funding_spread_persistence_filter_rescue_v3

not live
11
closed trades
55%
win rate
+53.32
total pnl ($)
1.295
weight
7d window — n=1 wr=100% pnl=+7.48  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-29 02:15 (30.7d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_x3496952_20288
n: 5  ·  wr: 80.0%  ·  total_bps: +507.5  ·  mean_bps: +101.50  ·  sharpe: +1.20  ·  max_dd_bps: -67.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=237.089

Cumulative P&L (last 11 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 00:52BTCSell65128.7→64094.2+7.48timeout
06-19 14:51BTCSell62918.9→63271.2-3.30timeout
06-12 19:28BTCSell62971.9→63724.2-6.42timeout
06-06 14:58BTCSell60933→60834+0.36timeout
06-04 15:48BTCSell64351.8→63678.2+4.85timeout
06-03 02:05BTCSell68636.6→66874.3+12.39timeout
06-02 15:37BTCSell70211.5→67128.4+21.52take_profit
06-02 14:26BTCSell71001.4→67871.4+21.61take_profit
05-31 03:20BTCSell73901.3→74140.7-2.04timeout
05-30 00:11BTCSell73334.3→73461.7-1.30timeout
05-29 19:51BTCSell73390.3→73599.7-1.85timeout

Paper vs Live

Paper (trades.jsonl)
11
closed
55%
win rate
+53.32
total pnl ($)
+96.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1155%+96.7+53.32

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems