xv_funding_fast_horizon_slow_cooldown

not live
21
closed trades
29%
win rate
-39.09
total pnl ($)
1.223
weight
7d window — n=6 wr=50% pnl=-0.47  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 01:57:07 (39.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: age
n: 62  ·  wr: 33.9%  ·  total_bps: -341.0  ·  mean_bps: -5.50  ·  sharpe: -0.07  ·  max_dd_bps: -871.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 08:05BTCBuy60269→60340+0.14timeout
06-25 14:02BTCBuy58147.9→59015+7.01take_profit
06-24 19:57BTCBuy59618→59857+1.56timeout
06-24 16:41BTCBuy60630→60247-3.60timeout
06-23 06:21BTCBuy63355.2→62745.5-5.26stop_loss
06-23 01:38BTCBuy63967.2→63983.8-0.32timeout
06-19 09:45BTCBuy62625.1→62387.9-2.34timeout
06-16 08:01BTCBuy66393.3→66357.7-0.72timeout
06-15 09:11BTCBuy65706.3→65663.7-0.77timeout
06-12 08:45BTCBuy63031.2→63338.8+1.99timeout
06-11 18:42BTCBuy63342.2→63471.8+0.57timeout
06-10 10:44BTCBuy61283.1→61269.9-0.56timeout
06-08 15:59BTCBuy63943.2→63712.8-2.26timeout
06-05 13:41BTCBuy62262.1→61664.1-5.25stop_loss
06-05 07:21BTCBuy61529.1→61660.9+0.62timeout
06-04 00:38BTCBuy63714.2→63102.3-5.25stop_loss
06-03 09:09BTCBuy67121.4→67059.6-0.92timeout
06-02 22:58BTCBuy67433.4→66267.5-9.09stop_loss
06-02 15:26BTCBuy68026.4→67371.9-5.26stop_loss
06-02 02:07BTCBuy70901.5→70301.6-4.68stop_loss
05-26 14:38BTCBuy77874.1→77213.4-4.69stop_loss

Paper vs Live

Paper (trades.jsonl)
21
closed
29%
win rate
-39.09
total pnl ($)
-37.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2129%-37.2-39.09

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems