gmx_big_median_zscore_fade · strategy

346

closed trades

44%

win rate

-296.53

total pnl ($)

0.797

weight

7d window — n=59 wr=41% pnl=-70.40 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 03:19:32 (40.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: gm1

n: 38 · wr: 50.0% · total_bps: -242.1 · mean_bps: -6.37 · sharpe: -0.07 · max_dd_bps: -541.4

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 02:45	ETH	Sell	1575.44→1571.06	+0.93	timeout
06-28 01:57	SOL	Buy	70.9086→70.8104	-1.13	timeout
06-27 23:34	ARB	Buy	0.0737384→0.0733517	-3.06	timeout
06-27 21:05	LINK	Sell	7.37506→7.33883	+2.02	timeout
06-27 15:11	LINK	Sell	7.35156→7.45529	-7.51	stop_loss
06-27 12:40	ETH	Buy	1581.56→1580.74	-0.70	timeout
06-27 09:58	SOL	Buy	71.7828→71.8242	-0.15	timeout
06-27 06:29	LINK	Buy	7.40705→7.36486	-3.31	timeout
06-26 19:34	LINK	Sell	7.30367→7.36414	-4.59	timeout
06-26 13:47	SOL	Sell	69.4446→69.9005	-3.71	timeout
06-26 13:19	LINK	Buy	7.17479→7.07349	-7.52	stop_loss
06-26 12:40	ARB	Buy	0.0722981→0.0711866	-8.14	stop_loss
06-26 09:51	ARB	Sell	0.0739415→0.0723481	+10.34	take_profit
06-26 03:03	LINK	Buy	7.10678→7.00644	-7.51	stop_loss
06-26 02:13	ARB	Sell	0.0724719→0.0708277	+10.89	take_profit
06-26 02:13	SOL	Sell	67.5479→66.0769	+10.44	take_profit
06-25 21:02	LINK	Sell	7.1925→7.1921	-0.40	timeout
06-25 19:05	ARB	Buy	0.0733683→0.0723357	-7.48	stop_loss
06-25 18:45	ETH	Sell	1566.94→1562.76	+0.89	timeout
06-25 13:53	SOL	Buy	65.8449→64.9248	-7.44	stop_loss
06-25 13:40	ARB	Buy	0.076079→0.0750037	-7.50	stop_loss
06-25 12:26	LINK	Buy	7.50508→7.39685	-7.65	stop_loss
06-25 11:24	ARB	Sell	0.0770607→0.076089	+5.85	timeout
06-25 05:01	ARB	Sell	0.0755111→0.0765874	-7.57	stop_loss
06-25 04:29	LINK	Sell	7.40805→7.39095	+0.71	timeout
06-24 20:01	ARB	Sell	0.0741315→0.0751763	-7.50	stop_loss
06-24 17:22	LINK	Buy	7.24881→7.14724	-7.46	stop_loss
06-24 16:51	ARB	Sell	0.0756211→0.0739885	+10.33	take_profit
06-24 15:45	SOL	Buy	68.4273→67.4561	-7.55	stop_loss
06-24 13:44	BTC	Sell	62806.9→61431.1	+10.50	take_profit
06-24 11:49	LINK	Sell	7.5833→7.69577	-7.86	stop_loss
06-24 11:49	ARB	Sell	0.0774006→0.0784988	-7.54	stop_loss
06-24 10:10	LINK	Sell	7.64289→7.6052	+2.02	timeout
06-24 08:52	SOL	Buy	69.5304→69.3866	-1.47	timeout
06-24 08:18	ARB	Buy	0.0776894→0.0783404	+3.73	timeout
06-24 05:37	LINK	Sell	7.65809→7.66872	-1.16	timeout
06-24 02:39	ETH	Buy	1663.97→1664.13	-0.40	timeout
06-23 19:45	LINK	Sell	7.62429→7.56659	+3.30	timeout
06-23 17:33	ARB	Sell	0.0794501→0.0785896	+4.93	timeout
06-23 14:10	SOL	Sell	68.9297→69.3384	-3.46	timeout
06-23 13:47	ETH	Buy	1649.46→1656.43	+1.68	timeout
06-23 12:10	ARB	Sell	0.0779505→0.0790693	-7.63	stop_loss
06-23 06:18	ARB	Sell	0.0825194→0.0806902	+10.61	take_profit
06-23 05:25	SOL	Buy	71.9458→70.9379	-7.44	stop_loss
06-23 03:27	LINK	Buy	7.87897→7.88333	-0.18	timeout
06-22 22:28	ARB	Sell	0.0845788→0.0826507	+10.93	take_profit
06-22 18:43	LINK	Sell	8.014→7.94919	+3.61	timeout
06-22 15:49	ARB	Buy	0.0859815→0.0847664	-7.54	stop_loss
06-22 14:21	ETH	Buy	1748.17→1761.42	+3.32	timeout
06-22 13:29	SOL	Sell	73.652→74.2921	-4.77	timeout
06-22 10:13	LINK	Buy	7.94839→8.0058	+3.14	timeout
06-22 03:01	ARB	Buy	0.0845611→0.0833175	-7.81	stop_loss
06-22 00:29	BTC	Buy	64075.2→63651.8	-3.76	timeout
06-21 21:09	LINK	Buy	7.95509→7.84221	-7.57	stop_loss
06-21 15:25	LINK	Buy	7.95119→7.96371	+0.31	timeout
06-21 10:00	ARB	Sell	0.0832592→0.0844333	-7.49	stop_loss
06-21 07:11	SOL	Sell	73.52→73.36	+0.64	timeout
06-21 04:39	ARB	Sell	0.084119→0.0836809	+2.15	timeout
06-21 04:09	LINK	Sell	7.97211→7.96079	+0.27	timeout
06-21 02:35	SOL	Sell	74.1889→73.241	+5.96	timeout
06-21 01:28	ETH	Sell	1733.33→1734.77	-0.85	timeout
06-20 22:34	LINK	Sell	7.90162→8.01401	-7.56	stop_loss
06-20 18:50	BTC	Sell	63845.8→63799.2	-0.09	timeout
06-20 14:11	ARB	Sell	0.0837791→0.0819705	+10.35	take_profit
06-20 13:32	SOL	Buy	71.4207→70.9344	-3.87	timeout
06-20 11:36	ARB	Sell	0.0843589→0.083921	+2.15	timeout
06-20 10:17	LINK	Sell	7.9801→7.96949	+0.22	timeout
06-20 09:46	ETH	Sell	1723.23→1728.47	-1.95	timeout
06-20 04:41	SOL	Sell	69.7235→70.6999	-7.45	stop_loss
06-20 04:33	BTC	Sell	63635.8→63495.2	+0.65	timeout
06-20 04:33	LINK	Sell	7.92202→7.90878	+0.39	timeout
06-19 14:33	ETH	Buy	1688.17→1702.23	+3.72	timeout
06-19 13:45	ARB	Buy	0.0826807→0.0845089	+10.60	take_profit
06-19 12:42	BTC	Sell	62545.9→62523.1	-0.28	timeout
06-19 09:51	ARB	Buy	0.0836509→0.0824681	-7.51	stop_loss
06-19 08:49	ARB	Sell	0.0834091→0.0835409	-1.21	timeout
06-19 03:15	SOL	Buy	69.6684→68.6953	-7.46	stop_loss
06-19 02:21	LINK	Buy	7.96099→8.0054	+2.31	timeout
06-19 02:00	ARB	Buy	0.0842611→0.0860785	+10.31	take_profit
06-19 01:00	BTC	Sell	63064.8→63007.2	-0.01	timeout
06-18 19:44	ARB	Sell	0.0822294→0.0833925	-7.52	stop_loss
06-18 15:29	BTC	Sell	64020.8→63276.2	+5.36	timeout
06-18 15:18	SOL	Buy	71.0667→70.0784	-7.39	stop_loss
06-18 13:40	LINK	Buy	8.11153→7.998	-7.45	stop_loss
06-18 13:11	ETH	Buy	1745.47→1750.62	+1.02	timeout
06-18 11:14	LINK	Sell	7.96091→8.0179	-4.03	timeout
06-18 05:05	BTC	Buy	64536.2→63659	-7.25	stop_loss
06-18 02:48	BTC	Sell	64363.8→64681.2	-2.91	timeout
06-18 02:00	SOL	Buy	71.5597→72.1982	+4.03	timeout
06-18 00:05	ARB	Buy	0.0842411→0.0860785	+10.44	take_profit
06-17 19:29	SOL	Sell	73.7179→72.1108	+10.47	take_profit
06-17 18:00	LINK	Buy	8.29997→8.18096	-7.63	stop_loss
06-17 12:48	ETH	Buy	1763.18→1756.52	-2.33	timeout
06-17 12:24	ARB	Buy	0.0865616→0.085346	-7.46	stop_loss
06-17 12:11	BTC	Buy	65328.3→64823.8	-4.32	timeout
06-17 11:05	LINK	Buy	8.24406→8.1259	-7.63	stop_loss
06-17 08:20	LINK	Buy	8.33778→8.21983	-7.54	stop_loss
06-17 05:35	LINK	Buy	8.27067→8.32762	+2.97	timeout
06-17 01:50	ARB	Buy	0.0858815→0.0877381	+10.36	take_profit
06-17 00:38	ARB	Buy	0.0859315→0.0863084	+1.74	timeout

Paper vs Live

Paper (trades.jsonl)

346

closed

44%

win rate

-296.53

total pnl ($)

-17.1 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 ($)
ARB	117	46%	-10.4	-60.67
LINK	83	41%	-37.7	-156.38
SOL	68	35%	-19.1	-65.00
ETH	44	45%	-8.1	-17.84
BTC	34	56%	+2.1	+3.36

Recent bounces (last 20 of 2)

time	sym	side	reason
06-27 22:48	ETH	Sell	circuit_breaker
06-27 22:01	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
04-29 09:48	BTC	Buy	+0.18	At close, Bitcoin was consolidating modest intraday gains (+0.83% 1h, +1.31% 24h) with slightly negative weekly momentum (-0.49% 7d) and subdued funding (-0.007337%), indicating a lack of conviction from leveraged longs. The trade's thesis failed because th…
04-26 17:55	ETH	Buy	+2.27	ETH was grinding higher with modest positive momentum across all timeframes (1h +0.18%, 24h +1.64%, 7d +1.57%), while funding rates remained elevated at 0.64% and open interest stayed robust near $1.86B. The GMX z-score fade thesis failed to deliver because…
04-26 17:15	BTC	Buy	+0.23	BTC was trading relatively flat with a slight 1-hour decline of -0.02% while maintaining modest positive momentum over 24 hours (+0.84%) and the week (+3.36%), with elevated funding rates at 0.00477% signaling strong bullish sentiment. The trade's z-score f…

More…