eth_relative_value_funding_compression_fear_looser_threshold

not live
9
closed trades
33%
win rate
-19.23
total pnl ($)
1.000
weight
7d window — n=3 wr=0% pnl=-38.70  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 16:47:19 (24.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_alc
n: 19  ·  wr: 36.8%  ·  total_bps: -12.2  ·  mean_bps: -0.64  ·  sharpe: -0.00  ·  max_dd_bps: -1262.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 9 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:13ETHBuy1569.96→1530.18-13.06stop_loss
06-24 15:46ETHBuy1661.17→1620.13-12.81stop_loss
06-23 06:20ETHBuy1736.67→1693.48-12.83stop_loss
06-14 21:50ETHBuy1652.77→1725.43+21.23take_profit
06-14 06:29ETHBuy1627.56→1677.53+14.84timeout
06-09 14:16ETHBuy1691.97→1650.11-12.82stop_loss
06-07 22:14ETHBuy1632.16→1704.83+21.84take_profit
06-06 10:36ETHBuy1578.96→1539.98-12.79stop_loss
05-27 18:13ETHBuy2094.01→2042.47-12.83stop_loss

Paper vs Live

Paper (trades.jsonl)
9
closed
33%
win rate
-19.23
total pnl ($)
-42.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH933%-42.1-19.23

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems