38	BTC	Sell	64267.8→64027.2	+1.40	timeout
06-21 02:22	BTC	Sell	63810.8→64206.2	-3.54	timeout
06-20 20:11	BTC	Sell	63724.8→63942.2	-2.17	timeout
06-20 14:07	BTC	Sell	63666.8→63253.2	+2.82	timeout
06-20 08:05	BTC	Sell	63450.8→63566.2	-1.34	timeout
06-20 01:55	BTC	Sell	63160.8→63560.2	-3.61	timeout
06-19 15:30	BTC	Sell	62725.9→63043.2	-3.01	timeout
06-19 10:06	BTC	Sell	63080.8→62373.1	+5.13	timeout
06-19 01:00	BTC	Sell	62628.9→62992.1	-3.39	timeout
06-18 17:12	BTC	Sell	64275.8→62404.1	+14.02	timeout
06-18 11:01	BTC	Sell	64572.8→64136.2	+2.95	timeout
06-18 04:53	BTC	Sell	64249.8→63843.2	+2.72	timeout
06-17 16:28	BTC	Sell	65087.7→66312.5	-9.86	stop_loss
06-17 12:45	BTC	Sell	65889.7→64916.2	+6.95	timeout
06-17 06:38	BTC	Sell	65707.7→65668.3	-0.14	timeout
06-17 00:22	BTC	Sell	65766.7→65721.3	-0.08	timeout
06-16 18:13	BTC	Sell	66501.7→66101.3	+2.58	timeout
06-16 05:01	BTC	Sell	66456.7→65851.3	+4.09	timeout
06-15 22:53	BTC	Sell	66582.7→66222.3	+2.27	timeout
06-15 13:20	BTC	Sell	65664.7→66887.8	-9.77	stop_loss
06-15 10:38	BTC	Sell	65637.7→65729.3	-1.15	timeout
06-14 21:40	BTC	Sell	64216.8→65425	-9.85	stop_loss
06-14 21:40	BTC	Sell	63900.8→65097.8	-9.81	stop_loss
06-14 16:18	BTC	Sell	64480.8→64073.2	+2.74	timeout
06-14 10:15	BTC	Sell	64596.8→64501.2	+0.30	timeout
06-14 04:11	BTC	Sell	64266.8→64475.2	-2.09	timeout
06-13 22:13	BTC	Sell	64149.8→64374.2	-2.19	timeout
06-13 16:07	BTC	Sell	63757.8→64027.2	-2.56	timeout
06-13 09:13	BTC	Sell	63620.8→63794.2	-1.78	timeout
06-13 03:06	BTC	Sell	63689.8→63692.2	-0.47	timeout
06-12 20:49	BTC	Sell	63477.8→63397.2	+0.19	timeout
06-12 15:01	BTC	Sell	63034.8→64215.3	-9.79	stop_loss
06-12 09:01	BTC	Sell	63517.8→63453.2	+0.08	timeout
06-12 03:01	BTC	Sell	63473.8→63600.2	-1.41	timeout
06-11 19:30	BTC	Sell	62756.9→63926.1	-9.73	stop_loss
06-11 03:55	BTC	Sell	61537.9→62684.5	-9.74	stop_loss
06-11 01:48	BTC	Sell	61955.9→62218.1	-2.56	timeout
06-10 15:53	BTC	Sell	61511.9→62658.4	-9.80	stop_loss
06-10 00:30	BTC	Sell	61018.9→62023.1	-8.70	timeout
06-09 18:27	BTC	Sell	62737.9→61648.1	+8.26	timeout
06-09 11:20	BTC	Sell	62844.9→62513.1	+2.17	timeout
06-09 05:20	BTC	Sell	63645.8→63310.2	+2.19	timeout
06-08 23:15	BTC	Sell	64170.8→63582.2	+4.14	timeout
06-08 17:09	BTC	Sell	63175.8→63448.2	-2.57	timeout
06-08 11:04	BTC	Sell	63019.8→63046.2	-0.66	timeout
06-07 22:14	BTC	Sell	61897.9→63053.7	-9.79	stop_loss
06-07 22:14	BTC	Sell	61847.9→62999.6	-9.76	stop_loss
06-07 16:51	BTC	Sell	62765.9→62212.1	+3.97	timeout
06-07 08:23	BTC	Sell	61361.9→62505.4	-9.78	stop_loss
06-06 23:04	BTC	Sell	60578→60674	-1.27	timeout
06-06 17:04	BTC	Sell	61131.9→60699	+3.08	timeout
06-06 11:03	BTC	Sell	60864→60657	+1.24	timeout
06-06 04:33	BTC	Sell	61640.9→59666	+15.57	take_profit
06-05 20:50	BTC	Sell	60577→61704.9	-9.76	stop_loss
06-05 14:04	BTC	Sell	62563.9→60567	+15.51	take_profit
06-05 11:49	BTC	Sell	62764.9→62129.1	+4.62	timeout
06-05 04:57	BTC	Sell	63522.8→63202.2	+2.05	timeout
06-04 23:12	BTC	Sell	64307.8→63634.2	+4.77	timeout
06-04 17:10	BTC	Sell	63346.8→63528.2	-1.85	timeout
06-04 10:49	BTC	Sell	64397.8→62343.1	+15.47	take_profit
06-04 00:38	BTC	Sell	65290.7→63207.2	+15.50	take_profit
06-03 20:55	BTC	Sell	66946.7→64810.2	+15.53	take_profit
06-03 12:31	BTC	Sell	66342.7→67070.4	-5.90	timeout
06-03 07:24	BTC	Sell	66389.7→67161.4	-6.23	timeout
06-02 23:55	BTC	Sell	67144.6→66739.3	+2.57	timeout
06-02 14:00	BTC	Sell	69964.5→68745.8	+0.00	stop_loss
06-02 12:51	BTC	Sell	70311.5→69087	+0.00	stop_loss
06-01 23:52	BTC	Sell	71116.4→71520.6	-3.24	timeout
06-01 00:33	BTC	Sell	73451.3→73820.7	-2.97	timeout
05-31 13:44	BTC	Sell	74061.3→73860.7	+0.91	timeout
05-31 07:44	BTC	Sell	73770.3→73828.7	-0.80	timeout
05-30 17:41	BTC	Sell	73522.3→73899.7	-2.98	timeout
05-30 08:59	BTC	Sell	73501.3→73487.7	-0.34	timeout
05-29 22:24	BTC	Sell	72702.4→73527.7	-6.11	timeout
05-29 08:35	BTC	Sell	73767.3→73772.7	-0.48	timeout
05-29 02:37	BTC	Sell	73599.3→73446.7	+0.63	timeout
05-28 19:59	BTC	Sell	73469.3→73380.7	+0.20	timeout
05-28 13:45	BTC	Sell	72996.4→72838.6	+0.67	timeout
05-28 03:56	BTC	Sell	74423.3→73127.2	+0.00	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

43%

win rate

-25.79

total pnl ($)

-5.1 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	107	43%	-5.0	-25.79

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…