xv_funding_horizon_24h_loose_spread · strategy

120

closed trades

47%

win rate

+205.71

total pnl ($)

1.984

weight

7d window — n=27 wr=59% pnl=+167.67 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 17:48 (41.1d 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
06-29 15:47	BTC	Sell	59903→59875	-0.07	timeout
06-29 14:38	BTC	Sell	60051→59578	+3.59	timeout
06-29 12:07	BTC	Sell	59263→60723.4	-12.71	stop_loss
06-29 00:28	BTC	Sell	60152→59235	+7.24	timeout
06-28 23:24	BTC	Sell	59955→59347	+4.77	timeout
06-28 13:31	BTC	Sell	60425→60151	+1.85	timeout
06-28 12:54	BTC	Sell	60373→60257	+0.55	timeout
06-27 20:09	BTC	Sell	59767→60232	-4.40	timeout
06-27 11:49	BTC	Sell	59379→60319	-8.34	timeout
06-27 10:56	BTC	Sell	59356→60367	-8.94	timeout
06-27 09:38	BTC	Sell	60036→60384	-3.30	timeout
06-26 17:52	BTC	Sell	59439→59954	-4.67	timeout
06-26 07:33	BTC	Sell	59241→60699.4	-12.77	stop_loss
06-26 07:28	BTC	Sell	59172→60631.3	-12.80	stop_loss
06-26 07:28	BTC	Sell	59160→60623.3	-12.83	stop_loss
06-25 13:59	BTC	Sell	60717→58050.9	+21.45	take_profit
06-25 13:59	BTC	Sell	60746→58078.9	+21.44	take_profit
06-25 13:58	BTC	Sell	60803→58132.9	+21.43	take_profit
06-25 13:57	BTC	Sell	61027.9→58347.9	+21.44	take_profit
06-24 16:51	BTC	Sell	62593.9→59841	+21.49	take_profit
06-24 16:51	BTC	Sell	62637.9→59853	+21.71	take_profit
06-24 16:47	BTC	Sell	62733.9→59972	+21.48	take_profit
06-24 16:47	BTC	Sell	62781.9→60025	+21.43	take_profit
06-24 06:31	BTC	Sell	62702.9→62803.1	-1.17	timeout
06-23 16:03	BTC	Sell	64688.8→62423.1	+17.06	timeout
06-23 08:24	BTC	Sell	65011.7→62154.1	+21.37	take_profit
06-23 06:22	BTC	Sell	65414.7→62541.1	+21.39	take_profit
06-22 16:01	BTC	Sell	64147.8→64705.2	-4.76	timeout
06-22 13:22	BTC	Sell	64122.8→65055.3	-7.63	timeout
06-22 12:17	BTC	Sell	64037.8→64675.2	-5.29	timeout
06-22 11:14	BTC	Sell	64390.8→64294.2	+0.45	timeout
06-21 13:03	BTC	Sell	63587.8→64081.2	-4.39	timeout
06-21 10:25	BTC	Sell	63626.8→64322.2	-5.98	timeout
06-21 09:18	BTC	Sell	63494.8→63947.2	-4.06	timeout
06-21 08:04	BTC	Sell	63522.8→64173.2	-5.51	timeout
06-19 04:18	BTC	Sell	63988.8→62805.1	+8.76	timeout
06-19 01:21	BTC	Sell	64652.8→63046.2	+11.86	timeout
06-19 00:13	BTC	Sell	64610.8→62836.1	+13.22	timeout
06-18 23:11	BTC	Sell	64283.8→62744.1	+11.45	timeout
06-18 04:01	BTC	Sell	65832.7→64259.2	+11.52	timeout
06-18 01:04	BTC	Sell	65740.7→64600.2	+8.31	timeout
06-17 23:58	BTC	Sell	65591.7→64445.2	+8.29	timeout
06-17 23:01	BTC	Sell	65800.7→64302.2	+10.93	timeout
06-16 19:21	BTC	Sell	66427.7→65699.3	+5.11	timeout
06-16 18:13	BTC	Sell	66767.7→66102.3	+4.61	timeout
06-16 17:14	BTC	Sell	66843.7→65778.3	+7.62	timeout
06-16 16:01	BTC	Sell	67145.6→65928.3	+8.58	timeout
06-15 15:47	BTC	Sell	65591.7→67207.9	-12.78	stop_loss
06-15 11:02	BTC	Sell	64484.8→65904.3	-11.46	timeout
06-15 00:14	BTC	Sell	64296.8→65880.2	-12.78	stop_loss
06-14 21:50	BTC	Sell	64020.8→65599.1	-12.77	stop_loss
06-14 21:45	BTC	Sell	63942.8→65518	-12.76	stop_loss
06-14 11:02	BTC	Sell	63819.8→64478.2	-5.60	timeout
06-13 07:53	BTC	Sell	62985.9→63807.2	-6.95	timeout
06-13 06:35	BTC	Sell	62925.9→63664.2	-6.31	timeout
06-12 19:01	BTC	Sell	63516.8→63672.2	-1.65	timeout
06-12 17:30	BTC	Sell	63009.8→63822.2	-6.87	timeout
06-12 05:37	BTC	Sell	62640.9→63405.2	-6.50	timeout
06-12 04:32	BTC	Sell	62573.9→63753.2	-9.80	timeout
06-11 17:59	BTC	Sell	62131.9→63664	-12.71	stop_loss
06-11 16:15	BTC	Sell	62362.9→62808.1	-3.91	timeout
06-11 03:56	BTC	Sell	61229.9→62739.5	-12.74	stop_loss
06-11 03:55	BTC	Sell	61170.9→62682.5	-12.78	stop_loss
06-10 13:49	BTC	Sell	60961→62465.3	-12.79	stop_loss
06-10 13:49	BTC	Sell	60941→62441.3	-12.74	stop_loss
06-09 12:07	BTC	Sell	62922.9→62874.1	-0.12	timeout
06-09 11:02	BTC	Sell	63036.8→62690.1	+2.24	timeout
06-09 08:20	BTC	Sell	63099.8→62913.1	+1.04	timeout
06-09 07:05	BTC	Sell	62801.9→63358.2	-4.82	timeout
06-07 08:46	BTC	Sell	61199.9→62706.5	-12.78	stop_loss
06-07 07:54	BTC	Sell	60813→62310.3	-12.79	stop_loss
06-07 07:54	BTC	Sell	60804→62304.3	-12.81	stop_loss
06-07 06:36	BTC	Sell	60742→62239.2	-12.82	stop_loss
06-06 14:58	BTC	Sell	60768→60771	-0.48	timeout
06-05 20:50	BTC	Sell	60237→61719.9	-12.76	stop_loss
06-05 20:50	BTC	Sell	60145→61625.9	-12.76	stop_loss
06-05 20:09	BTC	Sell	59268→60727.4	-12.76	stop_loss
06-05 18:54	BTC	Sell	61876.9→59160	+21.52	take_profit
06-05 18:52	BTC	Sell	62215.9→59484	+21.54	take_profit
06-05 14:26	BTC	Sell	63206.8→60430	+21.51	take_profit
06-05 13:56	BTC	Sell	63775.8→60974	+21.52	take_profit
06-05 07:04	BTC	Sell	63857.8→61703.1	+16.36	timeout
06-05 05:04	BTC	Sell	64065.8→63412.2	+4.60	timeout
06-04 13:38	BTC	Sell	62522.9→64067.2	-12.81	stop_loss
06-04 00:24	BTC	Sell	66929.7→63990.2	+21.50	take_profit
06-03 23:48	BTC	Sell	67160.6→64211.2	+21.51	take_profit
06-03 23:42	BTC	Sell	67184.6→64234.2	+21.52	take_profit
06-03 23:05	BTC	Sell	66266.7→64714.2	+11.26	timeout
06-03 03:43	BTC	Sell	68783.6→65763.3	+21.51	take_profit
06-02 19:33	BTC	Sell	69577.5→66510.3	+21.60	take_profit
06-02 14:22	BTC	Sell	69828.5→68192.5	+0.00	stop_loss
05-31 23:43	BTC	Sell	73771.3→73527.7	+1.17	timeout
05-31 20:26	BTC	Sell	73926.3→73671.7	+1.26	timeout
05-31 18:26	BTC	Sell	73952.3→73636.7	+1.75	timeout
05-31 16:11	BTC	Sell	73899.3→73675.7	+1.12	timeout
05-31 09:40	BTC	Sell	73527.3→73951.7	-3.19	timeout
05-30 20:04	BTC	Sell	73495.3→73929.7	-3.29	timeout
05-30 09:03	BTC	Sell	73661.3→73486.7	+0.78	timeout
05-30 07:50	BTC	Sell	73366.3→73509.7	-1.38	timeout
05-30 06:34	BTC	Sell	73678.3→73650.7	-0.22	timeout

Paper vs Live

Paper (trades.jsonl)

120

closed

47%

win rate

+205.71

total pnl ($)

+33.4 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 ($)
BTC	120	47%	+36.5	+205.71

Recent bounces (last 20 of 3)

time	sym	side	reason
06-29 17:29	BTC	Sell	circuit_breaker
06-29 16:15	BTC	Sell	circuit_breaker
06-29 13:54	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…