margin_rate_funding_confluence

not live
62
closed trades
47%
win rate
-21.44
total pnl ($)
1.492
weight
7d window — n=18 wr=67% pnl=+33.86  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 16:22:34 (19.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_recovered_008
n: 67  ·  wr: 49.3%  ·  total_bps: -534.1  ·  mean_bps: -7.97  ·  sharpe: -0.06  ·  max_dd_bps: -1325.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 62 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 09:42SUIBuy0.701945→0.708323+4.06timeout
06-21 11:18APTBuy0.664166→0.651311-10.13stop_loss
06-20 23:24DOGEBuy0.0831978→0.0837591+2.91timeout
06-20 22:25APTBuy0.633858→0.642139+6.07timeout
06-20 14:36APTBuy0.637659→0.630742-5.87timeout
06-20 07:33APTBuy0.625956→0.635741+7.35timeout
06-20 04:37SUIBuy0.711718→0.711352-0.71timeout
06-20 00:32APTBuy0.627357→0.636041+6.53timeout
06-19 21:33SUIBuy0.715569→0.710562-3.92timeout
06-19 17:26APTBuy0.623956→0.634041+7.63timeout
06-18 21:22DOGEBuy0.0822706→0.0832372+5.42timeout
06-18 15:47APTBuy0.633458→0.621434-9.94stop_loss
06-18 13:40APTBuy0.653963→0.641019-10.36stop_loss
06-18 09:49DOGEBuy0.0846512→0.0850557+1.97timeout
06-18 01:31APTBuy0.662366→0.673931+8.25timeout
06-18 00:48DOGEBuy0.0857214→0.0862154+2.42timeout
06-17 17:43DOGEBuy0.0857974→0.0870282+6.69timeout
06-17 15:25APTBuy0.662466→0.683629+15.50take_profit
06-15 07:21ARBBuy0.0850213→0.0867783+9.85timeout
06-14 21:34ARBBuy0.0819305→0.0845189+15.33take_profit
06-04 13:24APTBuy0.766292→0.751436-10.14stop_loss
06-04 09:24SUIBuy0.781885→0.766735-10.14stop_loss
06-04 00:30XRPBuy1.2092→1.18601-10.03stop_loss
06-04 00:29APTBuy0.815604→0.7994-10.38stop_loss
06-04 00:29APTBuy0.815304→0.7994-10.11stop_loss
06-03 23:57SUIBuy0.8401→0.824042-10.00stop_loss
06-03 23:02ARBBuy0.0951938→0.09334-10.19stop_loss
06-03 20:46XRPBuy1.2176→1.1944-9.97stop_loss
06-03 19:55SUIBuy0.828097→0.81237-9.95stop_loss
06-03 15:02DOGEBuy0.0937044→0.0934776-1.61timeout
06-03 14:17APTBuy0.852113→0.852487-0.24timeout
06-03 14:10XRPBuy1.24331→1.22859-6.40timeout
06-03 11:21SUIBuy0.831538→0.83842+3.66timeout
06-03 06:34APTBuy0.821505→0.847788+15.56take_profit
06-02 12:39APTBuy0.908427→0.905674-1.95timeout
06-02 12:29XRPBuy1.26432→1.26098-1.76timeout
06-02 07:03XRPBuy1.28322→1.25886-9.93stop_loss
06-02 07:03APTBuy0.916129→0.898626-10.03stop_loss
06-01 22:12APTBuy0.925231→0.928668+1.37timeout
05-30 18:21LINKBuy9.15979→9.23379+3.56timeout
05-29 18:20LINKBuy8.88092→9.04474+8.74timeout
05-29 11:51SUIBuy0.917809→0.900324-9.98stop_loss
05-28 21:11AVAXBuy8.85901→8.95766+5.09timeout
05-28 19:24LINKBuy8.83121→9.02574+10.53timeout
05-28 17:37SUIBuy0.909457→0.932837+12.43timeout
05-28 10:00LINKBuy8.88702→8.91537+1.21timeout
05-28 09:59SUIBuy0.92085→0.922189+0.28timeout
05-28 03:53AVAXBuy9.04766→8.87434-10.03stop_loss
05-27 21:20XRPBuy1.33683→1.33027-2.93timeout
05-27 13:21XRPBuy1.33173→1.32717-2.17timeout
05-24 08:20XRPBuy1.36064→1.35776-1.54timeout
05-23 20:52XRPBuy1.33623→1.36436+10.06timeout
05-23 17:20DOGEBuy0.0991968→0.101175+9.53timeout
05-23 13:10XRPBuy1.31063→1.32987+6.92timeout
05-23 06:10XRPBuy1.33163→1.33217-0.23timeout
05-21 10:25SUIBuy1.11958→1.09858-9.83stop_loss
05-21 10:25ARBBuy0.111558→0.109408-10.07stop_loss
05-21 07:20ARBBuy0.111868→0.110812-5.15timeout
05-18 22:20ARBBuy0.115499→0.117721+9.15timeout
05-18 14:21ARBBuy0.116119→0.115661-2.46timeout
05-16 05:43LINKBuy10.0775→9.97381-5.56timeout
05-08 11:22ETHBuy2270.13→2291.17+4.20timeout

Paper vs Live

Paper (trades.jsonl)
62
closed
47%
win rate
-21.44
total pnl ($)
-6.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
APT1844%-12.1-10.87
SUI1136%-62.0-34.09
XRP1118%-50.8-27.98
ARB743%+18.7+6.46
DOGE786%+78.0+27.31
LINK580%+73.9+18.48
AVAX250%-49.1-4.94
ETH1100%+83.7+4.20

Recent bounces (last 20 of 1)

timesymsidereason
06-22 04:46SUIBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 11:22ETHBuy+4.20The market was in a mild downtrend with ETH declining 1.15% over 24 hours and 2.75% over the week, showing persistent bearish pressure. The thesis failed because the trade was closed by timeout without reaching a profitable exit, as the short-term sideways …