kraken_funding_horizon_24h_loose · strategy

closed trades

48%

win rate

-189.29

total pnl ($)

0.644

weight

7d window — n=30 wr=47% pnl=-101.97 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-23 17:32 (36.7d ago) · src: backtest-gate-results.jsonl

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

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=231.718

Cumulative P&L (last 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:57	BTC	Buy	60195→59036	-10.10	timeout
06-28 21:55	BTC	Buy	60195→59379	-7.24	timeout
06-28 20:54	BTC	Buy	60248→59629	-5.58	timeout
06-28 19:54	BTC	Buy	60185→59436	-6.65	timeout
06-28 18:51	BTC	Buy	60505→59493	-8.79	timeout
06-26 17:52	BTC	Buy	59458→59972	+3.78	timeout
06-26 16:52	BTC	Buy	59259→59993	+5.65	timeout
06-26 15:52	BTC	Buy	59310→60169	+6.74	timeout
06-26 14:51	BTC	Buy	59689→59719	-0.25	timeout
06-26 13:55	BTC	Buy	58696.9→59867	+9.47	timeout
06-25 13:59	BTC	Buy	59521→58056.1	-12.70	stop_loss
06-25 13:58	BTC	Buy	59586→58110	-12.78	stop_loss
06-25 13:57	BTC	Buy	59783→58304.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60462→58967.6	-12.76	stop_loss
06-25 13:48	BTC	Buy	60821→59317.4	-12.78	stop_loss
06-24 17:44	BTC	Buy	60745→59251.4	-12.73	stop_loss
06-24 12:54	BTC	Buy	62275.1→62632.9	+2.42	timeout
06-24 11:54	BTC	Buy	62464.1→62909.9	+3.11	timeout
06-24 10:53	BTC	Buy	62254.1→62450.9	+1.08	timeout
06-24 09:53	BTC	Buy	62380.1→62673.9	+1.83	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-23 08:24	BTC	Buy	63707.2→62135.8	-12.78	stop_loss
06-23 08:17	BTC	Buy	63970.2→62392.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	64027.2→62439.6	-12.86	stop_loss
06-23 06:21	BTC	Buy	64143.2→62565.6	-12.75	stop_loss
06-22 17:56	BTC	Buy	64152.2→64614.8	+3.12	timeout
06-22 16:51	BTC	Buy	64122.2→64645.8	+3.63	timeout
06-22 15:45	BTC	Buy	64269.2→65027.7	+5.38	timeout
06-22 14:41	BTC	Buy	64013.2→64873.8	+6.15	timeout
06-22 13:37	BTC	Buy	64004.2→65289.7	+9.44	timeout
06-21 04:45	BTC	Buy	63575.2→64440.8	+6.37	timeout
06-20 20:17	BTC	Buy	63026.2→63932.8	+6.78	timeout
06-20 19:11	BTC	Buy	62982.1→63854.8	+6.49	timeout
06-20 18:09	BTC	Buy	63090.2→63792.8	+5.11	timeout
06-20 17:07	BTC	Buy	62974.1→63899.8	+6.86	timeout
06-19 20:17	BTC	Buy	63103.2→63018.8	-1.15	timeout
06-19 19:16	BTC	Buy	62669.1→63019.8	+2.32	timeout
06-19 18:13	BTC	Buy	62690.1→63126.8	+3.03	timeout
06-19 17:12	BTC	Buy	62385.1→62984.9	+4.36	timeout
06-19 16:10	BTC	Buy	62676.1→63082.8	+2.81	timeout
06-17 04:26	BTC	Buy	66048.3→65834.7	-2.11	timeout
06-16 15:03	BTC	Buy	66652.3→65657.7	-8.00	timeout
06-16 14:23	BTC	Buy	67144.4→65491	-12.84	stop_loss
06-16 14:01	BTC	Buy	66369.3→66108.7	-2.50	timeout
06-16 12:59	BTC	Buy	66550.3→66398.7	-1.67	timeout
06-15 06:04	BTC	Buy	64397.2→65789.7	+10.35	timeout
06-15 05:01	BTC	Buy	64354.2→65599.7	+9.20	timeout
06-15 03:57	BTC	Buy	64516.2→65945.7	+10.60	timeout
06-15 02:51	BTC	Buy	64463.2→65461.7	+7.26	timeout
06-15 01:46	BTC	Buy	64589.2→65652.7	+7.76	timeout
06-11 14:47	BTC	Buy	61981.1→62864.9	+6.58	timeout
06-11 11:35	BTC	Buy	61009.1→63165.8	+17.10	timeout
06-11 10:33	BTC	Buy	61356.1→62852.9	+11.60	timeout
06-11 09:27	BTC	Buy	61116.1→62776.9	+13.02	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-10 14:10	BTC	Buy	62084.1→62140.9	-0.02	timeout
06-09 15:55	BTC	Buy	62639.1→61098.4	-12.75	stop_loss
06-09 14:47	BTC	Buy	62650.1→61109.4	-12.75	stop_loss
06-09 14:43	BTC	Buy	62844.1→61298.3	-12.75	stop_loss
06-08 20:10	BTC	Buy	61677.1→63300.8	+12.68	timeout
06-08 19:05	BTC	Buy	61784.1→63487.8	+13.28	timeout
06-08 13:45	BTC	Buy	61745.1→63542.8	+14.06	timeout
06-08 12:43	BTC	Buy	61682.1→63526.8	+14.50	timeout
06-08 06:23	BTC	Buy	61824.1→63027.8	+9.27	timeout
06-07 16:53	BTC	Buy	60787→62181.9	+10.99	timeout
06-07 14:35	BTC	Buy	60879→62195.9	+10.35	timeout
06-07 13:31	BTC	Buy	60746→61846.9	+8.59	timeout
06-07 12:30	BTC	Buy	60620→61897.9	+10.08	timeout
06-07 06:05	BTC	Buy	61156.1→61629.9	+3.47	timeout
06-06 15:43	BTC	Buy	60421→60812	+2.79	timeout
06-05 14:26	BTC	Buy	61899.1→60372.8	-12.78	stop_loss
06-05 14:04	BTC	Buy	62054.1→60527.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62492.1→60954.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62858.1→61308.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62915.1→61366.2	-12.76	stop_loss
06-05 10:59	BTC	Buy	62441.1→62508.9	+0.06	timeout
06-05 06:24	BTC	Buy	62645.1→61104.4	-12.69	stop_loss
06-05 06:22	BTC	Buy	62867.1→61321.3	-12.74	stop_loss
06-05 06:00	BTC	Buy	63738.2→62165.8	-12.75	stop_loss
06-05 05:59	BTC	Buy	63768.2→62199.8	-12.70	stop_loss
06-05 03:06	BTC	Buy	63897.2→62315.7	-12.80	stop_loss
06-03 03:50	BTC	Buy	67017.4→65365	-12.78	stop_loss
06-01 22:20	BTC	Buy	73065.3→71215.1	-13.20	stop_loss
06-01 22:20	BTC	Buy	73337.3→71215.1	-15.02	stop_loss
05-28 03:18	BTC	Buy	75573.2→73802.6	-12.17	stop_loss
05-28 03:18	BTC	Buy	75675.2→73890.6	-12.24	stop_loss
05-28 03:18	BTC	Buy	75704.2→73931.6	-12.16	stop_loss
05-28 03:16	BTC	Buy	75877.2→74097.7	-12.18	stop_loss
05-28 03:16	BTC	Buy	75885.2→74097.7	-12.23	stop_loss
05-27 10:00	BTC	Buy	76589.2→75866.8	-5.02	timeout
05-27 09:00	BTC	Buy	76693.2→75826.8	-5.92	timeout
05-27 07:59	BTC	Buy	76666.2→75929.8	-5.12	timeout
05-27 04:30	BTC	Buy	77154.1→75341.4	-12.15	stop_loss
05-27 04:17	BTC	Buy	77392.1→75575.5	-12.14	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-189.29

total pnl ($)

-40.0 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	94	48%	-40.0	-189.29

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…