gmx_perp_funding_zscore_extreme_revert

57

closed trades

44%

win rate

-0.49

total pnl ($)

1.287

weight

7d window — n=5 wr=40% pnl=+5.23 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 20:58:28 (40.5d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: aew__restored_5df97e73

n: 6 · wr: 33.3% · total_bps: -28.7 · mean_bps: -4.78 · sharpe: -0.07 · max_dd_bps: -148.9

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

time	sym	side	entry→exit	pnl	close
06-28 00:20	ETH	Sell	1575.14→1576.06	-0.38	timeout
06-27 10:12	ETH	Buy	1581.86→1582.64	-0.10	timeout
06-24 13:22	BTC	Sell	62815.9→61848.1	+3.63	take_profit
06-22 11:49	ETH	Buy	1746.77→1773.82	+3.64	take_profit
06-21 22:05	BTC	Buy	64087.2→63744.8	-1.56	timeout
06-20 23:08	ETH	Sell	1732.93→1741.87	-1.51	timeout
06-20 16:25	BTC	Sell	63920.8→64035.2	-0.67	timeout
06-20 02:09	BTC	Sell	63659.8→63471.2	+0.52	timeout
06-19 12:09	ETH	Buy	1689.47→1692.13	+0.17	timeout
06-19 10:17	BTC	Sell	62570.9→62426.1	+0.35	timeout
06-19 02:25	BTC	Sell	63021.8→63000.1	-0.14	timeout
06-18 22:34	BTC	Sell	63072.8→62716.1	+1.19	timeout
06-18 15:37	BTC	Sell	63939.8→62914.1	+3.77	take_profit
06-18 10:49	ETH	Buy	1746.47→1741.43	-0.95	timeout
06-18 00:20	BTC	Sell	64230.8→64630.2	-1.78	timeout
06-17 10:24	ETH	Buy	1763.18→1772.52	+1.10	timeout
06-16 16:33	BTC	Buy	65650.3→65700.7	-0.04	timeout
06-16 13:11	ETH	Buy	1817.68→1793.62	-3.53	stop_loss
06-15 11:25	ETH	Sell	1736.03→1759.05	-3.54	stop_loss
06-14 19:40	BTC	Sell	63755.8→63789.2	-0.35	timeout
06-14 01:11	ETH	Buy	1679.67→1684.63	+0.51	timeout
06-12 08:57	BTC	Buy	62987.1→63447.8	+1.60	timeout
06-11 11:57	ETH	Buy	1655.77→1666.53	+1.40	timeout
06-10 09:21	BTC	Buy	61658.1→60846.5	-3.51	stop_loss
06-10 09:14	ETH	Sell	1639.24→1614.06	+3.61	take_profit
06-09 18:35	BTC	Sell	61400.9→61731.1	-1.57	timeout
06-08 01:15	ETH	Sell	1704.63→1678.17	+3.66	take_profit
06-07 19:15	ETH	Buy	1632.96→1611.33	-3.53	stop_loss
06-06 12:40	BTC	Buy	60662→60700	-0.07	timeout
06-06 12:40	ETH	Buy	1552.46→1556.74	+0.47	timeout
06-02 11:08	ETH	Buy	1974.1→1980.7	+0.61	timeout
06-01 11:18	ETH	Buy	1986.3→1984.3	-0.48	timeout
05-29 19:19	ETH	Sell	2035.7→2004.4	+3.62	take_profit
05-29 10:21	BTC	Buy	73748.7→73639.3	-0.60	timeout
05-28 10:22	BTC	Buy	73313.7→73353.3	-0.09	timeout
05-27 15:06	BTC	Sell	75258.2→74997.7	+0.64	timeout
05-26 22:56	ETH	Buy	2073.31→2066.99	-0.99	timeout
05-26 10:36	ETH	Buy	2096.21→2128.69	+3.64	take_profit
05-25 20:58	ETH	Buy	2124.01→2107.49	-2.17	timeout
05-25 19:53	BTC	Buy	77625.9→77421.1	-0.89	timeout
05-25 11:18	ETH	Buy	2117.51→2114.09	-0.63	timeout
05-24 21:30	ETH	Buy	2100.51→2088.59	-1.65	timeout
05-24 15:50	BTC	Buy	76469.8→76399.2	-0.46	timeout
05-24 15:47	ETH	Buy	2099.21→2094.19	-0.83	timeout
05-24 02:58	BTC	Sell	76867.2→76813.8	-0.05	timeout
05-23 07:50	ETH	Buy	2036.5→2009.79	-3.50	stop_loss
05-22 21:20	BTC	Buy	75747.8→75996.2	+0.59	timeout
05-22 18:29	BTC	Sell	76964.2→76794.8	+0.33	timeout
05-22 15:10	ETH	Sell	2127.49→2120.81	+0.56	timeout
05-21 20:25	ETH	Buy	2130.91→2139.39	+0.77	timeout
05-21 09:23	ETH	Buy	2133.71→2138.39	+0.32	timeout
05-20 22:55	BTC	Buy	77621.9→77435.1	-0.83	timeout
05-20 15:00	ETH	Buy	2128.71→2134.69	+0.47	timeout
05-20 13:07	BTC	Buy	77431.9→77497.1	-0.02	timeout
05-20 09:26	BTC	Buy	77232.9→77396.1	+0.30	timeout
05-19 02:46	BTC	Buy	77126.9→76760.2	-1.42	timeout
05-16 22:15	ETH	Buy	2179.62→2180.58	-0.12	timeout

Paper (trades.jsonl)

57

closed

44%

win rate

-0.49

total pnl ($)

-0.3 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
ETH	30	50%	+0.9	+0.63
BTC	27	37%	-1.6	-1.12

time	sym	side	reason
06-28 06:37	ETH	Buy	circuit_breaker
06-27 22:48	ETH	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 57 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)