perps_funding_pct_top5_eth_only · strategy

109

closed trades

50%

win rate

+120.96

total pnl ($)

1.356

weight

7d window — n=14 wr=57% pnl=+24.27 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 16:29:02 (23.5d ago) · src: canon

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

n: 2320 · wr: 47.9% · total_bps: -3804.9 · mean_bps: -1.64 · sharpe: -0.01 · max_dd_bps: -22774.8

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
06-26 16:58	BTC	Sell	59879→60037	-1.71	timeout
06-26 04:17	BTC	Sell	58682.1→60127.1	-12.77	stop_loss
06-26 02:27	BTC	Sell	59413→58683.9	+5.67	timeout
06-25 13:59	BTC	Sell	60732→58064.9	+21.47	take_profit
06-25 03:26	BTC	Sell	60859→60789	+0.11	timeout
06-24 15:10	BTC	Sell	62602.9→60966	+12.59	timeout
06-24 02:50	BTC	Sell	62495.9→62745.1	-2.42	timeout
06-23 14:39	BTC	Sell	64157.8→62542.1	+12.10	timeout
06-23 02:08	BTC	Sell	65312.7→64089.2	+8.90	timeout
06-22 13:49	BTC	Sell	63944.8→65531	-12.79	stop_loss
06-22 04:03	BTC	Sell	64192.8→63916.2	+1.73	timeout
06-21 15:50	BTC	Sell	64403.8→64221.2	+0.94	timeout
06-21 03:28	BTC	Sell	64162.8→64398.2	-2.28	timeout
06-20 15:19	BTC	Sell	63375.8→64246.2	-7.28	timeout
06-20 03:14	BTC	Sell	63151.8→63345.2	-1.98	timeout
06-19 15:10	BTC	Sell	62870.9→63156.2	-2.77	timeout
06-19 02:43	BTC	Sell	63877.8→62916.1	+7.03	timeout
06-18 14:03	BTC	Sell	64579.8→63995.2	+4.07	timeout
06-18 01:23	BTC	Sell	64951.8→64641.2	+1.97	timeout
06-17 12:44	BTC	Sell	65799.7→64911.2	+6.33	timeout
06-17 00:15	BTC	Sell	66568.7→65725.3	+5.91	timeout
06-16 11:53	BTC	Sell	66315.7→66354.3	-0.70	timeout
06-15 23:47	BTC	Sell	66168.7→66235.3	-0.93	timeout
06-15 11:19	BTC	Sell	65540.7→66088.3	-4.63	timeout
06-14 23:07	BTC	Sell	64470.8→65371.3	-7.41	timeout
06-14 10:41	BTC	Sell	64475.8→64593.2	-1.35	timeout
06-13 22:34	BTC	Sell	63813.8→64481.2	-5.66	timeout
06-13 10:02	BTC	Sell	63487.8→63731.2	-2.33	timeout
06-12 21:38	BTC	Sell	63835.8→63550.2	+1.81	timeout
06-12 09:15	BTC	Sell	63517.8→63555.2	-0.71	timeout
06-11 20:45	BTC	Sell	62822.9→63250.2	-3.78	timeout
06-11 07:59	BTC	Sell	61947.9→62693.1	-6.40	timeout
06-10 19:50	BTC	Sell	61674.9→61896.1	-2.21	timeout
06-09 23:20	BTC	Sell	62513.9→62023.1	+3.44	timeout
06-09 11:09	BTC	Sell	63553.8→62631.1	+6.78	timeout
06-08 22:43	BTC	Sell	63194.8→63262.2	-0.97	timeout
06-08 10:23	BTC	Sell	63016.8→63210.2	-1.98	timeout
06-07 22:14	BTC	Sell	61761.9→63282.8	-12.76	stop_loss
06-07 20:24	BTC	Sell	62437.9→61792.1	+4.71	timeout
06-07 07:57	BTC	Sell	60893→62393.3	-12.79	stop_loss
06-06 21:18	BTC	Sell	61213.9→60832	+2.63	timeout
06-06 09:02	BTC	Sell	61608.9→61296.1	+2.12	timeout
06-05 20:50	BTC	Sell	60232→61714.9	-12.76	stop_loss
06-05 15:39	BTC	Sell	62854.9→60089	+21.53	take_profit
06-05 04:10	BTC	Sell	63737.8→62902.1	+6.08	timeout
06-04 15:46	BTC	Sell	64347.8→63743.2	+4.30	timeout
06-04 01:50	BTC	Sell	65298.7→62431.1	+21.51	take_profit
06-03 18:48	BTC	Sell	67246.6→66069.3	+8.34	timeout
06-03 05:47	BTC	Sell	67466.6→67035.4	+2.76	timeout
06-02 14:21	BTC	Sell	69907.5→68259.5	+0.00	stop_loss
06-02 00:05	BTC	Sell	72293.4→71308.6	+6.44	timeout
06-01 03:29	BTC	Sell	73721.3→73909.7	-1.69	timeout
06-01 02:01	BTC	Sell	73788.3→73258.7	+3.18	timeout
05-31 20:13	BTC	Sell	73871.3→73628.7	+1.18	timeout
05-31 17:33	BTC	Sell	74116.3→73641.7	+2.78	timeout
05-31 16:03	BTC	Sell	74120.3→73666.7	+2.64	timeout
05-31 12:40	BTC	Sell	73907.3→73912.7	-0.42	timeout
05-31 11:43	BTC	Sell	73771.3→73908.7	-1.31	timeout
05-31 07:38	BTC	Sell	73983.3→73867.7	+0.41	timeout
05-31 03:46	BTC	Sell	73869.3→74110.7	-2.05	timeout
05-31 01:44	BTC	Sell	73718.3→74044.7	-2.62	timeout
05-30 21:40	BTC	Sell	73521.3→73955.7	-3.35	timeout
05-30 15:48	BTC	Sell	73536.3→73891.7	-2.80	timeout
05-30 14:38	BTC	Sell	73678.3→74026.7	-2.75	timeout
05-30 12:36	BTC	Sell	73417.3→73648.7	-2.00	timeout
05-30 11:41	BTC	Sell	73334.3→73601.7	-2.25	timeout
05-30 06:42	BTC	Sell	73779.3→73619.7	+0.65	timeout
05-29 20:32	BTC	Sell	73700.3→73697.7	-0.41	timeout
05-29 19:56	BTC	Sell	73374.3→73516.7	-1.39	timeout
05-29 19:13	BTC	Sell	73787.3→73401.7	+2.19	timeout
05-29 18:34	BTC	Sell	73678.3→73806.7	-1.27	timeout
05-29 15:33	BTC	Sell	73382.3→73990.7	-4.57	timeout
05-29 04:54	BTC	Sell	73346.3→73394.7	-0.72	timeout
05-29 04:17	BTC	Sell	73084.3→73234.7	-1.42	timeout
05-29 04:17	BTC	Sell	73084.3→73225.7	-1.36	timeout
05-29 03:05	BTC	Sell	73138.3→73287.7	-1.41	timeout
05-29 02:32	BTC	Sell	72902.4→73358.7	-3.50	timeout
05-29 01:51	BTC	Sell	73009.3→73497.7	-3.72	timeout
05-28 16:15	BTC	Sell	73053.3→73099.7	-0.69	timeout
05-28 15:44	BTC	Sell	73418.3→72974.6	+2.65	timeout
05-28 14:43	BTC	Sell	74215.3→72853.6	+8.79	timeout
05-28 13:43	BTC	Sell	74237.3→72824.6	+9.12	timeout
05-28 13:12	BTC	Sell	74450.3→73321.7	+7.17	timeout
05-28 04:02	BTC	Sell	74519.3→72774	+0.00	stop_loss
05-28 03:18	BTC	Sell	75371.2→73587.5	+0.00	stop_loss
05-28 02:29	BTC	Sell	74841.3→74179.7	+3.97	timeout
05-28 01:29	BTC	Sell	75153.2→74283.7	+5.35	timeout
05-28 00:58	BTC	Sell	75670.2→74501.7	+7.27	timeout
05-27 23:57	BTC	Sell	75712.2→74438.7	+7.99	timeout
05-27 15:49	BTC	Sell	75627.2→75317.8	+1.59	timeout
05-27 14:17	BTC	Sell	75771.2→75012.8	+4.54	timeout
05-27 13:15	BTC	Sell	76008.2→75372.8	+3.70	timeout
05-27 12:45	BTC	Sell	75919.2→75880.8	-0.24	timeout
05-27 11:43	BTC	Sell	75919.2→75796.8	+0.29	timeout
05-27 03:31	BTC	Sell	76392.2→75806.8	+3.35	timeout
05-27 02:00	BTC	Sell	77171.1→75851.8	+8.07	timeout
05-27 00:59	BTC	Sell	77083.1→76053.8	+6.22	timeout
05-27 00:29	BTC	Sell	76930.2→75901.8	+6.23	timeout
05-26 23:28	BTC	Sell	77209.1→75858.8	+8.31	timeout
05-26 14:25	BTC	Sell	76688.2→77757.9	-7.41	timeout

Paper vs Live

Paper (trades.jsonl)

109

closed

50%

win rate

+120.96

total pnl ($)

+21.6 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	109	50%	+22.5	+120.96

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…