macd_funding_spread_loose_entry · strategy

184

closed trades

35%

win rate

-70.94

total pnl ($)

1.123

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 01:37:16 (42.3d ago) · src: canon

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

n: 283 · wr: 35.3% · total_bps: -1306.7 · mean_bps: -4.62 · sharpe: -0.15 · max_dd_bps: -1557.2

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
06-01 03:09	BTC	Sell	73466.3→73935.7	-3.64	timeout
06-01 00:35	BTC	Sell	73657.3→73886.7	-2.01	timeout
05-31 23:05	BTC	Sell	73715.3→74060.7	-2.79	timeout
05-31 19:57	BTC	Sell	73583.3→73522.7	-0.04	timeout
05-31 18:05	BTC	Sell	73481.3→73633.7	-1.48	timeout
05-31 16:30	BTC	Sell	73714.3→73575.7	+0.49	timeout
05-31 14:55	BTC	Sell	73830.3→73672.7	+0.62	timeout
05-31 13:34	BTC	Sell	73882.3→73940.7	-0.85	timeout
05-31 11:56	BTC	Sell	73831.3→73905.7	-0.95	timeout
05-31 10:32	BTC	Sell	73946.3→73789.7	+0.61	timeout
05-31 09:13	BTC	Sell	73870.3→73888.7	-0.57	timeout
05-31 07:50	BTC	Sell	74042.3→73848.7	+0.86	timeout
05-31 06:33	BTC	Sell	74116.3→74068.7	-0.13	timeout
05-31 04:51	BTC	Sell	74138.3→74178.7	-0.72	timeout
05-31 02:40	BTC	Sell	74061.3→73906.7	+0.60	timeout
05-31 00:44	BTC	Sell	73771.3→73928.7	-1.52	timeout
05-30 20:31	BTC	Sell	73949.3→73903.7	-0.14	timeout
05-30 18:35	BTC	Sell	73828.3→73999.7	-1.61	timeout
05-30 16:38	BTC	Sell	73844.3→73936.7	-1.07	timeout
05-30 14:46	BTC	Sell	73739.3→73897.7	-1.52	timeout
05-30 12:37	BTC	Sell	73581.3→73648.7	-0.91	timeout
05-30 10:41	BTC	Sell	73522.3→73608.7	-1.03	timeout
05-29 10:51	BTC	Sell	73704.3→73609.7	+0.19	timeout
05-29 09:39	BTC	Sell	73768.3→73809.7	-0.73	timeout
05-29 08:49	BTC	Sell	73374.3→73730.7	-2.88	timeout
05-29 07:34	BTC	Sell	73678.3→73525.7	+0.59	timeout
05-29 01:34	BTC	Sell	73726.3→73542.7	+0.80	timeout
05-29 00:16	BTC	Sell	73572.3→73685.7	-1.21	timeout
05-28 22:58	BTC	Sell	73834.3→73441.7	+2.22	timeout
05-28 21:46	BTC	Sell	73620.3→73818.7	-1.79	timeout
05-28 21:15	BTC	Sell	73409.3→73680.7	-2.29	timeout
05-28 20:05	BTC	Sell	73514.3→73341.7	+0.73	timeout
05-28 18:44	BTC	Sell	73446.3→73581.7	-1.37	timeout
05-28 17:29	BTC	Sell	73141.3→73326.7	-1.71	timeout
05-28 16:21	BTC	Sell	72726.4→73181.7	-3.57	timeout
05-28 15:09	BTC	Sell	72758.4→72937.6	-1.68	timeout
05-28 13:54	BTC	Sell	73496.3→72932.6	+3.39	timeout
05-28 13:11	BTC	Sell	73427.3→73308.7	+0.36	timeout
05-28 12:08	BTC	Sell	73336.3→73467.7	-1.34	timeout
05-28 10:40	BTC	Sell	73411.3→73452.7	-0.73	timeout
05-28 09:33	BTC	Sell	73210.3→73368.7	-1.53	timeout
05-28 08:27	BTC	Sell	73239.3→73260.7	-0.60	timeout
05-28 07:24	BTC	Sell	72907.4→73284.7	-3.04	timeout
05-28 06:24	BTC	Sell	72986.4→72908.6	+0.08	timeout
05-28 05:24	BTC	Sell	72876.4→73001.6	-1.31	timeout
05-28 04:24	BTC	Sell	73862.3→72889.6	+6.14	timeout
05-28 03:24	BTC	Sell	74194.3→73887.7	+1.62	timeout
05-28 02:23	BTC	Sell	74461.3→74202.7	+1.29	timeout
05-28 01:23	BTC	Sell	74502.3→74417.7	+0.12	timeout
05-28 00:22	BTC	Sell	74394.3→74527.7	-1.35	timeout
05-27 23:21	BTC	Sell	74514.3→74376.7	+0.48	timeout
05-27 22:21	BTC	Sell	75119.2→74522.7	+3.52	timeout
05-27 21:21	BTC	Sell	75293.2→75125.8	+0.67	timeout
05-27 20:21	BTC	Sell	74968.3→75359.8	-3.06	timeout
05-27 19:21	BTC	Sell	74750.3→74976.7	-1.96	timeout
05-26 22:19	BTC	Sell	75922.2→75733.8	+0.79	timeout
05-26 21:19	BTC	Sell	76014.2→75928.8	+0.11	timeout
05-26 20:18	BTC	Sell	75823.2→76086.8	-2.18	timeout
05-26 19:16	BTC	Sell	75998.2→75828.8	+0.67	timeout
05-26 18:17	BTC	Sell	76412.2→76015.8	+2.15	timeout
05-26 17:16	BTC	Sell	76339.2→76413.8	-0.94	timeout
05-25 19:56	BTC	Sell	77522.1→77384.9	+0.44	timeout
05-24 05:57	BTC	Sell	76748.2→76788.8	-0.71	timeout
05-24 04:56	BTC	Sell	76745.2→76761.8	-0.55	timeout
05-24 03:57	BTC	Sell	76788.2→76755.8	-0.24	timeout
05-24 02:56	BTC	Sell	76836.2→76802.8	-0.23	timeout
05-24 01:56	BTC	Sell	76795.2→76843.8	-0.76	timeout
05-23 23:02	BTC	Sell	76815.2→76512.8	+1.52	timeout
05-23 08:26	BTC	Sell	75234.2→74580.7	+3.89	timeout
05-23 07:26	BTC	Sell	75418.2→75241.8	+0.72	timeout
05-23 06:25	BTC	Sell	75454.2→75435.8	-0.33	timeout
05-23 05:26	BTC	Sell	75544.2→75486.8	-0.07	timeout
05-23 04:25	BTC	Sell	75569.2→75551.8	-0.34	timeout
05-23 03:25	BTC	Sell	75477.2→75565.8	-1.04	timeout
05-23 02:07	BTC	Sell	75437.2→75451.8	-0.54	timeout
05-23 01:07	BTC	Sell	75492.2→75444.8	-0.13	timeout
05-23 00:06	BTC	Sell	75790.2→75562.8	+1.05	timeout
05-22 23:04	BTC	Sell	75865.2→75775.8	+0.14	timeout
05-22 22:03	BTC	Sell	75977.2→75921.8	-0.08	timeout
05-22 21:04	BTC	Sell	75846.2→75984.8	-1.36	timeout
05-22 20:03	BTC	Sell	76438.2→75905.8	+3.03	timeout
05-22 19:02	BTC	Sell	76761.2→76518.8	+1.13	timeout
05-22 18:02	BTC	Sell	76941.2→76768.8	+0.67	timeout
05-22 17:02	BTC	Sell	76852.2→76932.8	-0.97	timeout
05-22 16:02	BTC	Sell	76727.2→76841.8	-1.19	timeout
05-22 15:01	BTC	Sell	77168.1→76649.8	+2.91	timeout
05-22 14:01	BTC	Sell	77457.1→77172.9	+1.39	timeout
05-22 13:00	BTC	Sell	77396.1→77497.9	-1.10	timeout
05-22 11:59	BTC	Sell	77281.1→77409.9	-1.28	timeout
05-22 11:00	BTC	Sell	77280.1→77288.9	-0.50	timeout
05-22 09:59	BTC	Sell	77219.1→77287.9	-0.89	timeout
05-22 08:59	BTC	Sell	77359.1→77226.9	+0.41	timeout
05-22 07:58	BTC	Sell	77374.1→77388.9	-0.54	timeout
05-22 06:58	BTC	Sell	77439.1→77381.9	-0.08	timeout
05-22 05:58	BTC	Sell	77615.1→77514.9	+0.20	timeout
05-22 04:58	BTC	Sell	77729.1→77622.9	+0.23	timeout
05-22 03:57	BTC	Sell	77609.1→77736.9	-1.27	timeout
05-22 02:58	BTC	Sell	77535.1→77616.9	-0.98	timeout
05-22 01:57	BTC	Sell	77397.1→77554.9	-1.47	timeout
05-22 00:58	BTC	Sell	77579.1→77404.9	+0.67	timeout

Paper vs Live

Paper (trades.jsonl)

184

closed

35%

win rate

-70.94

total pnl ($)

-7.8 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	184	35%	-7.8	-70.94

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…