xv_funding_notional_3x_v5

82

closed trades

44%

win rate

+252.33

total pnl ($)

1.519

weight

7d window — n=13 wr=38% pnl=+45.39 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 00:46:12 (23.9d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: strategies_batch_x1519554_10543

n: 28 · wr: 82.1% · total_bps: +2967.1 · mean_bps: +105.97 · sharpe: +0.71 · max_dd_bps: -564.7

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-27 19:22	BTC	Sell	59914→60415	-13.99	timeout
06-26 20:52	BTC	Sell	59397→59753	-10.08	timeout
06-26 15:52	BTC	Sell	59309→60197	-23.55	timeout
06-26 07:39	BTC	Sell	59274→60733.4	-38.42	stop_loss
06-25 20:08	BTC	Sell	60486→59646	+19.47	timeout
06-25 13:57	BTC	Sell	60989→58310.9	+64.35	take_profit
06-25 13:31	BTC	Sell	61764.9→61090.1	+14.87	timeout
06-24 16:46	BTC	Sell	62891.9→60130	+64.40	take_profit
06-24 12:09	BTC	Sell	62456.9→62881.1	-11.52	timeout
06-24 08:19	BTC	Sell	62396.9→62672.1	-7.71	timeout
06-22 00:41	BTC	Sell	64263.8→63955.2	+5.94	timeout
06-21 18:55	BTC	Sell	63756.8→64150.2	-10.75	timeout
06-21 17:44	BTC	Sell	63834.8→64091.2	-7.63	timeout
06-20 21:15	BTC	Sell	63235.8→63960.2	-18.56	timeout
06-19 23:26	BTC	Sell	62793.9→63297.2	-13.28	timeout
06-19 22:11	BTC	Sell	62923.9→63042.2	-4.04	timeout
06-19 18:00	BTC	Sell	62585.9→63167.2	-15.28	timeout
06-18 20:37	BTC	Sell	64434.8→63103.2	+29.17	timeout
06-18 15:53	BTC	Sell	65384.7→62513.1	+63.51	take_profit
06-18 08:08	BTC	Sell	65403.7→64523.2	+18.84	timeout
06-17 13:22	BTC	Sell	66115.7→64975.2	+24.69	timeout
06-17 12:13	BTC	Sell	66479.7→64788.2	+37.05	timeout
06-17 07:28	BTC	Sell	66331.7→65525.3	+16.96	timeout
06-16 13:07	BTC	Sell	66623.7→66367.3	+4.65	timeout
06-16 05:54	BTC	Sell	65809.7→66062.3	-7.27	timeout
06-16 03:58	BTC	Sell	65900.7→66119.3	-6.44	timeout
06-15 03:44	BTC	Sell	64355.8→65940.2	-38.22	stop_loss
06-15 00:14	BTC	Sell	64305.8→65889.2	-38.31	stop_loss
06-14 21:38	BTC	Sell	64291.8→64886.2	-15.13	timeout
06-14 12:42	BTC	Sell	63987.8→64318.2	-9.12	timeout
06-14 01:55	BTC	Sell	63782.8→64610.2	-20.89	timeout
06-13 20:33	BTC	Sell	63507.8→64229.2	-18.36	timeout
06-13 07:17	BTC	Sell	62945.9→63679.2	-18.80	timeout
06-12 17:38	BTC	Sell	63190.8→63823.2	-16.32	timeout
06-12 10:53	BTC	Sell	62988.9→63685.2	-17.71	timeout
06-12 06:48	BTC	Sell	62798.9→62976.1	-5.44	timeout
06-11 17:32	BTC	Sell	61768.9→63297.8	-38.26	stop_loss
06-11 08:48	BTC	Sell	61511.9→63028.6	-37.99	stop_loss
06-11 03:55	BTC	Sell	61122.9→62632.4	-38.31	stop_loss
06-10 13:43	BTC	Sell	60803→62302.2	-38.31	stop_loss
06-10 13:31	BTC	Sell	62382.9→61716.1	+14.68	timeout
06-10 07:46	BTC	Sell	63145.8→62023.1	+25.12	timeout
06-09 12:30	BTC	Sell	63155.8→62618.1	+11.27	timeout
06-09 10:59	BTC	Sell	63110.8→62769.1	+6.60	timeout
06-09 04:10	BTC	Sell	62968.9→62958.1	-1.11	timeout
06-07 22:14	BTC	Sell	61996.9→63523.9	-38.31	stop_loss
06-07 22:14	BTC	Sell	61746.9→63266.8	-38.27	stop_loss
06-07 22:14	BTC	Sell	61755.9→63276.8	-38.29	stop_loss
06-07 06:36	BTC	Sell	60745→62240.2	-38.33	stop_loss
06-07 05:18	BTC	Sell	60602→62095.1	-38.33	stop_loss
06-07 05:18	BTC	Sell	60583→62077.1	-38.38	stop_loss
06-06 21:49	BTC	Sell	61797.9→60809	+22.43	timeout
06-06 20:43	BTC	Sell	61221.9→60703	+11.16	timeout
06-06 16:16	BTC	Sell	60906→60768	+2.00	timeout
06-05 20:50	BTC	Sell	59996→61472.8	-38.27	stop_loss
06-05 20:31	BTC	Sell	59749→61220.7	-38.30	stop_loss
06-05 18:44	BTC	Sell	62481.9→59738	+64.58	take_profit
06-05 16:11	BTC	Sell	62616.9→59864	+64.47	take_profit
06-05 13:49	BTC	Sell	63718.8→61385.1	+53.63	timeout
06-05 09:15	BTC	Sell	61705.9→63225.8	-38.30	stop_loss
06-05 04:37	BTC	Sell	64332.8→63116.2	+26.84	timeout
06-05 03:02	BTC	Sell	63475.8→62469.1	+22.29	timeout
06-04 03:31	BTC	Sell	62608.9→64151.3	-38.30	stop_loss
06-04 01:54	BTC	Sell	65077.7→62220.1	+64.52	take_profit
06-03 23:48	BTC	Sell	67155.6→64207.2	+64.50	take_profit
06-03 23:38	BTC	Sell	67238.6→64284.2	+64.58	take_profit
06-03 16:55	BTC	Sell	67550.6→65998.3	+33.34	timeout
06-03 03:50	BTC	Sell	68539.6→65512.3	+64.92	take_profit
06-02 22:59	BTC	Sell	69420.5→66261.3	+66.93	take_profit
06-02 13:58	BTC	Sell	71661.4→68752.4	+59.68	timeout
06-02 07:03	BTC	Sell	72930.4→69711.5	+65.30	take_profit
06-02 07:03	BTC	Sell	72990.4→69780.5	+65.03	take_profit
05-31 12:08	BTC	Sell	73563.3→73883.7	-7.49	timeout
05-30 20:20	BTC	Sell	73630.3→73931.7	-7.15	timeout
05-30 18:25	BTC	Sell	73837.3→73960.7	-3.52	timeout
05-30 16:42	BTC	Sell	74037.3→73927.7	+1.21	timeout
05-30 14:56	BTC	Sell	72983.4→73895.7	-19.65	timeout
05-29 20:29	BTC	Sell	73638.3→73680.7	-2.09	timeout
05-29 16:35	BTC	Sell	73216.3→74058.7	-18.41	timeout
05-29 15:28	BTC	Sell	72907.4→73675.7	-17.04	timeout
05-29 14:17	BTC	Sell	73474.3→72896.6	+10.65	timeout
05-29 13:07	BTC	Sell	73366.3→73211.7	+1.88	timeout

Paper (trades.jsonl)

82

closed

44%

win rate

+252.33

total pnl ($)

+20.3 bps

avg bps net

Live (dry_run=0)

11

closed

27%

win rate

+31.96

total pnl ($)

+39.7 bps

avg bps net

Live WR is 62% of paper WR (27% vs 44%)

symbol	n	wr	net bps	total pnl ($)
BTC	82	44%	+20.3	+252.33

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 82 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)