funding_carry_low_receive_long

not live
123
closed trades
41%
win rate
-110.97
total pnl ($)
1.056
weight
7d window — n=21 wr=43% pnl=-31.28  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 02:56:13 (24.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: bh
n: 129  ·  wr: 42.6%  ·  total_bps: -1070.8  ·  mean_bps: -8.30  ·  sharpe: -0.06  ·  max_dd_bps: -2176.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 22:00ADABuy0.147207→0.144412-9.85stop_loss
06-27 17:09ATOMBuy1.5863→1.5973+3.14timeout
06-27 07:52INJBuy4.86782→5.02184+15.33take_profit
06-27 01:07XRPBuy1.04616→1.04684-0.10timeout
06-26 11:45ARBBuy0.0727982→0.0714064-10.03stop_loss
06-26 02:12XRPBuy1.04096→1.02113-9.97stop_loss
06-26 00:55XRPBuy1.02976→1.03974+4.46timeout
06-25 11:33ATOMBuy1.65571→1.62378-10.06stop_loss
06-25 08:44ADABuy0.147587→0.149533+6.09timeout
06-24 16:51LINKBuy7.37864→7.23267-10.34stop_loss
06-24 10:10ADABuy0.150408→0.147479-10.17stop_loss
06-24 08:35ADABuy0.152358→0.150572-6.21timeout
06-24 00:38SOLBuy68.9743→70.0125+7.18timeout
06-23 16:32SOLBuy68.6363→69.0006+2.28timeout
06-23 06:20ADABuy0.15862→0.155563-10.05stop_loss
06-23 00:37ADABuy0.15923→0.15862-2.19timeout
06-22 11:35SUIBuy0.710278→0.732877+15.44take_profit
06-22 08:06SUIBuy0.695664→0.708753+8.91timeout
06-21 21:09ADABuy0.162251→0.159151-10.01stop_loss
06-21 16:00ADABuy0.16149→0.162199+1.70timeout
06-21 07:57ATOMBuy1.79895→1.77546-6.83timeout
06-20 23:55ATOMBuy1.78555→1.79895+3.25timeout
06-20 13:23ARBBuy0.0843411→0.0827179-10.05stop_loss
06-20 07:39ADABuy0.16182→0.163319+4.14timeout
06-19 23:36ADABuy0.16153→0.16194+0.85timeout
06-19 15:29ADABuy0.15991→0.16111+3.34timeout
06-19 07:33ATOMBuy1.80425→1.82074+4.19timeout
06-18 23:31ADABuy0.162491→0.163299+1.99timeout
06-18 15:15AVAXBuy6.65416→6.5261-10.06stop_loss
06-18 05:08ADABuy0.167052→0.163847-9.99stop_loss
06-17 19:39OPBuy0.107967→0.105881-10.14stop_loss
06-17 15:16ATOMBuy1.9869→1.9854-0.85timeout
06-17 07:14ADABuy0.172783→0.171607-3.81timeout
06-16 20:39OPBuy0.106627→0.110152+16.05take_profit
06-16 15:07OPBuy0.106567→0.106653+0.09timeout
06-16 07:06ADABuy0.178485→0.178235-1.13timeout
06-15 22:25AVAXBuy6.95844→6.82488-10.07stop_loss
06-15 14:59BNBBuy617.114→627.343+7.84timeout
06-14 21:40AVAXBuy6.45971→6.66313+15.30take_profit
06-14 17:38AVAXBuy6.60825→6.48154-9.97stop_loss
06-14 12:15BNBBuy609.192→611.177+1.16timeout
06-14 04:11AVAXBuy6.71578→6.70072-1.58timeout
06-13 20:01BNBBuy606.312→607.678+0.68timeout
06-13 11:09ARBBuy0.0845111→0.0858085+7.29timeout
06-13 03:03AVAXBuy6.59495→6.60145+0.06timeout
06-12 19:00AVAXBuy6.63236→6.57985-4.37timeout
06-12 09:33SOLBuy66.522→67.4029+6.17timeout
06-12 01:02AVAXBuy6.51663→6.61645+7.22timeout
06-11 12:22APTBuy0.636659→0.624232-10.19stop_loss
06-11 04:49OPBuy0.0909727→0.0939565+15.96take_profit
06-10 20:50ATOMBuy1.79295→1.75868-10.04stop_loss
06-10 09:20APTBuy0.654464→0.641818-10.08stop_loss
06-09 16:39SOLBuy64.7617→63.5447-9.84stop_loss
06-09 14:21OPBuy0.0957039→0.0937696-10.50stop_loss
06-09 00:35ADABuy0.170453→0.167085-10.32stop_loss
06-08 18:46INJBuy5.67102→5.85254+15.53take_profit
06-08 12:42OPBuy0.0964541→0.0995151+15.38take_profit
06-08 07:14SOLBuy66.0189→65.6252-3.33timeout
06-07 22:14SOLBuy64.4197→66.462+15.59take_profit
06-07 12:13AVAXBuy6.73518→6.60574-10.00stop_loss
06-07 04:57ATOMBuy1.62161→1.67678+16.60take_profit
06-06 15:19SOLBuy62.4044→61.2282-9.85stop_loss
06-06 13:58ATOMBuy1.6059→1.63959+10.05timeout
06-05 22:05OPBuy0.0993748→0.0974669-10.05stop_loss
06-05 15:15ADABuy0.16084→0.157682-10.26stop_loss
06-05 06:23ADABuy0.163791→0.16047-10.59stop_loss
06-05 00:48INJBuy5.34504→5.51492+15.43take_profit
06-04 21:52ATOMBuy1.80405→1.78245-6.48timeout
06-04 08:11APTBuy0.774894→0.76013-9.96stop_loss
06-04 00:25ADABuy0.203401→0.19949-10.04stop_loss
06-04 00:24SOLBuy72.1578→71.6882-3.60timeout
06-03 06:34APTBuy0.820805→0.846788+15.39take_profit
06-02 19:33ATOMBuy1.83376→1.79875-9.98stop_loss
06-02 14:23XRPBuy1.26462→1.24057-9.90stop_loss
06-02 10:31ATOMBuy1.88057→1.87283-2.51timeout
06-02 00:51XRPBuy1.29012→1.28968-0.60timeout
06-01 13:55OPBuy0.116919→0.114504-10.83stop_loss
05-31 23:09OPBuy0.115759→0.11949+15.65take_profit
05-31 14:18APTBuy0.940135→0.921608-10.22stop_loss
05-31 07:44APTBuy0.934834→0.935166-0.30timeout
05-30 17:40OPBuy0.12107→0.12066-2.10timeout
05-30 14:52ADABuy0.235439→0.235591-0.10timeout
05-29 18:00INJBuy6.53983→6.41519-9.95stop_loss
05-29 07:20INJBuy6.07162→6.26783+15.71take_profit
05-28 23:21INJBuy5.53008→5.42093-10.29stop_loss
05-28 21:11ADABuy0.231498→0.235451+8.04timeout
05-28 05:19INJBuy5.39895→5.29483-10.09stop_loss
05-27 21:40INJBuy5.56439→5.4575-10.06stop_loss
05-27 13:38INJBuy5.70783→5.5981-10.05stop_loss
05-27 06:41INJBuy5.63851→5.82024+15.69take_profit
05-27 05:00ADABuy0.24033→0.23949-2.14timeout
05-26 14:22ATOMBuy2.21605→2.28743+15.65take_profit
05-26 10:19OPBuy0.127862→0.131927+15.43take_profit
05-26 00:43ADABuy0.246462→0.241839-9.87stop_loss
05-25 18:48OPBuy0.128932→0.131407+9.20timeout
05-25 10:47OPBuy0.125181→0.128898+14.34timeout
05-24 21:34OPBuy0.126412→0.123977-10.06stop_loss
05-24 14:13OPBuy0.127932→0.125496-9.92stop_loss
05-24 10:47OPBuy0.128942→0.127848-4.38timeout
05-24 02:47OPBuy0.130423→0.128878-6.41timeout

Paper vs Live

Paper (trades.jsonl)
123
closed
41%
win rate
-110.97
total pnl ($)
-18.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA2836%-50.5-70.28
OP2138%-4.5-4.21
ATOM1346%+9.0+6.14
APT1030%-60.6-30.25
INJ1050%+54.5+27.25
AVAX933%-52.6-23.47
SOL850%+10.0+4.60
XRP714%-59.2-20.53
SUI475%+83.7+16.62
ARB425%-114.8-22.88
BTC367%+13.9+2.09
BNB3100%+64.6+9.68
DOGE250%+46.2+4.63
LINK10%-206.8-10.34

Recent bounces (last 20 of 1)

timesymsidereason
06-28 01:15ADABuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 00:06BTCBuy+0.30The market was in a low-funding, sideways regime with stable open interest, offering no clear directional catalyst. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period.
04-30 08:20BTCBuy+1.98At close, Bitcoin had stabilized near $76,048 with mild 1-hour gains (+0.33%) despite a 24-hour decline of -1.30%, while funding rates had normalized sharply upward to -0.005438% from the -0.0137% that triggered the entry. The trade's thesis worked marginal…
04-27 16:15ADABuy-5.09ADA declined 2.91% over 24 hours and 0.90% over 7 days while BTC and ETH showed modest weakness, creating a mild downtrend environment that persisted through the 8-hour hold period. The carry-receive thesis failed because ADA's negative funding rate of -0.0…