eth_btc_cross_venue_funding_divergence_v1

not live
16
closed trades
38%
win rate
+29.52
total pnl ($)
1.443
weight
7d window — n=2 wr=100% pnl=+30.92  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-30 12:55:20 (29.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: agent_session_disp_8
n: 33  ·  wr: 39.4%  ·  total_bps: +550.8  ·  mean_bps: +16.69  ·  sharpe: +0.12  ·  max_dd_bps: -604.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 16 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 15:47ETHSell1672.33→1619.06+15.48take_profit
06-23 08:17ETHSell1705.53→1651.27+15.44take_profit
06-21 16:10ETHSell1728.93→1727.97-0.14timeout
06-16 22:58ETHSell1780.32→1796.18-4.85timeout
06-15 15:53ETHSell1816.22→1850.41-9.86stop_loss
06-14 01:40ETHSell1676.83→1684.77-2.80timeout
06-13 00:03ETHSell1658.33→1665.67-2.65timeout
06-11 02:59ETHSell1629.74→1640.46-3.70timeout
06-08 21:09ETHSell1682.73→1714.23-9.84stop_loss
06-07 22:10ETHSell1617.74→1632.66-5.11timeout
06-05 13:57ETHSell1669.23→1616.06+15.45take_profit
06-04 16:09ETHSell1771.32→1773.78-1.11timeout
06-03 16:24ETHSell1878.51→1818.68+15.47take_profit
06-02 15:08ETHSell1978.3→1940.69+9.06timeout
06-01 16:22ETHSell1976.8→1967.8+1.87timeout
05-31 03:32ETHSell2023.9→2035.1-3.18timeout

Paper vs Live

Paper (trades.jsonl)
16
closed
38%
win rate
+29.52
total pnl ($)
+36.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH1638%+36.7+29.52

Recent bounces (last 20 of 1)

timesymsidereason
06-28 17:37ETHSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems