funding_spread_btc_eth_mean_rev_long

68

closed trades

51%

win rate

-48.35

total pnl ($)

0.838

weight

7d window — n=17 wr=41% pnl=-70.10 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 19:59:56 (25.3d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485389_93645

n: 150 · wr: 48.7% · total_bps: -3952.6 · mean_bps: -26.35 · sharpe: -0.18 · max_dd_bps: -4644.3

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-28 11:43	ETH	Buy	1574.16→1580.24	+1.46	timeout
06-28 05:38	ETH	Buy	1595.26→1567.64	-9.06	timeout
06-27 10:45	ETH	Buy	1574.76→1582.94	+2.18	timeout
06-27 04:05	ETH	Buy	1583.96→1581.84	-1.11	timeout
06-26 22:21	ETH	Buy	1552.26→1573.74	+6.45	timeout
06-26 15:41	ETH	Buy	1536.55→1583.54	+14.77	timeout
06-26 09:03	ETH	Buy	1559.96→1560.24	-0.36	timeout
06-26 03:00	ETH	Buy	1565.06→1524.95	-13.20	timeout
06-25 13:51	ETH	Buy	1621.66→1563.76	-18.25	stop_loss
06-25 13:45	ETH	Buy	1647.56→1588.75	-18.28	stop_loss
06-25 08:54	ETH	Buy	1615.76→1652.13	+10.75	timeout
06-24 16:57	ETH	Buy	1642.16→1583.55	-18.29	stop_loss
06-24 16:47	ETH	Buy	1670.17→1610.53	-18.28	stop_loss
06-24 15:02	ETH	Buy	1664.27→1645.34	-6.14	timeout
06-24 08:06	ETH	Buy	1663.97→1671.43	+1.76	timeout
06-24 01:19	ETH	Buy	1649.86→1665.53	+4.31	timeout
06-23 19:31	ETH	Buy	1689.07→1660.83	-8.80	timeout
06-19 21:02	ETH	Buy	1698.07→1706.63	+2.07	timeout
06-16 12:33	ETH	Buy	1761.78→1839.02	+21.43	take_profit
06-16 11:14	ETH	Buy	1789.48→1794.12	+0.80	timeout
06-16 02:35	ETH	Buy	1832.08→1766.64	-18.29	stop_loss
06-15 13:19	ETH	Buy	1736.97→1813.32	+21.52	take_profit
06-15 13:11	ETH	Buy	1718.17→1793.42	+21.43	take_profit
06-15 10:53	ETH	Buy	1724.67→1728.93	+0.76	timeout
06-15 04:50	ETH	Buy	1662.67→1718.53	+16.32	timeout
06-14 22:49	ETH	Buy	1673.77→1724.83	+14.75	timeout
06-14 16:48	ETH	Buy	1676.77→1664.63	-4.06	timeout
06-14 10:46	ETH	Buy	1682.87→1674.63	-2.90	timeout
06-14 04:45	ETH	Buy	1674.27→1676.03	+0.06	timeout
06-13 22:38	ETH	Buy	1674.47→1682.63	+1.99	timeout
06-13 16:36	ETH	Buy	1666.97→1671.33	+0.85	timeout
06-13 10:34	ETH	Buy	1661.57→1674.73	+3.44	timeout
06-13 04:33	ETH	Buy	1670.17→1666.23	-1.63	timeout
06-12 22:31	ETH	Buy	1673.97→1664.23	-3.34	timeout
06-12 16:34	ETH	Buy	1678.77→1669.53	-3.15	timeout
06-12 09:56	ETH	Buy	1675.77→1682.13	+1.44	timeout
06-12 02:49	ETH	Buy	1652.37→1674.93	+6.36	timeout
06-11 20:44	ETH	Buy	1660.17→1667.43	+1.70	timeout
06-11 14:43	ETH	Buy	1634.66→1650.73	+4.43	timeout
06-11 08:37	ETH	Buy	1630.76→1661.53	+8.94	timeout
06-11 02:31	ETH	Buy	1643.96→1632.84	-3.90	timeout
06-10 20:17	ETH	Buy	1638.06→1625.74	-4.15	timeout
06-10 04:41	ETH	Buy	1619.96→1655.63	+10.52	timeout
06-09 16:06	ETH	Buy	1685.47→1625.32	-18.24	stop_loss
06-09 12:53	ETH	Buy	1661.17→1674.13	+3.47	timeout
06-09 06:48	ETH	Buy	1679.17→1688.33	+2.28	timeout
06-09 00:48	ETH	Buy	1690.27→1663.53	-8.10	timeout
06-08 18:47	ETH	Buy	1665.07→1679.33	+3.89	timeout
06-08 12:45	ETH	Buy	1701.57→1688.73	-4.25	timeout
06-07 22:14	ETH	Buy	1633.86→1705.73	+21.57	take_profit
06-07 22:14	ETH	Buy	1615.56→1686.83	+21.67	take_profit
06-07 18:33	ETH	Buy	1617.86→1635.44	+5.08	timeout
06-07 08:46	ETH	Buy	1564.46→1633.04	+21.46	take_profit
06-07 06:27	ETH	Buy	1560.16→1608.24	+15.03	timeout
06-07 00:21	ETH	Buy	1561.16→1566.44	+1.24	timeout
06-06 06:21	ETH	Buy	1512.55→1578.84	+21.47	take_profit
06-05 18:52	ETH	Buy	1605.66→1548.37	-18.28	stop_loss
06-05 13:57	ETH	Buy	1675.77→1615.73	-18.35	stop_loss
06-05 06:01	ETH	Buy	1736.17→1674.19	-18.29	stop_loss
06-05 05:37	ETH	Buy	1773.28→1709.97	-18.28	stop_loss
06-05 04:36	ETH	Buy	1766.58→1733.73	-9.70	timeout
06-04 21:58	ETH	Buy	1763.48→1761.52	-0.98	timeout
06-04 17:11	ETH	Buy	1785.28→1772.52	-4.04	timeout
06-04 02:03	ETH	Buy	1801.68→1736.96	-18.43	stop_loss
06-03 20:55	ETH	Buy	1835.28→1769.54	-18.35	stop_loss
06-03 16:27	ETH	Buy	1876.09→1809.11	-18.29	stop_loss
06-03 14:33	ETH	Buy	1855.09→1853.81	-0.82	timeout
06-02 23:23	ETH	Buy	1921.89→1853.09	-18.35	stop_loss

Paper (trades.jsonl)

68

closed

51%

win rate

-48.35

total pnl ($)

-14.3 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
ETH	68	51%	-14.3	-48.35

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 68 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)