xv_funding_pct_top5_short_only · strategy

353

closed trades

48%

win rate

+339.35

total pnl ($)

1.024

weight

7d window — n=63 wr=41% pnl=-33.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 13:40:54 (39.2d ago) · src: canon

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

n: 253 · wr: 45.1% · total_bps: -1884.1 · mean_bps: -7.45 · sharpe: -0.07 · max_dd_bps: -4642.8

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 09:41	BTC	Sell	60282→60388	-1.85	timeout
06-27 04:58	BNB	Sell	567.888→564.441	+3.67	timeout
06-27 04:40	OP	Sell	0.105264→0.105436	-1.87	timeout
06-27 03:35	BTC	Sell	59866→60330	-6.06	timeout
06-27 03:03	LTC	Sell	41.6516→42.2816	-11.28	timeout
06-27 01:57	APT	Sell	0.603749→0.596649	+7.56	timeout
06-26 22:21	XRP	Sell	1.03974→1.04266	-2.58	timeout
06-26 22:03	OP	Sell	0.106223→0.105456	+4.48	timeout
06-26 21:15	ATOM	Sell	1.5987→1.584	+5.74	timeout
06-26 16:35	DOGE	Sell	0.0741944→0.0756267	-14.13	stop_loss
06-26 16:34	APT	Sell	0.595351→0.606755	-14.02	stop_loss
06-26 15:40	BTC	Sell	59396→60502.3	-13.66	stop_loss
06-26 15:00	ETH	Sell	1564.74→1560.06	+1.48	timeout
06-26 14:29	ADA	Sell	0.143534→0.14627	-13.96	stop_loss
06-26 13:55	SUI	Sell	0.673692→0.686555	-13.99	stop_loss
06-26 13:19	LINK	Sell	7.31167→7.08057	+21.54	take_profit
06-26 12:42	LTC	Sell	41.7895→40.4461	+21.91	take_profit
06-26 11:52	NEAR	Sell	1.84354→1.78535	+21.48	take_profit
06-26 11:29	ARB	Sell	0.0739015→0.0715479	+21.70	take_profit
06-26 07:17	XRP	Sell	1.03104→1.05069	-13.96	stop_loss
06-26 06:46	ADA	Sell	0.142374→0.145109	-14.08	stop_loss
06-26 06:43	APT	Sell	0.589253→0.60075	-14.30	stop_loss
06-26 06:22	SOL	Sell	67.9698→69.269	-13.99	stop_loss
06-26 06:01	LINK	Sell	7.23739→7.17819	+5.14	timeout
06-26 03:56	SUI	Sell	0.665044→0.677818	-14.08	stop_loss
06-26 03:45	BTC	Sell	58594.1→59685.8	-13.68	stop_loss
06-26 02:24	DOGE	Sell	0.0748603→0.0724731	+21.70	take_profit
06-26 02:24	XRP	Sell	1.04454→1.01035	+22.27	take_profit
06-26 02:13	NEAR	Sell	1.83704→1.77864	+21.64	take_profit
06-26 02:13	ARB	Sell	0.0735616→0.0711478	+22.32	take_profit
06-25 23:31	ADA	Sell	0.141605→0.144298	-13.95	stop_loss
06-25 23:24	DOGE	Sell	0.0749603→0.0749697	-0.67	timeout
06-25 22:06	LINK	Sell	7.22519→7.27082	-5.00	timeout
06-25 21:53	OP	Sell	0.102144→0.104228	-14.88	stop_loss
06-25 21:51	XRP	Sell	1.03224→1.04026	-6.13	timeout
06-25 20:21	ARB	Sell	0.0733817→0.0727382	+5.49	timeout
06-25 17:15	AVAX	Sell	6.10567→6.22487	-14.31	stop_loss
06-25 17:13	APT	Sell	0.585154→0.596647	-14.39	stop_loss
06-25 14:33	LTC	Sell	40.062→40.8466	-14.34	stop_loss
06-25 14:33	ADA	Sell	0.142274→0.144989	-13.98	stop_loss
06-25 13:54	BNB	Sell	562.989→545.136	+21.58	take_profit
06-25 13:51	SUI	Sell	0.691217→0.669357	+21.50	take_profit
06-25 13:49	BTC	Sell	61225.9→59272	+21.71	take_profit
06-25 13:48	DOGE	Sell	0.076129→0.0736824	+21.85	take_profit
06-25 13:46	ETH	Sell	1634.64→1582.56	+21.67	take_profit
06-25 12:18	ATOM	Sell	1.66918→1.6155	+21.77	take_profit
06-25 12:01	INJ	Sell	4.24444→4.16934	+11.81	timeout
06-25 12:01	SOL	Sell	69.0926→68.1282	+9.18	timeout
06-25 11:49	NEAR	Sell	1.96721→1.90518	+21.26	take_profit
06-25 10:03	BTC	Sell	60851→61719.1	-10.61	timeout
06-25 06:16	SUI	Sell	0.682339→0.695331	-13.99	stop_loss
06-25 06:03	APT	Sell	0.629842→0.630558	-1.41	timeout
06-25 05:24	DOGE	Sell	0.075925→0.077409	-14.32	stop_loss
06-25 05:01	OP	Sell	0.105124→0.10718	-14.27	stop_loss
06-25 03:24	INJ	Sell	4.26093→4.17484	+13.57	timeout
06-25 02:46	XRP	Sell	1.07303→1.07067	+0.87	timeout
06-24 20:46	ADA	Sell	0.141835→0.144558	-14.09	stop_loss
06-24 20:09	BNB	Sell	553.182→563.803	-14.09	stop_loss
06-24 20:07	DOGE	Sell	0.0738785→0.0752844	-13.96	stop_loss
06-24 20:01	NEAR	Sell	1.89393→1.93015	-14.02	stop_loss
06-24 20:01	ARB	Sell	0.0737616→0.0751763	-14.08	stop_loss
06-24 18:25	APT	Sell	0.596351→0.608056	-14.39	stop_loss
06-24 18:19	SUI	Sell	0.658205→0.670833	-14.07	stop_loss
06-18 21:47	ETH	Sell	1692.13→1707.07	-6.77	timeout
06-18 21:47	SOL	Sell	68.8127→69.5354	-7.93	timeout
06-18 20:20	LINK	Sell	7.83314→7.98519	-14.21	stop_loss
06-18 20:01	AVAX	Sell	6.25983→6.38138	-14.27	stop_loss
06-18 19:52	INJ	Sell	5.12622→5.22582	-14.27	stop_loss
06-15 22:10	NEAR	Sell	2.49658→2.46051	+9.53	timeout
06-15 22:09	DOGE	Sell	0.0903874→0.0889002	+10.84	timeout
06-15 22:09	LTC	Sell	46.1465→45.7984	+4.70	timeout
06-15 22:09	ATOM	Sell	2.0002→1.95719	+14.32	timeout
06-15 20:48	ADA	Sell	0.187913→0.181775	+22.22	take_profit
06-10 21:11	ADA	Sell	0.163949→0.15874	+21.63	take_profit
06-10 21:10	LINK	Sell	7.79435→7.54689	+21.49	take_profit
06-10 17:32	OP	Sell	0.0956561→0.0924831	+22.57	take_profit
06-10 16:55	INJ	Sell	5.31317→5.14429	+21.61	take_profit
06-10 14:20	LINK	Sell	7.76046→7.76944	-1.44	timeout
06-10 14:20	BNB	Sell	586.813→591.458	-6.17	timeout
06-10 13:43	AVAX	Sell	6.52817→6.65459	-14.22	stop_loss
06-10 13:37	INJ	Sell	5.13672→5.23592	-14.23	stop_loss
06-10 13:37	OP	Sell	0.0957361→0.0975831	-14.15	stop_loss
06-09 17:19	APT	Sell	0.648438→0.661696	-14.96	stop_loss
06-09 17:18	ARB	Sell	0.0789703→0.0804903	-14.11	stop_loss
06-09 17:18	NEAR	Sell	2.07298→2.11408	-14.51	stop_loss
06-09 17:18	OP	Sell	0.0927868→0.0945709	-14.09	stop_loss
06-09 17:17	INJ	Sell	5.45604→5.56257	-14.29	stop_loss
06-09 14:06	ATOM	Sell	1.75526→1.76044	-2.72	timeout
06-09 13:02	AVAX	Sell	6.75481→6.73378	+1.54	timeout
06-09 13:02	BNB	Sell	603.889→597.599	+6.68	timeout
06-09 11:07	ADA	Sell	0.167868→0.167322	+1.62	timeout
06-09 11:06	SOL	Sell	66.895→66.2049	+6.54	timeout
06-09 07:01	BNB	Sell	595.501→604.501	-11.21	timeout
06-09 04:51	LTC	Sell	43.3102→42.9857	+4.53	timeout
06-09 04:50	APT	Sell	0.651937→0.664398	-14.01	stop_loss
06-09 04:35	SUI	Sell	0.744294→0.758679	-14.20	stop_loss
06-09 04:34	OP	Sell	0.0930967→0.0949412	-14.51	stop_loss
06-09 02:06	BTC	Sell	63384.8→62734.1	+6.55	timeout
06-09 00:37	INJ	Sell	5.68348→5.49387	+22.73	take_profit
06-09 00:36	ARB	Sell	0.0832592→0.0806202	+21.47	take_profit

Paper vs Live

Paper (trades.jsonl)

353

closed

48%

win rate

+339.35

total pnl ($)

+13.8 bps

avg bps net

Live (dry_run=0)

closed

28%

win rate

-16.01

total pnl ($)

-75.9 bps

avg bps net

Live WR is 58% of paper WR (28% vs 48%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
APT	29	45%	+0.7	+1.08
DOGE	26	54%	+37.6	+68.46
ARB	25	60%	+46.5	+81.09
ATOM	23	30%	-14.4	-23.75
BTC	22	45%	+14.7	+22.72
ADA	21	38%	-41.0	-60.59
ETH	20	60%	+79.1	+110.78
LTC	20	50%	+18.5	+25.75
AVAX	20	50%	+15.6	+21.85
XRP	20	40%	-18.7	-26.28
LINK	20	60%	+56.5	+79.25
SUI	19	37%	-61.2	-81.54
BNB	19	58%	+24.8	+33.05
INJ	18	50%	+41.4	+52.14
OP	18	33%	-38.3	-48.20
SOL	17	53%	+30.0	+35.46
NEAR	16	50%	+43.0	+48.08

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…