rank_based_cross_asset_funding_divergence_rescue_v2

not live
6
closed trades
33%
win rate
-43.36
total pnl ($)
1.251
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-24 11:42:41 (34.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: rescue_ab
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 6 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-25 20:47INJBuy5.72513→5.61738-39.45stop_loss
05-25 19:15ADABuy0.245531→0.245739-0.27timeout
05-25 19:15AVAXBuy9.41135→9.39625-3.65timeout
05-25 19:15ARBBuy0.107697→0.109533+17.65timeout
05-25 19:14ATOMBuy2.12533→2.14066+6.84timeout
05-25 16:47APTSell0.964459→0.983337-24.49stop_loss

Paper vs Live

Paper (trades.jsonl)
6
closed
33%
win rate
-43.36
total pnl ($)
-33.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
APT10%-204.7-24.49
ATOM1100%+63.1+6.84
ARB1100%+161.4+17.65
AVAX10%-25.0-3.65
ADA10%-0.6-0.27
INJ10%-197.2-39.45

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems