xv_funding_tight_sl_tp · strategy

628

closed trades

43%

win rate

-737.49

total pnl ($)

0.250

weight

7d window — n=101 wr=36% pnl=-237.89 · 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: 622 · wr: 41.5% · total_bps: -5819.6 · mean_bps: -9.36 · sharpe: -0.12 · max_dd_bps: -5920.1

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 05:33	ARB	Buy	0.0750388→0.0746513	-4.27	timeout
06-27 05:32	BTC	Sell	60236→60166	+0.18	timeout
06-27 05:04	DOGE	Sell	0.0754351→0.0755659	-1.87	timeout
06-27 04:30	APT	Buy	0.59825→0.604149	+6.25	timeout
06-27 02:20	AVAX	Sell	6.54046→6.63217	-10.43	stop_loss
06-27 02:20	XRP	Sell	1.04724→1.0621	-10.57	stop_loss
06-27 01:46	BNB	Sell	567.228→566.101	+0.77	timeout
06-27 00:35	BTC	Sell	59866→59876	-0.74	timeout
06-27 00:24	NEAR	Buy	1.79495→1.79885	+0.87	timeout
06-26 23:12	INJ	Buy	4.74229→4.84479	+14.49	take_profit
06-26 22:37	ARB	Sell	0.0744114→0.0737384	+5.71	timeout
06-26 21:51	APT	Sell	0.602649→0.59845	+4.23	timeout
06-26 21:24	ETH	Sell	1579.04→1572.26	+2.39	timeout
06-26 20:52	XRP	Buy	1.04796→1.04534	-2.39	timeout
06-26 19:22	ADA	Sell	0.147123→0.147697	-3.36	timeout
06-26 18:36	AVAX	Buy	6.51433→6.42298	-10.46	stop_loss
06-26 18:13	BNB	Buy	561.56→567.578	+6.84	timeout
06-26 17:30	XRP	Buy	1.04336→1.04984	+3.72	timeout
06-26 17:09	INJ	Buy	4.71998→4.82339	+14.70	take_profit
06-26 15:40	DOGE	Sell	0.0742484→0.0753064	-10.62	stop_loss
06-26 15:37	APT	Sell	0.593552→0.602051	-10.66	stop_loss
06-26 14:00	LINK	Sell	7.1847→7.28676	-10.56	stop_loss
06-26 13:57	ATOM	Sell	1.5949→1.61861	-11.03	stop_loss
06-26 13:55	INJ	Sell	4.49308→4.55852	-10.85	stop_loss
06-26 13:19	AVAX	Buy	6.14454→6.05745	-10.55	stop_loss
06-26 12:20	INJ	Sell	4.53147→4.49192	+5.45	timeout
06-26 12:04	ATOM	Sell	1.6068→1.5991	+2.74	timeout
06-26 11:53	ARB	Buy	0.072138→0.0711166	-10.55	stop_loss
06-26 11:52	APT	Buy	0.590548→0.582163	-10.56	stop_loss
06-26 09:53	SUI	Buy	0.688412→0.678571	-10.64	stop_loss
06-26 09:49	LINK	Buy	7.31723→7.20959	-10.95	stop_loss
06-26 09:06	ARB	Buy	0.0737684→0.0727254	-10.53	stop_loss
06-26 08:58	DOGE	Buy	0.0744516→0.0743364	-1.74	timeout
06-26 08:12	NEAR	Buy	1.85736→1.83133	-10.46	stop_loss
06-26 07:14	ADA	Sell	0.144604→0.14668	-10.68	stop_loss
06-26 06:38	APT	Sell	0.588453→0.597348	-11.23	stop_loss
06-26 06:29	AVAX	Sell	6.08338→6.16902	-10.49	stop_loss
06-26 06:22	ADA	Buy	0.140415→0.143594	+15.23	take_profit
06-26 05:43	AVAX	Buy	6.03221→6.09648	+6.83	timeout
06-26 05:28	LINK	Buy	7.08457→7.2009	+10.84	timeout
06-26 03:50	DOGE	Buy	0.0728282→0.0743944	+14.42	take_profit
06-26 03:12	ARB	Sell	0.0704824→0.0714936	-10.67	stop_loss
06-26 02:41	INJ	Sell	4.21565→4.27741	-10.89	stop_loss
06-26 02:23	BNB	Buy	558.059→550.207	-10.48	stop_loss
06-26 02:13	ETH	Sell	1557.44→1523.25	+14.74	take_profit
06-26 02:12	OP	Buy	0.103726→0.102203	-10.91	stop_loss
06-26 01:59	ARB	Buy	0.0731383→0.0724219	-7.47	timeout
06-26 01:55	BNB	Buy	560.14→558.03	-3.29	timeout
06-26 01:42	LINK	Buy	7.24211→7.15831	-8.76	timeout
06-26 01:23	AVAX	Buy	6.24706→6.15838	-10.56	stop_loss
06-25 23:31	ATOM	Buy	1.594→1.6079	+5.45	timeout
06-25 22:47	BTC	Buy	59180→59769	+6.33	timeout
06-25 22:33	APT	Buy	0.603351→0.594754	-10.60	stop_loss
06-25 22:25	OP	Buy	0.103896→0.106143	+14.51	take_profit
06-25 21:33	SUI	Sell	0.671322→0.68077	-10.48	stop_loss
06-25 21:33	INJ	Sell	4.20085→4.2676	-11.76	stop_loss
06-25 20:24	LTC	Buy	40.9622→40.9488	-0.89	timeout
06-25 19:17	APT	Buy	0.60005→0.591656	-10.42	stop_loss
06-25 19:13	ARB	Buy	0.0733183→0.0722758	-10.58	stop_loss
06-25 19:13	DOGE	Sell	0.0748593→0.0732183	+14.72	take_profit
06-25 18:39	BTC	Sell	59269→59413	-2.34	timeout
06-25 17:41	ADA	Sell	0.142714→0.144748	-10.60	stop_loss
06-25 17:16	LINK	Buy	7.17509→7.26178	+7.80	timeout
06-25 17:15	APT	Sell	0.589253→0.598148	-11.22	stop_loss
06-25 16:09	NEAR	Buy	1.84046→1.88003	+14.41	take_profit
06-25 15:15	AVAX	Buy	6.11823→6.03247	-10.44	stop_loss
06-25 15:14	DOGE	Buy	0.0734774→0.0724346	-10.56	stop_loss
06-25 14:33	ARB	Sell	0.0733817→0.0744258	-10.59	stop_loss
06-25 14:21	INJ	Sell	4.17286→4.23207	-10.56	stop_loss
06-25 14:10	ADA	Sell	0.141205→0.143187	-10.46	stop_loss
06-25 13:46	DOGE	Sell	0.076129→0.0744866	+14.46	take_profit
06-25 13:45	ARB	Sell	0.075971→0.0742986	+14.77	take_profit
06-25 13:43	APT	Sell	0.626043→0.612353	+14.69	take_profit
06-25 13:40	AVAX	Sell	6.42419→6.28597	+14.43	take_profit
06-25 11:05	ARB	Sell	0.0771707→0.076129	+8.81	timeout
06-25 11:00	INJ	Buy	4.25356→4.21225	-7.42	timeout
06-25 10:49	LTC	Sell	41.6416→41.5524	+0.88	timeout
06-25 10:32	ATOM	Buy	1.65581→1.63178	-10.79	stop_loss
06-25 10:00	ATOM	Sell	1.66998→1.65551	+5.39	timeout
06-25 07:56	BTC	Sell	61293.9→61840.1	-6.87	timeout
06-25 07:09	INJ	Buy	4.23056→4.17017	-10.64	stop_loss
06-25 07:08	AVAX	Buy	6.60885→6.51581	-10.48	stop_loss
06-25 06:28	APT	Buy	0.624056→0.630042	+6.07	timeout
06-25 05:02	ETH	Sell	1617.24→1639.48	-10.25	stop_loss
06-25 04:31	LINK	Buy	7.40055→7.38595	-2.03	timeout
06-25 04:26	LTC	Sell	41.1237→41.2393	-2.60	timeout
06-25 03:07	XRP	Buy	1.07527→1.07113	-3.30	timeout
06-25 01:42	BTC	Buy	60833→60780	-1.24	timeout
06-25 01:26	LINK	Buy	7.42936→7.39415	-3.97	timeout
06-25 01:06	BNB	Buy	564.041→563.869	-0.87	timeout
06-24 23:42	SUI	Buy	0.684121→0.685239	+0.54	timeout
06-24 22:01	BNB	Buy	553.668→565.699	+14.61	take_profit
06-24 22:00	AVAX	Sell	6.31772→6.4102	-10.87	stop_loss
06-24 21:57	NEAR	Sell	1.94161→1.96888	-10.46	stop_loss
06-24 20:17	ADA	Sell	0.141795→0.143788	-10.48	stop_loss
06-24 20:01	AVAX	Buy	6.04951→6.18025	+14.49	take_profit
06-24 20:01	DOGE	Sell	0.0737626→0.0747971	-10.45	stop_loss
06-24 18:22	INJ	Buy	4.16594→4.26033	+15.23	take_profit
06-24 18:20	APT	Sell	0.595551→0.604353	-11.00	stop_loss
06-24 18:10	OP	Sell	0.0950562→0.0964923	-11.21	stop_loss

Paper vs Live

Paper (trades.jsonl)

628

closed

43%

win rate

-737.49

total pnl ($)

-16.7 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	58	52%	-4.7	-19.44
ARB	57	33%	-42.0	-167.71
ADA	52	35%	-35.6	-129.75
BTC	49	53%	+2.4	+8.28
ATOM	48	58%	+4.2	+14.15
AVAX	44	41%	-14.9	-45.97
BNB	41	34%	-25.1	-72.36
NEAR	40	32%	-48.4	-135.65
DOGE	39	33%	-39.2	-107.10
INJ	36	44%	+16.3	+40.93
ETH	32	47%	-26.4	-59.17
LTC	30	43%	-4.7	-10.16
SUI	28	39%	-20.7	-40.81
LINK	28	39%	-25.1	-49.32
OP	18	50%	+17.7	+22.10
XRP	18	39%	-13.9	-17.48
SOL	10	70%	+45.8	+31.98

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…