dot_funding_horizon_24h_eth · strategy

284

closed trades

38%

win rate

-123.44

total pnl ($)

0.939

weight

7d window — n=55 wr=33% pnl=-48.39 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-24 03:09:08 (35.0d ago) · src: canon

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

n: 111 · wr: 25.2% · total_bps: -1197.4 · mean_bps: -10.79 · sharpe: -0.24 · max_dd_bps: -1362.6

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 08:21	ETH	Buy	1581.76→1582.34	-0.26	timeout
06-27 05:22	ETH	Buy	1582.36→1578.84	-1.56	timeout
06-27 03:16	ETH	Buy	1581.76→1578.84	-1.37	timeout
06-27 01:12	ETH	Buy	1579.86→1573.84	-2.35	timeout
06-26 23:09	ETH	Buy	1572.26→1577.34	+1.17	timeout
06-26 21:06	ETH	Buy	1576.46→1568.14	-3.09	timeout
06-26 19:02	ETH	Buy	1583.06→1570.94	-4.28	timeout
06-26 16:57	ETH	Buy	1579.16→1576.84	-1.19	timeout
06-26 14:54	ETH	Buy	1552.86→1559.34	+1.64	timeout
06-26 12:35	ETH	Buy	1547.85→1552.34	+1.00	timeout
06-26 09:52	ETH	Buy	1563.76→1548.47	-5.34	stop_loss
06-26 08:31	ETH	Buy	1581.06→1572.14	-3.27	timeout
06-26 06:25	ETH	Buy	1551.36→1557.74	+1.61	timeout
06-26 03:46	ETH	Buy	1525.55→1548.15	+6.96	take_profit
06-26 02:11	ETH	Buy	1563.46→1548.27	-5.30	stop_loss
06-26 00:19	ETH	Buy	1576.36→1568.14	-3.05	timeout
06-25 22:17	ETH	Buy	1562.96→1571.44	+2.26	timeout
06-24 18:21	ETH	Sell	1562.54→1577.75	-5.32	stop_loss
06-24 16:23	ETH	Sell	1619.54→1635.28	-5.31	stop_loss
06-24 14:58	ETH	Sell	1643.74→1645.16	-0.88	timeout
06-24 12:52	ETH	Sell	1678.43→1670.27	+1.98	timeout
06-24 10:47	ETH	Sell	1666.93→1665.27	+0.05	timeout
06-24 08:44	ETH	Sell	1670.43→1672.57	-1.09	timeout
06-24 06:38	ETH	Sell	1676.93→1675.97	-0.16	timeout
06-24 04:35	ETH	Sell	1666.63→1663.27	+0.56	timeout
06-24 02:32	ETH	Sell	1675.43→1666.87	+2.11	timeout
06-24 00:33	ETH	Sell	1663.23→1667.77	-1.81	timeout
06-23 22:32	ETH	Sell	1665.43→1664.97	-0.31	timeout
06-23 20:29	ETH	Sell	1660.03→1663.47	-1.48	timeout
06-23 18:32	ETH	Sell	1657.33→1655.07	+0.23	timeout
06-23 16:08	ETH	Sell	1652.83→1668.9	-5.31	stop_loss
06-23 14:01	ETH	Sell	1648.04→1664.1	-5.33	stop_loss
06-23 12:19	ETH	Sell	1655.23→1658.87	-1.55	timeout
06-23 10:18	ETH	Sell	1650.13→1653.87	-1.59	timeout
06-23 08:15	ETH	Sell	1692.43→1667.17	+7.01	take_profit
06-23 06:15	ETH	Sell	1717.33→1706.77	+2.62	timeout
06-23 04:14	ETH	Sell	1727.43→1730.07	-1.21	timeout
06-23 02:08	ETH	Sell	1732.83→1728.77	+0.72	timeout
06-23 00:04	ETH	Sell	1723.73→1727.37	-1.51	timeout
06-22 22:01	ETH	Sell	1735.13→1732.57	+0.28	timeout
06-22 19:58	ETH	Sell	1733.83→1733.77	-0.43	timeout
06-22 17:50	ETH	Sell	1736.73→1737.37	-0.63	timeout
06-22 15:43	ETH	Sell	1756.02→1754.78	-0.09	timeout
06-22 13:13	ETH	Sell	1765.52→1765.08	-0.32	timeout
06-22 11:12	ETH	Sell	1750.02→1750.07	-0.46	timeout
06-22 09:09	ETH	Sell	1746.43→1748.57	-1.06	timeout
06-22 07:04	ETH	Sell	1734.53→1739.57	-1.90	timeout
06-22 05:02	ETH	Sell	1728.13→1734.57	-2.31	timeout
06-22 00:31	ETH	Sell	1706.43→1723.03	-5.31	stop_loss
06-21 15:29	ETH	Sell	1721.23→1730.97	-3.28	timeout
06-21 13:25	ETH	Sell	1719.73→1724.97	-1.98	timeout
06-21 11:24	ETH	Sell	1736.03→1725.07	+2.71	timeout
06-21 09:20	ETH	Sell	1728.63→1725.87	+0.34	timeout
06-21 07:18	ETH	Sell	1734.23→1734.57	-0.55	timeout
06-21 05:14	ETH	Sell	1734.93→1731.17	+0.63	timeout
06-21 03:11	ETH	Sell	1736.53→1735.57	-0.17	timeout
06-21 01:06	ETH	Sell	1738.43→1736.37	+0.15	timeout
06-20 23:04	ETH	Sell	1735.43→1742.97	-2.62	timeout
06-20 21:01	ETH	Sell	1729.13→1730.67	-0.90	timeout
06-20 18:57	ETH	Sell	1726.23→1726.37	-0.49	timeout
06-20 16:55	ETH	Sell	1737.73→1732.77	+0.97	timeout
06-20 14:46	ETH	Sell	1717.03→1733.74	-5.31	stop_loss
06-20 12:49	ETH	Sell	1728.33→1725.47	+0.38	timeout
06-20 10:47	ETH	Sell	1728.23→1726.47	+0.06	timeout
06-20 08:43	ETH	Sell	1727.33→1723.27	+0.73	timeout
06-20 06:42	ETH	Sell	1724.03→1725.17	-0.78	timeout
06-20 04:38	ETH	Sell	1707.03→1712.87	-2.16	timeout
06-20 02:35	ETH	Sell	1710.03→1707.67	+0.24	timeout
06-20 00:33	ETH	Sell	1707.93→1712.77	-1.86	timeout
06-19 22:30	ETH	Sell	1704.53→1708.17	-1.52	timeout
06-19 20:29	ETH	Sell	1699.53→1702.17	-1.23	timeout
06-19 18:27	ETH	Sell	1694.43→1703.37	-3.08	timeout
06-19 16:22	ETH	Sell	1701.03→1707.67	-2.40	timeout
06-19 13:45	ETH	Sell	1689.73→1706.22	-5.33	stop_loss
06-19 12:16	ETH	Sell	1689.53→1687.27	+0.22	timeout
06-19 10:14	ETH	Sell	1691.23→1691.17	-0.43	timeout
06-19 08:13	ETH	Sell	1696.13→1696.37	-0.52	timeout
06-19 06:39	ETH	Sell	1693.73→1696.87	-1.38	timeout
06-19 04:32	ETH	Sell	1698.43→1691.77	+1.51	timeout
06-19 02:29	ETH	Sell	1709.23→1704.17	+1.03	timeout
06-19 00:21	ETH	Sell	1707.03→1711.97	-1.89	timeout
06-18 22:15	ETH	Sell	1702.23→1707.07	-1.87	timeout
06-18 19:43	ETH	Sell	1683.43→1699.82	-5.32	stop_loss
06-18 17:59	ETH	Sell	1686.03→1679.77	+1.40	timeout
06-18 15:46	ETH	Sell	1719.33→1693.77	+6.98	take_profit
06-18 14:25	ETH	Sell	1750.72→1739.07	+2.88	timeout
06-18 12:18	ETH	Sell	1745.73→1745.57	-0.40	timeout
06-18 10:20	ETH	Sell	1750.42→1741.37	+2.14	timeout
06-18 08:19	ETH	Sell	1737.73→1749.87	-3.94	timeout
06-18 06:08	ETH	Sell	1722.53→1727.87	-2.00	timeout
06-18 04:05	ETH	Sell	1751.92→1739.07	+3.22	timeout
06-18 01:59	ETH	Sell	1752.62→1754.98	-1.12	timeout
06-17 23:52	ETH	Sell	1745.63→1748.57	-1.29	timeout
06-17 21:41	ETH	Sell	1738.63→1742.57	-1.59	timeout
06-17 19:18	ETH	Sell	1783.32→1756.88	+6.97	take_profit
06-17 17:36	ETH	Sell	1775.62→1778.18	-1.16	timeout
06-17 15:30	ETH	Sell	1755.42→1761.78	-2.26	timeout
06-17 13:12	ETH	Sell	1743.83→1760.96	-5.36	stop_loss
06-17 11:19	ETH	Sell	1770.12→1763.48	+1.43	timeout
06-17 09:19	ETH	Sell	1778.72→1771.98	+1.44	timeout

Paper vs Live

Paper (trades.jsonl)

284

closed

38%

win rate

-123.44

total pnl ($)

-8.9 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 ($)
ETH	284	38%	-8.9	-123.44

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…