xv_wide_tail_horizon_12h

not live
392
closed trades
42%
win rate
-1044.68
total pnl ($)
1.315
weight
7d window — n=66 wr=45% pnl=+17.16  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 15:31:38 (23.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_xv_funding_wide_tail_siblings
n: 446  ·  wr: 38.8%  ·  total_bps: -3045.3  ·  mean_bps: -6.83  ·  sharpe: -0.04  ·  max_dd_bps: -5767.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19ARBSell0.0739615→0.0707377+64.13take_profit
06-26 12:03ARBSell0.0733217→0.0714479+37.21timeout
06-26 12:03AVAXSell6.23154→6.13383+21.96timeout
06-26 07:00ADABuy0.141725→0.144884+32.14timeout
06-26 04:04ATOMSell1.62199→1.64031-18.06timeout
06-26 02:04XRPBuy1.02686→1.03044+3.92timeout
06-25 17:20APTSell0.585354→0.60085-41.09stop_loss
06-25 13:53BNBBuy560.88→546.72-39.27stop_loss
06-25 13:46ADABuy0.147717→0.143902-40.20stop_loss
06-25 13:45NEARSell1.96911→1.88327+63.99take_profit
06-25 13:44AVAXBuy6.36629→6.20724-38.82stop_loss
06-25 12:35ATOMSell1.63989→1.6089+26.46timeout
06-25 11:17ATOMBuy1.66982→1.62778-38.93stop_loss
06-25 11:02INJBuy4.22856→4.20465-9.78timeout
06-25 05:29OPBuy0.103616→0.108133+63.92take_profit
06-25 04:03ATOMSell1.63679→1.64621-10.41timeout
06-24 22:00ADABuy0.141635→0.147813+64.17take_profit
06-24 20:49SUISell0.671212→0.688016-38.97stop_loss
06-24 20:06ARBSell0.0737316→0.0756467-40.34stop_loss
06-24 17:48SOLBuy66.3149→64.6699-38.55stop_loss
06-24 17:45LTCBuy40.5131→39.4914-39.18stop_loss
06-24 17:22APTSell0.615446→0.588647+63.93take_profit
06-24 16:51LINKBuy7.44916→7.26025-39.36stop_loss
06-24 16:51AVAXBuy6.29787→6.1272-42.05stop_loss
06-24 16:51OPSell0.101175→0.0967442+63.85take_profit
06-24 15:38ARBBuy0.0779695→0.076003-39.15stop_loss
06-24 13:30ATOMSell1.69138→1.6171+64.45take_profit
06-24 12:14APTSell0.648738→0.64166+15.01timeout
06-24 10:10ADABuy0.152738→0.148898-38.83stop_loss
06-24 10:01ARBBuy0.0788897→0.0782304-14.04timeout
06-24 04:24ATOMBuy1.72513→1.68154-38.98stop_loss
06-24 03:04LTCBuy42.3626→41.9335-16.51timeout
06-24 01:01ADABuy0.150218→0.152682+23.04timeout
06-23 21:01BNBSell573.866→575.934-7.14timeout
06-23 20:28INJSell4.52727→4.59215-23.21timeout
06-23 20:21SOLBuy68.7403→68.8947+2.37timeout
06-23 08:24ATOMBuy1.77554→1.7304-39.30stop_loss
06-23 08:24AVAXBuy6.20215→6.04716-38.63stop_loss
06-23 08:17OPBuy0.0983946→0.095918-39.13stop_loss
06-23 08:15SOLSell71.9212→68.7653+64.15take_profit
06-23 06:21ARBSell0.0830692→0.0793498+65.64take_profit
06-23 06:20ADABuy0.15963→0.155563-39.43stop_loss
06-23 04:27OPSell0.102184→0.101125+14.42timeout
06-22 19:04INJBuy4.89102→4.84159-16.08timeout
06-22 18:02ADABuy0.16045→0.1595-9.84timeout
06-22 18:01APTBuy0.666867→0.669533+4.42timeout
06-22 16:14ATOMBuy1.78905→1.79865+6.85timeout
06-22 11:04SUIBuy0.695284→0.709842+29.83timeout
06-22 06:23ATOMBuy1.76574→1.80365+30.91timeout
06-22 04:02INJSell4.98305→4.89692+24.55timeout
06-21 23:55ADABuy0.16073→0.156682-38.69stop_loss
06-21 22:11ATOMBuy1.78645→1.76016-23.54timeout
06-21 21:41OPSell0.102564→0.100825+23.99timeout
06-21 16:10ATOMBuy1.78265→1.76756-14.17timeout
06-21 08:53ATOMBuy1.79515→1.77586-17.09timeout
06-21 04:00ADABuy0.16173→0.162519+5.96timeout
06-21 04:00OPBuy0.101385→0.103994+37.23timeout
06-21 03:15INJBuy5.01345→5.02624+2.64timeout
06-21 02:52ATOMBuy1.78545→1.78675-0.24timeout
06-20 16:04ARBSell0.0828993→0.0837609-16.95timeout
06-20 15:08ADABuy0.162161→0.16164-6.12timeout
06-20 14:01INJSell5.09693→4.96914+35.91timeout
06-20 12:09NEARSell2.18525→2.14334+27.11timeout
06-20 10:12ATOMBuy1.80255→1.79605-6.56timeout
06-20 03:43ADABuy0.16189→0.162229+1.67timeout
06-19 20:01LINKSell7.84374→7.88927-10.04timeout
06-19 16:00ADABuy0.16192→0.1615-5.35timeout
06-19 13:29OPSell0.101465→0.104038-39.40stop_loss
06-19 12:19ATOMBuy1.81215→1.81415+0.41timeout
06-19 12:03APTSell0.64074→0.625156+34.98timeout
06-19 06:01ATOMBuy1.78365→1.81085+21.80timeout
06-19 03:39INJSell5.34306→5.11008+64.12take_profit
06-19 03:15OPBuy0.105996→0.103282-39.78stop_loss
06-18 20:04INJSell5.14771→5.28116-40.31stop_loss
06-18 20:01OPBuy0.104416→0.109123+66.19take_profit
06-18 17:27NEARBuy2.21675→2.16118-38.96stop_loss
06-18 15:44ADABuy0.164751→0.160609-39.00stop_loss
06-18 15:40ARBBuy0.0846812→0.082558-38.92stop_loss
06-18 15:23APTBuy0.651863→0.635223-39.59stop_loss
06-18 15:17ADABuy0.167062→0.162878-38.88stop_loss
06-18 14:15ADABuy0.167652→0.164049-33.61timeout
06-18 10:08ATOMBuy1.85836→1.81144-39.23stop_loss
06-18 10:05ARBBuy0.084201→0.0853787+19.40timeout
06-18 09:45OPBuy0.104286→0.108923+65.27take_profit
06-18 08:05ADABuy0.166242→0.166048-3.32timeout
06-18 05:03AVAXBuy6.75939→6.58975-38.81stop_loss
06-18 05:01OPBuy0.107117→0.104432-39.10stop_loss
06-18 00:01OPBuy0.107047→0.108793+22.89timeout
06-17 22:03INJSell5.54711→5.30453+64.26take_profit
06-17 20:41ATOMSell1.96481→1.92848+25.97timeout
06-17 20:06INJSell5.50632→5.41875+22.55timeout
06-17 18:05NEARSell2.3826→2.27757+64.81take_profit
06-17 15:48APTBuy0.662166→0.691227+64.41take_profit
06-17 08:03ADABuy0.172393→0.170867-14.85timeout
06-17 04:04ATOMSell1.9847→1.9995-12.75timeout
06-17 02:00APTSell0.666233→0.683012-38.94stop_loss
06-16 20:38ARBSell0.0866983→0.0858715+12.65timeout
06-16 20:01ATOMSell1.9878→1.9908-3.66timeout
06-16 18:05OPBuy0.106887→0.108263+18.11timeout
06-16 14:32ADABuy0.177674→0.17319-39.20stop_loss

Paper vs Live

Paper (trades.jsonl)
392
closed
42%
win rate
-1044.68
total pnl ($)
-17.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ATOM5847%-1.1-9.84
OP5740%-9.1-77.60
INJ5235%-36.8-288.67
ADA5141%-33.9-260.29
APT4544%-14.7-101.31
NEAR3429%-80.9-413.40
ARB3358%+50.5+248.95
AVAX1638%-102.8-246.74
SUI1118%-122.6-202.77
SOL875%+113.1+135.77
LINK729%-35.3-36.91
DOGE683%+220.7+198.13
BNB560%+115.8+85.95
LTC425%+10.3+6.21
XRP333%-124.5-55.88
BTC10%-94.0-14.22
ETH10%-80.1-12.07

Recent bounces (last 20 of 18)

timesymsidereason
06-26 16:31ATOMSellstale_intent
06-26 06:21ATOMBuytrigger_already_opened
06-26 06:19ATOMBuytrigger_already_opened
06-25 19:03ADABuybelow_min_notional_skip
06-25 13:07AVAXBuybelow_min_notional_skip
06-25 11:17BNBBuybelow_min_notional_skip
06-25 08:03NEARSelltrigger_already_opened
06-24 19:06SUISelltrigger_already_opened
06-24 19:06ARBSelltrigger_already_opened
06-24 19:06ADABuytrigger_already_opened
06-24 17:27SOLBuybelow_min_notional_skip
06-24 16:18ATOMSellstale_intent
06-24 16:18APTSelltrigger_already_opened
06-24 14:16LINKBuybelow_min_notional_skip
06-24 14:16AVAXBuybelow_min_notional_skip
06-24 13:19ARBBuystale_intent
06-24 13:19ARBBuystale_intent
06-24 07:47OPSelltrigger_already_opened

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems