xv_wide_tail_extreme_thresh_040 · strategy

353

closed trades

41%

win rate

-1090.65

total pnl ($)

2.500

weight

7d window — n=60 wr=43% pnl=+235.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 15:31:37 (24.0d ago) · src: canon

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

n: 367 · wr: 44.4% · total_bps: +428.8 · mean_bps: +1.17 · sharpe: +0.01 · max_dd_bps: -5278.4

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 13:06	INJ	Buy	4.88122→4.84839	-15.15	timeout
06-27 11:19	INJ	Buy	5.02636→4.89962	-52.20	stop_loss
06-27 11:15	OP	Buy	0.105606→0.102933	-52.04	stop_loss
06-27 04:19	ATOM	Sell	1.5876→1.5909	-6.13	timeout
06-27 02:21	INJ	Buy	4.73898→4.94706	+85.90	take_profit
06-26 23:07	APT	Buy	0.588847→0.59875	+31.54	timeout
06-26 20:00	SUI	Buy	0.674058→0.703464	+85.20	take_profit
06-26 17:28	ARB	Buy	0.0715479→0.0746613	+85.17	take_profit
06-26 04:03	ATOM	Sell	1.62029→1.64131	-27.44	timeout
06-26 03:00	AVAX	Buy	6.11463→5.997	-39.98	timeout
06-26 02:13	ADA	Buy	0.143396→0.139695	-53.26	stop_loss
06-26 02:12	APT	Buy	0.591148→0.576168	-52.41	stop_loss
06-26 02:03	XRP	Buy	1.02676→1.03034	+5.29	timeout
06-25 17:20	APT	Sell	0.585354→0.60085	-54.78	stop_loss
06-25 13:51	INJ	Sell	4.28063→4.08052	+91.52	take_profit
06-25 13:46	ADA	Buy	0.147717→0.143902	-53.50	stop_loss
06-25 13:45	NEAR	Sell	1.97041→1.88397	+85.91	take_profit
06-25 12:23	ATOM	Buy	1.65201→1.60799	-54.71	stop_loss
06-25 11:03	INJ	Buy	4.23756→4.18895	-24.83	timeout
06-25 05:31	OP	Buy	0.103676→0.108193	+85.18	take_profit
06-25 04:04	ATOM	Sell	1.63179→1.64611	-19.93	timeout
06-24 22:00	ADA	Buy	0.141635→0.147813	+85.56	take_profit
06-24 21:37	NEAR	Sell	1.91272→1.96067	-51.94	stop_loss
06-24 17:47	AVAX	Buy	6.15304→5.999	-51.89	stop_loss
06-24 17:22	ATOM	Sell	1.67608→1.6031	+84.91	take_profit
06-24 17:22	APT	Sell	0.614746→0.587947	+85.34	take_profit
06-24 16:51	OP	Sell	0.101095→0.0965541	+87.41	take_profit
06-24 12:22	APT	Sell	0.647238→0.64076	+18.23	timeout
06-24 10:10	ADA	Buy	0.151268→0.147479	-51.77	stop_loss
06-24 09:36	ADA	Buy	0.150598→0.150212	-6.86	timeout
06-24 03:14	ADA	Buy	0.150678→0.152512	+22.25	timeout
06-24 03:05	LTC	Buy	42.3626→41.9445	-21.47	timeout
06-24 02:02	BNB	Sell	575.496→579.175	-14.28	timeout
06-23 21:02	INJ	Sell	4.59075→4.59905	-5.78	timeout
06-23 20:23	SOL	Buy	68.4553→68.9567	+13.32	timeout
06-23 08:24	ATOM	Buy	1.77794→1.7314	-53.95	stop_loss
06-23 08:24	SUI	Buy	0.693493→0.675853	-52.61	stop_loss
06-23 06:21	ARB	Sell	0.0830292→0.0793198	+87.35	take_profit
06-23 06:20	OP	Buy	0.101115→0.0985361	-53.02	stop_loss
06-23 06:20	ADA	Buy	0.15959→0.155593	-51.68	stop_loss
06-22 18:06	APT	Buy	0.666467→0.670232	+9.20	timeout
06-22 16:23	ATOM	Buy	1.79545→1.80175	+5.36	timeout
06-22 15:00	OP	Buy	0.101165→0.104164	+57.18	timeout
06-22 12:00	SUI	Buy	0.710948→0.742074	+85.69	take_profit
06-22 11:11	ADA	Buy	0.15841→0.16116	+32.90	timeout
06-22 07:30	ATOM	Buy	1.77234→1.80425	+33.90	timeout
06-22 04:03	INJ	Sell	4.98565→4.89282	+35.45	timeout
06-22 01:11	ATOM	Buy	1.77764→1.77076	-9.72	timeout
06-21 22:30	ADA	Buy	0.162131→0.158051	-52.04	stop_loss
06-21 21:09	NEAR	Sell	2.19805→2.10223	+85.39	take_profit
06-21 19:02	ATOM	Buy	1.78125→1.77266	-11.74	timeout
06-21 10:24	ADA	Buy	0.163051→0.162369	-10.06	timeout
06-21 09:05	ATOM	Buy	1.79995→1.77995	-23.75	timeout
06-21 08:59	APT	Sell	0.645039→0.661396	-52.38	stop_loss
06-21 03:17	INJ	Buy	5.00285→5.01855	+4.67	timeout
06-21 02:59	ATOM	Buy	1.78565→1.78575	-1.59	timeout
06-20 22:24	OP	Sell	0.101165→0.103788	-53.63	stop_loss
06-20 20:48	ATOM	Buy	1.79645→1.79815	-0.01	timeout
06-20 16:43	NEAR	Sell	2.13787→2.19154	-52.10	stop_loss
06-20 16:01	APT	Buy	0.624256→0.635241	+33.97	timeout
06-20 12:11	NEAR	Sell	2.17796→2.13993	+32.69	timeout
06-20 12:02	OP	Buy	0.104436→0.101734	-53.16	stop_loss
06-20 04:12	ADA	Buy	0.16173→0.162289	+5.04	timeout
06-19 16:01	NEAR	Buy	2.12773→2.16646	+34.30	timeout
06-19 16:01	ADA	Buy	0.16148→0.16158	-0.63	timeout
06-19 13:41	APT	Sell	0.618645→0.634576	-53.32	stop_loss
06-19 13:22	OP	Sell	0.101275→0.103818	-52.05	stop_loss
06-19 12:06	ATOM	Buy	1.80915→1.81125	+0.67	timeout
06-19 06:00	ATOM	Buy	1.78455→1.81085	+28.25	timeout
06-19 03:15	OP	Buy	0.105776→0.103003	-54.28	stop_loss
06-18 20:32	OP	Buy	0.104736→0.109343	+86.05	take_profit
06-18 20:03	INJ	Sell	5.13891→5.27335	-54.21	stop_loss
06-18 15:37	SUI	Buy	0.742566→0.723917	-52.29	stop_loss
06-18 13:47	APT	Buy	0.653063→0.636522	-52.46	stop_loss
06-18 13:47	ADA	Buy	0.167752→0.163547	-52.11	stop_loss
06-18 10:11	ATOM	Buy	1.85416→1.80614	-53.60	stop_loss
06-18 09:45	OP	Buy	0.104086→0.108883	+90.28	take_profit
06-18 08:10	ADA	Buy	0.166242→0.166948	+6.62	timeout
06-18 00:01	OP	Buy	0.107117→0.108673	+26.95	timeout
06-17 20:10	ATOM	Sell	1.97381→1.93528	+36.63	timeout
06-17 20:04	INJ	Sell	5.51672→5.40395	+39.15	timeout
06-17 15:48	APT	Buy	0.661265→0.690027	+85.09	take_profit
06-17 08:03	ADA	Buy	0.172393→0.170867	-19.80	timeout
06-17 06:31	APT	Buy	0.682671→0.665201	-53.06	stop_loss
06-17 02:05	APT	Sell	0.667333→0.684513	-53.04	stop_loss
06-17 01:49	ARB	Sell	0.0855486→0.0877057	-52.19	stop_loss
06-16 22:06	ARB	Sell	0.0866083→0.0856914	+19.01	timeout
06-16 20:06	ATOM	Sell	1.9887→1.9917	-4.83	timeout
06-16 18:05	OP	Buy	0.106777→0.108263	+26.23	timeout
06-16 14:33	ADA	Buy	0.177344→0.17288	-52.11	stop_loss
06-16 14:32	NEAR	Sell	2.43789→2.33058	+86.27	take_profit
06-16 12:05	ARB	Sell	0.0861185→0.0865216	-11.92	timeout
06-16 04:04	OP	Sell	0.110922→0.108367	+44.56	timeout
06-16 04:04	ATOM	Sell	1.9979→1.95619	+39.33	timeout
06-16 02:28	ADA	Buy	0.179955→0.175438	-52.06	stop_loss
06-16 02:14	AVAX	Buy	6.95104→6.77711	-51.66	stop_loss
06-15 23:01	LTC	Sell	45.6096→45.6394	-2.81	timeout
06-15 12:45	ATOM	Sell	1.9897→2.02191	-34.01	timeout
06-15 11:26	APT	Sell	0.67993→0.697423	-52.97	stop_loss
06-15 10:54	INJ	Sell	5.1956→5.34971	-60.86	stop_loss

Paper vs Live

Paper (trades.jsonl)

353

closed

41%

win rate

-1090.65

total pnl ($)

-15.3 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 ($)
OP	58	38%	-6.8	-76.88
ATOM	53	45%	-5.7	-60.90
APT	51	35%	-46.6	-476.40
ADA	44	43%	-21.9	-192.62
INJ	43	44%	+21.0	+178.51
NEAR	37	32%	-45.1	-335.66
ARB	22	55%	+40.9	+177.17
SUI	14	21%	-88.4	-248.05
AVAX	14	50%	-2.3	-7.18
SOL	4	50%	-111.4	-87.82
LTC	3	0%	-56.9	-33.81
LINK	3	67%	+94.6	+56.13
BNB	3	67%	+146.9	+88.10
XRP	2	50%	-116.5	-46.50
DOGE	1	0%	-41.3	-8.17
ETH	1	0%	-82.5	-16.57

Recent bounces (last 20 of 3)

time	sym	side	reason
06-27 14:21	ATOM	Buy	circuit_breaker
06-27 14:21	APT	Buy	circuit_breaker
06-27 10:44	ADA	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…