xv_wide_tail_spread_015 · strategy

1026

closed trades

42%

win rate

-1635.01

total pnl ($)

0.250

weight

7d window — n=179 wr=44% pnl=-201.49 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 15:56:16 (24.4d ago) · src: canon

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

n: 1112 · wr: 44.7% · total_bps: -8443.2 · mean_bps: -7.59 · sharpe: -0.06 · max_dd_bps: -10601.3

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
06-27 23:45	SUI	Sell	0.690827→0.686061	+8.92	timeout
06-27 22:16	APT	Buy	0.584946→0.576567	-22.83	stop_loss
06-27 22:16	ADA	Buy	0.145546→0.143452	-22.83	stop_loss
06-27 22:16	INJ	Buy	4.76859→4.70067	-22.71	stop_loss
06-27 22:07	BNB	Buy	562.701→556.491	-17.86	timeout
06-27 20:47	LINK	Sell	7.43724→7.33533	+19.25	timeout
06-27 19:32	DOGE	Buy	0.0756639→0.074582	-22.81	stop_loss
06-27 18:06	ADA	Buy	0.147887→0.146283	-17.40	timeout
06-27 17:43	SUI	Sell	0.706133→0.704966	+1.09	timeout
06-27 17:26	APT	Buy	0.60095→0.592455	-22.62	stop_loss
06-27 17:02	OP	Buy	0.103256→0.101754	-23.17	stop_loss
06-27 16:26	NEAR	Sell	1.89013→1.91694	-22.65	stop_loss
06-27 15:30	OP	Sell	0.103304→0.103156	+0.73	timeout
06-27 15:06	ARB	Buy	0.0741985→0.0752412	+19.65	timeout
06-27 12:21	ADA	Buy	0.147347→0.146863	-6.22	timeout
06-27 12:14	NEAR	Sell	1.80655→1.81555	-8.78	timeout
06-27 12:03	BNB	Sell	565.079→562.681	+5.05	timeout
06-27 09:32	LTC	Sell	42.2604→42.8551	-22.52	stop_loss
06-27 09:05	OP	Sell	0.104564→0.104746	-4.10	timeout
06-27 05:59	APT	Buy	0.596449→0.603749	+16.93	timeout
06-27 05:54	ADA	Buy	0.147927→0.147743	-3.27	timeout
06-27 05:54	LINK	Sell	7.34666→7.37054	-6.26	timeout
06-27 04:05	LTC	Sell	41.8125→42.4018	-22.65	stop_loss
06-27 02:40	ARB	Sell	0.0743714→0.0754365	-22.79	stop_loss
06-26 23:01	DOGE	Buy	0.0750508→0.0756411	+10.39	timeout
06-26 23:00	ADA	Buy	0.146617→0.148003	+12.78	timeout
06-26 23:00	ETH	Buy	1571.36→1577.14	+4.21	timeout
06-26 22:47	INJ	Buy	4.73388→4.83639	+31.14	take_profit
06-26 22:06	BNB	Buy	568.212→566.308	-6.45	timeout
06-26 19:40	SUI	Buy	0.695794→0.699755	+7.11	timeout
06-26 16:00	ARB	Buy	0.0724481→0.0740515	+31.83	take_profit
06-26 16:00	BTC	Buy	59185→60483	+31.51	take_profit
06-26 15:37	DOGE	Buy	0.0735494→0.0751332	+30.89	take_profit
06-26 15:25	INJ	Sell	4.59175→4.65829	-23.08	stop_loss
06-26 14:00	XRP	Buy	1.01785→1.04074	+32.38	take_profit
06-26 13:57	ETH	Buy	1536.35→1569.84	+31.34	take_profit
06-26 13:19	APT	Buy	0.585146→0.576667	-23.05	stop_loss
06-26 10:04	DOGE	Buy	0.0741015→0.0739365	-4.77	timeout
06-26 10:03	ATOM	Buy	1.6116→1.602	-10.36	timeout
06-26 10:01	ARB	Buy	0.0728982→0.0718761	-22.40	stop_loss
06-26 09:51	OP	Sell	0.107563→0.105246	+30.93	take_profit
06-26 08:34	ADA	Buy	0.146477→0.144402	-22.60	stop_loss
06-26 07:13	APT	Buy	0.589447→0.602149	+30.98	take_profit
06-26 06:39	AVAX	Buy	6.08182→6.21325	+31.06	take_profit
06-26 03:53	ETH	Buy	1521.05→1554.24	+31.39	take_profit
06-26 02:16	LTC	Sell	40.9258→40.026	+31.63	take_profit
06-26 02:12	INJ	Buy	4.30087→4.23812	-23.20	stop_loss
06-26 02:12	BTC	Buy	59778→58964.6	-21.74	stop_loss
06-26 02:11	ADA	Buy	0.143176→0.141154	-22.47	stop_loss
06-26 01:27	APT	Sell	0.597651→0.584246	+32.15	take_profit
06-25 23:48	XRP	Buy	1.03126→1.04294	+15.73	timeout
06-25 22:03	ATOM	Sell	1.6096→1.6042	+3.74	timeout
06-25 21:35	AVAX	Sell	6.14516→6.23207	-22.56	stop_loss
06-25 21:34	OP	Buy	0.101295→0.103624	+33.09	take_profit
06-25 20:21	DOGE	Buy	0.0736924→0.0738155	+1.08	timeout
06-25 18:47	ARB	Buy	0.0735184→0.0724756	-22.62	stop_loss
06-25 18:47	ADA	Buy	0.143816→0.141784	-22.55	stop_loss
06-25 17:15	SUI	Sell	0.67933→0.688886	-22.44	stop_loss
06-25 17:15	LTC	Sell	40.4399→41.0117	-22.54	stop_loss
06-25 16:20	APT	Buy	0.581645→0.594251	+31.20	take_profit
06-25 15:15	XRP	Buy	1.03776→1.02303	-22.61	stop_loss
06-25 14:33	BTC	Buy	58987.9→60280	+31.51	take_profit
06-25 14:33	AVAX	Buy	6.07602→6.20685	+30.95	take_profit
06-25 13:41	ADA	Buy	0.147757→0.145651	-22.73	stop_loss
06-25 13:27	OP	Sell	0.105224→0.10672	-22.70	stop_loss
06-25 12:53	INJ	Buy	4.17134→4.26233	+31.39	take_profit
06-25 12:08	XRP	Sell	1.08343→1.07087	+16.03	timeout
06-25 12:08	LINK	Sell	7.52252→7.43446	+16.17	timeout
06-25 11:13	NEAR	Sell	1.95971→1.93408	+18.09	timeout
06-25 09:03	OP	Buy	0.107017→0.107803	+9.64	timeout
06-25 09:01	ATOM	Buy	1.67332→1.64976	-22.34	stop_loss
06-25 06:32	APT	Buy	0.626257→0.630542	+8.91	timeout
06-25 06:21	INJ	Buy	4.26927→4.20924	-22.45	stop_loss
06-25 05:24	SOL	Buy	67.6772→69.1496	+31.29	take_profit
06-25 03:06	ATOM	Buy	1.64881→1.64099	-8.32	timeout
06-25 03:02	INJ	Buy	4.23236→4.17965	-20.10	timeout
06-25 02:42	BNB	Buy	562.941→565.259	+4.75	timeout
06-25 02:01	ARB	Sell	0.0768608→0.076009	+15.29	timeout
06-25 01:08	SOL	Buy	67.2811→67.4289	+1.98	timeout
06-24 20:21	ETH	Sell	1595.04→1616.97	-21.98	stop_loss
06-24 20:17	APT	Sell	0.614246→0.622867	-22.40	stop_loss
06-24 20:13	AVAX	Buy	6.12253→6.25424	+30.91	take_profit
06-24 20:06	ADA	Buy	0.140445→0.143534	+31.67	take_profit
06-24 20:01	SUI	Sell	0.672722→0.682151	-22.41	stop_loss
06-24 19:03	OP	Buy	0.0978545→0.099965	+30.99	take_profit
06-24 17:25	LTC	Buy	40.4581→39.8841	-22.63	stop_loss
06-24 16:51	DOGE	Buy	0.0747737→0.0736847	-23.17	stop_loss
06-24 16:47	SUI	Sell	0.685629→0.670688	+31.16	take_profit
06-24 16:04	BNB	Buy	568.002→559.94	-22.61	stop_loss
06-24 15:46	ARB	Sell	0.0771207→0.0754589	+30.95	take_profit
06-24 15:42	SOL	Buy	68.6973→67.7429	-22.19	stop_loss
06-24 13:27	ATOM	Sell	1.65639→1.62051	+31.10	take_profit
06-24 13:11	ETH	Buy	1675.87→1652.81	-21.99	stop_loss
06-24 13:10	AVAX	Buy	6.4142→6.32345	-22.57	stop_loss
06-24 13:05	LTC	Sell	42.0695→42.0695	-1.36	timeout
06-24 11:49	NEAR	Sell	1.95731→1.98479	-22.38	stop_loss
06-24 11:07	INJ	Buy	4.46522→4.4024	-22.42	stop_loss
06-24 10:51	AVAX	Buy	6.4162→6.3953	-6.26	timeout
06-24 08:18	ATOM	Sell	1.69338→1.69302	-1.12	timeout
06-24 08:06	INJ	Sell	4.51277→4.51873	-3.42	timeout

Paper vs Live

Paper (trades.jsonl)

1026

closed

42%

win rate

-1635.01

total pnl ($)

-10.5 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	100	43%	-9.4	-142.14
ADA	97	39%	-15.0	-217.42
ATOM	96	44%	-19.2	-277.40
ARB	83	51%	+5.4	+66.75
OP	83	48%	+13.4	+166.66
INJ	73	40%	-15.7	-174.03
AVAX	62	39%	-7.2	-67.37
SUI	61	41%	-18.3	-169.02
NEAR	54	31%	-41.1	-333.80
BNB	51	41%	-15.3	-118.24
SOL	49	43%	-10.8	-80.68
DOGE	45	56%	+10.6	+70.10
LTC	40	28%	-41.5	-250.33
XRP	40	38%	-11.6	-70.41
LINK	36	50%	+9.3	+50.08
BTC	29	41%	-1.4	-6.52
ETH	27	44%	-20.0	-81.23

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 00:10	LINK	Sell	circuit_breaker
06-27 23:19	ATOM	Sell	circuit_breaker
06-27 21:10	INJ	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…