funding_spread_persistence_filter_v2 · strategy

closed trades

45%

win rate

-96.71

total pnl ($)

0.905

weight

7d window — n=16 wr=31% pnl=-20.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 60 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 05:13	BTC	Buy	64176.2→64234.8	-0.00	timeout
06-21 09:24	BTC	Buy	63926.2→63982.8	-0.08	timeout
06-21 03:20	BTC	Buy	64361.2→64280.8	-1.08	timeout
06-20 04:54	BTC	Buy	63077.2→63546.8	+3.28	timeout
06-19 21:24	BTC	Buy	62382.1→63203.8	+6.11	timeout
06-19 11:41	BTC	Buy	62905.1→62592.9	-2.89	timeout
06-19 03:31	BTC	Buy	63274.2→62790.9	-4.24	timeout
06-18 15:53	BTC	Buy	64071.2→62428.6	-13.12	stop_loss
06-17 23:49	BTC	Buy	64821.2→64455.8	-3.34	timeout
06-17 19:29	BTC	Buy	66012.3→64318.6	-13.28	stop_loss
06-17 07:44	BTC	Buy	65626.3→65525.7	-1.19	timeout
06-17 00:24	BTC	Buy	66575.3→65700.7	-7.05	timeout
06-16 04:24	BTC	Buy	67146.4→66035.7	-8.70	timeout
06-15 22:22	BTC	Buy	65693.3→66328.7	+4.36	timeout
06-15 15:57	BTC	Buy	65925.3→67187.6	+9.11	timeout
06-15 09:14	BTC	Buy	64074.2→65662.7	+11.95	timeout
06-14 22:26	BTC	Buy	64580.2→65119.7	+3.70	timeout
06-14 10:47	BTC	Buy	64466.2→64528.8	+0.03	timeout
06-14 04:20	BTC	Buy	64015.2→64489.8	+3.28	timeout
06-13 22:16	BTC	Buy	63739.2→64368.8	+4.47	timeout
06-13 15:14	BTC	Buy	63647.2→64263.8	+4.38	timeout
06-13 08:41	BTC	Buy	63532.2→63863.8	+2.11	timeout
06-13 02:05	BTC	Buy	63314.2→63762.8	+3.08	timeout
06-12 19:59	BTC	Buy	63084.2→63593.8	+3.59	timeout
06-12 13:44	BTC	Buy	63387.2→63121.8	-2.58	timeout
06-12 07:35	BTC	Buy	63700.2→62969.9	-6.20	timeout
06-12 01:37	BTC	Buy	62813.1→63293.8	+3.32	timeout
06-11 09:05	BTC	Buy	61671.1→62885.9	+9.35	timeout
06-11 03:05	BTC	Buy	62104.1→62142.9	-0.17	timeout
06-10 04:48	BTC	Buy	61324.1→62016.9	+5.25	timeout
06-09 14:47	BTC	Buy	62768.1→61160.3	-13.26	stop_loss
06-09 12:02	BTC	Buy	63092.2→62728.9	-3.30	timeout
06-09 05:13	BTC	Buy	63343.2→63207.8	-1.53	timeout
06-08 23:01	BTC	Buy	63078.2→63411.8	+2.18	timeout
06-08 15:59	BTC	Buy	63087.2→63708.8	+4.41	timeout
06-08 02:10	BTC	Buy	61784.1→62987.9	+9.26	timeout
06-07 09:30	BTC	Buy	60866→62662.9	+14.32	timeout
06-07 03:08	BTC	Buy	60623→61451.9	+6.36	timeout
06-06 21:03	BTC	Buy	61203.1→60708	-4.46	timeout
06-06 14:58	BTC	Buy	60939→60828	-1.36	timeout
06-06 07:25	BTC	Buy	59656→60839	+9.44	timeout
06-05 15:37	BTC	Buy	61849.1→60265.8	-13.25	stop_loss
06-05 14:28	BTC	Buy	61880.1→60296.8	-13.24	stop_loss
06-05 06:00	BTC	Buy	63801.2→62166.8	-13.24	stop_loss
06-05 05:54	BTC	Buy	63477.2→62685.9	-6.65	timeout
06-04 22:32	BTC	Buy	62556.1→63259.8	+5.20	timeout
06-04 11:10	BTC	Buy	63801.2→62168.8	-13.22	stop_loss
06-04 00:26	BTC	Buy	65340.3→63668	-13.24	stop_loss
06-03 20:44	BTC	Buy	66832.3→65120.2	-13.27	stop_loss
06-03 17:17	BTC	Buy	67103.4→65743.7	-10.61	timeout
06-03 14:12	BTC	Buy	66829.3→66773.7	-0.89	timeout
06-03 03:43	BTC	Buy	67547.4→65818.8	-13.25	stop_loss
06-02 14:21	BTC	Buy	69972.5→68181.5	-13.26	stop_loss
06-02 07:03	BTC	Buy	71555.6→69720.6	-13.34	stop_loss
06-02 00:47	BTC	Buy	72140.6→71181.4	-7.17	timeout
05-31 22:58	BTC	Buy	73865.7→73986.3	+0.38	timeout
05-30 22:30	BTC	Buy	73618.7→73854.3	+1.09	timeout
05-30 02:54	BTC	Buy	72938.6→73746.3	+5.07	timeout
05-29 07:54	BTC	Buy	73435.7→73389.3	-0.79	timeout
05-29 00:43	BTC	Buy	73472.7→73766.3	+1.47	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-96.71

total pnl ($)

-32.0 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	60	45%	-32.0	-96.71

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…