overnight_funding_spread_longer_horizon · strategy

107

closed trades

36%

win rate

-45.42

total pnl ($)

1.212

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 (38.9d ago) · src: canon

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

n: 146 · wr: 37.0% · total_bps: -640.5 · mean_bps: -4.39 · sharpe: -0.14 · max_dd_bps: -801.8

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 05:08	BTC	Sell	73632.3→73492.7	+0.50	timeout
06-01 02:50	BTC	Sell	73510.3→73783.7	-2.31	timeout
06-01 00:24	BTC	Sell	73785.3→73802.7	-0.57	timeout
05-31 21:10	BTC	Sell	73661.3→73701.7	-0.72	timeout
05-31 17:40	BTC	Sell	73478.3→73687.7	-1.87	timeout
05-31 14:40	BTC	Sell	73860.3→73659.7	+0.91	timeout
05-31 11:54	BTC	Sell	73831.3→73881.7	-0.79	timeout
05-31 09:09	BTC	Sell	73850.3→73872.7	-0.60	timeout
05-31 06:33	BTC	Sell	74116.3→74068.7	-0.13	timeout
05-31 04:45	BTC	Sell	74136.3→74169.7	-0.67	timeout
05-31 00:44	BTC	Sell	73770.3→73928.7	-1.52	timeout
05-30 22:18	BTC	Sell	73958.3→73882.7	+0.07	timeout
05-30 18:21	BTC	Sell	73929.3→74061.7	-1.34	timeout
05-30 14:37	BTC	Sell	73662.3→74018.7	-2.86	timeout
05-30 10:41	BTC	Sell	73522.3→73607.7	-1.03	timeout
05-30 08:33	BTC	Sell	73534.3→73525.7	-0.39	timeout
05-30 04:52	BTC	Sell	73534.3→73341.7	+0.86	timeout
05-30 01:03	BTC	Sell	73411.3→73478.7	-0.91	timeout
05-29 21:22	BTC	Sell	73643.3→73613.7	-0.25	timeout
05-29 17:52	BTC	Sell	73910.3→74021.7	-1.20	timeout
05-29 14:09	BTC	Sell	73172.3→72958.6	+1.01	timeout
05-29 12:09	BTC	Sell	73614.3→73349.7	+1.35	timeout
05-29 09:39	BTC	Sell	73767.3→73814.7	-0.77	timeout
05-29 07:34	BTC	Sell	73678.3→73525.7	+0.59	timeout
05-29 04:54	BTC	Sell	73263.3→73394.7	-1.34	timeout
05-29 04:54	BTC	Sell	73263.3→73225.7	-0.19	timeout
05-29 00:47	BTC	Sell	73532.3→73756.7	-1.97	timeout
05-28 22:15	BTC	Sell	73680.3→73683.7	-0.47	timeout
05-28 21:02	BTC	Sell	73349.3→73587.7	-2.07	timeout
05-28 18:39	BTC	Sell	73471.3→73571.7	-1.13	timeout
05-28 16:22	BTC	Sell	72734.4→73243.7	-3.94	timeout
05-28 14:02	BTC	Sell	73487.3→72812.6	+4.15	timeout
05-28 12:06	BTC	Sell	73393.3→73448.7	-0.82	timeout
05-28 09:38	BTC	Sell	73235.3→73454.7	-1.95	timeout
05-28 07:32	BTC	Sell	72869.4→73286.7	-3.31	timeout
05-28 05:26	BTC	Sell	72820.4→72999.6	-1.68	timeout
05-28 03:26	BTC	Sell	74178.3→73853.7	+1.74	timeout
05-28 01:25	BTC	Sell	74328.3→74404.7	-0.96	timeout
05-27 23:25	BTC	Sell	74508.3→74219.7	+1.49	timeout
05-27 21:22	BTC	Sell	75282.2→75126.8	+0.59	timeout
05-27 19:21	BTC	Sell	74720.3→74976.7	-2.16	timeout
05-26 21:15	BTC	Sell	76077.2→75895.8	+0.74	timeout
05-26 19:15	BTC	Sell	75981.2→75813.8	+0.65	timeout
05-26 17:15	BTC	Sell	76290.2→76428.8	-1.36	timeout
05-25 19:56	BTC	Sell	77522.1→77395.9	+0.37	timeout
05-24 05:56	BTC	Sell	76747.2→76785.8	-0.70	timeout
05-24 03:56	BTC	Sell	76794.2→76759.8	-0.22	timeout
05-24 01:56	BTC	Sell	76802.2→76843.8	-0.72	timeout
05-23 23:03	BTC	Sell	76834.2→76511.8	+1.65	timeout
05-23 07:28	BTC	Sell	75416.2→75209.8	+0.92	timeout
05-23 05:28	BTC	Sell	75534.2→75491.8	-0.17	timeout
05-23 03:26	BTC	Sell	75468.2→75569.8	-1.12	timeout
05-23 00:50	BTC	Sell	75472.2→75326.8	+0.52	timeout
05-22 22:51	BTC	Sell	76023.2→75717.8	+1.56	timeout
05-22 20:51	BTC	Sell	75721.2→75962.8	-2.04	timeout
05-22 18:50	BTC	Sell	76785.2→76315.8	+2.61	timeout
05-22 16:49	BTC	Sell	76695.2→76919.8	-1.91	timeout
05-22 14:48	BTC	Sell	77177.1→76811.8	+1.92	timeout
05-22 12:48	BTC	Sell	77362.1→77438.9	-0.94	timeout
05-22 10:49	BTC	Sell	77246.1→77301.9	-0.81	timeout
05-22 08:48	BTC	Sell	77412.1→77315.9	+0.18	timeout
05-22 06:43	BTC	Sell	77553.1→77375.9	+0.69	timeout
05-22 04:42	BTC	Sell	77755.1→77664.9	+0.13	timeout
05-22 02:42	BTC	Sell	77430.1→77607.9	-1.60	timeout
05-22 00:42	BTC	Sell	77698.1→77421.9	+1.33	timeout
05-21 22:41	BTC	Sell	77676.1→77595.9	+0.07	timeout
05-21 20:41	BTC	Sell	77601.1→77620.9	-0.57	timeout
05-21 18:41	BTC	Sell	77926.1→77757.9	+0.63	timeout
05-21 16:40	BTC	Sell	77179.1→77056.9	+0.35	timeout
05-21 14:40	BTC	Sell	76881.2→77051.9	-1.56	timeout
05-21 12:39	BTC	Sell	77225.1→77259.9	-0.67	timeout
05-21 10:39	BTC	Sell	77665.1→77258.9	+2.17	timeout
05-21 08:39	BTC	Sell	77636.1→77883.9	-2.04	timeout
05-21 06:38	BTC	Sell	77865.1→77725.9	+0.45	timeout
05-21 04:38	BTC	Sell	77970.1→77963.9	-0.41	timeout
05-21 02:38	BTC	Sell	77818.1→78029.9	-1.81	timeout
05-21 00:38	BTC	Sell	77439.1→77691.9	-2.08	timeout
05-20 22:37	BTC	Sell	77630.1→77382.9	+1.14	timeout
05-20 20:37	BTC	Sell	77521.1→77659.9	-1.34	timeout
05-20 18:37	BTC	Sell	77651.1→77535.9	+0.30	timeout
05-20 16:37	BTC	Sell	77581.1→77180.9	+2.13	timeout
05-20 14:37	BTC	Sell	76996.1→77324.9	-2.58	timeout
05-20 12:37	BTC	Sell	77403.1→77513.9	-1.16	timeout
05-20 10:37	BTC	Sell	77488.1→77598.9	-1.16	timeout
05-20 08:37	BTC	Sell	77317.1→77320.9	-0.47	timeout
05-20 06:36	BTC	Sell	77235.1→77221.9	-0.36	timeout
05-20 04:35	BTC	Sell	76757.2→76702.8	-0.09	timeout
05-20 02:36	BTC	Sell	76590.2→76644.8	-0.80	timeout
05-20 00:35	BTC	Sell	76914.2→76719.8	+0.82	timeout
05-19 22:35	BTC	Sell	77000.1→76754.8	+1.15	timeout
05-19 20:34	BTC	Sell	76844.2→76909.8	-0.87	timeout
05-19 18:34	BTC	Sell	76749.2→76788.8	-0.70	timeout
05-19 16:34	BTC	Sell	76557.2→76702.8	-1.40	timeout
05-19 14:34	BTC	Sell	76865.2→76300.8	+3.22	timeout
05-19 12:33	BTC	Sell	76827.2→76858.8	-0.65	timeout
05-19 10:33	BTC	Sell	76707.2→76885.8	-1.61	timeout
05-19 08:33	BTC	Sell	77139.1→77026.9	+0.28	timeout
05-19 06:33	BTC	Sell	76803.2→76994.8	-1.70	timeout
05-19 04:32	BTC	Sell	76737.2→76790.8	-0.80	timeout
05-19 02:33	BTC	Sell	76796.2→76808.8	-0.53	timeout

Paper vs Live

Paper (trades.jsonl)

107

closed

36%

win rate

-45.42

total pnl ($)

-8.6 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	107	36%	-8.6	-45.42

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…