xv_funding_horizon_24h_eth · strategy

168

closed trades

43%

win rate

+195.59

total pnl ($)

2.385

weight

7d window — n=45 wr=44% pnl=+174.60 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 17:48 (39.3d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_alm

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=227.73

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:28	ETH	Sell	1577.04→1580.66	-1.63	timeout
06-27 19:20	ETH	Sell	1578.24→1589.56	-4.01	timeout
06-27 18:18	ETH	Sell	1578.34→1592.36	-4.88	timeout
06-27 17:10	ETH	Sell	1583.44→1593.26	-3.56	timeout
06-27 07:31	ETH	Sell	1580.74→1581.76	-0.88	timeout
06-26 18:23	ETH	Sell	1569.64→1581.56	-4.13	timeout
06-26 17:25	ETH	Sell	1568.04→1583.26	-5.16	timeout
06-26 16:24	ETH	Sell	1572.64→1575.86	-1.32	timeout
06-26 15:20	ETH	Sell	1558.64→1570.36	-4.06	timeout
06-26 06:39	ETH	Sell	1530.85→1568.74	-12.82	stop_loss
06-26 02:16	ETH	Sell	1589.04→1519.25	+21.44	take_profit
06-25 13:49	ETH	Sell	1642.54→1570.56	+21.45	take_profit
06-25 13:48	ETH	Sell	1646.24→1573.76	+21.53	take_profit
06-25 13:48	ETH	Sell	1647.74→1575.46	+21.46	take_profit
06-25 13:48	ETH	Sell	1650.03→1577.66	+21.46	take_profit
06-25 13:48	ETH	Sell	1652.33→1579.66	+21.52	take_profit
06-25 06:56	ETH	Sell	1619.54→1659.6	-12.79	stop_loss
06-25 06:56	ETH	Sell	1618.74→1658.89	-12.83	stop_loss
06-25 06:56	ETH	Sell	1618.94→1658.99	-12.79	stop_loss
06-25 06:41	ETH	Sell	1614.84→1654.79	-12.79	stop_loss
06-25 05:07	ETH	Sell	1609.24→1649.09	-12.82	stop_loss
06-24 22:00	ETH	Sell	1583.84→1623.07	-12.84	stop_loss
06-24 20:06	ETH	Sell	1570.14→1608.96	-12.83	stop_loss
06-24 20:06	ETH	Sell	1569.04→1608.06	-12.89	stop_loss
06-24 17:20	ETH	Sell	1642.04→1569.96	+21.48	take_profit
06-24 17:16	ETH	Sell	1653.33→1580.86	+21.44	take_profit
06-24 16:51	ETH	Sell	1664.63→1590.16	+21.90	take_profit
06-24 16:51	ETH	Sell	1669.73→1596.26	+21.53	take_profit
06-24 16:51	ETH	Sell	1679.53→1605.66	+21.53	take_profit
06-24 12:10	ETH	Sell	1657.73→1677.17	-6.29	timeout
06-24 11:09	ETH	Sell	1652.83→1659.57	-2.48	timeout
06-24 10:05	ETH	Sell	1656.33→1665.47	-3.18	timeout
06-24 09:04	ETH	Sell	1649.04→1668.77	-6.39	timeout
06-24 08:04	ETH	Sell	1677.83→1673.07	+1.06	timeout
06-23 08:24	ETH	Sell	1710.13→1635.16	+21.44	take_profit
06-23 08:15	ETH	Sell	1740.93→1663.27	+21.72	take_profit
06-23 08:13	ETH	Sell	1753.42→1676.57	+21.23	take_profit
06-23 06:21	ETH	Sell	1762.62→1685.37	+21.39	take_profit
06-23 06:20	ETH	Sell	1774.02→1696.17	+21.42	take_profit
06-23 01:41	ETH	Sell	1745.43→1727.47	+4.67	timeout
06-22 11:33	ETH	Sell	1718.23→1760.76	-12.68	stop_loss
06-22 07:02	ETH	Sell	1733.93→1735.17	-0.78	timeout
06-22 05:03	ETH	Sell	1732.53→1733.87	-0.83	timeout
06-22 03:12	ETH	Sell	1734.53→1732.27	+0.32	timeout
06-22 01:00	ETH	Sell	1736.23→1727.27	+2.27	timeout
06-18 22:04	ETH	Sell	1728.83→1706.07	+6.25	timeout
06-18 15:53	ETH	Sell	1764.62→1687.27	+21.25	take_profit
06-18 15:51	ETH	Sell	1768.02→1690.37	+21.28	take_profit
06-16 12:16	ETH	Sell	1776.82→1821.39	-12.94	stop_loss
06-15 11:26	ETH	Sell	1720.93→1763.56	-12.81	stop_loss
06-14 21:40	ETH	Sell	1675.03→1716.53	-12.77	stop_loss
06-14 21:40	ETH	Sell	1674.53→1716.03	-12.78	stop_loss
06-14 21:25	ETH	Sell	1662.93→1704.62	-12.97	stop_loss
06-14 11:03	ETH	Sell	1672.73→1672.67	-0.42	timeout
06-14 09:54	ETH	Sell	1672.83→1677.57	-1.87	timeout
06-14 08:48	ETH	Sell	1675.13→1677.07	-1.11	timeout
06-14 01:40	ETH	Sell	1667.63→1684.67	-5.50	timeout
06-14 00:40	ETH	Sell	1666.83→1682.67	-5.14	timeout
06-13 09:25	ETH	Sell	1676.83→1673.97	+0.55	timeout
06-12 21:19	ETH	Sell	1679.83→1666.97	+3.34	timeout
06-12 20:19	ETH	Sell	1678.43→1664.77	+3.60	timeout
06-12 19:17	ETH	Sell	1681.43→1667.67	+3.61	timeout
06-12 18:10	ETH	Sell	1678.33→1665.77	+3.24	timeout
06-12 08:30	ETH	Sell	1660.03→1673.87	-4.55	timeout
06-11 17:49	ETH	Sell	1651.13→1692.01	-12.81	stop_loss
06-11 17:49	ETH	Sell	1650.53→1691.41	-12.78	stop_loss
06-11 17:49	ETH	Sell	1646.94→1687.71	-12.82	stop_loss
06-11 17:48	ETH	Sell	1642.74→1685.01	-13.25	stop_loss
06-11 14:16	ETH	Sell	1644.74→1644.86	-0.43	timeout
06-11 11:51	ETH	Sell	1628.54→1669.2	-12.87	stop_loss
06-11 08:14	ETH	Sell	1635.84→1657.27	-6.85	timeout
06-11 03:55	ETH	Sell	1615.34→1655.99	-13.01	stop_loss
06-11 01:41	ETH	Sell	1607.54→1647.29	-12.79	stop_loss
06-10 19:44	ETH	Sell	1650.83→1631.26	+5.37	timeout
06-10 18:42	ETH	Sell	1648.44→1626.96	+5.95	timeout
06-10 17:40	ETH	Sell	1646.34→1625.36	+5.92	timeout
06-10 13:36	ETH	Sell	1613.34→1653.29	-12.84	stop_loss
06-09 17:22	ETH	Sell	1681.83→1648.06	+9.55	timeout
06-09 16:20	ETH	Sell	1695.63→1621.26	+21.40	take_profit
06-09 16:19	ETH	Sell	1696.43→1622.06	+21.38	take_profit
06-09 16:00	ETH	Sell	1689.53→1636.66	+15.31	timeout
06-08 21:09	ETH	Sell	1667.63→1708.92	-12.92	stop_loss
06-08 21:09	ETH	Sell	1667.43→1708.72	-12.95	stop_loss
06-08 21:07	ETH	Sell	1666.43→1708.02	-13.04	stop_loss
06-07 22:14	ETH	Sell	1632.04→1672.7	-12.91	stop_loss
06-07 22:14	ETH	Sell	1632.34→1672.7	-12.84	stop_loss
06-07 22:14	ETH	Sell	1629.84→1670.4	-12.98	stop_loss
06-07 22:13	ETH	Sell	1609.14→1649.09	-12.96	stop_loss
06-07 22:13	ETH	Sell	1607.34→1647.09	-12.83	stop_loss
06-07 08:46	ETH	Sell	1589.14→1628.48	-12.81	stop_loss
06-07 05:18	ETH	Sell	1570.14→1608.96	-12.93	stop_loss
06-07 05:13	ETH	Sell	1566.84→1605.76	-12.90	stop_loss
06-07 03:19	ETH	Sell	1561.34→1599.96	-12.89	stop_loss
06-07 03:19	ETH	Sell	1559.34→1597.96	-12.85	stop_loss
06-07 01:29	ETH	Sell	1557.54→1596.06	-12.80	stop_loss
06-06 06:21	ETH	Sell	1541.65→1580.15	-12.95	stop_loss
06-06 05:22	ETH	Sell	1522.05→1559.74	-12.83	stop_loss
06-06 04:38	ETH	Sell	1581.74→1511.45	+21.74	take_profit
06-06 04:31	ETH	Sell	1593.04→1523.15	+21.35	take_profit
06-06 04:31	ETH	Sell	1593.74→1523.85	+21.36	take_profit

Paper vs Live

Paper (trades.jsonl)

168

closed

43%

win rate

+195.59

total pnl ($)

+23.2 bps

avg bps net

Live (dry_run=0)

closed

100%

win rate

+4.64

total pnl ($)

-184.1 bps

avg bps net

Live: 2 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
ETH	137	40%	+29.3	+192.21
BTC	31	55%	+3.8	+3.38

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 21:39	ETH	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…