funding_rate_spike_momentum

not live
10
closed trades
30%
win rate
-5.56
total pnl ($)
1.227
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 04:06:06 (38.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: pe
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 10 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-13 17:01BTCSell64258.8→63977.2+1.74timeout
06-10 08:51BTCSell61650.9→61247.1+2.82timeout
06-06 08:29BTCSell60878→61462.8-5.25stop_loss
05-27 08:59BTCBuy75927.8→75812.2-1.20timeout
05-23 17:00BTCBuy75522.8→75401.2-1.26timeout
05-15 09:15BTCBuy80665→80530-1.29timeout
05-11 23:43BTCSell81715.9→81724.1-0.50timeout
05-11 09:16BTCBuy80740→80907+0.58timeout
05-10 01:15BTCBuy80681→80584-1.05timeout
05-09 09:15BTCSell80339→80290-0.15timeout

Paper vs Live

Paper (trades.jsonl)
10
closed
30%
win rate
-5.56
total pnl ($)
-11.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1030%-11.1-5.56

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 01:15BTCBuy-1.05The market was in a mild uptrend with BTC up 1.16% on the hour and 2.18% over 24 hours, showing steady bullish momentum. The thesis failed because the trade was not executed (entry=None) and was closed due to timeout, resulting in a small negative PnL from …
05-09 09:15BTCSell-0.15The market was in a mild downtrend with BTC down 1.71% over 24 hours and negative funding, indicating bearish sentiment. The thesis failed because the trade was closed due to timeout, meaning the expected price movement did not materialize within the allowe…