sustained_funding_pct_short_eth

57

closed trades

44%

win rate

-38.86

total pnl ($)

1.168

weight

7d window — n=11 wr=36% pnl=-9.42 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 13:39:39 (23.9d ago) · src: canon

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

n: 18 · wr: 55.6% · total_bps: +38.3 · mean_bps: +2.13 · sharpe: +0.06 · max_dd_bps: -136.7

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

time	sym	side	entry→exit	pnl	close
06-26 21:42	ETH	Sell	1568.84→1574.66	-2.30	timeout
06-26 19:36	ETH	Sell	1574.04→1578.96	-2.01	timeout
06-25 10:38	ETH	Sell	1648.74→1641.56	+1.73	timeout
06-25 08:33	ETH	Sell	1654.73→1651.67	+0.48	timeout
06-25 06:27	ETH	Sell	1646.14→1647.06	-0.73	timeout
06-25 04:19	ETH	Sell	1618.94→1616.96	+0.16	timeout
06-22 16:03	ETH	Sell	1756.12→1737.17	+4.94	timeout
06-22 13:58	ETH	Sell	1763.42→1774.68	-3.63	timeout
06-22 11:49	ETH	Sell	1748.93→1772.06	-7.06	stop_loss
06-20 14:31	ETH	Sell	1714.53→1713.07	-0.02	timeout
06-20 12:26	ETH	Sell	1727.13→1728.97	-0.98	timeout
06-20 10:25	ETH	Sell	1723.93→1727.67	-1.53	timeout
06-19 01:47	ETH	Sell	1716.13→1710.47	+1.20	timeout
06-17 02:23	ETH	Sell	1785.32→1808.98	-7.07	stop_loss
06-17 00:29	ETH	Sell	1795.02→1793.98	-0.15	timeout
06-16 22:26	ETH	Sell	1793.02→1791.38	+0.01	timeout
06-16 20:17	ETH	Sell	1792.12→1795.88	-1.49	timeout
06-16 18:02	ETH	Sell	1780.62→1804.18	-7.06	stop_loss
06-16 15:19	ETH	Sell	1781.32→1782.78	-0.86	timeout
06-16 13:18	ETH	Sell	1818.52→1807.18	+2.67	timeout
06-11 11:36	ETH	Sell	1656.93→1663.87	-2.54	timeout
06-11 09:37	ETH	Sell	1662.53→1659.17	+0.57	timeout
06-11 07:31	ETH	Sell	1657.53→1656.07	-0.00	timeout
06-11 05:26	ETH	Sell	1651.13→1649.16	+0.15	timeout
06-11 03:22	ETH	Sell	1634.94→1637.86	-1.34	timeout
06-10 18:05	ETH	Sell	1643.44→1633.86	+2.46	timeout
06-08 16:22	ETH	Sell	1697.03→1699.77	-1.26	timeout
06-08 14:16	ETH	Sell	1691.73→1683.77	+1.90	timeout
06-08 12:15	ETH	Sell	1682.43→1671.27	+2.87	timeout
06-06 10:48	ETH	Sell	1566.74→1535.55	+9.50	take_profit
06-02 03:00	ETH	Sell	1978.6→1995.3	-4.67	timeout
06-02 00:25	ETH	Sell	2001.2→1998.6	+0.20	timeout
06-01 22:06	ETH	Sell	2004.1→1987.7	+3.64	timeout
06-01 19:43	ETH	Sell	1992.7→2005.7	-3.71	timeout
06-01 17:06	ETH	Sell	1967.5→1983.2	-4.43	timeout
05-31 06:09	ETH	Sell	2032→2028.5	+0.42	timeout
05-31 00:43	ETH	Sell	2019.6→2023.9	-1.51	timeout
05-29 18:35	ETH	Sell	2038.9→2025.2	+2.91	timeout
05-29 00:10	ETH	Sell	2007.5→2016.4	-2.66	timeout
05-28 21:46	ETH	Sell	2016.5→2020.8	-1.51	timeout
05-28 19:49	ETH	Sell	2024.1→2020	+0.57	timeout
05-28 17:22	ETH	Sell	1997.1→2014.2	-4.73	timeout
05-27 22:58	ETH	Sell	2020→2026.4	-2.04	timeout
05-27 20:57	ETH	Sell	2056.59→2063.11	-2.03	timeout
05-27 18:47	ETH	Sell	2055.79→2053.01	+0.23	timeout
05-27 16:47	ETH	Sell	2071.79→2066.11	+0.92	timeout
05-27 14:46	ETH	Sell	2056.99→2062.11	-1.69	timeout
05-27 02:06	ETH	Sell	2078.89→2072.21	+1.16	timeout
05-26 15:03	ETH	Sell	2129.29→2103.86	+0.00	stop_loss
05-26 13:14	ETH	Sell	2116.49→2122.41	-1.85	timeout
05-26 11:15	ETH	Sell	2101.79→2124.51	-5.85	timeout
05-26 09:14	ETH	Sell	2097.79→2095.41	+0.12	timeout
05-25 23:06	ETH	Sell	2112.19→2106.41	+0.92	timeout
05-25 21:05	ETH	Sell	2121.19→2110.91	+1.98	timeout
05-25 19:06	ETH	Sell	2129.99→2124.11	+0.94	timeout
05-25 17:05	ETH	Sell	2125.99→2137.11	-3.06	timeout
05-25 13:07	ETH	Sell	2113.19→2118.71	-1.75	timeout

Paper (trades.jsonl)

57

closed

44%

win rate

-38.86

total pnl ($)

-13.9 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 ($)
ETH	57	44%	-13.9	-38.86

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)