trend_funding_spread_eth_wide_sl_tp · strategy

277

closed trades

39%

win rate

-117.55

total pnl ($)

1.112

weight

7d window — n=30 wr=43% pnl=-18.90 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 01:37:16 (39.5d ago) · src: canon

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

n: 184 · wr: 32.1% · total_bps: -2124.3 · mean_bps: -11.54 · sharpe: -0.27 · max_dd_bps: -2332.3

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-25 10:16	ETH	Sell	1652.73→1648.76	+0.75	timeout
06-25 08:16	ETH	Sell	1654.93→1652.47	+0.30	timeout
06-24 16:42	ETH	Sell	1628.34→1621.56	+1.63	timeout
06-24 14:44	ETH	Sell	1646.54→1650.37	-1.61	timeout
06-24 12:38	ETH	Sell	1665.63→1676.47	-3.70	timeout
06-24 10:38	ETH	Sell	1666.23→1665.77	-0.31	timeout
06-23 05:08	ETH	Sell	1730.23→1717.97	+3.09	timeout
06-23 00:41	ETH	Sell	1727.73→1726.77	-0.18	timeout
06-22 22:38	ETH	Sell	1732.83→1717.97	+3.84	timeout
06-22 20:35	ETH	Sell	1733.23→1733.67	-0.58	timeout
06-22 18:39	ETH	Sell	1733.03→1740.27	-2.54	timeout
06-22 16:27	ETH	Sell	1752.92→1739.77	+3.30	timeout
06-22 14:27	ETH	Sell	1763.92→1757.98	+1.24	timeout
06-22 12:24	ETH	Sell	1749.13→1765.88	-5.23	timeout
06-22 10:25	ETH	Sell	1746.53→1747.57	-0.74	timeout
06-22 08:19	ETH	Sell	1744.63→1747.77	-1.35	timeout
06-22 06:16	ETH	Sell	1736.03→1738.07	-1.04	timeout
06-22 04:11	ETH	Sell	1731.43→1731.97	-0.61	timeout
06-22 02:08	ETH	Sell	1725.63→1740.17	-4.66	timeout
06-21 09:44	ETH	Sell	1726.93→1730.57	-1.51	timeout
06-21 07:43	ETH	Sell	1737.03→1733.07	+0.69	timeout
06-21 05:39	ETH	Sell	1737.83→1734.07	+0.63	timeout
06-21 03:38	ETH	Sell	1736.33→1738.17	-0.98	timeout
06-21 01:35	ETH	Sell	1736.33→1736.07	-0.37	timeout
06-20 23:35	ETH	Sell	1743.23→1740.67	+0.29	timeout
06-20 21:32	ETH	Sell	1727.53→1733.17	-2.08	timeout
06-20 19:29	ETH	Sell	1728.83→1725.67	+0.46	timeout
06-20 17:27	ETH	Sell	1732.43→1727.17	+1.07	timeout
06-20 15:19	ETH	Sell	1711.83→1747.45	-10.85	stop_loss
06-20 13:23	ETH	Sell	1727.53→1718.57	+2.15	timeout
06-20 11:21	ETH	Sell	1727.33→1726.57	-0.23	timeout
06-20 09:15	ETH	Sell	1725.23→1725.57	-0.55	timeout
06-20 07:14	ETH	Sell	1725.43→1725.27	-0.40	timeout
06-20 05:11	ETH	Sell	1707.53→1726.07	-5.88	timeout
06-20 03:08	ETH	Sell	1707.83→1705.97	+0.10	timeout
06-20 01:05	ETH	Sell	1709.03→1708.67	-0.34	timeout
06-19 23:03	ETH	Sell	1701.93→1707.17	-1.99	timeout
06-19 20:59	ETH	Sell	1700.93→1708.87	-2.78	timeout
06-19 18:55	ETH	Sell	1703.53→1701.87	+0.04	timeout
06-19 16:15	ETH	Sell	1704.83→1709.97	-1.96	timeout
06-19 14:15	ETH	Sell	1692.93→1698.97	-2.23	timeout
06-19 12:10	ETH	Sell	1689.03→1692.57	-1.50	timeout
06-19 10:04	ETH	Sell	1695.83→1689.27	+1.49	timeout
06-19 08:03	ETH	Sell	1698.03→1694.67	+0.54	timeout
06-19 05:59	ETH	Sell	1688.83→1697.17	-2.92	timeout
06-19 03:53	ETH	Sell	1705.63→1697.47	+1.94	timeout
06-19 01:51	ETH	Sell	1714.53→1710.77	+0.65	timeout
06-18 23:54	ETH	Sell	1707.33→1711.67	-1.72	timeout
06-18 21:52	ETH	Sell	1710.63→1705.97	+0.92	timeout
06-18 15:59	ETH	Sell	1739.33→1682.67	+15.82	timeout
06-18 13:56	ETH	Sell	1749.03→1736.07	+3.25	timeout
06-18 11:49	ETH	Sell	1741.53→1739.67	+0.09	timeout
06-18 09:45	ETH	Sell	1749.03→1748.47	-0.29	timeout
06-18 07:45	ETH	Sell	1735.13→1748.47	-4.30	timeout
06-18 05:40	ETH	Sell	1732.83→1730.17	+0.31	timeout
06-18 03:39	ETH	Sell	1756.72→1744.37	+3.07	timeout
06-18 01:40	ETH	Sell	1752.92→1757.98	-1.89	timeout
06-17 23:37	ETH	Sell	1743.13→1748.17	-1.90	timeout
06-17 21:32	ETH	Sell	1740.63→1742.87	-1.10	timeout
06-17 19:36	ETH	Sell	1767.22→1742.37	+6.58	timeout
06-17 17:30	ETH	Sell	1778.12→1778.68	-0.60	timeout
06-17 09:26	ETH	Sell	1777.92→1775.18	+0.32	timeout
06-17 07:20	ETH	Sell	1795.92→1784.38	+2.77	timeout
06-17 05:13	ETH	Sell	1792.12→1791.78	-0.35	timeout
06-17 03:11	ETH	Sell	1795.72→1792.58	+0.43	timeout
06-17 01:06	ETH	Sell	1793.22→1795.58	-1.10	timeout
06-16 23:04	ETH	Sell	1794.42→1796.98	-1.16	timeout
06-16 20:58	ETH	Sell	1793.62→1796.98	-1.38	timeout
06-16 19:01	ETH	Sell	1794.22→1797.78	-1.44	timeout
06-16 16:54	ETH	Sell	1783.22→1777.28	+1.22	timeout
06-16 14:49	ETH	Sell	1804.32→1778.38	+6.74	timeout
06-16 12:31	ETH	Sell	1794.22→1831.4	-10.81	stop_loss
06-16 10:42	ETH	Sell	1792.32→1796.18	-1.52	timeout
06-16 01:20	ETH	Sell	1795.42→1793.68	+0.03	timeout
06-15 23:16	ETH	Sell	1808.42→1788.68	+5.01	timeout
06-15 21:14	ETH	Sell	1823.12→1818.58	+0.80	timeout
06-15 19:08	ETH	Sell	1829.92→1831.48	-0.88	timeout
06-15 17:07	ETH	Sell	1840.42→1828.58	+2.77	timeout
06-15 15:02	ETH	Sell	1805.52→1816.18	-3.40	timeout
06-15 12:58	ETH	Sell	1762.72→1775.78	-4.15	timeout
06-15 10:54	ETH	Sell	1717.23→1730.17	-4.22	timeout
06-15 08:50	ETH	Sell	1716.93→1719.97	-1.34	timeout
06-15 06:46	ETH	Sell	1716.83→1719.37	-1.19	timeout
06-15 04:43	ETH	Sell	1722.03→1716.47	+1.17	timeout
06-15 02:37	ETH	Sell	1715.83→1722.17	-2.30	timeout
06-15 00:33	ETH	Sell	1720.33→1724.17	-1.57	timeout
06-14 22:33	ETH	Sell	1705.33→1719.27	-4.53	timeout
06-14 20:31	ETH	Sell	1666.13→1667.37	-0.82	timeout
06-14 18:29	ETH	Sell	1663.93→1659.57	+0.87	timeout
06-14 16:28	ETH	Sell	1662.83→1666.87	-1.66	timeout
06-14 14:27	ETH	Sell	1665.53→1667.17	-0.94	timeout
06-14 12:25	ETH	Sell	1673.73→1673.87	-0.49	timeout
06-14 09:55	ETH	Sell	1675.73→1677.47	-0.97	timeout
06-14 07:52	ETH	Sell	1676.13→1675.07	-0.13	timeout
06-14 05:49	ETH	Sell	1677.03→1677.67	-0.64	timeout
06-14 03:45	ETH	Sell	1681.23→1679.57	+0.05	timeout
06-14 01:42	ETH	Sell	1682.33→1684.87	-1.20	timeout
06-13 19:49	ETH	Sell	1679.43→1678.87	-0.29	timeout
06-13 17:48	ETH	Sell	1674.83→1677.27	-1.18	timeout
06-13 15:46	ETH	Sell	1679.33→1678.77	-0.28	timeout

Paper vs Live

Paper (trades.jsonl)

277

closed

39%

win rate

-117.55

total pnl ($)

-8.6 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 ($)
ETH	277	39%	-8.6	-117.55

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…