funding_both_venues_crowded_fade · strategy

225

closed trades

45%

win rate

-23.33

total pnl ($)

0.848

weight

7d window — n=54 wr=37% pnl=-62.23 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 03:10:56 (23.6d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: bs

n: 113 · wr: 53.1% · total_bps: +1710.4 · mean_bps: +15.14 · sharpe: +0.12 · max_dd_bps: -829.0

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 15:03	OP	Buy	0.103906→0.102413	-7.61	stop_loss
06-27 14:57	ATOM	Buy	1.5831→1.6001	+4.97	timeout
06-27 11:18	APT	Buy	0.603951→0.594654	-8.17	stop_loss
06-27 10:00	OP	Buy	0.104736→0.104464	-1.72	timeout
06-27 09:39	INJ	Buy	5.00065→4.9287	-7.63	stop_loss
06-27 02:40	INJ	Buy	4.85611→4.96086	+10.32	take_profit
06-26 21:07	ATOM	Buy	1.6039→1.58141	-7.44	stop_loss
06-26 03:46	ADA	Buy	0.139055→0.142094	+10.49	take_profit
06-26 01:30	APT	Buy	0.590648→0.581364	-8.31	stop_loss
06-25 20:04	XRP	Buy	1.03486→1.03734	+0.79	timeout
06-25 17:16	AVAX	Buy	6.11753→6.25014	+10.40	take_profit
06-25 15:36	ATOM	Buy	1.5874→1.62159	+10.33	take_profit
06-25 10:58	INJ	Buy	4.26657→4.20295	-7.91	stop_loss
06-25 10:32	ATOM	Buy	1.65571→1.63178	-7.66	stop_loss
06-25 05:59	ATOM	Buy	1.64041→1.66788	+7.97	timeout
06-25 05:07	ADA	Buy	0.147077→0.150262	+10.39	take_profit
06-25 02:34	ADA	Buy	0.147457→0.147613	+0.11	timeout
06-24 22:34	BNB	Buy	554.729→563.449	+7.44	timeout
06-24 20:06	APT	Buy	0.605651→0.618745	+10.37	take_profit
06-24 20:01	ATOM	Buy	1.6068→1.64139	+10.33	take_profit
06-24 17:21	ARB	Buy	0.0740485→0.0729952	-7.56	stop_loss
06-24 16:51	DOGE	Buy	0.0747317→0.0736847	-7.45	stop_loss
06-24 16:51	SOL	Buy	67.3411→66.4098	-7.37	stop_loss
06-24 16:51	LINK	Buy	7.37364→7.27044	-7.45	stop_loss
06-24 16:51	SUI	Buy	0.674839→0.664361	-8.20	stop_loss
06-24 11:18	OP	Buy	0.101395→0.100905	-2.87	timeout
06-24 10:59	INJ	Buy	4.51003→4.44646	-7.49	stop_loss
06-24 10:10	ADA	Buy	0.150448→0.148239	-7.77	stop_loss
06-24 08:06	ATOM	Buy	1.69842→1.69108	-2.53	timeout
06-24 05:06	SOL	Buy	69.6905→69.5216	-1.62	timeout
06-24 04:06	OP	Buy	0.101895→0.100445	-7.54	stop_loss
06-24 03:20	ARB	Buy	0.0787297→0.0776118	-7.52	stop_loss
06-23 21:00	DOGE	Buy	0.0788537→0.0784324	-3.07	timeout
06-23 20:03	ARB	Buy	0.0783496→0.0788003	+2.43	timeout
06-23 16:00	BNB	Buy	573.653→574.126	+0.05	timeout
06-23 12:42	ARB	Buy	0.0773493→0.0790802	+10.74	take_profit
06-23 12:26	INJ	Buy	4.60345→4.53899	-7.44	stop_loss
06-23 08:28	ADA	Buy	0.153008→0.150777	-7.74	stop_loss
06-23 08:24	SOL	Buy	69.0093→67.9958	-7.79	stop_loss
06-23 08:17	ETH	Buy	1676.57→1652.91	-7.51	stop_loss
06-23 06:20	INJ	Buy	4.64046→4.57287	-7.73	stop_loss
06-23 06:03	SOL	Buy	71.6477→70.8704	-5.83	timeout
06-23 04:12	AVAX	Buy	6.23866→6.31242	+5.48	timeout
06-22 22:38	ADA	Buy	0.15949→0.157252	-7.46	stop_loss
06-22 20:13	ADA	Buy	0.15876→0.15912	+0.74	timeout
06-22 01:25	SUI	Buy	0.695134→0.710282	+10.44	take_profit
06-22 01:23	ADA	Buy	0.157109→0.16061	+10.68	take_profit
06-21 21:09	OP	Buy	0.100945→0.0994254	-7.95	stop_loss
06-21 20:33	ADA	Buy	0.16126→0.16128	-0.40	timeout
06-21 16:27	INJ	Buy	5.00175→4.9311	-7.50	stop_loss
06-21 12:15	ATOM	Buy	1.77714→1.77046	-2.31	timeout
06-21 12:15	ADA	Buy	0.16114→0.16065	-1.97	timeout
06-21 09:54	OP	Buy	0.102946→0.102754	-1.29	timeout
06-20 22:24	OP	Buy	0.101345→0.103684	+11.09	take_profit
06-20 16:44	INJ	Buy	4.94794→5.05484	+10.38	take_profit
06-20 14:00	OP	Buy	0.101585→0.100145	-7.51	stop_loss
06-20 14:00	ATOM	Buy	1.78665→1.76158	-7.45	stop_loss
06-20 05:11	ARB	Buy	0.0826106→0.0843989	+10.40	take_profit
06-20 04:58	AVAX	Buy	5.90518→5.96751	+4.86	timeout
06-19 23:10	ADA	Buy	0.16077→0.16113	+0.69	timeout
06-19 21:55	ATOM	Buy	1.81255→1.79925	-4.10	timeout
06-19 12:02	ADA	Buy	0.15963→0.15992	+0.51	timeout
06-19 10:17	ATOM	Buy	1.82476→1.79865	-7.59	stop_loss
06-19 04:11	ATOM	Buy	1.80485→1.80185	-1.23	timeout
06-18 20:01	ADA	Buy	0.16032→0.163779	+10.31	take_profit
06-18 15:37	ATOM	Buy	1.83266→1.80584	-7.78	stop_loss
06-18 12:45	BNB	Buy	591.738→590.742	-1.24	timeout
06-18 12:04	AVAX	Buy	6.65246→6.61835	-3.00	timeout
06-18 10:33	ADA	Buy	0.164811→0.166678	+5.21	timeout
06-18 09:45	OP	Buy	0.106197→0.108493	+10.35	take_profit
06-18 08:30	APT	Buy	0.64176→0.655636	+10.36	take_profit
06-18 08:00	ATOM	Buy	1.85486→1.85604	-0.11	timeout
06-18 04:16	ADA	Buy	0.167152→0.165829	-4.37	timeout
06-18 04:09	SUI	Buy	0.765001→0.754224	-7.51	stop_loss
06-18 03:44	AVAX	Buy	6.7887→6.69278	-7.49	stop_loss
06-17 11:54	ATOM	Buy	1.97409→1.97841	+0.64	timeout
06-17 01:49	ARB	Buy	0.0857914→0.0876681	+10.48	take_profit
06-16 19:17	ADA	Buy	0.174504→0.171871	-7.96	stop_loss
06-16 18:26	OP	Buy	0.106397→0.107393	+4.25	timeout
06-16 18:03	ARB	Buy	0.0845211→0.0863484	+10.37	take_profit
06-16 18:02	APT	Buy	0.663166→0.677631	+10.46	take_profit
06-16 07:31	ATOM	Buy	1.95189→1.9969	+11.10	take_profit
06-16 01:03	BNB	Buy	619.035→616.156	-2.74	timeout
06-15 19:19	OP	Buy	0.110778→0.109098	-8.03	stop_loss
06-14 21:18	INJ	Buy	4.98145→5.08873	+10.38	take_profit
06-14 20:28	ATOM	Buy	1.97039→1.9824	+2.67	timeout
06-14 18:21	AVAX	Buy	6.51793→6.42378	-7.65	stop_loss
06-14 13:12	AVAX	Buy	6.64456→6.60365	-3.52	timeout
06-12 20:54	INJ	Buy	5.13008→5.13842	+0.39	timeout
06-12 20:38	AVAX	Buy	6.60055→6.58805	-1.38	timeout
06-12 20:00	NEAR	Buy	2.02981→2.0012	-7.45	stop_loss
06-11 12:23	OP	Buy	0.0938134→0.0923407	-8.25	stop_loss
06-11 05:22	APT	Buy	0.630057→0.63794	+5.78	timeout
06-11 03:55	ADA	Buy	0.16112→0.164639	+10.45	take_profit
06-11 00:17	OP	Buy	0.0897124→0.091907	+11.83	take_profit
06-10 23:30	ARB	Buy	0.075919→0.0775506	+10.32	take_profit
06-10 19:46	APT	Buy	0.64066→0.631326	-7.68	stop_loss
06-10 15:48	INJ	Buy	5.31043→5.23607	-7.44	stop_loss
06-10 12:31	OP	Buy	0.0935534→0.0955761	+10.37	take_profit
06-10 11:04	APT	Buy	0.645761→0.636422	-7.64	stop_loss

Paper vs Live

Paper (trades.jsonl)

225

closed

45%

win rate

-23.33

total pnl ($)

-2.5 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 ($)
ATOM	38	39%	-19.8	-36.57
ADA	36	58%	+24.2	+44.13
OP	35	40%	+1.6	+3.72
INJ	30	40%	-17.3	-25.51
APT	22	45%	+3.9	+4.54
SOL	17	35%	-19.1	-15.76
ARB	14	57%	+38.2	+27.02
AVAX	11	45%	+19.7	+11.03
BNB	7	71%	+25.7	+9.33
DOGE	4	50%	-34.5	-6.79
NEAR	3	0%	-149.0	-22.27
ETH	3	33%	-28.6	-4.28
SUI	3	33%	-35.1	-5.27
LINK	1	0%	-149.0	-7.45
XRP	1	100%	+15.0	+0.79

Recent bounces (last 20 of 3)

time	sym	side	reason
06-27 18:04	ADA	Buy	circuit_breaker
06-27 12:10	OP	Buy	circuit_breaker
06-27 11:10	ATOM	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
04-29 18:09	ADA	Buy	-7.03	ADA was declining across all timeframes (down 1.69% in the past hour, 2.71% in 24h) as part of a broader crypto selloff affecting BTC and ETH, with the broader market showing weakness. The trade's thesis failed because the funding rate crowding signal (HL -…
04-27 12:20	ADA	Buy	-0.37	At close, ADA was flat-to-slightly-down intraday (−0.05% 1h) while BTC and ETH showed modest weakness, creating a low-volatility environment where the 5x leveraged fade position could not generate the 220bps take-profit within the 240-minute horizon before …

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