xv_funding_wide_sl_tp · strategy

243

closed trades

37%

win rate

-488.47

total pnl ($)

0.990

weight

7d window — n=30 wr=37% pnl=-38.79 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 13:40:54 (38.1d ago) · src: canon

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

n: 187 · wr: 41.7% · total_bps: -3998.4 · mean_bps: -21.38 · sharpe: -0.13 · max_dd_bps: -4317.3

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 16:00	LINK	Sell	7.2127→7.39454	-18.27	stop_loss
06-26 16:00	AVAX	Sell	6.22994→6.38619	-18.18	stop_loss
06-26 14:29	LINK	Buy	7.08567→7.27248	+17.73	timeout
06-26 14:26	SOL	Buy	68.6543→71.6553	+29.94	take_profit
06-26 12:40	NEAR	Buy	1.82176→1.77577	-18.33	stop_loss
06-26 09:56	SUI	Buy	0.695614→0.678131	-18.24	stop_loss
06-26 07:14	APT	Buy	0.577444→0.602849	+30.19	take_profit
06-26 06:22	OP	Sell	0.102934→0.105639	-19.00	stop_loss
06-26 03:56	ADA	Sell	0.139105→0.142607	-18.27	stop_loss
06-26 03:53	ARB	Sell	0.0707523→0.0725644	-18.56	stop_loss
06-26 03:00	OP	Buy	0.102546→0.101675	-6.66	timeout
06-26 02:16	BTC	Buy	58880.9→58454.1	-5.69	timeout
06-26 02:14	LINK	Buy	7.2123→7.05704	-15.80	timeout
06-26 02:14	ARB	Sell	0.0733817→0.0710478	+21.54	timeout
06-26 02:12	APT	Buy	0.591548→0.576767	-17.88	stop_loss
06-25 14:33	LTC	Sell	39.4861→40.4773	-18.20	stop_loss
06-25 13:55	DOGE	Sell	0.0756901→0.0723881	+29.90	take_profit
06-25 13:51	NEAR	Buy	1.90498→1.85671	-18.36	stop_loss
06-25 13:49	INJ	Buy	4.24656→4.13859	-18.38	stop_loss
06-25 13:48	DOGE	Sell	0.0772707→0.0738955	+29.91	take_profit
06-25 13:43	AVAX	Buy	6.4005→6.23852	-18.35	stop_loss
06-25 11:50	ETH	Buy	1619.66→1628.94	+3.39	timeout
06-25 11:41	NEAR	Buy	1.96629→1.91696	-17.76	stop_loss
06-25 10:33	ATOM	Buy	1.67202→1.62868	-18.70	stop_loss
06-25 05:02	ETH	Buy	1572.56→1641.64	+30.10	take_profit
06-25 04:53	LTC	Buy	39.7559→41.4866	+29.85	take_profit
06-25 03:45	INJ	Buy	4.25926→4.15198	-18.30	stop_loss
06-24 20:42	AVAX	Buy	6.04951→6.31292	+29.84	take_profit
06-24 20:25	INJ	Buy	4.16054→4.34291	+30.05	take_profit
06-24 20:01	APT	Sell	0.595551→0.610558	-18.29	stop_loss
06-19 03:43	DOGE	Buy	0.0822115→0.0827353	+3.77	timeout
06-19 03:43	AVAX	Sell	6.27683→6.16624	+11.57	timeout
06-19 03:43	APT	Buy	0.627957→0.633142	+5.10	timeout
06-19 03:42	BTC	Buy	62710.1→62664.9	-1.11	timeout
06-19 01:03	ARB	Buy	0.0824106→0.0860085	+29.85	take_profit
06-16 10:13	LTC	Buy	45.8335→45.6376	-3.61	timeout
06-16 04:09	ATOM	Sell	2.0002→1.95359	+15.47	timeout
06-16 04:09	BTC	Buy	67114.4→66150.7	-10.65	timeout
06-16 02:28	LINK	Buy	8.36029→8.14978	-18.25	stop_loss
06-16 02:26	BNB	Buy	628.117→612.39	-18.09	stop_loss
06-15 21:08	AVAX	Buy	7.03186→6.85556	-18.22	stop_loss
06-15 21:08	ADA	Sell	0.187853→0.179645	+29.93	take_profit
06-11 02:25	BNB	Buy	592.238→590.242	-3.05	timeout
06-10 20:20	ATOM	Buy	1.80575→1.77236	-13.68	timeout
06-10 20:20	AVAX	Sell	6.52997→6.43681	+9.26	timeout
06-10 20:20	BNB	Sell	586.823→586.707	-0.49	timeout
06-10 20:20	BTC	Buy	61590.1→61798.9	+1.70	timeout
06-10 11:04	APT	Buy	0.654063→0.637721	-18.05	stop_loss
06-10 07:03	LINK	Buy	7.85526→7.87193	+0.96	timeout
06-10 06:22	ATOM	Buy	1.77164→1.77576	+0.89	timeout
06-10 04:46	AVAX	Buy	6.49642→6.65704	+16.89	timeout
06-10 04:46	DOGE	Sell	0.083997→0.0851093	-9.81	timeout
06-10 04:45	BTC	Buy	61393.1→62016.9	+6.55	timeout
06-09 18:20	APT	Sell	0.647338→0.663798	-18.46	stop_loss
06-09 18:17	ARB	Sell	0.0787903→0.0807806	-18.30	stop_loss
06-09 16:39	APT	Sell	0.672032→0.642361	+29.95	take_profit
06-09 14:08	ARB	Sell	0.0806898→0.0808202	-1.66	timeout
06-09 13:08	APT	Buy	0.648162→0.671832	+24.85	timeout
06-09 12:00	XRP	Buy	1.16859→1.15471	-8.84	timeout
06-09 11:40	BNB	Buy	603.021→596.371	-8.40	timeout
06-09 06:28	BTC	Buy	63615.2→63418.8	-2.83	timeout
06-09 00:31	AVAX	Buy	6.8207→6.64501	-18.53	stop_loss
06-09 00:24	ARB	Buy	0.0832108→0.0811191	-17.98	stop_loss
06-08 23:30	SUI	Buy	0.76087→0.756821	-4.46	timeout
06-08 23:24	XRP	Sell	1.16091→1.17179	-7.32	timeout
06-08 19:06	ATOM	Sell	1.74146→1.78534	-18.50	stop_loss
06-08 18:06	INJ	Sell	5.64069→5.78474	-18.45	stop_loss
06-08 12:57	NEAR	Sell	2.13437→2.18804	-18.27	stop_loss
06-08 10:31	ARB	Sell	0.0828293→0.0822706	+4.13	timeout
06-08 10:31	BNB	Buy	603.691→596.931	-8.52	timeout
06-08 10:31	AVAX	Sell	6.77671→6.67717	+9.66	timeout
06-08 10:31	APT	Sell	0.672232→0.670168	+1.62	timeout
06-08 10:30	ATOM	Sell	1.71197→1.74124	-12.57	timeout
06-07 08:57	BNB	Buy	573.073→598.37	+30.17	take_profit
06-07 03:29	BTC	Buy	60641→61626.9	+10.72	timeout
06-07 01:30	OP	Sell	0.0937965→0.0962321	-18.77	stop_loss
06-07 01:22	INJ	Buy	5.05606→5.28488	+31.00	take_profit
06-07 01:08	ATOM	Sell	1.6142→1.65994	-20.46	stop_loss
06-06 21:50	XRP	Sell	1.09093→1.08977	+0.03	timeout
06-06 21:26	BTC	Buy	61145.1→60847	-3.99	timeout
06-06 19:00	OP	Buy	0.0952138→0.0940965	-8.61	timeout
06-06 18:59	ATOM	Sell	1.6164→1.6138	+0.45	timeout
06-06 15:23	INJ	Buy	5.1815→5.05201	-18.12	stop_loss
06-06 12:52	ADA	Sell	0.154651→0.158609	-18.60	stop_loss
06-06 10:07	APT	Buy	0.662266→0.645715	-18.12	stop_loss
06-06 08:32	INJ	Buy	5.06747→5.29128	+30.27	take_profit
06-06 08:29	LINK	Buy	7.13998→7.45594	+30.31	take_profit
06-06 08:28	DOGE	Sell	0.0802799→0.0823017	-18.24	stop_loss
06-06 04:30	INJ	Sell	5.14721→4.91693	+30.56	take_profit
06-06 04:23	XRP	Sell	1.11352→1.06487	+29.92	take_profit
06-06 04:20	ATOM	Buy	1.62541→1.58441	-18.21	stop_loss
06-06 04:19	DOGE	Buy	0.0813883→0.0793425	-18.21	stop_loss
06-06 04:09	LTC	Buy	43.2278→42.0964	-18.81	stop_loss
06-05 23:24	ARB	Buy	0.0819305→0.0798801	-18.16	stop_loss
06-05 23:22	LINK	Buy	7.54078→7.35098	-18.26	stop_loss
06-05 20:47	SUI	Buy	0.67923→0.709013	+30.06	take_profit
06-05 20:24	ADA	Sell	0.157791→0.161741	-18.16	stop_loss
06-05 20:15	ETH	Sell	1553.14→1591.65	-17.99	stop_loss
06-05 20:15	AVAX	Sell	6.70592→6.87475	-18.26	stop_loss
06-05 19:48	NEAR	Buy	1.87847→1.96051	+29.94	take_profit

Paper vs Live

Paper (trades.jsonl)

243

closed

37%

win rate

-488.47

total pnl ($)

-28.7 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	25	56%	+84.5	+147.98
AVAX	24	46%	+24.1	+40.08
ATOM	19	26%	-135.3	-179.65
ARB	19	32%	-71.2	-94.19
ADA	18	44%	-35.4	-45.32
BTC	18	28%	-19.2	-24.18
BNB	18	33%	-1.6	-1.87
DOGE	14	50%	+21.1	+20.76
NEAR	12	42%	+4.7	+4.31
OP	12	8%	-183.2	-153.69
INJ	12	33%	-29.5	-25.01
LINK	11	45%	-31.8	-24.47
LTC	11	27%	-62.8	-48.27
ETH	10	30%	-82.0	-57.34
XRP	8	38%	-58.9	-33.15
SOL	6	50%	+46.5	+19.69
SUI	6	17%	-80.8	-34.14

Recent bounces (last 20 of 12)

time	sym	side	reason
06-26 15:17	AVAX	Sell	stale_intent
06-26 13:33	XRP	Buy	below_min_notional_skip
06-26 05:06	BNB	Buy	trigger_already_opened
06-26 02:48	APT	Buy	below_min_notional_skip
06-26 02:42	LINK	Buy	below_min_notional_skip
06-25 15:10	OP	Buy	below_min_notional_skip
06-25 14:30	BTC	Buy	below_min_notional_skip
06-25 14:27	BTC	Buy	trigger_already_opened
06-25 14:24	LINK	Buy	below_min_notional_skip
06-25 14:24	ARB	Sell	trigger_already_opened
06-25 12:37	AVAX	Buy	below_min_notional_skip
06-25 05:49	INJ	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…