funding_spread_vol_adaptive_symmetric · strategy

closed trades

52%

win rate

-202.71

total pnl ($)

1.002

weight

7d window — n=22 wr=64% pnl=-34.35 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 85 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 10:08	BTC	Buy	60393→59382	-8.81	timeout
06-30 02:49	BTC	Buy	59303→59995	+5.42	timeout
06-29 20:21	BTC	Buy	59965→60357	+2.74	timeout
06-29 13:01	BTC	Buy	59622→59962	+2.34	timeout
06-29 03:30	BTC	Buy	59984→60145	+0.88	timeout
06-28 12:47	BTC	Buy	60109→60219	+0.45	timeout
06-28 06:34	BTC	Buy	60505→59939	-5.12	timeout
06-28 00:21	BTC	Buy	60313→60114	-2.06	timeout
06-27 17:16	BTC	Buy	60238→60482	+1.57	timeout
06-27 11:13	BTC	Buy	60043→60378	+2.32	timeout
06-27 05:11	BTC	Buy	60185→60256	+0.14	timeout
06-26 23:08	BTC	Buy	59452→60053	+4.58	timeout
06-26 16:56	BTC	Buy	59860→60015	+0.80	timeout
06-26 08:41	BTC	Buy	59422→60173	+5.90	timeout
06-26 02:36	BTC	Buy	59903→58860.1	-9.14	timeout
06-25 13:45	BTC	Buy	61881.1→59988	-15.73	stop_loss
06-25 10:08	BTC	Buy	61013.1→61658.9	+4.84	timeout
06-25 04:07	BTC	Buy	60362→60803	+3.21	timeout
06-24 15:30	BTC	Buy	62654.1→60737.6	-15.73	stop_loss
06-24 14:45	BTC	Buy	62703.1→61139.9	-12.90	timeout
06-24 04:16	BTC	Buy	62631.1→62647.9	-0.35	timeout
06-23 22:02	BTC	Buy	62490.1→62582.9	+0.30	timeout
06-23 08:27	BTC	Buy	64048.2→62088.8	-15.73	stop_loss
06-23 07:54	BTC	Buy	64432.2→62847.9	-12.75	timeout
06-23 01:51	BTC	Buy	65456.3→63918.8	-12.18	timeout
06-22 19:46	BTC	Buy	64237.2→64310.8	+0.10	timeout
06-22 03:20	BTC	Buy	64173.2→64267.8	+0.25	timeout
06-21 20:37	BTC	Buy	63931.2→63996.8	+0.06	timeout
06-21 09:28	BTC	Buy	63911.2→64030.8	+0.42	timeout
06-21 03:26	BTC	Buy	64177.2→64393.8	+1.24	timeout
06-20 21:23	BTC	Buy	63535.2→63912.8	+2.53	timeout
06-20 04:52	BTC	Buy	63076.2→63550.8	+3.32	timeout
06-19 21:23	BTC	Buy	62311.1→63181.8	+6.51	timeout
06-19 11:39	BTC	Buy	62888.1→62559.9	-3.02	timeout
06-19 03:33	BTC	Buy	63171.2→62721.9	-3.98	timeout
06-18 18:46	BTC	Buy	64098.2→62759.9	-10.77	timeout
06-18 06:01	BTC	Buy	65557.3→63914.8	-12.98	timeout
06-17 23:48	BTC	Buy	64842.2→64422.8	-3.69	timeout
06-17 12:15	BTC	Buy	65697.3→64830.8	-7.07	timeout
06-17 05:57	BTC	Buy	65898.3→65784.7	-1.32	timeout
06-16 22:58	BTC	Buy	66461.3→65744.7	-5.88	timeout
06-16 04:14	BTC	Buy	67248.4→66113.7	-8.86	timeout
06-15 22:19	BTC	Buy	65704.3→66335.7	+4.33	timeout
06-15 09:13	BTC	Buy	64023.2→65657.7	+12.32	timeout
06-14 22:26	BTC	Buy	64586.2→65179.7	+4.12	timeout
06-14 09:04	BTC	Buy	64292.2→64414.8	+0.47	timeout
06-14 02:21	BTC	Buy	64105.2→64553.8	+3.05	timeout
06-13 16:49	BTC	Buy	63625.2→63934.8	+1.98	timeout
06-13 08:36	BTC	Buy	63520.2→63862.8	+2.20	timeout
06-13 02:07	BTC	Buy	63526.2→63771.8	+1.46	timeout
06-12 19:58	BTC	Buy	63085.2→63591.8	+3.56	timeout
06-12 13:49	BTC	Buy	63417.2→63118.8	-2.84	timeout
06-12 07:42	BTC	Buy	63765.2→63053.8	-6.05	timeout
06-12 01:39	BTC	Buy	62820.1→63317.8	+3.46	timeout
06-11 18:58	BTC	Buy	62755.1→63497.8	+5.40	timeout
06-11 09:12	BTC	Buy	61524.1→62812.9	+9.97	timeout
06-11 03:04	BTC	Buy	62219.1→62131.9	-1.18	timeout
06-10 04:48	BTC	Buy	61324.1→62016.9	+5.25	timeout
06-09 16:19	BTC	Buy	62773.1→60845.5	-15.83	stop_loss
06-09 12:01	BTC	Buy	63048.2→62715.9	-3.06	timeout
06-09 05:27	BTC	Buy	63583.2→63306.8	-2.64	timeout
06-08 23:07	BTC	Buy	63196.2→63447.8	+1.53	timeout
06-08 16:06	BTC	Buy	62919.1→63865.8	+7.02	timeout
06-08 04:09	BTC	Buy	61998.1→62921.9	+6.99	timeout
06-07 14:57	BTC	Buy	61512.1→61902.9	+2.72	timeout
06-07 08:22	BTC	Buy	60568→62371.9	+14.47	timeout
06-07 02:18	BTC	Buy	60904→61274.9	+2.55	timeout
06-06 04:27	BTC	Buy	61768.1→59871.1	-15.81	stop_loss
06-06 03:15	BTC	Buy	60497→60889	+2.78	timeout
06-05 13:56	BTC	Buy	62805.1→60881.5	-15.77	stop_loss
06-05 06:22	BTC	Buy	63298.2→61358.2	-15.75	stop_loss
06-05 02:08	BTC	Buy	64253.2→63205.8	-8.60	timeout
06-04 19:02	BTC	Buy	63964.2→63785.8	-1.85	timeout
06-04 00:54	BTC	Buy	64973.2→62985.3	-15.74	stop_loss
06-03 20:55	BTC	Buy	66776.3→64733.4	-15.76	stop_loss
06-03 17:29	BTC	Buy	67042.4→65928.7	-8.79	timeout
06-03 14:13	BTC	Buy	66819.3→66764.7	-0.88	timeout
06-03 03:50	BTC	Buy	67649.4→65579.9	-15.75	stop_loss
06-02 15:26	BTC	Buy	69504.5→67374.9	-15.78	stop_loss
06-02 08:33	BTC	Buy	71606.6→70018.5	-11.60	timeout
06-02 00:48	BTC	Buy	72120.6→71167.4	-7.13	timeout
06-01 04:40	BTC	Buy	73493.7→73433.3	-0.88	timeout
05-31 19:57	BTC	Buy	73853.7→73538.3	-2.58	timeout
05-31 00:19	BTC	Buy	73612.7→73854.3	+1.16	timeout
05-29 02:23	BTC	Buy	72970.6→73475.3	+2.93	timeout

Paper vs Live

Paper (trades.jsonl)

closed

52%

win rate

-202.71

total pnl ($)

-47.5 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	85	52%	-47.5	-202.71

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…