sm_funding_horizon_12h · strategy

133

closed trades

39%

win rate

-358.77

total pnl ($)

0.530

weight

7d window — n=45 wr=44% pnl=-113.70 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-23 17:32 (35.9d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_awr

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=231.718

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 11:04	BTC	Buy	60231→60201	-0.72	timeout
06-28 10:01	BTC	Buy	60128→60221	+0.31	timeout
06-28 09:00	BTC	Buy	60273→60347	+0.17	timeout
06-28 07:59	BTC	Buy	60149→60175	-0.26	timeout
06-28 06:57	BTC	Buy	60527→59980	-4.96	timeout
06-26 17:22	BTC	Buy	59776→60133	+2.49	timeout
06-26 16:15	BTC	Buy	59884→60137	+1.61	timeout
06-26 13:19	BTC	Buy	59982→58505.8	-12.77	stop_loss
06-26 13:18	BTC	Buy	60275→58791.6	-12.76	stop_loss
06-26 12:43	BTC	Buy	60507→59018.5	-12.76	stop_loss
06-26 06:43	BTC	Buy	59413→60206	+6.23	timeout
06-26 05:44	BTC	Buy	59527→59846	+2.23	timeout
06-26 04:38	BTC	Buy	59340→59881	+4.12	timeout
06-26 03:30	BTC	Buy	59237→59062	-1.90	timeout
06-26 02:24	BTC	Buy	59755→58283.9	-12.73	stop_loss
06-25 13:44	BTC	Buy	61589.1→60071.9	-12.74	stop_loss
06-25 13:44	BTC	Buy	61669.1→60145.9	-12.78	stop_loss
06-25 13:42	BTC	Buy	61728.1→60209.9	-12.73	stop_loss
06-25 13:42	BTC	Buy	61757.1→60237.9	-12.73	stop_loss
06-25 13:41	BTC	Buy	61848.1→60319.8	-12.78	stop_loss
06-25 08:46	BTC	Buy	60905→61703.9	+6.10	timeout
06-25 07:32	BTC	Buy	59768→61809.9	+16.64	timeout
06-25 06:23	BTC	Buy	59732→61636.9	+15.51	timeout
06-25 05:22	BTC	Buy	59349→61448.9	+17.26	timeout
06-25 04:28	BTC	Buy	60473→60859	+2.75	timeout
06-24 17:44	BTC	Buy	60738→59243.4	-12.74	stop_loss
06-24 13:44	BTC	Buy	62919.1→61371.2	-12.75	stop_loss
06-24 12:58	BTC	Buy	62973.1→62555.9	-3.77	timeout
06-24 11:48	BTC	Buy	62715.1→62921.9	+1.19	timeout
06-24 10:42	BTC	Buy	62538.1→62589.9	-0.06	timeout
06-24 09:36	BTC	Buy	62544.1→62636.9	+0.26	timeout
06-24 01:08	BTC	Buy	62138.1→62881.9	+5.53	timeout
06-24 00:08	BTC	Buy	62443.1→62813.9	+2.53	timeout
06-23 22:59	BTC	Buy	62318.1→62546.9	+1.40	timeout
06-23 21:52	BTC	Buy	62376.1→62618.9	+1.51	timeout
06-23 20:52	BTC	Buy	62386.1→62393.9	-0.38	timeout
06-23 08:27	BTC	Buy	63629.2→62063.8	-12.74	stop_loss
06-23 08:17	BTC	Buy	63943.2→62369.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	64026.2→62438.6	-12.86	stop_loss
06-23 06:21	BTC	Buy	64201.2→62619.5	-12.77	stop_loss
06-22 05:58	BTC	Buy	64142.2→64181.8	-0.15	timeout
06-22 04:52	BTC	Buy	64168.2→64026.8	-1.56	timeout
06-22 03:46	BTC	Buy	64258.2→64108.8	-1.65	timeout
06-22 02:43	BTC	Buy	64038.2→64473.8	+2.91	timeout
06-22 01:36	BTC	Buy	63993.2→64362.8	+2.40	timeout
06-20 17:51	BTC	Buy	63575.2→63820.8	+1.48	timeout
06-20 16:48	BTC	Buy	63543.2→63963.8	+2.84	timeout
06-20 08:12	BTC	Buy	63049.2→63500.8	+3.09	timeout
06-20 07:06	BTC	Buy	63054.2→63600.8	+3.88	timeout
06-20 06:02	BTC	Buy	63109.2→63670.8	+4.00	timeout
06-19 21:39	BTC	Buy	62392.1→63095.8	+5.17	timeout
06-19 20:36	BTC	Buy	62648.1→63028.8	+2.57	timeout
06-19 19:30	BTC	Buy	62724.1→62967.9	+1.48	timeout
06-19 18:29	BTC	Buy	62808.1→63100.8	+1.87	timeout
06-19 17:41	BTC	Buy	62600.1→63027.8	+2.97	timeout
06-19 07:52	BTC	Buy	62942.1→62645.9	-2.78	timeout
06-19 06:50	BTC	Buy	62750.1→62759.9	-0.35	timeout
06-19 05:41	BTC	Buy	62550.1→62572.9	-0.24	timeout
06-19 04:53	BTC	Buy	62638.1→62513.9	-1.41	timeout
06-19 04:09	BTC	Buy	62669.1→62747.9	+0.20	timeout
06-16 20:52	BTC	Buy	66773.3→65843.7	-7.46	timeout
06-16 19:39	BTC	Buy	66349.3→65601.7	-6.13	timeout
06-16 18:36	BTC	Buy	66334.3→65867.7	-4.01	timeout
06-16 17:32	BTC	Buy	66022.3→65717.7	-2.79	timeout
06-16 16:28	BTC	Buy	65998.3→65731.7	-2.52	timeout
06-16 04:08	BTC	Buy	67084.4→66166.7	-7.27	timeout
06-16 02:56	BTC	Buy	66625.3→65698.7	-7.39	timeout
06-16 02:02	BTC	Buy	66297.3→66310.7	-0.36	timeout
06-16 01:01	BTC	Buy	66536.3→66228.7	-2.76	timeout
06-14 18:02	BTC	Buy	64415.2→63682.8	-6.19	timeout
06-14 16:57	BTC	Buy	64348.2→63942.8	-3.63	timeout
06-14 15:52	BTC	Buy	64499.2→64021.8	-4.15	timeout
06-14 14:49	BTC	Buy	64477.2→63863.8	-5.21	timeout
06-14 13:44	BTC	Buy	64574.2→64354.8	-2.15	timeout
06-11 01:45	BTC	Buy	62371.1→62229.9	-1.59	timeout
06-11 00:38	BTC	Buy	61661.1→61803.9	+0.69	timeout
06-10 23:35	BTC	Buy	60987→61504.9	+3.80	timeout
06-10 22:32	BTC	Buy	61383.1→61374.9	-0.52	timeout
06-10 21:27	BTC	Buy	61128.1→61551.9	+3.01	timeout
06-10 03:11	BTC	Buy	61628.1→62016.9	+2.74	timeout
06-10 02:11	BTC	Buy	62060.1→62016.9	-0.76	timeout
06-09 15:55	BTC	Buy	62633.1→61092.4	-12.75	stop_loss
06-09 14:47	BTC	Buy	62653.1→61111.4	-12.76	stop_loss
06-09 14:44	BTC	Buy	62815.1→61268.3	-12.76	stop_loss
06-08 11:25	BTC	Buy	62964.1→63549.8	+4.19	timeout
06-08 10:23	BTC	Buy	63023.2→63203.8	+0.99	timeout
06-08 09:19	BTC	Buy	61835.1→63449.8	+12.60	timeout
06-08 07:09	BTC	Buy	61539.1→62886.9	+10.49	timeout
06-08 01:41	BTC	Buy	61719.1→62991.9	+9.82	timeout
06-07 22:15	BTC	Buy	61533.1→64234.8	+21.50	take_profit
06-07 21:30	BTC	Buy	62650.1→61744.9	-7.66	timeout
06-07 20:24	BTC	Buy	62440.1→61772.9	-5.78	timeout
06-07 19:23	BTC	Buy	62129.1→61488.9	-5.58	timeout
06-07 18:23	BTC	Buy	61828.1→62162.9	+2.28	timeout
06-07 13:27	BTC	Buy	61482.1→61734.9	+1.60	timeout
06-07 06:57	BTC	Buy	60622→62078.9	+11.59	timeout
06-07 03:39	BTC	Buy	60725→61567.9	+6.47	timeout
06-07 02:35	BTC	Buy	60879→61277.9	+2.79	timeout
06-07 01:35	BTC	Buy	60802→61561.9	+5.77	timeout
06-07 00:34	BTC	Buy	60780→60908	+0.58	timeout

Paper vs Live

Paper (trades.jsonl)

133

closed

39%

win rate

-358.77

total pnl ($)

-53.8 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	133	39%	-53.8	-358.77

Recent bounces (last 20 of 4)

time	sym	side	reason
06-28 07:46	BTC	Buy	circuit_breaker
06-27 23:06	BTC	Buy	circuit_breaker
06-27 22:08	BTC	Buy	circuit_breaker
06-27 21:02	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…