xv_wide_tail_notional_5x_thr025 · strategy

782

closed trades

41%

win rate

-2916.20

total pnl ($)

0.706

weight

7d window — n=119 wr=47% pnl=-86.68 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 15:56:16 (24.7d ago) · src: canon

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

n: 782 · wr: 44.0% · total_bps: -5415.3 · mean_bps: -6.92 · sharpe: -0.05 · max_dd_bps: -7243.9

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
06-28 06:16	AVAX	Buy	6.3899→6.30027	-37.32	stop_loss
06-28 06:06	OP	Buy	0.101775→0.101215	-15.93	timeout
06-28 05:13	SUI	Sell	0.682669→0.68145	+2.03	timeout
06-28 04:36	NEAR	Sell	1.91452→1.89027	+29.16	timeout
06-28 04:07	ATOM	Sell	1.57061→1.57049	-2.10	timeout
06-28 03:31	ADA	Buy	0.145096→0.145064	-2.71	timeout
06-27 23:48	OP	Buy	0.099975→0.100585	+13.13	timeout
06-27 22:16	APT	Buy	0.585046→0.576567	-38.48	stop_loss
06-27 22:16	INJ	Buy	4.77639→4.70377	-40.26	stop_loss
06-27 20:11	XRP	Sell	1.07483→1.05556	+42.35	timeout
06-27 19:48	SUI	Sell	0.700385→0.685211	+51.88	take_profit
06-27 19:32	ADA	Buy	0.146987→0.144891	-37.65	stop_loss
06-27 18:02	APT	Buy	0.59985→0.591356	-37.74	stop_loss
06-27 17:02	OP	Buy	0.103636→0.102113	-38.95	stop_loss
06-27 16:26	NEAR	Sell	1.89003→1.91654	-37.33	stop_loss
06-27 16:15	INJ	Buy	4.90753→4.83417	-39.55	stop_loss
06-27 15:04	ARB	Buy	0.0743386→0.0751212	+23.94	timeout
06-27 14:39	ADA	Buy	0.147127→0.148253	+16.98	timeout
06-27 10:33	APT	Buy	0.602351→0.60005	-11.92	timeout
06-27 09:32	LTC	Sell	42.2554→42.8551	-37.83	stop_loss
06-27 09:17	ATOM	Buy	1.6001→1.57652	-38.87	stop_loss
06-27 08:05	ADA	Buy	0.148577→0.147443	-21.29	timeout
06-27 08:04	INJ	Buy	4.93873→5.04504	+51.60	take_profit
06-27 02:54	APT	Sell	0.597751→0.606154	-37.32	stop_loss
06-27 01:00	ADA	Buy	0.147307→0.148123	+11.55	timeout
06-27 00:33	OP	Buy	0.105906→0.104362	-38.71	stop_loss
06-27 00:32	INJ	Buy	4.91603→4.84696	-37.38	stop_loss
06-27 00:01	ETH	Buy	1578.06→1577.74	-2.73	timeout
06-26 22:04	XRP	Buy	1.05256→1.03772	-37.47	stop_loss
06-26 19:32	NEAR	Sell	1.81515→1.84078	-37.45	stop_loss
06-26 19:14	INJ	Buy	4.75709→4.86378	+53.81	take_profit
06-26 18:00	DOGE	Buy	0.0746597→0.0755751	+28.28	timeout
06-26 18:00	ETH	Buy	1569.76→1580.74	+15.14	timeout
06-26 17:48	ATOM	Sell	1.5872→1.60971	-37.78	stop_loss
06-26 13:55	SUI	Buy	0.674209→0.688808	+51.81	take_profit
06-26 10:27	INJ	Sell	4.46318→4.52639	-37.67	stop_loss
06-26 10:05	ATOM	Buy	1.6133→1.6024	-19.26	timeout
06-26 09:51	AVAX	Sell	6.30022→6.16464	+51.50	take_profit
06-26 09:51	APT	Sell	0.602949→0.589947	+51.62	take_profit
06-26 07:02	ADA	Buy	0.142276→0.145334	+51.46	take_profit
06-26 06:46	ARB	Buy	0.072188→0.0737516	+51.85	take_profit
06-26 02:13	INJ	Sell	4.28043→4.18535	+53.25	take_profit
06-26 02:11	ADA	Buy	0.143346→0.141294	-37.74	stop_loss
06-26 01:03	XRP	Buy	1.03336→1.04074	+15.66	timeout
06-26 00:01	DOGE	Buy	0.0737184→0.0749403	+39.14	timeout
06-25 17:17	APT	Buy	0.586647→0.59935	+51.93	take_profit
06-25 16:45	ADA	Buy	0.144046→0.142023	-37.37	stop_loss
06-25 13:40	SOL	Buy	68.0112→67.0694	-36.82	stop_loss
06-25 12:53	INJ	Buy	4.17414→4.26963	+54.99	take_profit
06-25 11:41	NEAR	Sell	1.96601→1.92268	+52.82	take_profit
06-25 11:18	ADA	Buy	0.149327→0.14722	-37.57	stop_loss
06-25 11:17	ATOM	Sell	1.65739→1.63161	+36.35	timeout
06-25 06:34	ADA	Buy	0.147767→0.149493	+26.85	timeout
06-25 06:21	INJ	Buy	4.27147→4.20924	-38.67	stop_loss
06-25 06:02	BNB	Buy	566.071→570.237	+16.02	timeout
06-25 04:31	ATOM	Sell	1.64189→1.64021	+0.09	timeout
06-25 04:03	APT	Sell	0.629842→0.622956	+25.13	timeout
06-25 03:00	INJ	Buy	4.22116→4.18195	-25.59	timeout
06-24 23:04	OP	Buy	0.102726→0.105164	+57.04	take_profit
06-24 20:46	ADA	Buy	0.141475→0.144524	+51.73	take_profit
06-24 20:01	SUI	Sell	0.670642→0.68022	-38.00	stop_loss
06-24 20:01	LINK	Sell	7.1814→7.28216	-37.32	stop_loss
06-24 20:01	ARB	Sell	0.0737116→0.074746	-37.36	stop_loss
06-24 17:47	BTC	Sell	60519→59192	+52.51	take_profit
06-24 16:51	SOL	Buy	67.4401→66.4568	-38.68	stop_loss
06-24 16:51	APT	Sell	0.620445→0.606552	+53.67	take_profit
06-24 16:23	OP	Sell	0.0988753→0.100325	-38.91	stop_loss
06-24 15:41	LINK	Buy	7.51158→7.40524	-37.55	stop_loss
06-24 12:01	ARB	Sell	0.0782604→0.0784596	-8.71	timeout
06-24 12:01	APT	Sell	0.644239→0.63986	+14.71	timeout
06-24 11:27	AVAX	Buy	6.4182→6.37731	-18.23	timeout
06-24 11:27	OP	Sell	0.101375→0.100605	+16.81	timeout
06-24 09:04	ATOM	Buy	1.70032→1.67644	-37.35	stop_loss
06-24 02:02	ARB	Buy	0.0789397→0.0785903	-13.05	timeout
06-24 00:27	OP	Buy	0.100005→0.102164	+51.75	take_profit
06-24 00:15	SUI	Sell	0.699735→0.709712	-37.88	stop_loss
06-23 23:55	ADA	Buy	0.149907→0.151252	+20.05	timeout
06-23 23:42	BNB	Sell	574.996→577.184	-11.64	timeout
06-23 20:01	APT	Sell	0.631142→0.64038	-38.73	stop_loss
06-23 19:30	INJ	Sell	4.50927→4.57263	-37.48	stop_loss
06-23 17:01	ADA	Buy	0.150268→0.150662	+4.35	timeout
06-23 16:48	BNB	Sell	573.477→575.234	-10.21	timeout
06-23 15:50	LTC	Buy	42.4306→41.8236	-38.00	stop_loss
06-23 14:14	ARB	Buy	0.0786897→0.0803899	+51.78	take_profit
06-23 13:43	INJ	Sell	4.57995→4.57244	+1.67	timeout
06-23 11:45	LINK	Sell	7.51922→7.62522	-37.61	stop_loss
06-23 08:28	ADA	Sell	0.154331→0.150948	+52.55	take_profit
06-23 08:15	OP	Buy	0.0985146→0.0970871	-38.48	stop_loss
06-23 06:20	ATOM	Buy	1.78275→1.75768	-37.37	stop_loss
06-23 06:15	SUI	Buy	0.703646→0.69349	-38.33	stop_loss
06-23 06:07	INJ	Buy	4.67047→4.60295	-38.34	stop_loss
06-23 04:06	SOL	Sell	71.9032→71.8778	-1.56	timeout
06-23 01:59	ATOM	Buy	1.79655→1.79135	-9.42	timeout
06-23 00:33	APT	Sell	0.662634→0.658965	+11.62	timeout
06-23 00:26	SUI	Sell	0.724399→0.716529	+24.86	timeout
06-22 22:38	ADA	Buy	0.15935→0.157082	-37.75	stop_loss
06-22 20:31	OP	Sell	0.102194→0.101555	+13.47	timeout
06-22 19:07	AVAX	Buy	6.32598→6.23632	-37.66	stop_loss
06-22 14:37	ADA	Buy	0.16195→0.15961	-38.28	stop_loss
06-22 11:04	OP	Buy	0.101585→0.102084	+9.91	timeout

Paper vs Live

Paper (trades.jsonl)

782

closed

41%

win rate

-2916.20

total pnl ($)

-14.9 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 ($)
ADA	96	41%	-17.0	-406.69
APT	88	39%	-13.8	-305.48
OP	87	45%	-8.4	-182.15
INJ	82	46%	+3.1	+61.84
ATOM	79	34%	-29.0	-571.43
ARB	69	49%	-4.5	-78.65
NEAR	64	31%	-47.3	-758.33
AVAX	36	39%	-0.3	-3.74
SUI	36	39%	-22.8	-206.76
LTC	23	52%	+11.7	+65.95
LINK	23	30%	-44.3	-255.21
DOGE	23	57%	+12.5	+71.12
BNB	21	38%	-6.7	-35.33
SOL	20	40%	-37.8	-188.96
XRP	19	53%	+4.0	+19.22
ETH	9	11%	-88.5	-199.44
BTC	7	71%	+33.3	+57.83

Recent bounces (last 20 of 8)

time	sym	side	reason
06-28 05:44	INJ	Buy	circuit_breaker
06-28 05:33	ADA	Buy	circuit_breaker
06-28 04:29	AVAX	Buy	circuit_breaker
06-28 02:07	OP	Buy	circuit_breaker
06-28 01:15	SUI	Sell	circuit_breaker
06-28 00:38	NEAR	Sell	circuit_breaker
06-28 00:11	ATOM	Sell	circuit_breaker
06-27 21:17	INJ	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…