eth_relative_value_funding_compression_fear_looser

not live
30
closed trades
57%
win rate
+163.77
total pnl ($)
0.918
weight
7d window — n=4 wr=0% pnl=-51.54  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 16:29:11 (23.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agp
n: 140  ·  wr: 24.3%  ·  total_bps: -11988.6  ·  mean_bps: -85.63  ·  sharpe: -0.35  ·  max_dd_bps: -13889.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 30 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 12:39ETHBuy1573.86→1534.98-12.79stop_loss
06-26 02:16ETHBuy1556.86→1518.29-12.83stop_loss
06-26 02:13ETHBuy1567.46→1528.58-12.84stop_loss
06-26 02:13ETHBuy1569.86→1530.18-13.07stop_loss
06-15 10:54ETHBuy1663.37→1736.33+21.30take_profit
06-15 10:54ETHBuy1662.67→1735.83+21.36take_profit
06-13 19:50ETHBuy1638.96→1679.23+12.12timeout
06-13 04:36ETHBuy1633.06→1666.83+9.86timeout
06-13 03:54ETHBuy1638.76→1664.93+7.42timeout
06-11 17:49ETHBuy1619.86→1691.83+21.65take_profit
06-11 17:49ETHBuy1618.76→1689.73+21.36take_profit
06-10 09:21ETHBuy1645.66→1605.04-12.69stop_loss
06-09 16:39ETHBuy1650.06→1609.13-12.84stop_loss
06-09 16:39ETHBuy1652.87→1610.33-13.00stop_loss
06-09 14:20ETHBuy1682.67→1641.11-12.79stop_loss
06-09 14:20ETHBuy1682.87→1641.31-12.79stop_loss
06-09 14:20ETHBuy1683.87→1641.81-12.93stop_loss
06-09 14:18ETHBuy1685.97→1644.31-12.80stop_loss
06-07 22:14ETHBuy1632.46→1705.73+22.06take_profit
06-07 22:14ETHBuy1628.56→1700.43+21.69take_profit
06-07 22:14ETHBuy1626.06→1697.83+21.69take_profit
06-07 22:14ETHBuy1612.56→1683.43+21.59take_profit
06-07 22:14ETHBuy1608.96→1679.53+21.50take_profit
06-07 19:25ETHBuy1643.66→1603.04-12.70stop_loss
06-07 08:57ETHBuy1570.46→1639.24+21.43take_profit
06-07 08:46ETHBuy1562.46→1631.34+21.55take_profit
06-07 08:46ETHBuy1559.56→1628.04+21.46take_profit
06-07 08:46ETHBuy1559.56→1628.04+21.46take_profit
06-07 08:46ETHBuy1556.06→1624.24+21.42take_profit
06-06 10:36ETHBuy1576.46→1536.68-13.06stop_loss

Paper vs Live

Paper (trades.jsonl)
30
closed
57%
win rate
+163.77
total pnl ($)
+109.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH3057%+109.0+163.77

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems