hl_funding_neg_extreme_fade_long · strategy

107

closed trades

51%

win rate

-62.15

total pnl ($)

1.229

weight

7d window — n=22 wr=55% pnl=+0.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 22:47 (38.6d ago) · src: backtest-gate-results.jsonl

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: strategies_batch_aml

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=227.948

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 19:01	BTC	Buy	59155→59597	+3.26	timeout
06-26 10:58	BTC	Buy	60303→59181.4	-9.76	stop_loss
06-26 06:39	BTC	Buy	58443.9→60312	+15.53	take_profit
06-25 19:55	BTC	Buy	58696.9→59324	+4.90	timeout
06-25 13:40	BTC	Buy	61671.1→60521.7	-9.76	stop_loss
06-25 13:06	BTC	Buy	61668.1→61220.9	-4.07	timeout
06-25 09:02	BTC	Buy	60823→61676.9	+6.57	timeout
06-25 05:03	BTC	Buy	60842→61400.9	+4.15	timeout
06-24 23:19	BTC	Buy	59565→60832	+10.21	timeout
06-24 16:51	BTC	Buy	60878→59737.1	-9.81	stop_loss
06-24 13:43	BTC	Buy	62613.1→61446.2	-9.77	stop_loss
06-24 12:03	BTC	Buy	62789.1→62885.9	+0.32	timeout
06-23 14:28	BTC	Buy	62031.1→62447.9	+2.93	timeout
06-23 12:28	BTC	Buy	62683.1→62360.9	-2.98	timeout
06-22 03:07	BTC	Buy	63755.2→64020.8	+1.61	timeout
06-21 19:54	BTC	Buy	64060.2→64177.8	+0.47	timeout
06-21 17:51	BTC	Buy	64127.2→64146.8	-0.28	timeout
06-21 13:40	BTC	Buy	64191.2→63982.8	-2.06	timeout
06-21 11:09	BTC	Buy	64236.2→64384.8	+0.70	timeout
06-20 22:01	BTC	Buy	63995.2→63955.8	-0.76	timeout
06-20 16:14	BTC	Buy	63665.2→63966.8	+1.89	timeout
06-20 14:04	BTC	Buy	63607.2→63343.8	-2.53	timeout
06-20 08:22	BTC	Buy	63384.2→63480.8	+0.29	timeout
06-20 04:02	BTC	Buy	63060.2→63418.8	+2.40	timeout
06-19 19:02	BTC	Buy	62763.1→63043.8	+1.78	timeout
06-19 14:02	BTC	Buy	62580.1→63197.8	+4.51	timeout
06-19 09:14	BTC	Buy	62718.1→62402.9	-2.93	timeout
06-18 21:58	BTC	Buy	62298.1→62959.9	+4.89	timeout
06-18 15:40	BTC	Buy	63933.2→62742.5	-9.74	stop_loss
06-18 15:02	BTC	Buy	64298.2→63646.8	-5.51	timeout
06-18 10:50	BTC	Buy	63802.2→63997.8	+1.06	timeout
06-18 05:54	BTC	Buy	64465.2→63893.8	-4.89	timeout
06-18 03:12	BTC	Buy	64327.2→64484.8	+0.77	timeout
06-17 19:44	BTC	Buy	65291.3→64076.7	-9.75	stop_loss
06-17 18:05	BTC	Buy	65885.3→64642.4	-9.89	stop_loss
06-17 14:12	BTC	Buy	65381.3→65296.7	-1.10	timeout
06-17 10:00	BTC	Buy	65825.3→64874.8	-7.69	timeout
06-17 05:59	BTC	Buy	65642.3→65809.7	+0.82	timeout
06-16 08:07	BTC	Buy	66287.3→66319.7	-0.20	timeout
06-16 03:20	BTC	Buy	66503.3→65720.7	-6.33	timeout
06-16 01:22	BTC	Buy	66449.3→66291.7	-1.63	timeout
06-15 21:18	BTC	Buy	66628.3→66481.7	-1.57	timeout
06-15 11:01	BTC	Buy	65598.3→65878.7	+1.69	timeout
06-15 06:23	BTC	Buy	65660.3→65861.7	+1.08	timeout
06-15 03:10	BTC	Buy	63999.2→65604.7	+12.08	timeout
06-14 23:56	BTC	Buy	63735.2→65775.7	+15.56	take_profit
06-14 19:11	BTC	Buy	64303.2→63773.8	-4.59	timeout
06-14 17:02	BTC	Buy	64477.2→63931.8	-4.69	timeout
06-14 11:52	BTC	Buy	64358.2→64595.8	+1.40	timeout
06-14 04:06	BTC	Buy	64366.2→64497.8	+0.58	timeout
06-14 01:00	BTC	Buy	64140.2→64540.8	+2.68	timeout
06-12 18:01	BTC	Buy	63661.2→63848.8	+1.02	timeout
06-12 15:04	BTC	Buy	63414.2→63892.8	+3.30	timeout
06-11 22:10	BTC	Buy	62746.1→63585.8	+6.21	timeout
06-11 20:01	BTC	Buy	63017.2→63516.8	+3.48	timeout
06-11 13:06	BTC	Buy	62630.1→62869.9	+1.44	timeout
06-11 11:04	BTC	Buy	62563.1→63152.8	+4.23	timeout
06-11 04:21	BTC	Buy	61178.1→62675.9	+11.76	timeout
06-10 15:52	BTC	Buy	61263.1→62358.9	+8.51	timeout
06-10 13:50	BTC	Buy	61680.1→62353.9	+5.01	timeout
06-09 08:05	BTC	Buy	62724.1→62965.9	+1.47	timeout
06-09 00:48	BTC	Buy	63623.2→62439.6	-9.75	stop_loss
06-08 13:05	BTC	Buy	62839.1→63695.8	+6.36	timeout
06-08 11:05	BTC	Buy	62715.1→63063.8	+2.33	timeout
06-07 22:14	BTC	Buy	61755.1→63725.8	+15.51	take_profit
06-06 21:00	BTC	Buy	60830→60693	-1.56	timeout
06-06 18:06	BTC	Buy	60928→60523	-3.76	timeout
06-06 14:03	BTC	Buy	60884→60900	-0.32	timeout
06-06 11:03	BTC	Buy	59759→60708	+7.50	timeout
06-06 02:00	BTC	Buy	60268→61041.9	+5.97	timeout
06-05 18:54	BTC	Buy	60285→59163.4	-9.76	stop_loss
06-05 18:44	BTC	Buy	60775→59645.2	-9.75	stop_loss
06-05 13:58	BTC	Buy	61907.1→60755.6	-9.75	stop_loss
06-05 06:23	BTC	Buy	62381.1→61213.3	-9.81	stop_loss
06-05 06:21	BTC	Buy	62708.1→61542.1	-9.74	stop_loss
06-04 17:32	BTC	Buy	64237.2→63042.3	-9.76	stop_loss
06-04 16:21	BTC	Buy	62820.1→63662.8	+6.22	timeout
06-04 09:29	BTC	Buy	63938.2→62749.5	-9.74	stop_loss
06-04 09:01	BTC	Buy	63274.2→63497.8	+1.32	timeout
06-03 13:28	BTC	Buy	67183.4→66850.7	-2.94	timeout
06-03 10:31	BTC	Buy	66340.3→67311.6	+6.84	timeout
06-03 03:43	BTC	Buy	67015.4→65765.8	-9.77	stop_loss
06-03 03:28	BTC	Buy	67338.4→66085.6	-9.75	stop_loss
06-02 14:10	BTC	Buy	69605.5→68306.4	-9.79	stop_loss
05-30 23:09	BTC	Buy	73844.3→73912.7	-0.02	timeout
05-30 15:40	BTC	Buy	73521.3→73846.7	+1.73	timeout
05-29 17:28	BTC	Buy	73567.3→74227.7	+4.03	timeout
05-29 09:04	BTC	Buy	73264.3→73668.7	+2.29	timeout
05-28 12:02	BTC	Buy	72965.4→73443.7	+2.81	timeout
05-28 10:02	BTC	Buy	73150.3→73504.7	+1.98	timeout
05-28 04:02	BTC	Buy	74322.3→73025.1	-9.18	stop_loss
05-28 03:06	BTC	Buy	75171.2→74311.7	-6.17	timeout
05-28 00:15	BTC	Buy	74666.3→74421.7	-2.09	timeout
05-27 19:02	BTC	Buy	75650.2→75003.8	-4.74	timeout
05-27 15:00	BTC	Buy	75816.2→74989.7	-5.90	timeout
05-27 10:37	BTC	Buy	75276.2→75896.8	+3.71	timeout
05-27 08:00	BTC	Buy	75844.2→75914.8	-0.02	timeout
05-27 03:00	BTC	Buy	76056.2→75802.8	-2.10	timeout
05-27 00:00	BTC	Buy	75829.2→75892.8	-0.07	timeout
05-26 13:33	BTC	Buy	76552.2→76744.8	+0.80	timeout

Paper vs Live

Paper (trades.jsonl)

107

closed

51%

win rate

-62.15

total pnl ($)

-11.5 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	107	51%	-11.5	-62.15

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…