eth_funding_divergence_long

79

closed trades

54%

win rate

+111.55

total pnl ($)

1.855

weight

7d window — n=21 wr=67% pnl=+78.35 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-28 21:56 (24.5d ago) · src: backtest-gate-results.jsonl

verdict: REJECT · strict: STRICT-FAIL · batch: strategies_batch_agent_session_69g

n: 17 · wr: 47.1% · total_bps: -461.3 · mean_bps: -27.13 · sharpe: -0.14 · max_dd_bps: -933.7

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=236.66

time	sym	side	entry→exit	pnl	close
06-20 20:57	ETH	Buy	1707.37→1730.03	+6.15	timeout
06-20 18:53	ETH	Buy	1701.17→1727.03	+7.13	timeout
06-20 16:48	ETH	Buy	1702.97→1732.03	+8.08	timeout
06-20 09:19	ETH	Buy	1692.67→1723.93	+8.67	timeout
06-20 07:19	ETH	Buy	1694.87→1725.93	+8.63	timeout
06-19 18:24	ETH	Buy	1685.37→1703.63	+4.89	timeout
06-19 16:24	ETH	Buy	1688.97→1708.23	+5.22	timeout
06-18 15:53	ETH	Buy	1730.27→1687.49	-12.81	stop_loss
06-18 15:51	ETH	Buy	1732.97→1690.09	-12.81	stop_loss
06-18 15:45	ETH	Buy	1738.27→1694.78	-12.96	stop_loss
06-18 14:21	ETH	Buy	1757.08→1738.43	-5.76	timeout
06-17 19:38	ETH	Buy	1776.58→1732.66	-12.82	stop_loss
06-17 10:18	ETH	Buy	1791.78→1771.92	-5.94	timeout
06-17 07:32	ETH	Buy	1772.68→1785.62	+3.12	timeout
06-17 05:21	ETH	Buy	1763.88→1789.82	+6.83	timeout
06-16 12:53	ETH	Buy	1774.78→1811.52	+9.78	timeout
06-15 22:24	ETH	Buy	1841.18→1795.52	-12.87	stop_loss
06-15 13:16	ETH	Buy	1727.27→1803.02	+21.44	take_profit
06-15 13:16	ETH	Buy	1723.57→1799.12	+21.46	take_profit
06-15 13:12	ETH	Buy	1719.37→1794.72	+21.43	take_profit
06-15 10:54	ETH	Buy	1666.67→1739.83	+21.47	take_profit
06-15 07:23	ETH	Buy	1676.27→1720.93	+12.84	timeout
06-14 21:49	ETH	Buy	1686.87→1718.13	+8.70	timeout
06-14 19:45	ETH	Buy	1679.07→1664.83	-4.75	timeout
06-14 16:27	ETH	Buy	1673.87→1666.83	-2.55	timeout
06-14 04:57	ETH	Buy	1664.07→1677.63	+3.59	timeout
06-14 00:48	ETH	Buy	1666.07→1681.83	+4.22	timeout
06-13 19:01	ETH	Buy	1667.17→1678.03	+2.86	timeout
06-13 14:59	ETH	Buy	1684.67→1679.13	-2.19	timeout
06-13 12:48	ETH	Buy	1666.17→1678.83	+3.25	timeout
06-13 00:25	ETH	Buy	1671.27→1667.93	-1.57	timeout
06-12 22:22	ETH	Buy	1677.87→1666.53	-3.80	timeout
06-12 17:32	ETH	Buy	1665.37→1667.73	+0.32	timeout
06-12 14:34	ETH	Buy	1646.26→1670.73	+6.95	timeout
06-12 12:31	ETH	Buy	1647.26→1667.23	+5.58	timeout
06-11 17:48	ETH	Buy	1611.66→1683.83	+21.88	take_profit
06-11 17:07	ETH	Buy	1642.76→1638.34	-1.83	timeout
06-11 12:17	ETH	Buy	1622.16→1659.93	+11.11	timeout
06-11 10:01	ETH	Buy	1622.76→1658.93	+10.57	timeout
06-11 07:50	ETH	Buy	1638.96→1652.93	+3.68	timeout
06-10 22:20	ETH	Buy	1643.06→1602.44	-12.78	stop_loss
06-10 16:49	ETH	Buy	1627.86→1633.74	+1.29	timeout
06-10 14:48	ETH	Buy	1635.36→1644.04	+2.19	timeout
06-10 09:20	ETH	Buy	1649.76→1609.03	-12.70	stop_loss
06-09 16:19	ETH	Buy	1663.17→1622.03	-12.75	stop_loss
06-09 16:05	ETH	Buy	1669.87→1628.52	-12.79	stop_loss
06-09 14:21	ETH	Buy	1679.17→1637.72	-12.79	stop_loss
06-09 14:21	ETH	Buy	1679.87→1638.22	-12.85	stop_loss
06-09 14:17	ETH	Buy	1687.77→1645.91	-12.85	stop_loss
06-09 10:43	ETH	Buy	1671.17→1671.13	-0.26	timeout
06-09 08:01	ETH	Buy	1669.67→1677.23	+1.81	timeout
06-09 05:50	ETH	Buy	1647.36→1690.63	+12.75	timeout
06-09 03:48	ETH	Buy	1676.57→1665.53	-3.45	timeout
06-09 02:38	ETH	Buy	1695.17→1653.21	-12.79	stop_loss
06-08 22:52	ETH	Buy	1682.57→1699.13	+4.63	timeout
06-08 05:07	ETH	Buy	1693.47→1651.61	-12.77	stop_loss
06-07 22:14	ETH	Buy	1633.76→1705.73	+21.60	take_profit
06-07 22:14	ETH	Buy	1629.56→1701.03	+21.52	take_profit
06-07 22:14	ETH	Buy	1625.46→1696.83	+21.55	take_profit
06-07 22:14	ETH	Buy	1615.06→1686.13	+21.62	take_profit
06-07 22:14	ETH	Buy	1609.96→1680.83	+21.65	take_profit
06-07 08:57	ETH	Buy	1568.96→1637.84	+21.49	take_profit
06-07 08:45	ETH	Buy	1554.76→1622.94	+21.44	take_profit
06-07 06:28	ETH	Buy	1550.46→1618.44	+21.58	take_profit
06-07 06:28	ETH	Buy	1549.25→1617.14	+21.53	take_profit
06-07 06:06	ETH	Buy	1570.56→1597.74	+8.35	timeout
06-06 10:49	ETH	Buy	1572.86→1533.98	-12.80	stop_loss
06-06 04:33	ETH	Buy	1555.86→1517.39	-12.70	stop_loss
06-06 04:27	ETH	Buy	1568.36→1529.38	-12.86	stop_loss
06-06 03:35	ETH	Buy	1593.06→1553.67	-12.80	stop_loss
06-06 03:32	ETH	Buy	1597.16→1557.66	-12.79	stop_loss
06-05 23:30	ETH	Buy	1606.26→1566.56	-12.81	stop_loss
06-05 18:29	ETH	Buy	1603.96→1564.36	-12.79	stop_loss
06-05 16:11	ETH	Buy	1591.56→1552.27	-12.78	stop_loss
06-05 13:57	ETH	Buy	1653.27→1612.43	-12.79	stop_loss
06-05 13:52	ETH	Buy	1673.47→1631.82	-12.88	stop_loss
06-05 13:52	ETH	Buy	1673.37→1631.82	-12.84	stop_loss
06-05 06:21	ETH	Buy	1695.57→1653.31	-12.91	stop_loss
05-29 12:35	ETH	Buy	1988.4→1997.9	+1.88	timeout

Paper (trades.jsonl)

79

closed

54%

win rate

+111.55

total pnl ($)

+28.2 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
ETH	79	54%	+28.2	+111.55

time	sym	side	reason
06-21 21:39	ETH	Buy	stale_intent
06-21 21:38	ETH	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 79 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)