regime_funding_dispersion_mean_reversion

83

closed trades

37%

win rate

-18.66

total pnl ($)

1.247

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 14:37:05 (41.1d ago) · src: canon

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

n: 104 · wr: 31.7% · total_bps: -823.6 · mean_bps: -7.92 · sharpe: -0.30 · max_dd_bps: -964.1

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

time	sym	side	entry→exit	pnl	close
06-01 03:42	BTC	Sell	73464.3→73795.7	-1.19	timeout
06-01 01:17	BTC	Sell	73707.3→73617.7	+0.07	timeout
05-31 17:22	BTC	Sell	73697.3→73555.7	+0.23	timeout
05-31 12:18	BTC	Sell	73884.3→73942.7	-0.37	timeout
05-31 09:36	BTC	Sell	73936.3→73923.7	-0.16	timeout
05-31 05:37	BTC	Sell	74169.3→74135.7	-0.10	timeout
05-31 01:30	BTC	Sell	73874.3→74076.7	-0.80	timeout
05-30 18:33	BTC	Sell	73876.3→74009.7	-0.59	timeout
05-30 14:52	BTC	Sell	73662.3→73904.7	-0.92	timeout
05-30 10:57	BTC	Sell	73522.3→73601.7	-0.43	timeout
05-29 01:29	BTC	Sell	73716.3→73578.7	+0.22	timeout
05-28 22:02	BTC	Sell	73638.3→73819.7	-0.74	timeout
05-28 19:59	BTC	Sell	73577.3→73399.7	+0.34	timeout
05-28 17:32	BTC	Sell	73062.3→73372.7	-1.13	timeout
05-28 12:39	BTC	Sell	73380.3→73436.7	-0.37	timeout
05-28 10:25	BTC	Sell	73238.3→73331.7	-0.48	timeout
05-28 08:16	BTC	Sell	73174.3→73394.7	-0.86	timeout
05-28 06:13	BTC	Sell	73143.3→72943.6	+0.40	timeout
05-28 01:28	BTC	Sell	74407.3→74182.7	+0.47	timeout
05-27 15:28	BTC	Sell	74989.3→75309.8	-1.14	timeout
05-27 13:28	BTC	Sell	75587.2→75168.8	+1.02	timeout
05-27 11:28	BTC	Sell	75843.2→75953.8	-0.52	timeout
05-27 09:28	BTC	Sell	75850.2→75797.8	-0.05	timeout
05-27 03:28	BTC	Sell	75748.2→75809.8	-0.38	timeout
05-27 01:27	BTC	Sell	75932.2→75823.8	+0.11	timeout
05-26 21:30	BTC	Sell	76071.2→76016.8	-0.04	timeout
05-26 19:29	BTC	Sell	75990.2→75889.8	+0.09	timeout
05-26 17:28	BTC	Sell	76255.2→76059.8	+0.37	timeout
05-26 05:28	BTC	Sell	76586.2→76828.8	-0.90	timeout
05-26 03:28	BTC	Sell	76753.2→76427.8	+0.73	timeout
05-26 01:26	BTC	Sell	77170.1→76738.8	+1.03	timeout
05-25 22:12	BTC	Sell	77265.1→77361.9	-0.47	timeout
05-25 20:12	BTC	Sell	77511.1→77415.9	+0.08	timeout
05-25 18:11	BTC	Sell	77705.1→77609.9	+0.08	timeout
05-25 06:27	BTC	Sell	77329.1→77216.9	+0.12	timeout
05-25 04:27	BTC	Sell	77033.1→77118.9	-0.44	timeout
05-25 01:26	BTC	Sell	77114.1→77160.9	-0.33	timeout
05-24 17:41	BTC	Sell	76534.2→76648.8	-0.53	timeout
05-24 13:26	BTC	Sell	77124.1→77022.9	+0.09	timeout
05-24 11:25	BTC	Sell	76916.2→77280.9	-1.24	timeout
05-24 09:25	BTC	Sell	76709.2→76937.8	-0.85	timeout
05-24 06:41	BTC	Sell	76624.2→76710.8	-0.44	timeout
05-24 04:10	BTC	Sell	76787.2→76751.8	-0.10	timeout
05-24 01:26	BTC	Sell	76637.2→76865.8	-0.85	timeout
05-23 17:26	BTC	Sell	75505.2→75398.8	+0.11	timeout
05-23 15:26	BTC	Sell	75197.2→75576.8	-1.31	timeout
05-23 13:26	BTC	Sell	74715.3→74948.7	-0.89	timeout
05-23 11:26	BTC	Sell	74688.3→74831.7	-0.62	timeout
05-23 09:26	BTC	Sell	74619.3→74653.7	-0.30	timeout
05-23 05:25	BTC	Sell	75601.2→75461.8	+0.21	timeout
05-23 03:25	BTC	Sell	75437.2→75566.8	-0.58	timeout
05-23 01:25	BTC	Sell	75511.2→75424.8	+0.06	timeout
05-22 22:11	BTC	Sell	75980.2→75843.8	+0.20	timeout
05-22 20:09	BTC	Sell	76544.2→75968.8	+1.46	timeout
05-22 17:24	BTC	Sell	76763.2→76764.8	-0.20	timeout
05-22 09:24	BTC	Sell	77353.1→77271.9	+0.04	timeout
05-22 01:24	BTC	Sell	77503.1→77423.9	+0.03	timeout
05-21 13:24	BTC	Sell	77176.1→77259.9	-0.43	timeout
05-21 11:23	BTC	Sell	77609.1→77263.9	+0.78	timeout
05-21 09:23	BTC	Sell	78071.1→77913.9	+0.25	timeout
05-21 01:24	BTC	Sell	77579.1→77920.9	-1.17	timeout
05-20 23:24	BTC	Sell	77338.1→77380.9	-0.32	timeout
05-20 21:23	BTC	Sell	77615.1→77630.9	-0.24	timeout
05-20 19:23	BTC	Sell	77538.1→77491.9	-0.06	timeout
05-20 17:22	BTC	Sell	77504.1→77502.9	-0.19	timeout
05-20 11:52	BTC	Sell	77575.1→77342.9	+0.46	timeout
05-20 06:22	BTC	Sell	76830.2→77280.9	-1.49	timeout
05-20 04:23	BTC	Sell	76574.2→76797.8	-0.84	timeout
05-20 02:22	BTC	Sell	76704.2→76810.8	-0.50	timeout
05-20 00:21	BTC	Sell	76697.2→76554.8	+0.21	timeout
05-19 19:22	BTC	Sell	76877.2→76942.8	-0.38	timeout
05-19 17:22	BTC	Sell	76445.2→76979.8	-1.73	timeout
05-19 14:52	BTC	Sell	77021.1→76270.8	+1.95	timeout
05-19 12:51	BTC	Sell	76829.2→76883.8	-0.35	timeout
05-19 10:52	BTC	Sell	76740.2→76898.8	-0.65	timeout
05-19 05:21	BTC	Sell	76781.2→76716.8	-0.01	timeout
05-19 03:21	BTC	Sell	76593.2→76768.8	-0.70	timeout
05-19 01:21	BTC	Sell	76961.2→76924.8	-0.09	timeout
05-18 17:21	BTC	Sell	76301.2→76614.8	-1.10	timeout
05-18 09:20	BTC	Sell	77133.1→76901.8	+0.46	timeout
05-18 01:20	BTC	Sell	77195.1→76991.8	+0.38	timeout
05-17 17:35	BTC	Sell	78043.1→77963.9	+0.03	timeout
05-17 09:20	BTC	Sell	78103.1→78091.9	-0.17	timeout

Paper (trades.jsonl)

83

closed

37%

win rate

-18.66

total pnl ($)

-10.3 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	83	37%	-10.3	-18.66

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 83 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)