negative_funding_cta_short

47

closed trades

47%

win rate

+1.47

total pnl ($)

1.288

weight

7d window — n=15 wr=47% pnl=+9.36 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 13:17:40 (24.4d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: strategies_batch_anz

n: 12 · wr: 66.7% · total_bps: +564.5 · mean_bps: +47.04 · sharpe: +0.53 · max_dd_bps: -202.2

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-27 21:21	BTC	Sell	60733→60377	+2.46	timeout
06-27 10:31	BTC	Sell	60368→60390	-0.62	timeout
06-27 06:05	BTC	Sell	60066→60168	-1.30	timeout
06-26 15:08	BTC	Sell	60053→59742	+2.15	timeout
06-26 10:38	BTC	Sell	59874→59599	+1.86	timeout
06-26 06:23	BTC	Sell	59807→59985	-1.94	timeout
06-25 22:49	BTC	Sell	59254→59739	-4.53	timeout
06-25 13:51	BTC	Sell	61183.9→59230	+15.52	take_profit
06-25 07:16	BTC	Sell	60746→61878	-9.77	stop_loss
06-25 03:50	BTC	Sell	61013.9→60757	+1.65	timeout
06-24 20:06	BTC	Sell	59360→60471.2	-9.83	stop_loss
06-24 17:22	BTC	Sell	61261.9→59307	+15.48	take_profit
06-24 03:21	BTC	Sell	62459.9→62485.1	-0.64	timeout
06-23 22:14	BTC	Sell	62723.9→62737.1	-0.56	timeout
06-23 18:06	BTC	Sell	62438.9→62355.1	+0.22	timeout
06-23 14:04	BTC	Sell	62800.9→62531.1	+1.67	timeout
06-11 03:34	BTC	Sell	61404.9→62550.4	-9.76	stop_loss
06-10 22:03	BTC	Sell	62488.9→61229.1	+9.63	timeout
06-10 13:50	BTC	Sell	61674.9→62360.1	-6.00	timeout
06-10 13:37	BTC	Sell	61004.9→62141.2	-9.76	stop_loss
06-09 19:04	BTC	Sell	62592.9→61824.1	+5.71	timeout
06-09 15:00	BTC	Sell	62811.9→61447.1	+10.42	timeout
06-09 07:11	BTC	Sell	62640.9→63418.2	-6.64	timeout
06-08 16:30	BTC	Sell	63133.8→63828.2	-5.93	timeout
06-07 22:14	BTC	Sell	62266.9→63425.9	-9.76	stop_loss
06-07 22:14	BTC	Sell	61677.9→62826.5	-9.76	stop_loss
06-07 14:37	BTC	Sell	62615.9→62259.1	+2.40	timeout
06-07 08:48	BTC	Sell	61755.9→62910.6	-9.80	stop_loss
06-07 04:42	BTC	Sell	60685→61816	-9.77	stop_loss
06-07 01:33	BTC	Sell	60599→61488.1	-7.77	timeout
06-06 21:25	BTC	Sell	60577→60880	-2.97	timeout
06-06 16:49	BTC	Sell	60388→60820	-4.04	timeout
06-06 06:06	BTC	Sell	61221.9→61169.1	-0.02	timeout
06-06 05:23	BTC	Sell	59867→60999.5	-9.91	stop_loss
06-05 16:22	BTC	Sell	60408→61533.8	-9.76	stop_loss
06-05 13:56	BTC	Sell	62929.9→60922	+15.50	take_profit
06-05 06:23	BTC	Sell	63241.8→61215.1	+15.56	take_profit
06-05 06:23	BTC	Sell	63333.8→61313.1	+15.50	take_profit
06-05 03:14	BTC	Sell	63774.8→62340.1	+10.78	timeout
06-04 19:53	BTC	Sell	63756.8→63685.2	+0.11	timeout
06-04 14:01	BTC	Sell	63503.8→64262.2	-6.44	timeout
06-04 01:50	BTC	Sell	64497.8→62439.1	+15.51	take_profit
06-03 22:33	BTC	Sell	65615.7→65213.3	+2.62	timeout
06-03 14:01	BTC	Sell	67171.6→66834.3	+2.07	timeout
06-03 06:05	BTC	Sell	66711.7→67213.4	-4.20	timeout
05-29 14:01	BTC	Sell	73624.3→73091.7	+3.17	timeout
05-28 14:03	BTC	Sell	73317.3→72822.6	+2.95	timeout

Paper (trades.jsonl)

47

closed

47%

win rate

+1.47

total pnl ($)

+0.6 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	47	47%	+0.6	+1.47

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 47 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)