xv_funding_low_volume_floor · strategy

725

closed trades

44%

win rate

-731.64

total pnl ($)

0.250

weight

7d window — n=99 wr=40% pnl=-202.65 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 16:09:32 (41.9d ago) · src: canon

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

n: 489 · wr: 40.7% · total_bps: -6069.3 · mean_bps: -12.41 · sharpe: -0.12 · max_dd_bps: -6714.7

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
06-30 11:09	ATOM	Sell	1.51782→1.52408	-3.55	timeout
06-30 11:08	ADA	Buy	0.144376→0.144514	+0.03	timeout
06-30 10:22	SOL	Sell	73.8449→73.7391	+0.36	timeout
06-30 10:08	BNB	Buy	552.138→549.683	-3.74	timeout
06-30 04:35	AVAX	Buy	6.69027→6.62834	-7.13	timeout
06-30 01:01	DOGE	Buy	0.0737834→0.0723677	-14.04	stop_loss
06-30 00:32	SOL	Buy	75.6573→74.2247	-13.91	stop_loss
06-30 00:22	APT	Buy	0.587147→0.575968	-13.97	stop_loss
06-29 20:47	BNB	Buy	549.307→560.18	+13.17	timeout
06-29 19:45	BTC	Buy	59434→60440	+11.17	timeout
06-29 17:15	ARB	Sell	0.0762309→0.0776982	-14.08	stop_loss
06-29 17:13	ETH	Sell	1581.04→1610.67	-13.70	stop_loss
06-29 13:30	APT	Buy	0.586347→0.574469	-14.81	stop_loss
06-29 12:01	BTC	Sell	60147→59619	+5.57	timeout
06-29 10:41	DOGE	Buy	0.0724701→0.0729048	+3.54	timeout
06-29 10:41	ETH	Buy	1574.76→1578.34	+0.94	timeout
06-29 10:40	APT	Sell	0.575556→0.582145	-8.59	timeout
06-29 04:57	INJ	Sell	4.60145→4.69092	-14.24	stop_loss
06-27 19:25	SUI	Buy	0.708667→0.695078	-13.99	stop_loss
06-27 18:51	AVAX	Buy	6.52633→6.49977	-3.47	timeout
06-27 18:05	ARB	Sell	0.0747213→0.0744586	+1.80	timeout
06-27 17:02	OP	Buy	0.103906→0.101924	-13.99	stop_loss
06-27 15:08	XRP	Sell	1.05634→1.07067	-10.16	timeout
06-27 12:40	ETH	Buy	1581.96→1580.74	-1.15	timeout
06-27 11:29	ARB	Buy	0.0745086→0.0740515	-4.88	timeout
06-27 10:54	LTC	Sell	42.2224→42.6377	-7.57	timeout
06-27 08:10	XRP	Sell	1.05364→1.05836	-3.78	timeout
06-27 06:32	SOL	Sell	71.6822→72.1008	-4.75	timeout
06-27 04:52	BNB	Sell	567.678→565.201	+2.48	timeout
06-27 04:30	ARB	Buy	0.0737284→0.0752812	+14.06	timeout
06-27 02:00	LTC	Buy	41.9205→42.0535	+1.63	timeout
06-27 00:01	INJ	Buy	4.77129→4.85279	+11.27	timeout
06-26 22:22	ADA	Sell	0.147213→0.146997	+0.41	timeout
06-26 22:02	ARB	Sell	0.0738915→0.0738985	-0.68	timeout
06-26 19:04	AVAX	Buy	6.49982→6.37342	-14.26	stop_loss
06-26 16:35	LTC	Buy	40.5611→41.8465	+21.52	take_profit
06-26 16:00	BTC	Sell	59449→60558.3	-13.68	stop_loss
06-26 16:00	XRP	Buy	1.01835→1.05074	+21.65	take_profit
06-26 15:40	LINK	Sell	7.2127→7.35151	-14.10	stop_loss
06-26 12:45	ADA	Sell	0.144794→0.142676	+9.63	timeout
06-26 12:43	LTC	Sell	41.7266→40.4061	+21.56	take_profit
06-26 12:40	LINK	Buy	7.25321→7.11446	-14.06	stop_loss
06-26 10:39	ETH	Buy	1572.86→1543.27	-13.79	stop_loss
06-26 07:15	LINK	Buy	7.08567→7.30997	+21.50	take_profit
06-26 07:02	SOL	Buy	68.0542→70.2395	+21.83	take_profit
06-26 06:54	AVAX	Sell	6.13207→6.24988	-14.08	stop_loss
06-26 06:39	APT	Sell	0.588753→0.60005	-14.08	stop_loss
06-26 04:16	OP	Sell	0.102934→0.104929	-14.19	stop_loss
06-26 03:47	BTC	Sell	58678.1→59770.9	-13.67	stop_loss
06-26 03:45	ARB	Sell	0.0707523→0.0721141	-14.11	stop_loss
06-26 03:05	AVAX	Sell	6.15196→5.9939	+17.32	timeout
06-26 02:21	BTC	Buy	59455→58346.9	-13.67	stop_loss
06-26 02:13	OP	Buy	0.103826→0.101844	-14.03	stop_loss
06-26 02:12	ARB	Buy	0.0727982→0.0714064	-13.97	stop_loss
06-25 21:00	AVAX	Buy	6.11933→6.13677	+1.42	timeout
06-25 20:21	ARB	Sell	0.0733817→0.0727382	+5.49	timeout
06-25 20:16	BTC	Buy	58880.9→59594	+7.84	timeout
06-25 20:14	LINK	Buy	7.2123→7.1952	-2.34	timeout
06-25 13:51	LTC	Sell	41.4896→40.143	+22.09	take_profit
06-25 13:48	BNB	Buy	563.091→552.056	-14.37	stop_loss
06-25 13:47	NEAR	Buy	1.90498→1.8686	-13.99	stop_loss
06-25 13:30	INJ	Buy	4.19305→4.32702	+21.73	take_profit
06-25 11:49	APT	Buy	0.634959→0.622833	-14.00	stop_loss
06-25 10:24	LTC	Buy	41.2593→41.7156	+7.09	timeout
06-25 10:06	BNB	Sell	564.979→568.462	-4.89	timeout
06-25 10:01	SOL	Buy	67.6772→68.8087	+11.02	timeout
06-25 09:33	APT	Buy	0.623856→0.633542	+10.26	timeout
06-25 03:24	APT	Buy	0.625956→0.623944	-2.89	timeout
06-25 03:13	SOL	Buy	67.4701→67.5369	+0.09	timeout
06-25 03:09	INJ	Sell	4.26743→4.18235	+13.38	timeout
06-25 03:06	LTC	Sell	40.7088→41.2613	-10.18	timeout
06-24 20:49	DOGE	Sell	0.0743414→0.0757668	-14.05	stop_loss
06-24 20:17	ETH	Buy	1562.06→1611.84	+21.70	take_profit
06-24 20:06	NEAR	Sell	1.90142→1.93975	-14.74	stop_loss
06-24 20:02	OP	Buy	0.0978445→0.100985	+21.82	take_profit
06-24 17:21	BNB	Sell	568.278→550.278	+21.49	take_profit
06-24 16:51	LTC	Sell	41.4676→40.03	+23.65	take_profit
06-24 16:51	ARB	Buy	0.0751188→0.0736747	-14.09	stop_loss
06-24 15:47	SUI	Buy	0.684791→0.671766	-13.92	stop_loss
06-24 15:45	SOL	Buy	68.8433→67.5441	-13.84	stop_loss
06-24 14:14	SOL	Buy	69.3254→68.8927	-5.01	timeout
06-24 13:23	ADA	Buy	0.148027→0.145201	-13.99	stop_loss
06-24 13:23	BTC	Buy	62812.1→61643.1	-13.66	stop_loss
06-24 13:23	ARB	Buy	0.0780095→0.0764426	-14.69	stop_loss
06-24 11:08	XRP	Buy	1.10298→1.08139	-14.32	stop_loss
06-24 11:05	DOGE	Sell	0.0791242→0.0785486	+4.46	timeout
06-24 10:10	ADA	Buy	0.151968→0.149008	-14.21	stop_loss
06-24 08:02	SOL	Sell	70.0285→69.3804	+5.76	timeout
06-24 06:23	BNB	Buy	579.455→579.655	-0.44	timeout
06-24 04:32	OP	Buy	0.100355→0.099805	-4.28	timeout
06-24 04:24	NEAR	Buy	1.9891→1.95134	-13.93	stop_loss
06-24 01:33	ADA	Sell	0.150972→0.153845	-13.93	stop_loss
06-23 23:00	ADA	Buy	0.150818→0.151332	+1.76	timeout
06-23 22:33	OP	Sell	0.099915→0.100355	-3.68	timeout
06-23 22:28	NEAR	Sell	1.9904→1.989	-0.12	timeout
06-23 22:03	DOGE	Sell	0.0787183→0.0787907	-1.35	timeout
06-23 16:17	NEAR	Sell	1.993→1.9908	+0.15	timeout
06-23 16:01	ADA	Sell	0.152722→0.150968	+7.46	timeout
06-23 15:44	DOGE	Sell	0.0789413→0.0786377	+2.03	timeout
06-23 14:04	OP	Buy	0.0969442→0.100015	+21.51	take_profit

Paper vs Live

Paper (trades.jsonl)

725

closed

44%

win rate

-731.64

total pnl ($)

-14.3 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	60	48%	+15.8	+66.52
OP	58	36%	-18.8	-76.91
ETH	54	48%	-9.7	-36.84
INJ	52	42%	+2.9	+9.86
BTC	51	41%	-25.3	-90.36
ARB	49	31%	-65.0	-223.00
LINK	46	39%	-32.2	-104.36
LTC	46	61%	+28.1	+90.15
BNB	46	46%	+5.9	+18.57
SOL	45	40%	-50.1	-158.63
AVAX	44	45%	-18.4	-57.02
ADA	39	54%	-7.6	-21.38
DOGE	37	38%	-65.8	-170.64
XRP	32	44%	+17.4	+38.61
ATOM	31	52%	+32.1	+69.42
NEAR	21	43%	-1.2	-1.81
SUI	14	29%	-85.3	-83.81

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…