hourly_funding_reversion_48h

43

closed trades

47%

win rate

+236.61

total pnl ($)

1.348

weight

7d window — n=6 wr=50% pnl=+20.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 10:48 (39.1d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_aki

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=227.443

time	sym	side	entry→exit	pnl	close
06-25 13:59	BTC	Buy	59521→58055.1	-12.69	stop_loss
06-25 13:42	BTC	Buy	61780.1→60258.8	-12.75	stop_loss
06-24 16:47	BTC	Sell	62745.9→59989	+21.45	take_profit
06-24 15:08	BTC	Buy	62343.1→60809.5	-12.68	stop_loss
06-24 13:42	BTC	Sell	64386.8→61558.1	+21.51	take_profit
06-24 11:33	BTC	Sell	64566.8→62461.1	+15.90	timeout
06-18 15:40	BTC	Sell	65612.7→62723.1	+21.51	take_profit
06-18 04:11	BTC	Buy	65423.3→63808.9	-12.81	stop_loss
06-17 19:41	BTC	Buy	65791.3→64171.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	66091.3→64464.5	-12.83	stop_loss
06-17 08:44	BTC	Buy	66503.3→64868.3	-12.74	stop_loss
06-17 07:54	BTC	Buy	66832.3→65183.1	-12.84	stop_loss
06-15 16:10	BTC	Buy	64439.2→67278.6	+21.56	take_profit
06-15 15:52	BTC	Buy	64385.2→67211.6	+21.52	take_profit
06-15 15:47	BTC	Buy	64247.2→67078.6	+21.62	take_profit
06-14 21:40	BTC	Sell	63623.8→65217.9	-12.91	stop_loss
06-13 13:20	BTC	Sell	62987.9→64140.2	-9.46	timeout
06-12 15:13	BTC	Buy	61651.1→64357.8	+21.37	take_profit
06-12 07:50	BTC	Buy	61680.1→62987.9	+10.07	timeout
06-09 16:19	BTC	Sell	63699.8→60895	+21.81	take_profit
06-07 22:15	BTC	Buy	61537.1→64238.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60775→63442.8	+21.52	take_profit
06-07 16:13	BTC	Buy	60425→62045.9	+12.70	timeout
06-05 13:57	BTC	Sell	63694.8→60893	+21.55	take_profit
06-04 01:50	BTC	Sell	65298.7→62431.1	+21.51	take_profit
06-04 01:16	BTC	Sell	65772.7→62884.1	+21.50	take_profit
06-04 00:29	BTC	Sell	66342.7→63429.2	+21.50	take_profit
06-03 23:02	BTC	Sell	67595.6→64627.2	+21.50	take_profit
06-02 14:21	BTC	Sell	69925.5→68287.5	+0.00	stop_loss
06-02 12:56	BTC	Sell	70721.5→69065	+0.00	stop_loss
06-02 07:01	BTC	Sell	71580.4→69902.4	+0.00	stop_loss
06-01 22:20	BTC	Sell	73003.3→71221.2	+0.00	stop_loss
06-01 22:20	BTC	Sell	73927.3→71221.2	+0.00	stop_loss
05-31 16:35	BTC	Sell	74041.3→73422.7	+3.84	timeout
05-31 06:34	BTC	Sell	73678.3→74050.7	-2.87	timeout
05-30 22:11	BTC	Sell	73703.3→73874.7	-1.39	timeout
05-30 14:07	BTC	Sell	72612.4→73899.7	-9.10	timeout
05-30 05:56	BTC	Sell	72992.4→73589.7	-4.46	timeout
05-28 14:07	BTC	Sell	74348.3→72597.9	+0.00	stop_loss
05-28 03:54	BTC	Sell	74960.3→73197.2	+0.00	stop_loss
05-28 03:16	BTC	Sell	75903.2→74125.7	+0.00	stop_loss
05-27 21:40	BTC	Sell	76422.2→74598	+0.00	stop_loss
05-27 21:13	BTC	Sell	77316.1→75186.8	+13.44	timeout

Paper (trades.jsonl)

43

closed

47%

win rate

+236.61

total pnl ($)

+107.8 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	43	47%	+138.7	+236.61

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 43 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)