hl_funding_oi_divergence_long

47

closed trades

32%

win rate

-35.43

total pnl ($)

0.912

weight

7d window — n=15 wr=13% pnl=-19.67 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 12:00:54 (18.9d ago) · src: canon

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

n: 19 · wr: 52.6% · total_bps: +54.7 · mean_bps: +2.88 · sharpe: +0.08 · max_dd_bps: -163.2

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

time	sym	side	entry→exit	pnl	close
06-21 22:14	BTC	Buy	63556.2→63566.8	-0.37	timeout
06-21 13:07	BTC	Buy	64185.2→64113.8	-1.00	timeout
06-21 06:38	BTC	Buy	64288.2→64267.8	-0.61	timeout
06-20 18:09	BTC	Buy	63883.2→63800.8	-1.10	timeout
06-20 14:03	BTC	Buy	63595.2→63331.8	-2.52	timeout
06-20 09:01	BTC	Buy	63585.2→63410.8	-1.83	timeout
06-20 03:24	BTC	Buy	63366.2→63381.8	-0.33	timeout
06-18 15:36	BTC	Buy	63636.2→63025.3	-5.25	stop_loss
06-18 03:57	BTC	Buy	64668.2→64265.8	-3.56	timeout
06-17 23:14	BTC	Buy	64072.2→64249.8	+0.94	timeout
06-17 18:05	BTC	Buy	65388.3→64759.4	-5.26	stop_loss
06-17 06:08	BTC	Buy	65807.3→65817.7	-0.37	timeout
06-16 00:59	BTC	Buy	66297.3→66211.7	-1.09	timeout
06-15 20:30	BTC	Buy	66511.3→66537.7	-0.25	timeout
06-15 16:19	BTC	Buy	66624.3→67075.6	+2.94	timeout
06-15 06:03	BTC	Buy	65599.3→65835.7	+1.35	timeout
06-14 21:34	BTC	Buy	64000.2→64962.8	+7.07	take_profit
06-14 17:02	BTC	Buy	64031.2→63923.8	-1.29	timeout
06-14 12:02	BTC	Buy	64477.2→64516.8	-0.14	timeout
06-14 06:53	BTC	Buy	64350.2→64235.8	-1.34	timeout
06-13 23:11	BTC	Buy	64371.2→64431.8	+0.02	timeout
06-12 11:06	BTC	Buy	63663.2→63843.8	+0.97	timeout
06-11 15:06	BTC	Buy	62871.1→62662.9	-2.11	timeout
06-11 08:03	BTC	Buy	62680.1→62740.9	+0.03	timeout
06-10 09:21	BTC	Buy	61291.1→60702.6	-5.25	stop_loss
06-09 03:04	BTC	Buy	62817.9→62812.1	-0.49	timeout
06-08 12:04	BTC	Buy	63044.8→63047.2	-0.43	timeout
06-08 06:01	BTC	Buy	62734.9→62799.1	+0.06	timeout
06-07 19:43	BTC	Buy	61739.9→61215.7	-4.69	stop_loss
06-06 13:02	BTC	Buy	60847→60943	+0.34	timeout
06-05 16:11	BTC	Buy	60422→59904.9	-4.73	stop_loss
06-05 13:03	BTC	Buy	61646.9→62041.1	+2.75	timeout
06-05 03:59	BTC	Buy	62565.9→62702.1	+0.64	timeout
06-04 09:01	BTC	Buy	63503.8→63504.2	-0.45	timeout
06-03 05:12	BTC	Buy	66289.7→67193.4	+6.37	timeout
06-02 22:58	BTC	Buy	67331.6→66340.5	-7.81	stop_loss
06-02 10:05	BTC	Buy	69598.5→69505.5	-1.12	timeout
05-29 23:06	BTC	Buy	73348.3→73431.7	+0.12	timeout
05-29 12:27	BTC	Buy	73572.3→73290.7	-2.37	timeout
05-29 08:07	BTC	Buy	73739.3→73632.7	-1.17	timeout
05-28 06:59	BTC	Buy	72945.4→73175.7	+1.13	timeout
05-27 10:00	BTC	Buy	75818.2→75874.8	-0.07	timeout
05-27 05:56	BTC	Buy	75528.2→75670.8	+0.50	timeout
05-26 09:00	BTC	Buy	76667.2→76681.8	-0.35	timeout
05-26 03:01	BTC	Buy	76600.2→76576.8	-0.60	timeout
05-25 22:59	BTC	Buy	77321.1→77088.9	-1.96	timeout
05-25 13:59	BTC	Buy	77339.1→77298.9	-0.72	timeout

Paper (trades.jsonl)

47

closed

32%

win rate

-35.43

total pnl ($)

-15.1 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 ($)
BTC	47	32%	-15.1	-35.43

time	sym	side	reason
06-21 21:38	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 47 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)