xv_funding_pct_top5_both_regime · strategy

382

closed trades

42%

win rate

-438.79

total pnl ($)

1.674

weight

7d window — n=58 wr=48% pnl=+73.97 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 13:40:54 (39.3d ago) · src: canon

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

n: 314 · wr: 44.3% · total_bps: -4060.2 · mean_bps: -12.93 · sharpe: -0.12 · max_dd_bps: -4563.7

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
06-27 09:53	NEAR	Sell	1.80695→1.79755	+2.98	timeout
06-27 08:46	BTC	Sell	60274→60356	-1.58	timeout
06-27 08:36	ARB	Buy	0.0750988→0.0745913	-5.32	timeout
06-27 07:17	APT	Buy	0.59885→0.602249	+3.29	timeout
06-27 06:10	LINK	Buy	7.36844→7.35796	-1.59	timeout
06-27 03:11	NEAR	Buy	1.79215→1.81105	+6.73	timeout
06-27 02:00	BTC	Buy	59909→59914	-0.58	timeout
06-27 02:00	ETH	Buy	1574.66→1574.84	-0.55	timeout
06-27 00:49	SOL	Buy	72.4519→71.7822	-7.06	timeout
06-26 22:57	BNB	Buy	566.572→567.908	+0.97	timeout
06-26 20:36	AVAX	Buy	6.48332→6.35703	-14.29	stop_loss
06-26 19:17	BTC	Buy	58987.9→59973	+11.02	timeout
06-26 19:16	INJ	Buy	4.72438→4.87338	+21.42	take_profit
06-26 16:00	SUI	Sell	0.684779→0.697833	-13.96	stop_loss
06-26 16:00	XRP	Buy	1.01815→1.05024	+21.44	take_profit
06-26 15:43	ARB	Buy	0.0715479→0.0738115	+21.50	take_profit
06-26 15:24	ADA	Sell	0.143944→0.14672	-14.11	stop_loss
06-26 13:59	INJ	Sell	4.49828→4.58414	-14.07	stop_loss
06-26 11:45	ARB	Buy	0.0727882→0.0714064	-13.97	stop_loss
06-26 11:23	BNB	Buy	559.44→564.059	+5.10	timeout
06-26 11:15	OP	Sell	0.107123→0.103646	+22.08	take_profit
06-26 10:39	ETH	Buy	1572.76→1543.27	-13.74	stop_loss
06-26 08:50	NEAR	Buy	1.85356→1.81834	-13.95	stop_loss
06-26 07:32	XRP	Sell	1.03184→1.05149	-13.95	stop_loss
06-26 07:16	LINK	Buy	7.09137→7.31637	+21.55	take_profit
06-26 06:43	APT	Sell	0.589253→0.60075	-14.30	stop_loss
06-26 05:09	BNB	Buy	559.7→559.67	-0.72	timeout
06-26 02:12	APT	Sell	0.594451→0.575544	+21.55	take_profit
06-26 02:12	BTC	Buy	60096→58970.5	-13.73	stop_loss
06-26 02:12	ADA	Buy	0.143496→0.140764	-13.91	stop_loss
06-26 02:12	ARB	Buy	0.0731383→0.0717362	-14.02	stop_loss
06-25 21:10	BNB	Buy	551.338→556.261	+5.57	timeout
06-25 21:01	APT	Buy	0.588047→0.592952	+5.30	timeout
06-25 21:00	ARB	Sell	0.0731317→0.072148	+8.79	timeout
06-25 20:19	LINK	Buy	7.12698→7.2082	+7.29	timeout
06-25 20:11	LTC	Sell	40.3929→40.7782	-7.26	timeout
06-25 14:33	ATOM	Sell	1.56611→1.5977	-14.76	stop_loss
06-25 13:51	SUI	Sell	0.689618→0.667607	+21.71	take_profit
06-25 13:48	DOGE	Sell	0.076143→0.0737384	+21.46	take_profit
06-25 13:43	NEAR	Buy	1.93678→1.89977	-14.00	stop_loss
06-25 13:43	AVAX	Buy	6.36159→6.23852	-14.17	stop_loss
06-25 12:51	SOL	Sell	69.4376→68.4223	+9.62	timeout
06-25 12:40	ETH	Buy	1649.76→1634.94	-6.90	timeout
06-25 12:24	SUI	Buy	0.694033→0.689018	-5.71	timeout
06-25 11:06	XRP	Buy	1.08797→1.067	-14.13	stop_loss
06-25 10:22	AVAX	Buy	6.57744→6.45176	-14.04	stop_loss
06-25 06:07	SUI	Buy	0.686041→0.691567	+5.05	timeout
06-25 06:07	XRP	Buy	1.07587→1.08353	+4.40	timeout
06-25 06:03	LTC	Buy	41.1203→41.8945	+12.55	timeout
06-25 06:02	APT	Sell	0.630142→0.630858	-1.41	timeout
06-25 05:50	ETH	Buy	1619.16→1645.24	+10.62	timeout
06-24 22:00	LTC	Buy	39.7559→41.0167	+21.61	take_profit
06-24 22:00	ETH	Buy	1572.86→1622.94	+21.67	take_profit
06-24 20:45	ADA	Sell	0.141795→0.144498	-13.99	stop_loss
06-24 20:06	SOL	Buy	65.3118→67.3899	+21.66	take_profit
06-24 20:02	OP	Buy	0.0978945→0.100985	+21.45	take_profit
06-24 18:25	INJ	Buy	4.16054→4.29233	+21.55	take_profit
06-24 18:24	APT	Sell	0.595551→0.607055	-14.17	stop_loss
06-18 21:46	APT	Buy	0.624956→0.634541	+10.05	timeout
06-18 21:46	DOGE	Buy	0.0822206→0.0832962	+8.50	timeout
06-18 21:45	BTC	Buy	62785.1→62893.9	+0.62	timeout
06-18 20:28	ARB	Buy	0.0820205→0.0846388	+21.69	take_profit
06-18 20:01	AVAX	Sell	6.25664→6.37618	-14.05	stop_loss
06-16 02:10	SOL	Buy	74.9222→73.5082	-13.83	stop_loss
06-15 22:25	INJ	Buy	5.70853→5.5995	-14.01	stop_loss
06-15 22:12	BNB	Buy	628.207→619.755	-9.96	timeout
06-15 22:11	BTC	Buy	67190.4→66434.7	-8.52	timeout
06-15 22:11	ATOM	Sell	1.9969→1.95919	+12.49	timeout
06-15 20:48	ADA	Sell	0.187563→0.181495	+21.99	take_profit
06-15 19:19	AVAX	Buy	7.02316→6.88923	-14.00	stop_loss
06-10 21:11	ADA	Sell	0.164059→0.1588	+21.83	take_profit
06-10 20:55	AVAX	Buy	6.54184→6.41609	-14.03	stop_loss
06-10 20:50	ATOM	Buy	1.79635→1.76218	-14.00	stop_loss
06-10 20:26	BNB	Buy	592.148→588.343	-5.13	timeout
06-10 19:50	ARB	Sell	0.0807898→0.0780695	+22.90	take_profit
06-10 15:42	NEAR	Buy	2.11903→2.07844	-14.05	stop_loss
06-10 15:31	INJ	Sell	5.25699→5.35762	-14.05	stop_loss
06-10 14:20	BNB	Sell	586.813→591.458	-6.17	timeout
06-10 14:20	DOGE	Buy	0.083946→0.084169	+1.21	timeout
06-10 14:20	ATOM	Buy	1.80325→1.78885	-6.24	timeout
06-10 14:20	BTC	Buy	61601.1→61912.9	+2.90	timeout
06-10 13:43	AVAX	Sell	6.52797→6.65219	-13.99	stop_loss
06-10 01:06	LINK	Buy	7.86527→7.87193	+0.02	timeout
06-10 00:34	ATOM	Buy	1.76964→1.77576	+1.74	timeout
06-09 22:46	DOGE	Sell	0.083968→0.0851093	-10.11	timeout
06-09 22:46	AVAX	Buy	6.49642→6.65704	+16.80	timeout
06-09 22:46	BTC	Buy	61315.1→62016.9	+7.42	timeout
06-09 17:19	APT	Sell	0.647338→0.659995	-14.33	stop_loss
06-09 17:17	ARB	Sell	0.0787903→0.0802902	-13.96	stop_loss
06-09 15:21	ATOM	Sell	1.74956→1.78334	-14.13	stop_loss
06-09 14:29	NEAR	Buy	2.13803→2.09653	-14.25	stop_loss
06-09 14:04	ADA	Sell	0.169448→0.167942	+5.62	timeout
06-09 11:56	ETH	Buy	1687.67→1669.13	-8.28	timeout
06-09 11:01	SOL	Sell	67.0239→66.399	+5.85	timeout
06-09 10:06	ARB	Buy	0.0818104→0.0802498	-14.01	stop_loss
06-09 08:59	AVAX	Buy	6.64966→6.71292	+5.98	timeout
06-09 07:04	ADA	Buy	0.166902→0.169638	+10.81	timeout
06-09 07:03	BTC	Sell	62676.9→63392.2	-8.60	timeout
06-09 05:49	BNB	Buy	601.37→603.909	+2.32	timeout
06-09 04:50	APT	Sell	0.652337→0.664798	-13.99	stop_loss

Paper vs Live

Paper (trades.jsonl)

382

closed

42%

win rate

-438.79

total pnl ($)

-16.3 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	35	49%	-2.7	-6.84
AVAX	33	42%	-49.9	-115.44
ADA	30	37%	-31.3	-65.70
ARB	29	34%	-24.7	-50.36
ATOM	28	39%	-29.3	-57.90
BNB	27	48%	-9.3	-18.21
NEAR	26	38%	-16.7	-30.62
LTC	25	36%	+2.1	+3.68
BTC	24	46%	+11.5	+19.37
ETH	24	38%	-14.0	-23.41
LINK	18	33%	-36.0	-45.41
OP	16	44%	-14.9	-17.00
INJ	15	47%	+23.1	+24.11
SUI	14	29%	-76.2	-74.84
DOGE	13	69%	+44.9	+40.86
XRP	13	54%	-0.4	-0.27
SOL	12	42%	-25.0	-20.78

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…