funding_mean_reversion_big_venue

not live
5
closed trades
0%
win rate
-5.80
total pnl ($)
1.223
weight
7d window — n=3 wr=0% pnl=-4.41  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 03:50:46 (36.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: avr
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 22:07BTCUSDTSell59651.6→59814.3-1.81timeout
06-26 18:08BTCUSDTSell60114.1→60066.9-0.05timeout
06-24 22:51BTCUSDTBuy61049.3→60792.7-2.55timeout
05-15 12:05BTCUSDTSell80576.9→80617.2-0.69timeout
05-15 12:05BTCUSDTSell80576.9→80617.2-0.69timeout

Paper vs Live

Paper (trades.jsonl)
5
closed
0%
win rate
-5.80
total pnl ($)
-23.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT50%-23.3-5.80

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems