tick_funding_pct_top5_extended_hold

57

closed trades

49%

win rate

+75.65

total pnl ($)

1.313

weight

7d window — n=16 wr=44% pnl=+9.62 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 08:14:56 (38.8d ago) · src: canon

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

n: 14 · wr: 42.9% · total_bps: -111.6 · mean_bps: -7.97 · sharpe: -0.13 · max_dd_bps: -340.0

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

time	sym	side	entry→exit	pnl	close
06-27 07:31	BTC	Sell	59949→60393	-4.15	timeout
06-27 04:27	BTC	Sell	60021→60370	-3.36	timeout
06-26 22:30	BTC	Sell	59684→59855	-1.85	timeout
06-26 17:28	BTC	Sell	59940→60205	-2.60	timeout
06-26 16:00	BTC	Sell	59083→60553.3	-12.89	stop_loss
06-26 11:28	BTC	Sell	60122→59439	+5.26	timeout
06-26 08:27	BTC	Sell	59693→60296	-5.53	timeout
06-24 16:47	BTC	Sell	62764.9→60006	+21.46	take_profit
06-23 06:58	BTC	Sell	64343.8→62909.1	+10.71	timeout
06-23 01:59	BTC	Sell	65508.7→64145.2	+9.94	timeout
06-22 22:57	BTC	Sell	64126.8→63982.2	+0.68	timeout
06-22 13:21	BTC	Sell	64057.8→65021.3	-7.90	timeout
06-22 04:03	BTC	Sell	64207.8→63887.2	+2.07	timeout
06-21 20:44	BTC	Sell	63918.8→63939.2	-0.61	timeout
06-21 13:55	BTC	Sell	64245.8→64091.2	+0.72	timeout
06-21 03:35	BTC	Sell	64080.8→64323.2	-2.34	timeout
06-20 20:26	BTC	Sell	63474.8→63933.2	-4.08	timeout
06-20 12:04	BTC	Sell	63538.8→63666.2	-1.43	timeout
06-17 08:12	BTC	Sell	65689.7→65370.3	+1.98	timeout
06-17 05:04	BTC	Sell	65733.7→65922.3	-1.87	timeout
06-13 12:01	BTC	Sell	63552.8→63945.2	-3.50	timeout
06-11 23:33	BTC	Sell	63188.8→63471.2	-2.62	timeout
06-10 07:10	BTC	Sell	61790.9→62023.1	-2.36	timeout
06-10 04:08	BTC	Sell	60933→62023.1	-9.43	timeout
06-08 20:01	BTC	Sell	63166.8→63375.2	-2.08	timeout
06-08 13:26	BTC	Sell	62838.9→63606.2	-6.54	timeout
06-08 10:23	BTC	Sell	63009.8→63210.2	-2.04	timeout
06-06 21:58	BTC	Sell	60956→60732	+1.35	timeout
06-06 18:57	BTC	Sell	60776→60601	+0.96	timeout
06-04 00:26	BTC	Sell	66642.7→63715.2	+21.51	take_profit
06-03 08:33	BTC	Sell	67266.6→67172.4	+0.31	timeout
06-03 04:50	BTC	Sell	67697.6→66403.3	+9.12	timeout
06-02 19:33	BTC	Sell	69424.5→66374.3	+21.52	take_profit
06-02 14:21	BTC	Sell	69907.5→68259.5	+0.00	stop_loss
06-02 12:38	BTC	Sell	70783.5→69125	+0.00	stop_loss
06-02 09:29	BTC	Sell	71053.4→69389.1	+0.00	stop_loss
06-02 09:12	BTC	Sell	71248.4→69579.2	+0.00	stop_loss
06-02 06:23	BTC	Sell	71413.4→70310.5	+7.35	timeout
06-02 02:41	BTC	Sell	71496.4→70602.5	+5.88	timeout
06-01 16:07	BTC	Sell	72713.4→70995	+0.00	stop_loss
05-29 18:34	BTC	Sell	73678.3→73807.7	-1.27	timeout
05-29 12:29	BTC	Sell	73756.3→73289.7	+2.73	timeout
05-29 08:51	BTC	Sell	73663.3→73664.7	-0.44	timeout
05-29 06:30	BTC	Sell	73554.3→73394.7	+0.70	timeout
05-28 04:02	BTC	Sell	74542.3→72790	+0.00	stop_loss
05-28 03:53	BTC	Sell	75029.2→73268.3	+0.00	stop_loss
05-28 03:18	BTC	Sell	75223.2→73440.4	+0.00	stop_loss
05-28 01:54	BTC	Sell	74963.3→74292.7	+4.04	timeout
05-27 20:00	BTC	Sell	75908.2→75062.8	+5.16	timeout
05-27 12:00	BTC	Sell	75903.2→75723.8	+0.67	timeout
05-27 06:48	BTC	Sell	75936.2→75810.8	+0.31	timeout
05-27 03:47	BTC	Sell	76433.2→75718.8	+4.19	timeout
05-27 00:46	BTC	Sell	77046.1→75965.8	+6.55	timeout
05-26 16:01	BTC	Sell	76606.2→76417.8	+0.72	timeout
05-26 09:06	BTC	Sell	77328.1→76652.8	+3.90	timeout
05-26 06:07	BTC	Sell	77590.1→76843.8	+4.36	timeout
05-25 23:35	BTC	Sell	77413.1→77289.9	+0.38	timeout

Paper (trades.jsonl)

57

closed

49%

win rate

+75.65

total pnl ($)

+25.2 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	49%	+30.7	+75.65

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)