rank_funding_divergence_fade · strategy

432

closed trades

40%

win rate

-369.26

total pnl ($)

1.137

weight

7d window — n=160 wr=48% pnl=-9.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 20:25:20 (36.4d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: hd

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 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-23 06:08	ADAUSDT	Buy	0.15929→0.156133	-10.35	stop_loss
06-23 06:07	SUIUSDT	Sell	0.71977→0.704826	+9.92	timeout
06-23 05:41	SUIUSDT	Sell	0.727668→0.704726	+15.31	take_profit
06-23 04:00	SUIUSDT	Sell	0.715471→0.729097	-9.98	stop_loss
06-23 03:23	ADAUSDT	Buy	0.15859→0.15881	+0.30	timeout
06-23 02:47	ADAUSDT	Buy	0.15919→0.15891	-1.24	timeout
06-23 00:30	LTCUSDT	Sell	44.8838→44.4161	+4.71	timeout
06-23 00:00	ADAUSDT	Buy	0.15954→0.15836	-4.04	timeout
06-22 23:00	ADAUSDT	Buy	0.15929→0.157811	-5.03	timeout
06-22 21:20	ADAUSDT	Buy	0.15959→0.15876	-2.96	timeout
06-22 20:44	LTCUSDT	Sell	45.0837→44.5861	+5.05	timeout
06-22 18:22	AVAXUSDT	Buy	6.35809→6.31992	-3.44	timeout
06-22 17:49	AVAXUSDT	Buy	6.36909→6.29892	-5.96	timeout
06-22 16:28	ATOMUSDT	Buy	1.8204→1.8004	-5.94	timeout
06-22 14:53	ATOMUSDT	Buy	1.7997→1.8138	+3.49	timeout
06-22 14:31	INJUSDT	Buy	4.98074→4.88583	-9.98	stop_loss
06-22 12:58	LTCUSDT	Sell	44.7238→45.5792	-10.01	stop_loss
06-22 12:04	ATOMUSDT	Buy	1.7995→1.82649	+7.05	timeout
06-22 11:31	ATOMUSDT	Buy	1.8021→1.82624	+6.26	timeout
06-22 10:24	ATOMUSDT	Buy	1.79755→1.82089	+6.06	timeout
06-22 10:03	SUIUSDT	Buy	0.698925→0.709373	+6.99	timeout
06-22 08:46	ADAUSDT	Buy	0.16019→0.16131	+3.03	timeout
06-22 06:00	ATOMUSDT	Buy	1.75449→1.8018	+13.05	timeout
06-22 05:29	ATOMUSDT	Buy	1.75399→1.8004	+12.79	timeout
06-22 04:20	ATOMUSDT	Buy	1.76299→1.7915	+7.63	timeout
06-22 03:46	ATOMUSDT	Buy	1.75939→1.77541	+4.08	timeout
06-22 02:41	ATOMUSDT	Buy	1.76944→1.7832	+3.43	timeout
06-21 23:50	ATOMUSDT	Buy	1.76624→1.75371	-4.00	timeout
06-21 23:15	ATOMUSDT	Buy	1.76969→1.75321	-5.11	timeout
06-21 22:03	ATOMUSDT	Buy	1.76949→1.76376	-2.10	timeout
06-21 21:30	ATOMUSDT	Buy	1.77289→1.75486	-5.55	timeout
06-21 20:21	ATOMUSDT	Buy	1.77279→1.76676	-2.15	timeout
06-21 17:31	ATOMUSDT	Buy	1.77869→1.76601	-4.01	timeout
06-21 17:00	ATOMUSDT	Buy	1.77909→1.76926	-3.20	timeout
06-21 15:44	LTCUSDT	Sell	45.0937→45.9594	-10.04	stop_loss
06-21 15:23	ATOMUSDT	Buy	1.78009→1.77211	-2.67	timeout
06-21 14:16	ATOMUSDT	Buy	1.77709→1.77291	-1.62	timeout
06-21 13:46	ATOMUSDT	Buy	1.77909→1.77511	-1.56	timeout
06-21 11:29	ATOMUSDT	Buy	1.7817→1.77781	-1.51	timeout
06-21 10:55	ATOMUSDT	Buy	1.7812→1.783	+0.09	timeout
06-21 09:22	ATOMUSDT	Buy	1.7874→1.78	-2.49	timeout
06-21 07:47	ATOMUSDT	Buy	1.7949→1.77821	-5.07	timeout
06-21 07:11	ATOMUSDT	Buy	1.7926→1.78085	-3.70	timeout
06-21 05:02	ATOMUSDT	Buy	1.80495→1.77676	-8.23	timeout
06-21 04:31	ATOMUSDT	Buy	1.8007→1.7834	-5.22	timeout
06-21 02:55	ATOMUSDT	Buy	1.7962→1.7868	-3.06	timeout
06-21 01:14	ATOMUSDT	Buy	1.801→1.7916	-3.05	timeout
06-21 00:42	ATOMUSDT	Buy	1.79675→1.7976	-0.23	timeout
06-20 22:52	ATOMUSDT	Buy	1.78145→1.8023	+5.37	timeout
06-20 22:28	OPUSDT	Buy	0.100945→0.104139	+15.36	take_profit
06-20 20:47	ETHUSDT	Sell	1731.73→1728.54	+0.48	timeout
06-20 18:58	ATOMUSDT	Buy	1.78315→1.7914	+1.87	timeout
06-20 18:23	ATOMUSDT	Buy	1.7859→1.78995	+0.71	timeout
06-20 17:50	ATOMUSDT	Buy	1.7891→1.7855	-1.44	timeout
06-20 16:42	ATOMUSDT	Buy	1.79015→1.77861	-3.64	timeout
06-20 14:46	ETHUSDT	Sell	1708.2→1740.69	-9.96	stop_loss
06-20 14:06	ADAUSDT	Buy	0.163191→0.16008	-9.97	stop_loss
06-20 12:45	ARBUSDT	Buy	0.084126→0.0834341	-4.54	timeout
06-20 12:14	ARBUSDT	Buy	0.084106→0.083844	-2.00	timeout
06-20 11:43	ARBUSDT	Buy	0.083906→0.083834	-0.88	timeout
06-20 10:37	ARBUSDT	Buy	0.0833158→0.083944	+3.33	timeout
06-20 09:20	ADAUSDT	Buy	0.16189→0.163109	+3.30	timeout
06-20 06:37	ADAUSDT	Buy	0.163391→0.163309	-0.73	timeout
06-20 06:05	ADAUSDT	Buy	0.16189→0.163209	+3.60	timeout
06-20 05:34	ADAUSDT	Buy	0.16199→0.163209	+3.29	timeout
06-20 04:31	ADAUSDT	Buy	0.16139→0.162709	+3.62	timeout
06-20 02:52	ADAUSDT	Buy	0.16159→0.16171	-0.12	timeout
06-20 00:09	ADAUSDT	Buy	0.16159→0.16191	+0.53	timeout
06-19 23:35	ADAUSDT	Buy	0.16139→0.16191	+1.18	timeout
06-19 23:01	ADAUSDT	Buy	0.16049→0.16136	+2.30	timeout
06-19 22:27	ADAUSDT	Buy	0.16189→0.16141	-1.89	timeout
06-19 20:41	ADAUSDT	Buy	0.162391→0.16071	-5.54	timeout
06-19 17:53	ADAUSDT	Buy	0.15989→0.16171	+5.28	timeout
06-19 17:17	ADAUSDT	Buy	0.15969→0.16101	+3.66	timeout
06-19 16:45	ADAUSDT	Buy	0.15949→0.16151	+5.84	timeout
06-19 16:09	ADAUSDT	Buy	0.15979→0.16141	+4.58	timeout
06-19 14:36	LTCUSDT	Sell	43.3642→44.1931	-10.01	stop_loss
06-19 11:51	LTCUSDT	Sell	43.4841→43.5559	-1.30	timeout
06-19 11:09	ATOMUSDT	Buy	1.8087→1.80135	-2.42	timeout
06-19 10:49	LTCUSDT	Sell	43.3242→43.3758	-1.07	timeout
06-19 10:35	ATOMUSDT	Buy	1.7959→1.8018	+1.26	timeout
06-19 10:01	ATOMUSDT	Buy	1.8029→1.8095	+1.43	timeout
06-19 05:48	ATOMUSDT	Buy	1.8051→1.8114	+1.37	timeout
06-19 05:01	LTCUSDT	Sell	43.7441→43.3258	+4.33	timeout
06-19 04:44	ATOMUSDT	Buy	1.7931→1.7961	+0.46	timeout
06-19 04:30	LTCUSDT	Sell	43.6641→43.4759	+1.70	timeout
06-19 03:59	LTCUSDT	Sell	43.7041→43.5659	+1.12	timeout
06-18 23:34	ADAUSDT	Buy	0.16169→0.163109	+3.90	timeout
06-18 22:32	ADAUSDT	Buy	0.16029→0.162509	+6.44	timeout
06-18 22:09	ATOMUSDT	Buy	1.7996→1.79595	-1.47	timeout
06-18 22:09	LTCUSDT	Sell	43.3342→43.7059	-4.71	timeout
06-18 21:39	ATOMUSDT	Buy	1.8071→1.79185	-4.68	timeout
06-18 17:19	LTCUSDT	Sell	44.084→43.2458	+9.08	timeout
06-18 16:13	ATOMUSDT	Buy	1.7988→1.8001	-0.13	timeout
06-18 15:53	ATOMUSDT	Buy	1.8201→1.78296	-10.58	stop_loss
06-18 15:53	ATOMUSDT	Buy	1.82461→1.78961	-9.98	stop_loss
06-18 15:03	ADAUSDT	Buy	0.166492→0.163327	-9.95	stop_loss
06-18 11:53	LTCUSDT	Sell	44.1939→43.976	+2.02	timeout
06-18 11:14	LTCUSDT	Sell	44.124→44.106	-0.25	timeout
06-18 11:03	ADAUSDT	Buy	0.164791→0.166608	+5.06	timeout

Paper vs Live

Paper (trades.jsonl)

432

closed

40%

win rate

-369.26

total pnl ($)

-17.4 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 ($)
NEARUSDT	81	46%	-5.1	-19.94
ADAUSDT	56	50%	-21.7	-60.29
ATOMUSDT	56	38%	-26.6	-73.32
SUIUSDT	47	34%	-49.3	-115.63
OPUSDT	32	38%	-17.4	-26.80
APTUSDT	32	44%	+1.9	+3.54
INJUSDT	28	46%	+62.5	+88.20
LTCUSDT	23	52%	-4.2	-4.79
AVAXUSDT	21	10%	-92.0	-96.30
SOLUSDT	17	53%	+14.2	+12.44
BNBUSDT	16	25%	-34.4	-27.33
ARBUSDT	9	11%	-66.5	-29.59
DOGEUSDT	5	60%	+60.2	+15.08
XRPUSDT	4	0%	-115.5	-23.04
ETHUSDT	3	33%	-67.9	-10.16
LINKUSDT	1	0%	-14.0	-0.67
BTCUSDT	1	0%	-14.0	-0.66

Recent bounces (last 20 of 20)

time	sym	side	reason
06-23 06:09	SUIUSDT	Sell	router_blocked
06-23 00:52	ADAUSDT	Buy	stale_intent
06-23 00:26	SUIUSDT	Sell	stale_intent
06-22 23:25	SUIUSDT	Sell	stale_intent
06-22 21:49	ADAUSDT	Buy	stale_intent
06-22 21:17	ADAUSDT	Buy	stale_intent
06-22 18:44	LTCUSDT	Sell	router_blocked
06-22 15:31	ADAUSDT	Buy	router_blocked
06-22 14:56	LTCUSDT	Sell	router_blocked
06-22 13:21	INJUSDT	Buy	stale_intent
06-22 12:04	AVAXUSDT	Buy	router_blocked
06-22 10:36	LTCUSDT	Sell	router_blocked
06-22 05:42	ATOMUSDT	Buy	router_blocked
06-22 04:46	ATOMUSDT	Buy	stale_intent
06-22 04:18	SUIUSDT	Buy	router_blocked
06-22 03:00	ADAUSDT	Buy	router_blocked
06-22 00:12	ATOMUSDT	Buy	router_blocked
06-21 23:41	ATOMUSDT	Buy	router_blocked
06-21 22:36	ATOMUSDT	Buy	stale_intent
06-21 22:07	ATOMUSDT	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…