keltner_funding_pct_btc_short · strategy

215

closed trades

36%

win rate

-223.48

total pnl ($)

1.176

weight

7d window — n=69 wr=38% pnl=-6.17 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 12:24:31 (23.5d ago) · src: canon

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

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

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
06-26 21:29	BTCUSDT	Sell	60140.8→59861.4	+1.88	timeout
06-26 16:01	BTCUSDT	Sell	59668→60482.3	-7.25	timeout
06-26 16:00	BTCUSDT	Sell	59437.3→60603.4	-10.25	stop_loss
06-26 15:38	BTCUSDT	Sell	59314.3→60464.3	-10.13	stop_loss
06-26 10:05	BTCUSDT	Sell	59824.4→59711.1	+0.51	timeout
06-26 06:38	BTCUSDT	Sell	59755.3→60155.3	-3.81	timeout
06-26 04:14	BTCUSDT	Sell	59871.4→59893.3	-0.63	timeout
06-26 02:12	BTCUSDT	Sell	59555.6→59174.9	+2.73	timeout
06-26 00:16	BTCUSDT	Sell	59406.2→59798.4	-3.75	timeout
06-25 22:01	BTCUSDT	Sell	59554.6→60108	-5.09	timeout
06-25 13:48	BTCUSDT	Sell	61210.5→59280.9	+15.31	take_profit
06-25 13:48	BTCUSDT	Sell	61329.5→59389.1	+15.35	take_profit
06-25 13:46	BTCUSDT	Sell	61693.2→59744.3	+15.32	take_profit
06-25 12:19	BTCUSDT	Sell	61678.4→61145.3	+3.85	timeout
06-25 07:42	BTCUSDT	Sell	60824.8→61987.3	-10.00	stop_loss
06-25 06:04	BTCUSDT	Sell	61007.4→61624.4	-5.51	timeout
06-25 02:12	BTCUSDT	Sell	60665.5→60757.2	-1.21	timeout
06-24 22:03	BTCUSDT	Sell	60235→61130.3	-7.86	timeout
06-24 20:06	BTCUSDT	Sell	59497.5→60694.1	-10.52	stop_loss
06-24 16:51	BTCUSDT	Sell	61724.6→59763.9	+15.41	take_profit
06-24 15:40	BTCUSDT	Sell	62582.3→60589.7	+15.44	take_profit
06-24 15:37	BTCUSDT	Sell	62621.1→60647.2	+15.27	take_profit
06-24 13:29	BTCUSDT	Sell	62658.3→61823.4	+6.19	timeout
06-24 11:10	BTCUSDT	Sell	62759.7→62328.5	+2.98	timeout
06-24 08:57	BTCUSDT	Sell	62623.9→62794.4	-1.81	timeout
06-24 06:42	BTCUSDT	Sell	62948.3→62836.6	+0.46	timeout
06-24 04:29	BTCUSDT	Sell	62568.7→62605.6	-0.73	timeout
06-24 02:27	BTCUSDT	Sell	62413.4→62695.7	-2.69	timeout
06-24 00:01	BTCUSDT	Sell	62376.4→62767.5	-3.57	timeout
06-23 21:33	BTCUSDT	Sell	62352.4→62550	-2.03	timeout
06-23 19:31	BTCUSDT	Sell	61960.9→62428.8	-4.23	timeout
06-23 17:04	BTCUSDT	Sell	62325.5→62455.8	-1.49	timeout
06-23 13:07	BTCUSDT	Sell	62965.1→62180	+5.76	timeout
06-23 11:13	BTCUSDT	Sell	63606.2→62371.4	+9.22	timeout
06-23 08:27	BTCUSDT	Sell	64140.3→62118.4	+15.26	take_profit
06-23 06:07	BTCUSDT	Sell	63925.2→63292.5	+4.47	timeout
06-23 03:52	BTCUSDT	Sell	64175.4→64048.2	+0.55	timeout
06-23 01:48	BTCUSDT	Sell	64279.3→63920	+2.35	timeout
06-22 23:34	BTCUSDT	Sell	64409.5→63978.9	+2.89	timeout
06-22 21:33	BTCUSDT	Sell	65048.4→64270.6	+5.53	timeout
06-22 19:55	BTCUSDT	Sell	65501.6→64472.9	+7.40	timeout
06-22 18:18	BTCUSDT	Sell	64681.1→64659.2	-0.27	timeout
06-22 13:36	BTCUSDT	Sell	64140.9→65367.4	-10.00	stop_loss
06-22 13:36	BTCUSDT	Sell	64145→65367.4	-9.96	stop_loss
06-22 12:31	BTCUSDT	Sell	64031.2→64854.7	-6.85	timeout
06-22 10:26	BTCUSDT	Sell	63925.9→64169.3	-2.32	timeout
06-22 08:25	BTCUSDT	Sell	64516.6→64263.8	+1.54	timeout
06-22 02:37	BTCUSDT	Sell	63991.3→64520.5	-4.58	timeout
06-22 01:26	BTCUSDT	Sell	63532→64750.6	-10.04	stop_loss
06-21 21:04	BTCUSDT	Sell	64194.3→63824.2	+2.40	timeout
06-21 16:00	BTCUSDT	Sell	64158.4→64202.1	-0.80	timeout
06-21 14:00	BTCUSDT	Sell	64155.3→64127.1	-0.24	timeout
06-21 11:44	BTCUSDT	Sell	64258.6→64263.4	-0.51	timeout
06-21 09:36	BTCUSDT	Sell	64282.6→64120	+0.80	timeout
06-21 07:27	BTCUSDT	Sell	64195.2→64178.5	-0.29	timeout
06-21 05:11	BTCUSDT	Sell	64228.1→64241.7	-0.56	timeout
06-21 02:57	BTCUSDT	Sell	63879.9→64242	-3.28	timeout
06-21 00:46	BTCUSDT	Sell	63781→64255.8	-4.17	timeout
06-20 22:32	BTCUSDT	Sell	63896.1→64270	-3.36	timeout
06-20 20:29	BTCUSDT	Sell	63332.1→63897.1	-4.91	timeout
06-20 18:24	BTCUSDT	Sell	63661→63832.7	-1.81	timeout
06-20 16:19	BTCUSDT	Sell	63658.1→64004.8	-3.17	timeout
06-20 14:16	BTCUSDT	Sell	63528.9→63265.1	+1.65	timeout
06-20 12:08	BTCUSDT	Sell	63622.6→63766	-1.56	timeout
06-20 10:00	BTCUSDT	Sell	63419.4→63720.1	-2.81	timeout
06-20 07:52	BTCUSDT	Sell	63527.3→63719	-1.93	timeout
06-20 05:44	BTCUSDT	Sell	63265.3→63630.3	-3.33	timeout
06-20 03:36	BTCUSDT	Sell	63083.4→63410.2	-3.04	timeout
06-20 01:23	BTCUSDT	Sell	62961.1→63447.8	-4.32	timeout
06-19 23:13	BTCUSDT	Sell	62933.2→63273.1	-3.14	timeout
06-19 21:08	BTCUSDT	Sell	63135→63189.6	-0.87	timeout
06-19 18:55	BTCUSDT	Sell	62668.9→63035.3	-3.37	timeout
06-19 16:38	BTCUSDT	Sell	62387.1→63289.1	-7.68	timeout
06-19 14:21	BTCUSDT	Sell	62624→63029.6	-3.71	timeout
06-19 12:12	BTCUSDT	Sell	62752.5→62623.3	+0.56	timeout
06-19 10:10	BTCUSDT	Sell	62812.9→62496.5	+2.05	timeout
06-19 08:07	BTCUSDT	Sell	63001.5→62581.7	+2.85	timeout
06-19 06:03	BTCUSDT	Sell	62887.4→62775	+0.43	timeout
06-19 03:59	BTCUSDT	Sell	62921.7→62758.3	+0.83	timeout
06-19 01:57	BTCUSDT	Sell	62904.2→63008	-1.30	timeout
06-18 23:57	BTCUSDT	Sell	62457.2→62955	-4.45	timeout
06-18 22:01	BTCUSDT	Sell	62479.1→62947.7	-4.23	timeout
06-18 18:32	BTCUSDT	Sell	64118.3→62775.3	+9.95	timeout
06-18 16:24	BTCUSDT	Sell	63874.2→62691.3	+8.72	timeout
06-18 14:21	BTCUSDT	Sell	64483→63970.9	+3.52	timeout
06-18 12:20	BTCUSDT	Sell	63855→64069.4	-2.11	timeout
06-18 10:12	BTCUSDT	Sell	63916.3→63999.9	-1.08	timeout
06-18 08:12	BTCUSDT	Sell	64511→64513.9	-0.46	timeout
06-18 06:08	BTCUSDT	Sell	64541.8→63899.8	+4.53	timeout
06-18 01:12	BTCUSDT	Sell	65128.7→64784.3	+2.22	timeout
06-17 23:09	BTCUSDT	Sell	65823.9→64274.5	+11.32	timeout
06-17 16:28	BTCUSDT	Sell	65110.1→66352.7	-9.99	stop_loss
06-17 16:27	BTCUSDT	Sell	64997→66254.5	-10.13	stop_loss
06-17 16:17	BTCUSDT	Sell	64777.1→66013.7	-10.01	stop_loss
06-17 14:50	BTCUSDT	Sell	64877.9→65133.1	-2.41	timeout
06-17 12:07	BTCUSDT	Sell	65778.8→64835.6	+6.74	timeout
06-17 10:01	BTCUSDT	Sell	65798.8→64925.2	+6.21	timeout
06-17 07:59	BTCUSDT	Sell	65895.2→65503.9	+2.56	timeout
06-17 05:52	BTCUSDT	Sell	65617.4→65785	-1.72	timeout
06-17 03:48	BTCUSDT	Sell	65709.9→65805.4	-1.17	timeout

Paper vs Live

Paper (trades.jsonl)

215

closed

36%

win rate

-223.48

total pnl ($)

-20.9 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 ($)
BTCUSDT	215	36%	-20.9	-223.48

Recent bounces (last 20 of 18)

time	sym	side	reason
06-27 00:10	BTCUSDT	Sell	router_blocked
06-26 22:11	BTCUSDT	Sell	router_blocked
06-26 17:52	BTCUSDT	Sell	router_blocked
06-26 15:44	BTCUSDT	Sell	router_blocked
06-26 13:54	BTCUSDT	Sell	router_blocked
06-26 12:10	BTCUSDT	Sell	router_blocked
06-26 04:09	BTCUSDT	Sell	router_blocked
06-26 00:39	BTCUSDT	Sell	router_blocked
06-25 16:05	BTCUSDT	Sell	router_blocked
06-25 13:11	BTCUSDT	Sell	router_blocked
06-25 10:54	BTCUSDT	Sell	router_blocked
06-25 08:43	BTCUSDT	Sell	router_blocked
06-25 06:24	BTCUSDT	Sell	router_blocked
06-25 00:09	BTCUSDT	Sell	router_blocked
06-24 16:18	BTCUSDT	Sell	router_blocked
06-24 13:55	BTCUSDT	Sell	router_blocked
06-24 11:54	BTCUSDT	Sell	router_blocked
06-24 09:50	BTCUSDT	Sell	router_blocked

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…