xv_funding_horizon_24h_looser · strategy

127

closed trades

42%

win rate

-280.69

total pnl ($)

0.325

weight

7d window — n=21 wr=24% pnl=-145.29 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 10:56 (42.8d ago) · src: backtest-gate-results.jsonl

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

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=226.449

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 16:50	BTC	Buy	59658→59920	+1.60	timeout
06-29 00:50	BTC	Buy	60120→59355	-6.85	timeout
06-29 00:14	BTC	Buy	60093→59584	-4.74	timeout
06-28 10:38	BTC	Buy	60411→60064	-3.36	timeout
06-27 23:26	BTC	Buy	60021→59961	-0.90	timeout
06-27 22:52	BTC	Buy	59984→60170	+1.15	timeout
06-26 14:25	BTC	Buy	59389→60053	+5.09	timeout
06-26 13:19	BTC	Buy	60111→58632.7	-12.75	stop_loss
06-26 13:18	BTC	Buy	60242→58758.7	-12.77	stop_loss
06-25 13:59	BTC	Buy	59534→58068	-12.69	stop_loss
06-25 13:55	BTC	Buy	59929→58452.8	-12.70	stop_loss
06-25 13:42	BTC	Buy	61774.1→60253.8	-12.75	stop_loss
06-24 14:17	BTC	Buy	62592.1→61051.4	-12.75	stop_loss
06-24 14:17	BTC	Buy	62598.1→61058.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62740.1→61195.3	-12.76	stop_loss
06-24 08:56	BTC	Buy	62376.1→62759.9	+2.58	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.18	timeout
06-24 07:53	BTC	Buy	62894.1→62596.9	-2.85	timeout
06-23 08:20	BTC	Buy	63890.2→62315.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63944.2→62371.7	-12.75	stop_loss
06-23 06:21	BTC	Buy	64167.2→62588.6	-12.76	stop_loss
06-22 22:46	BTC	Buy	63641.2→63864.8	+1.30	timeout
06-22 11:45	BTC	Buy	64246.2→64554.8	+1.80	timeout
06-22 11:14	BTC	Buy	64397.2→64287.8	-1.41	timeout
06-21 17:30	BTC	Buy	63959.2→64069.8	+0.49	timeout
06-20 09:09	BTC	Buy	62489.1→63452.8	+7.14	timeout
06-20 08:34	BTC	Buy	62644.1→63439.8	+5.82	timeout
06-19 23:46	BTC	Buy	62865.1→63281.8	+2.84	timeout
06-18 04:11	BTC	Buy	65415.3→63803.9	-12.79	stop_loss
06-17 19:29	BTC	Buy	65889.3→64246.6	-12.91	stop_loss
06-17 19:29	BTC	Buy	66037.3→64413.6	-12.74	stop_loss
06-17 04:19	BTC	Buy	66101.3→65761.7	-3.05	timeout
06-16 10:15	BTC	Buy	65727.3→66537.7	+5.65	timeout
06-16 09:33	BTC	Buy	65594.3→66673.7	+7.74	timeout
06-16 00:17	BTC	Buy	65732.3→66352.7	+4.27	timeout
06-15 03:44	BTC	Buy	64459.2→65789.7	+9.84	timeout
06-14 15:36	BTC	Buy	64285.2→64040.8	-2.43	timeout
06-14 03:01	BTC	Buy	63655.2→64452.8	+5.84	timeout
06-14 02:27	BTC	Buy	63713.2→64523.8	+5.94	timeout
06-13 11:19	BTC	Buy	63741.2→63935.8	+0.99	timeout
06-12 23:24	BTC	Buy	63366.2→63420.8	-0.06	timeout
06-12 22:46	BTC	Buy	63494.2→63508.8	-0.39	timeout
06-12 00:05	BTC	Buy	61555.1→63562.8	+15.76	timeout
06-11 22:39	BTC	Buy	61355.1→63504.8	+16.94	timeout
06-11 08:20	BTC	Buy	61600.1→62795.9	+9.12	timeout
06-09 10:39	BTC	Buy	63212.2→62647.9	-4.85	timeout
06-09 10:08	BTC	Buy	63415.2→62633.9	-6.57	timeout
06-09 09:37	BTC	Buy	63369.2→62597.9	-6.51	timeout
06-08 08:14	BTC	Buy	62339.1→63145.8	+5.93	timeout
06-07 22:14	BTC	Buy	60573→63232.8	+21.51	take_profit
06-07 10:45	BTC	Buy	60363→62335.9	+15.91	timeout
06-07 08:02	BTC	Buy	60903→62357.9	+11.58	timeout
06-06 16:13	BTC	Buy	60392→60782	+2.80	timeout
06-06 04:34	BTC	Buy	60995→59495.3	-12.74	stop_loss
06-06 04:27	BTC	Buy	61407.1→59897	-12.75	stop_loss
06-05 21:03	BTC	Buy	59238→61838.9	+21.50	take_profit
06-05 14:26	BTC	Buy	61863.1→60334.8	-12.80	stop_loss
06-05 11:50	BTC	Buy	62459.1→62167.9	-2.81	timeout
06-05 11:17	BTC	Buy	62404.1→62312.9	-1.22	timeout
06-05 06:24	BTC	Buy	62647.1→61106.4	-12.69	stop_loss
06-04 00:27	BTC	Buy	65176.3→63573	-12.75	stop_loss
06-04 00:26	BTC	Buy	65397.3→63788.9	-12.75	stop_loss
06-04 00:25	BTC	Buy	65434.3→63824.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66601.3→64962.3	-12.81	stop_loss
06-03 19:55	BTC	Buy	66896.3→65248.1	-12.82	stop_loss
06-03 19:52	BTC	Buy	67135.4→65482	-12.80	stop_loss
06-03 03:49	BTC	Buy	67256.4→65599.9	-12.77	stop_loss
06-02 14:22	BTC	Buy	69780.5→68062.5	-12.77	stop_loss
06-02 14:10	BTC	Buy	70055.5→68330.4	-12.77	stop_loss
06-01 18:15	BTC	Buy	73639.3→71502.3	-15.05	stop_loss
06-01 01:17	BTC	Buy	74155.3→73602.7	-4.17	timeout
06-01 00:02	BTC	Buy	73843.3→73719.7	-1.26	timeout
05-31 16:04	BTC	Buy	73866.3→73667.7	-1.85	timeout
05-31 03:28	BTC	Buy	73644.3→74158.7	+2.98	timeout
05-31 02:58	BTC	Buy	73745.3→74068.7	+1.68	timeout
05-30 09:02	BTC	Buy	73619.3→73486.7	-1.39	timeout
05-30 08:22	BTC	Buy	73752.3→73492.7	-2.25	timeout
05-30 07:51	BTC	Buy	73390.3→73509.7	+0.33	timeout
05-29 10:34	BTC	Buy	73388.3→73580.7	+0.81	timeout
05-29 10:02	BTC	Buy	73494.3→73688.7	+0.79	timeout
05-29 05:06	BTC	Buy	73002.3→73394.7	+2.11	timeout
05-29 05:06	BTC	Buy	73002.3→73225.7	+0.96	timeout
05-29 03:18	BTC	Buy	73747.3→73395.7	-2.96	timeout
05-29 02:14	BTC	Buy	74308.3→73608.7	-5.31	timeout
05-28 04:02	BTC	Buy	74510.3→72740	-12.34	stop_loss
05-28 03:18	BTC	Buy	75586.2→73815.6	-12.16	stop_loss
05-27 21:10	BTC	Buy	75918.2→75122.8	-5.75	timeout
05-27 20:40	BTC	Buy	76000.2→75215.8	-5.67	timeout
05-27 07:35	BTC	Buy	76577.2→75905.8	-4.71	timeout
05-27 01:00	BTC	Buy	76644.2→76040.8	-4.36	timeout
05-26 10:24	BTC	Buy	77519.1→76886.8	-4.52	timeout
05-26 09:39	BTC	Buy	77582.1→76653.8	-6.41	timeout
05-26 07:08	BTC	Buy	77375.1→76762.8	-4.39	timeout
05-26 06:17	BTC	Buy	77265.1→76833.8	-3.24	timeout
05-26 00:54	BTC	Buy	77133.1→76666.8	-3.46	timeout
05-25 10:19	BTC	Buy	76946.2→77616.9	+3.76	timeout
05-25 07:34	BTC	Buy	76832.2→77268.9	+2.28	timeout
05-25 06:29	BTC	Buy	76685.2→77245.9	+3.10	timeout
05-25 04:07	BTC	Buy	76738.2→76964.8	+0.98	timeout
05-25 00:52	BTC	Buy	76793.2→77105.9	+1.54	timeout

Paper vs Live

Paper (trades.jsonl)

127

closed

42%

win rate

-280.69

total pnl ($)

-43.4 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	127	42%	-43.4	-280.69

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:55	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…