xv_funding_notional_2x_fast · strategy

168

closed trades

48%

win rate

-71.59

total pnl ($)

1.558

weight

7d window — n=32 wr=53% pnl=+55.82 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 01:58:55 (39.5d ago) · src: canon

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

n: 912 · wr: 43.1% · total_bps: -7986.8 · mean_bps: -8.76 · sharpe: -0.11 · max_dd_bps: -8166.7

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
06-26 06:58	ETH	Buy	1556.06→1569.04	+7.44	timeout
06-26 06:25	ETH	Buy	1550.96→1557.84	+3.54	timeout
06-26 05:53	ETH	Buy	1546.75→1555.44	+4.72	timeout
06-26 05:16	ETH	Buy	1556.76→1553.54	-2.96	timeout
06-26 03:53	ETH	Buy	1531.95→1554.64	+13.91	take_profit
06-26 03:27	ETH	Buy	1511.75→1534.25	+13.99	take_profit
06-26 03:01	ETH	Buy	1528.45→1513.19	-10.88	stop_loss
06-25 19:16	ETH	Buy	1565.86→1558.54	-5.57	timeout
06-25 18:40	ETH	Buy	1571.46→1560.94	-7.59	timeout
06-25 18:03	ETH	Buy	1558.36→1571.14	+7.30	timeout
06-25 16:45	ETH	Buy	1573.16→1557.86	-10.62	stop_loss
06-25 16:10	ETH	Buy	1562.36→1585.84	+14.13	take_profit
06-25 15:56	ETH	Buy	1546.95→1570.14	+14.09	take_profit
06-25 15:15	ETH	Buy	1565.46→1550.27	-10.60	stop_loss
06-24 22:24	ETH	Buy	1608.96→1615.44	+3.13	timeout
06-24 21:46	ETH	Buy	1611.86→1618.34	+3.12	timeout
06-24 21:10	ETH	Buy	1608.46→1608.64	-0.78	timeout
06-24 20:06	ETH	Buy	1578.96→1602.44	+13.98	take_profit
06-24 20:01	ETH	Buy	1572.46→1595.84	+13.98	take_profit
06-24 19:28	ETH	Buy	1579.66→1574.24	-4.31	timeout
06-24 18:54	ETH	Buy	1562.96→1569.64	+3.40	timeout
06-23 16:53	ETH	Buy	1654.97→1658.63	+1.32	timeout
06-23 15:59	ETH	Buy	1660.77→1658.63	-2.18	timeout
06-23 15:18	ETH	Buy	1668.47→1652.21	-10.64	stop_loss
06-23 14:42	ETH	Buy	1657.07→1664.53	+3.61	timeout
06-23 14:10	ETH	Buy	1649.86→1661.23	+6.00	timeout
06-23 13:34	ETH	Buy	1656.57→1657.63	-0.25	timeout
06-23 12:56	ETH	Buy	1658.97→1653.53	-4.17	timeout
06-23 12:22	ETH	Buy	1661.87→1656.03	-4.40	timeout
06-23 11:51	ETH	Buy	1649.76→1658.13	+4.18	timeout
06-23 11:20	ETH	Buy	1653.87→1654.83	-0.30	timeout
06-23 10:44	ETH	Buy	1648.86→1649.04	-0.78	timeout
06-12 10:17	ETH	Buy	1675.47→1678.33	+0.81	timeout
06-12 09:37	ETH	Buy	1671.37→1680.53	+4.58	timeout
06-12 08:53	ETH	Buy	1659.07→1671.93	+6.85	timeout
06-12 08:12	ETH	Buy	1658.37→1666.83	+4.20	timeout
06-12 07:32	ETH	Buy	1656.77→1658.13	-0.07	timeout
06-12 06:49	ETH	Buy	1664.17→1655.53	-6.08	timeout
06-12 06:08	ETH	Buy	1672.97→1663.93	-6.30	timeout
06-12 02:30	ETH	Buy	1662.47→1671.93	+4.79	timeout
06-11 01:08	ETH	Buy	1622.76→1631.54	+4.50	timeout
06-11 00:21	ETH	Buy	1620.56→1633.64	+7.16	timeout
06-10 23:24	ETH	Buy	1609.66→1617.84	+4.19	timeout
06-10 21:51	ETH	Buy	1622.36→1606.64	-10.59	stop_loss
06-10 21:50	ETH	Buy	1622.76→1606.94	-10.65	stop_loss
06-09 17:21	ETH	Buy	1623.96→1648.04	+13.93	take_profit
06-09 16:39	ETH	Buy	1632.36→1616.43	-10.65	stop_loss
06-09 16:00	ETH	Buy	1644.06→1636.14	-5.73	timeout
06-09 15:23	ETH	Buy	1644.66→1643.34	-1.71	timeout
06-09 14:16	ETH	Buy	1665.17→1649.01	-10.60	stop_loss
06-09 09:11	ETH	Buy	1669.07→1673.23	+1.61	timeout
06-09 06:42	ETH	Buy	1692.17→1687.63	-3.58	timeout
06-09 06:01	ETH	Buy	1685.37→1686.93	+0.03	timeout
06-09 04:50	ETH	Buy	1668.87→1694.83	+14.67	take_profit
06-09 04:39	ETH	Buy	1664.47→1684.23	+10.99	timeout
06-09 03:58	ETH	Buy	1666.97→1669.23	+0.48	timeout
06-09 03:18	ETH	Buy	1663.27→1670.43	+3.44	timeout
06-09 02:38	ETH	Buy	1667.27→1655.03	-8.20	timeout
06-09 01:57	ETH	Buy	1663.07→1667.33	+1.70	timeout
06-09 00:25	ETH	Buy	1693.57→1677.09	-10.62	stop_loss
06-09 00:23	ETH	Buy	1695.77→1679.19	-10.65	stop_loss
06-08 23:55	ETH	Buy	1699.87→1686.43	-8.79	timeout
06-08 23:13	ETH	Buy	1691.87→1709.83	+9.73	timeout
06-08 22:10	ETH	Buy	1708.07→1691.48	-10.60	stop_loss
06-08 21:09	ETH	Buy	1686.07→1711.03	+13.91	take_profit
06-08 21:08	ETH	Buy	1685.27→1705.33	+11.02	timeout
06-08 20:25	ETH	Buy	1684.07→1684.23	-0.79	timeout
06-08 19:42	ETH	Buy	1681.37→1688.03	+3.08	timeout
06-08 18:59	ETH	Buy	1684.27→1682.73	-1.80	timeout
06-08 18:14	ETH	Buy	1676.77→1686.93	+5.17	timeout
06-08 17:00	ETH	Buy	1696.47→1679.99	-10.61	stop_loss
06-08 09:38	ETH	Buy	1666.97→1661.63	-4.10	timeout
06-08 09:01	ETH	Buy	1669.37→1660.63	-6.14	timeout
06-08 08:23	ETH	Buy	1671.97→1662.83	-6.37	timeout
06-08 07:46	ETH	Buy	1666.17→1673.03	+3.23	timeout
06-08 07:08	ETH	Buy	1659.77→1662.43	+0.72	timeout
06-08 06:30	ETH	Buy	1654.47→1666.13	+6.17	timeout
06-08 05:15	ETH	Buy	1661.57→1645.41	-10.62	stop_loss
06-08 05:07	ETH	Buy	1667.87→1651.61	-10.63	stop_loss
06-08 04:06	ETH	Buy	1680.27→1663.7	-10.75	stop_loss
06-08 03:58	ETH	Buy	1682.57→1678.13	-3.52	timeout
06-08 03:21	ETH	Buy	1682.17→1684.93	+0.76	timeout
06-08 02:45	ETH	Buy	1682.37→1682.73	-0.67	timeout
06-08 00:39	ETH	Buy	1683.07→1708.23	+14.04	take_profit
06-08 00:08	ETH	Buy	1673.37→1684.23	+5.59	timeout
06-07 23:36	ETH	Buy	1682.87→1678.53	-3.47	timeout
06-07 22:13	ETH	Buy	1632.46→1656.63	+13.91	take_profit
06-07 22:13	ETH	Buy	1628.26→1652.83	+14.20	take_profit
06-07 21:43	ETH	Buy	1623.76→1624.14	-0.65	timeout
06-07 21:04	ETH	Buy	1615.06→1623.74	+4.49	timeout
06-07 20:25	ETH	Buy	1608.66→1624.94	+9.24	timeout
06-07 19:08	ETH	Buy	1629.86→1614.03	-10.61	stop_loss
06-07 19:02	ETH	Buy	1633.16→1617.33	-10.58	stop_loss
06-07 18:34	ETH	Buy	1635.26→1633.04	-2.24	timeout
06-07 17:54	ETH	Buy	1630.56→1630.24	-1.08	timeout
06-07 17:14	ETH	Buy	1629.06→1633.14	+1.61	timeout
06-07 16:25	ETH	Buy	1629.36→1629.34	-0.90	timeout
06-07 15:43	ETH	Buy	1625.36→1631.54	+2.89	timeout
06-07 15:03	ETH	Buy	1617.86→1624.54	+3.24	timeout
06-07 14:22	ETH	Buy	1615.96→1623.94	+4.05	timeout

Paper vs Live

Paper (trades.jsonl)

168

closed

48%

win rate

-71.59

total pnl ($)

-4.3 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 ($)
ETH	168	48%	-4.3	-71.59

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…