sm_funding_pct_fast_horizon_short

57

closed trades

56%

win rate

+34.72

total pnl ($)

1.363

weight

7d window — n=11 wr=64% pnl=+17.59 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-21 23:12:32 (37.3d ago) · src: canon

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

n: 18 · wr: 22.2% · total_bps: -263.9 · mean_bps: -14.66 · sharpe: -0.43 · max_dd_bps: -319.1

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

time	sym	side	entry→exit	pnl	close
06-27 00:44	BTC	Sell	59622→59920	-2.95	timeout
06-26 22:36	BTC	Sell	59764→59865	-1.29	timeout
06-26 20:36	BTC	Sell	60277→59590	+5.26	timeout
06-26 18:28	BTC	Sell	60102→59829	+1.84	timeout
06-26 15:38	BTC	Sell	59596→60415.2	-7.31	stop_loss
06-26 02:16	BTC	Sell	59762→58452.9	+10.50	take_profit
06-26 02:16	BTC	Sell	59757→58447.9	+10.50	take_profit
06-22 19:28	BTC	Sell	65037.7→64347.2	+4.87	timeout
06-22 17:17	BTC	Sell	65068.7→64655.2	+2.73	timeout
06-22 12:40	BTC	Sell	64290.8→65165.8	-7.25	stop_loss
06-21 13:37	BTC	Sell	64150.8→64003.2	+0.69	timeout
06-20 20:44	BTC	Sell	63963.8→63851.2	+0.43	timeout
06-20 15:18	BTC	Sell	63382.8→64248.3	-7.28	stop_loss
06-20 14:53	BTC	Sell	63621.8→63900.2	-2.63	timeout
06-20 12:53	BTC	Sell	63372.8→63543.2	-1.79	timeout
06-17 03:24	BTC	Sell	65632.7→65705.3	-1.00	timeout
06-17 01:24	BTC	Sell	65724.7→65550.3	+0.89	timeout
06-16 23:15	BTC	Sell	65645.7→65734.3	-1.11	timeout
06-16 21:07	BTC	Sell	65763.7→65850.3	-1.09	timeout
06-16 00:49	BTC	Sell	66490.7→66377.3	+0.40	timeout
06-15 22:46	BTC	Sell	66793.7→66295.3	+3.29	timeout
06-12 02:10	BTC	Sell	63582.8→63664.2	-1.07	timeout
06-11 17:05	BTC	Sell	62897.9→62451.1	+3.11	timeout
06-11 14:53	BTC	Sell	62990.9→62938.1	-0.02	timeout
06-11 12:47	BTC	Sell	62896.9→62903.1	-0.48	timeout
06-11 10:43	BTC	Sell	62884.9→62903.1	-0.57	timeout
06-11 08:42	BTC	Sell	62604.9→62906.1	-2.83	timeout
06-09 00:09	BTC	Sell	63309.8→63011.2	+1.91	timeout
06-08 22:09	BTC	Sell	63529.8→63458.2	+0.12	timeout
06-08 20:07	BTC	Sell	63809.8→63354.2	+3.13	timeout
06-08 13:04	BTC	Sell	63231.8→63700.2	-4.15	timeout
06-08 06:51	BTC	Sell	63091.8→62968.1	+0.53	timeout
06-06 13:33	BTC	Sell	61230.9→60688	+3.98	timeout
06-05 18:52	BTC	Sell	60752→59421	+10.51	take_profit
06-02 11:08	BTC	Sell	69944.5→69551.5	+2.38	timeout
06-02 09:12	BTC	Sell	70418.5→69538.2	+0.00	stop_loss
06-02 06:56	BTC	Sell	70899.5→70019.5	+0.00	stop_loss
06-02 02:06	BTC	Sell	71208.4→70318.7	+0.00	stop_loss
06-02 02:06	BTC	Sell	71296.4→70392.7	+0.00	stop_loss
06-02 00:07	BTC	Sell	71528.4→71309.6	+1.10	timeout
05-29 10:34	BTC	Sell	73678.3→73580.7	+0.22	timeout
05-29 05:33	BTC	Sell	73511.3→73387.7	+0.41	timeout
05-29 03:09	BTC	Sell	73547.3→73430.7	+0.36	timeout
05-29 00:46	BTC	Sell	73620.3→73765.7	-1.41	timeout
05-28 22:57	BTC	Sell	73685.3→73477.7	+0.98	timeout
05-28 20:35	BTC	Sell	73217.3→73603.7	-3.06	timeout
05-28 18:20	BTC	Sell	73343.3→73589.7	-2.10	timeout
05-28 03:13	BTC	Sell	74427.3→74153.7	+1.39	timeout
05-28 01:12	BTC	Sell	75120.2→74477.7	+3.83	timeout
05-27 23:11	BTC	Sell	74935.3→74432.7	+2.91	timeout
05-27 21:11	BTC	Sell	75114.2→75122.8	-0.50	timeout
05-27 19:11	BTC	Sell	75104.2→74935.7	+0.68	timeout
05-27 00:00	BTC	Sell	75997.2→75911.8	+0.14	timeout
05-26 21:59	BTC	Sell	75903.2→75840.8	-0.03	timeout
05-26 16:42	BTC	Sell	77033.1→76602.8	+2.35	timeout
05-25 22:34	BTC	Sell	77576.1→77071.9	+2.82	timeout
05-25 20:34	BTC	Sell	77551.1→77425.9	+0.38	timeout

Paper (trades.jsonl)

57

closed

56%

win rate

+34.72

total pnl ($)

+11.4 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	57	56%	+12.9	+34.72

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 57 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)