gmx_long_funding_extreme_short · strategy

242

closed trades

43%

win rate

-11.35

total pnl ($)

1.195

weight

7d window — n=41 wr=44% pnl=-4.83 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 15:34:46 (40.0d ago) · src: canon

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

n: 26 · wr: 42.3% · total_bps: -311.3 · mean_bps: -11.97 · sharpe: -0.22 · max_dd_bps: -369.7

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
06-27 12:22	BTC	Buy	60429→60291	-0.29	timeout
06-27 08:14	BTC	Sell	60381→60455	-0.19	timeout
06-27 04:12	BTC	Sell	60109→60376	-0.48	timeout
06-27 00:14	BTC	Sell	59658→60119	-0.78	timeout
06-26 20:15	BTC	Sell	60202→59777	+0.56	timeout
06-26 13:59	BTC	Sell	59396→60206.1	-1.31	stop_loss
06-26 12:08	BTC	Sell	60235→59447	+1.10	timeout
06-26 08:06	BTC	Buy	59899→60306	+0.53	timeout
06-26 02:12	BTC	Buy	59750→58936.6	-1.31	stop_loss
06-25 23:55	BTC	Buy	59309→59776	+0.63	timeout
06-25 19:53	BTC	Buy	59304→59270	-0.13	timeout
06-25 13:40	BTC	Buy	61220.1→60376.8	-1.32	stop_loss
06-25 11:51	BTC	Sell	61805.9→61196.1	+0.81	timeout
06-25 05:07	BTC	Sell	60818→61653.9	-1.32	stop_loss
06-25 03:46	BTC	Sell	61009.9→60735	+0.32	timeout
06-24 20:06	BTC	Sell	59818→60666.3	-1.36	stop_loss
06-24 17:46	BTC	Sell	60587→59260	+1.89	take_profit
06-24 14:02	BTC	Sell	62566.9→61195.1	+1.89	take_profit
06-24 11:38	BTC	Sell	62614.9→62573.1	-0.02	timeout
06-24 07:35	BTC	Sell	62778.9→62637.1	+0.12	timeout
06-24 03:32	BTC	Sell	62638.9→62713.1	-0.19	timeout
06-23 23:29	BTC	Sell	62409.9→62656.1	-0.44	timeout
06-23 19:23	BTC	Buy	62250.1→62325.9	+0.03	timeout
06-23 15:22	BTC	Buy	62525.1→62240.9	-0.49	timeout
06-23 08:24	BTC	Buy	63049.2→62191.8	-1.30	stop_loss
06-23 06:08	BTC	Buy	64005.2→63134.3	-1.31	stop_loss
06-23 03:16	BTC	Buy	63892.2→63991.8	+0.06	timeout
06-22 23:13	BTC	Sell	64376.8→63973.2	+0.48	timeout
06-22 19:12	BTC	Buy	65054.3→64365.8	-1.03	timeout
06-22 15:10	BTC	Buy	64259.2→64991.8	+0.94	timeout
06-22 11:04	BTC	Buy	64103.2→64129.8	-0.05	timeout
06-22 06:57	BTC	Sell	64230.8→63983.2	+0.27	timeout
06-22 01:26	BTC	Sell	63765.8→64634.5	-1.31	stop_loss
06-21 22:52	BTC	Buy	64115.2→63757.8	-0.58	timeout
06-21 18:49	BTC	Buy	64004.2→64136.8	+0.11	timeout
06-21 14:45	BTC	Buy	64321.2→64018.8	-0.50	timeout
06-21 10:42	BTC	Buy	64291.2→64345.8	-0.01	timeout
06-21 06:42	BTC	Buy	64223.2→64284.8	+0.01	timeout
06-21 02:38	BTC	Buy	64238.2→64230.8	-0.09	timeout
06-20 22:34	BTC	Buy	63831.2→64315.8	+0.60	timeout
06-20 18:28	BTC	Buy	63338.2→63825.8	+0.61	timeout
06-20 14:25	BTC	Buy	63633.2→63312.8	-0.54	timeout
06-20 10:22	BTC	Buy	63709.2→63610.8	-0.22	timeout
06-20 06:24	BTC	Buy	63370.2→63700.8	+0.39	timeout
06-20 02:19	BTC	Buy	63163.2→63362.8	+0.20	timeout
06-19 22:14	BTC	Buy	63133.2→63054.8	-0.19	timeout
06-19 18:12	BTC	Buy	63033.2→63134.8	+0.06	timeout
06-19 14:08	BTC	Buy	62432.1→63081.8	+0.86	timeout
06-19 10:06	BTC	Buy	62795.1→62366.9	-0.69	timeout
06-19 06:02	BTC	Buy	63003.2→62719.9	-0.48	timeout
06-19 02:00	BTC	Buy	62946.1→63017.8	+0.02	timeout
06-18 21:57	BTC	Buy	62503.1→62960.9	+0.58	timeout
06-18 15:37	BTC	Buy	63781.2→62888.4	-1.34	stop_loss
06-18 13:59	BTC	Buy	64161.2→63847.8	-0.52	timeout
06-18 10:02	BTC	Buy	63970.2→64143.8	+0.16	timeout
06-18 05:58	BTC	Sell	64516.8→63966.2	+0.69	timeout
06-18 01:54	BTC	Sell	64231.8→64491.2	-0.44	timeout
06-17 18:05	BTC	Buy	66018.3→65113.2	-1.32	stop_loss
06-17 17:46	BTC	Buy	65293.3→65870.7	+0.71	timeout
06-17 13:32	BTC	Sell	65017.7→64942.2	+0.02	timeout
06-17 09:33	BTC	Sell	65808.7→64974.2	+1.06	timeout
06-17 05:28	BTC	Buy	65548.3→65807.7	+0.27	timeout
06-17 01:29	BTC	Sell	65696.7→65556.3	+0.11	timeout
06-16 21:27	BTC	Sell	65733.7→65705.3	-0.04	timeout
06-16 17:22	BTC	Sell	66122.7→65696.3	+0.50	timeout
06-16 13:22	BTC	Sell	66607.7→66149.3	+0.54	timeout
06-16 08:53	BTC	Sell	65948.7→66850.7	-1.31	stop_loss
06-16 05:13	BTC	Sell	66257.7→66019.3	+0.24	timeout
06-16 01:04	BTC	Sell	66473.7→66303.3	+0.15	timeout
06-15 21:05	BTC	Sell	66859.7→66476.3	+0.44	timeout
06-15 16:59	BTC	Sell	66544.7→67166.4	-0.92	timeout
06-15 12:50	BTC	Sell	65644.7→66556.6	-1.33	stop_loss
06-15 08:55	BTC	Sell	65613.7→65694.3	-0.19	timeout
06-15 04:53	BTC	Sell	65514.7→65661.3	-0.28	timeout
06-14 21:40	BTC	Buy	64012.2→65414.7	+1.89	take_profit
06-14 20:46	BTC	Buy	64125.2→64023.8	-0.22	timeout
06-14 16:45	BTC	Buy	64304.2→64140.8	-0.31	timeout
06-14 12:42	BTC	Buy	64455.2→64312.8	-0.28	timeout
06-14 08:39	BTC	Buy	64413.2→64480.8	+0.01	timeout
06-14 04:34	BTC	Buy	64522.2→64436.8	-0.20	timeout
06-14 00:35	BTC	Buy	64210.2→64515.8	+0.35	timeout
06-13 20:34	BTC	Buy	63997.2→64232.8	+0.25	timeout
06-13 16:30	BTC	Sell	63939.8→63981.2	-0.14	timeout
06-13 12:28	BTC	Sell	63786.8→63958.2	-0.32	timeout
06-13 08:24	BTC	Sell	63520.8→63743.2	-0.39	timeout
06-13 04:23	BTC	Buy	63580.2→63549.8	-0.12	timeout
06-13 00:17	BTC	Sell	63513.8→63575.2	-0.16	timeout
06-12 20:12	BTC	Sell	63748.8→63561.2	+0.18	timeout
06-12 16:07	BTC	Sell	63635.8→63735.2	-0.22	timeout
06-11 19:30	BTC	Buy	62510.1→63882.8	+1.89	take_profit
06-11 16:59	BTC	Buy	62989.1→62557.9	-0.70	timeout
06-11 12:51	BTC	Sell	62957.9→62873.1	+0.04	timeout
06-11 08:48	BTC	Buy	62699.1→62976.9	+0.31	timeout
06-11 04:35	BTC	Buy	61802.1→62528.9	+0.97	timeout
06-11 00:31	BTC	Buy	61825.1→61822.9	-0.08	timeout
06-10 20:29	BTC	Buy	62235.1→61887.9	-0.58	timeout
06-10 13:49	BTC	Buy	61083.1→62422.9	+1.89	take_profit
06-10 09:21	BTC	Buy	61594.1→60756.6	-1.30	stop_loss
06-09 17:18	BTC	Sell	61025.9→61860	-1.31	stop_loss
06-09 14:43	BTC	Sell	62710.9→61336.1	+1.89	take_profit

Paper vs Live

Paper (trades.jsonl)

242

closed

43%

win rate

-11.35

total pnl ($)

-5.3 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	242	43%	-5.3	-11.35

Recent bounces (last 20 of 3)

time	sym	side	reason
06-27 12:35	BTC	Buy	circuit_breaker
06-27 12:34	BTC	Buy	circuit_breaker
06-27 08:37	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 10:35	BTC	Sell	-0.27	The market was in a mild uptrend with BTC gaining 2.5% over 24 hours and positive funding. The short thesis failed because the trade expired via timeout without reaching a profitable exit, as the bullish momentum persisted.
05-10 06:32	BTC	Sell	-0.01	BTC traded in a narrow range near $81,542 with low volatility and slightly negative funding. The sell thesis failed because the market did not move within the timeout period, resulting in a small loss from funding costs.
05-10 02:33	BTC	Sell	-0.13	The market was in a moderate uptrend across major timeframes with low funding, suggesting mild bullish momentum. The short thesis failed because the trade expired without a move lower, as the timeout close_reason indicates the price never reached the target…
05-09 22:32	BTC	Sell	+0.26	The market was in a low-funding, sideways consolidation with no clear directional bias. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the lack of volatility prevented any meaningful price movement.
05-09 18:31	BTC	Sell	-0.85	BTC was trading in a narrow, low-volatility range with mild bearish bias across timeframes. The thesis failed because the trade expired via timeout without reaching target, as the market lacked directional momentum to trigger an exit.
05-09 14:30	BTC	Buy	+0.01	The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the holding period.

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