xv_funding_high_sample_quality · strategy

337

closed trades

43%

win rate

-296.14

total pnl ($)

1.344

weight

7d window — n=46 wr=48% pnl=+20.31 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 16:09:32 (38.7d ago) · src: canon

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

n: 319 · wr: 43.3% · total_bps: -2043.7 · mean_bps: -6.41 · sharpe: -0.06 · max_dd_bps: -2745.7

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
06-27 07:19	OP	Sell	0.104404→0.104796	-3.41	timeout
06-27 04:00	DOGE	Buy	0.0754209→0.0756191	+1.26	timeout
06-27 03:06	ATOM	Sell	1.5825→1.5884	-3.25	timeout
06-27 02:24	XRP	Sell	1.04674→1.0667	-13.99	stop_loss
06-27 00:04	ADA	Buy	0.148277→0.148423	+0.01	timeout
06-26 23:53	INJ	Buy	4.75799→4.85409	+13.51	timeout
06-26 21:10	ATOM	Sell	1.6031→1.583	+8.12	timeout
06-26 20:00	SUI	Sell	0.690997→0.704168	-13.92	stop_loss
06-26 16:00	XRP	Buy	1.01795→1.05004	+21.45	take_profit
06-26 16:00	AVAX	Sell	6.27553→6.39509	-13.96	stop_loss
06-26 13:56	OP	Buy	0.102106→0.105404	+21.98	take_profit
06-26 13:56	INJ	Sell	4.48008→4.57613	-15.67	stop_loss
06-26 12:39	LTC	Buy	41.4344→40.6135	-14.53	stop_loss
06-26 12:00	ADA	Buy	0.142736→0.143244	+1.84	timeout
06-26 11:50	ETH	Buy	1572.56→1543.07	-13.74	stop_loss
06-26 09:57	SUI	Buy	0.691173→0.677951	-14.04	stop_loss
06-26 07:14	XRP	Sell	1.03014→1.04979	-13.98	stop_loss
06-26 06:54	OP	Buy	0.104326→0.107653	+21.68	take_profit
06-26 06:44	ARB	Buy	0.0714379→0.0737116	+21.62	take_profit
06-26 04:57	BNB	Buy	560.38→559.58	-1.68	timeout
06-26 03:47	BTC	Sell	58654.1→59748.8	-13.70	stop_loss
06-26 02:13	SOL	Buy	67.3351→66.063	-13.86	stop_loss
06-26 02:13	NEAR	Sell	1.82944→1.77114	+21.69	take_profit
06-26 01:48	ARB	Buy	0.072068→0.0724319	+2.94	timeout
06-26 00:37	AVAX	Buy	6.16294→6.22154	+6.03	timeout
06-25 23:22	SUI	Sell	0.671802→0.684603	-13.95	stop_loss
06-25 22:01	ADA	Buy	0.143056→0.143684	+2.42	timeout
06-25 19:22	NEAR	Buy	1.86597→1.83013	-14.09	stop_loss
06-25 19:13	OP	Buy	0.102376→0.100335	-14.56	stop_loss
06-25 16:55	INJ	Buy	4.17544→4.09553	-14.03	stop_loss
06-25 13:51	SUI	Sell	0.689768→0.667607	+21.86	take_profit
06-25 13:46	NEAR	Buy	1.91668→1.88009	-13.99	stop_loss
06-25 13:46	XRP	Sell	1.08593→1.05166	+21.41	take_profit
06-25 13:43	ARB	Sell	0.0771907→0.0747287	+21.67	take_profit
06-25 11:48	DOGE	Buy	0.0771773→0.0757022	-13.99	stop_loss
06-25 11:41	NEAR	Sell	1.97311→1.91088	+21.34	take_profit
06-25 06:21	APT	Sell	0.629942→0.631158	-1.97	timeout
06-25 06:17	SUI	Buy	0.685041→0.694606	+9.16	timeout
06-25 06:13	ETH	Buy	1625.46→1646.84	+8.54	timeout
06-25 03:15	NEAR	Buy	1.97199→1.93395	-14.16	stop_loss
06-24 22:00	ETH	Buy	1573.36→1623.44	+21.66	take_profit
06-24 20:46	ADA	Sell	0.141845→0.144558	-14.05	stop_loss
06-24 20:09	BNB	Sell	553.052→563.843	-14.31	stop_loss
06-24 20:07	AVAX	Buy	6.05241→6.24304	+21.41	take_profit
06-24 18:26	INJ	Buy	4.16454→4.29863	+21.91	take_profit
06-24 18:25	APT	Sell	0.596351→0.608056	-14.39	stop_loss
06-18 21:46	APT	Buy	0.624956→0.634541	+10.05	timeout
06-18 21:46	BTC	Buy	62794.1→62888.9	+0.46	timeout
06-18 20:28	ARB	Buy	0.0820205→0.0846388	+21.69	take_profit
06-18 20:01	AVAX	Sell	6.25664→6.37618	-14.05	stop_loss
06-15 22:24	INJ	Buy	5.71043→5.6018	-13.97	stop_loss
06-15 22:11	BNB	Buy	628.297→619.585	-10.25	timeout
06-15 22:11	ATOM	Sell	1.9969→1.95919	+12.49	timeout
06-15 20:48	ADA	Sell	0.187703→0.181725	+21.64	take_profit
06-15 19:19	AVAX	Buy	7.02876→6.89483	-13.99	stop_loss
06-10 20:55	AVAX	Buy	6.54103→6.41609	-13.95	stop_loss
06-10 20:39	ADA	Buy	0.162551→0.16025	-10.56	timeout
06-10 20:33	BNB	Buy	591.258→587.623	-4.93	timeout
06-10 16:01	LTC	Buy	42.2236→42.7393	+8.02	timeout
06-10 14:20	BNB	Sell	586.823→591.288	-5.95	timeout
06-10 14:20	ATOM	Buy	1.80385→1.78885	-6.47	timeout
06-10 13:43	AVAX	Sell	6.52997→6.65459	-14.02	stop_loss
06-10 09:20	APT	Buy	0.654264→0.641818	-13.92	stop_loss
06-10 01:02	BNB	Buy	593.838→596.251	+2.21	timeout
06-10 00:22	ATOM	Buy	1.77164→1.77576	+0.94	timeout
06-09 22:46	AVAX	Buy	6.49972→6.65704	+16.42	timeout
06-09 22:45	BTC	Buy	61384.1→62016.9	+6.62	timeout
06-09 17:19	APT	Sell	0.646838→0.659294	-14.13	stop_loss
06-09 17:17	ARB	Sell	0.0787403→0.0802902	-14.42	stop_loss
06-09 14:05	APT	Sell	0.666533→0.668267	-2.40	timeout
06-09 11:21	ARB	Buy	0.0815004→0.07995	-13.97	stop_loss
06-09 11:01	SOL	Sell	66.9999→66.36	+6.01	timeout
06-09 11:00	INJ	Buy	5.6207→5.79825	+21.44	take_profit
06-09 07:04	ADA	Buy	0.166902→0.169638	+10.81	timeout
06-09 07:03	BTC	Sell	62672.9→63362.2	-8.31	timeout
06-09 04:48	LTC	Sell	43.2892→42.8987	+5.60	timeout
06-09 04:40	DOGE	Sell	0.0847648→0.0863938	-14.08	stop_loss
06-09 00:49	SOL	Sell	67.4509→65.3098	+21.49	take_profit
06-09 00:32	APT	Sell	0.68023→0.658765	+21.44	take_profit
06-09 00:20	AVAX	Buy	6.8212→6.69068	-13.94	stop_loss
06-08 22:06	LTC	Buy	43.2458→43.4391	+2.45	timeout
06-08 19:03	APT	Buy	0.68177→0.685129	+2.77	timeout
06-08 19:03	ADA	Buy	0.167732→0.171677	+15.87	timeout
06-08 19:00	INJ	Buy	5.69682→5.87653	+21.44	take_profit
06-08 16:42	BNB	Buy	597.929→604.489	+7.00	timeout
06-08 15:12	XRP	Sell	1.15911→1.18139	-14.08	stop_loss
06-08 12:29	NEAR	Sell	2.12717→2.16933	-14.54	stop_loss
06-08 12:01	INJ	Sell	5.5919→5.69847	-13.99	stop_loss
06-08 11:04	AVAX	Buy	6.60165→6.69183	+8.92	timeout
06-08 11:04	APT	Buy	0.657964→0.667933	+9.92	timeout
06-08 10:00	SOL	Sell	65.1882→66.4272	-13.99	stop_loss
06-08 09:43	INJ	Buy	5.41165→5.5833	+21.56	take_profit
06-08 05:41	SUI	Buy	0.742846→0.728633	-14.02	stop_loss
06-08 04:30	AVAX	Sell	6.7831→6.62736	+15.45	timeout
06-08 04:30	ATOM	Sell	1.71197→1.72283	-5.10	timeout
06-08 04:30	ARB	Sell	0.0830292→0.0818305	+9.52	timeout
06-08 04:30	APT	Sell	0.672432→0.662566	+9.54	timeout
06-07 01:35	XRP	Buy	1.08247→1.11662	+21.46	take_profit
06-07 01:17	NEAR	Buy	1.85846→1.91722	+21.45	take_profit
06-07 01:07	ATOM	Sell	1.618→1.64984	-14.45	stop_loss

Paper vs Live

Paper (trades.jsonl)

337

closed

43%

win rate

-296.14

total pnl ($)

-12.4 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 ($)
APT	34	38%	-32.5	-77.17
AVAX	30	53%	-5.8	-12.64
ATOM	27	37%	-27.7	-52.66
ADA	26	62%	+19.6	+34.88
BNB	26	35%	-38.1	-69.58
NEAR	22	41%	+14.4	+21.80
INJ	21	48%	+25.2	+36.66
ARB	20	55%	+39.2	+54.53
OP	19	37%	-21.9	-29.25
BTC	17	41%	-25.8	-30.86
SOL	17	29%	-69.4	-83.02
LTC	17	53%	+9.9	+11.62
DOGE	15	53%	+9.4	+9.74
LINK	15	33%	-32.8	-34.57
XRP	12	33%	-34.1	-28.64
SUI	10	30%	-94.7	-66.23
ETH	9	44%	+30.5	+19.26

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…