xv_wide_tail_spread_020 · strategy

770

closed trades

39%

win rate

-1993.41

total pnl ($)

0.250

weight

7d window — n=149 wr=42% pnl=-264.09 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 15:56:16 (18.7d ago) · src: canon

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

n: 941 · wr: 44.8% · total_bps: -6574.7 · mean_bps: -6.99 · sharpe: -0.06 · max_dd_bps: -7705.0

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
06-22 08:02	ATOM	Buy	1.77364→1.79775	+18.96	timeout
06-22 07:42	APT	Buy	0.660865→0.672632	+25.37	timeout
06-22 02:01	BTC	Buy	63664.2→64524.8	+18.89	timeout
06-22 01:26	SUI	Buy	0.696004→0.711452	+31.93	take_profit
06-22 01:18	INJ	Sell	4.86098→4.9326	-23.41	stop_loss
06-22 01:03	LINK	Sell	7.80505→7.91493	-22.49	stop_loss
06-22 00:57	ARB	Sell	0.0820295→0.0831924	-22.65	stop_loss
06-21 23:55	ADA	Buy	0.15837→0.156143	-22.41	stop_loss
06-21 23:48	ATOM	Buy	1.77014→1.75076	-17.77	timeout
06-21 21:09	ADA	Buy	0.16201→0.16017	-18.39	timeout
06-21 20:33	ARB	Sell	0.0837591→0.0834809	+3.67	timeout
06-21 20:03	INJ	Sell	4.98565→4.94834	+9.82	timeout
06-21 20:03	ETH	Buy	1729.37→1732.23	+1.11	timeout
06-21 17:50	ATOM	Buy	1.77364→1.76356	-9.90	timeout
06-21 16:34	NEAR	Sell	2.19805→2.15074	+30.93	take_profit
06-21 16:06	DOGE	Buy	0.0831588→0.0833422	+1.97	timeout
06-21 14:58	OP	Sell	0.102544→0.102866	-6.02	timeout
06-21 14:17	ADA	Buy	0.162251→0.1612	-11.09	timeout
06-21 14:16	LTC	Sell	45.0917→45.1113	-1.97	timeout
06-21 11:45	ATOM	Buy	1.77954→1.77306	-6.77	timeout
06-21 10:57	APT	Buy	0.665566→0.656108	-22.67	stop_loss
06-21 10:24	ARB	Sell	0.0835791→0.0847635	-22.57	stop_loss
06-21 10:10	INJ	Sell	4.99185→5.06279	-22.68	stop_loss
06-21 05:46	ATOM	Buy	1.79255→1.77776	-13.67	timeout
06-21 05:15	ADA	Buy	0.162241→0.15995	-22.52	stop_loss
06-21 05:04	OP	Buy	0.104206→0.102703	-22.97	stop_loss
06-21 04:54	ARB	Buy	0.084091→0.0833292	-14.92	timeout
06-21 04:03	DOGE	Sell	0.0836021→0.0836509	-2.26	timeout
06-21 03:05	SUI	Buy	0.713508→0.708673	-11.59	timeout
06-21 03:01	AVAX	Buy	6.23736→6.22534	-4.31	timeout
06-21 01:38	APT	Sell	0.644939→0.65399	-22.43	stop_loss
06-21 00:02	ADA	Buy	0.16136→0.162959	+13.58	timeout
06-20 23:05	ATOM	Buy	1.79505→1.80255	+4.85	timeout
06-20 22:28	OP	Buy	0.101755→0.104174	+34.29	take_profit
06-20 21:13	NEAR	Sell	2.13956→2.16983	-22.59	stop_loss
06-20 18:00	ADA	Buy	0.16116→0.16095	-3.35	timeout
06-20 17:36	INJ	Buy	5.01705→4.94629	-22.45	stop_loss
06-20 17:35	APT	Buy	0.635959→0.62683	-22.88	stop_loss
06-20 17:02	ATOM	Buy	1.78045→1.78075	-1.02	timeout
06-20 16:05	OP	Sell	0.101245→0.101145	-0.70	timeout
06-20 14:05	NEAR	Sell	2.15306→2.10663	+30.98	take_profit
06-20 11:11	NEAR	Sell	2.14376→2.12543	+11.36	timeout
06-20 11:00	ADA	Buy	0.163691→0.163019	-7.46	timeout
06-20 11:00	INJ	Sell	5.10072→5.08257	+3.97	timeout
06-20 11:00	ATOM	Buy	1.80195→1.78725	-13.47	timeout
06-20 09:45	APT	Sell	0.633242→0.642281	-22.81	stop_loss
06-20 07:15	AVAX	Sell	5.97261→6.06274	-23.99	stop_loss
06-20 06:30	OP	Buy	0.104426→0.102893	-23.38	stop_loss
06-20 04:14	ARB	Sell	0.083869→0.0829707	+14.47	timeout
06-20 04:14	INJ	Sell	5.11612→5.06287	+14.21	timeout
06-20 04:09	NEAR	Sell	2.18195→2.16314	+11.53	timeout
06-20 01:57	ATOM	Buy	1.80095→1.79165	-9.00	timeout
06-20 01:36	AVAX	Sell	5.88733→5.97018	-22.51	stop_loss
06-19 22:38	ADA	Buy	0.16118→0.16125	-0.63	timeout
06-19 20:33	OP	Sell	0.103074→0.100815	+31.36	take_profit
06-19 20:04	BNB	Sell	578.435→579.925	-5.32	timeout
06-19 19:26	APT	Sell	0.63894→0.625056	+31.30	take_profit
06-19 17:54	AVAX	Sell	6.17096→6.03691	+31.26	take_profit
06-19 16:49	ATOM	Buy	1.83856→1.81264	-22.35	stop_loss
06-19 16:37	ADA	Buy	0.15926→0.16165	+21.08	timeout
06-19 12:01	DOGE	Sell	0.0822744→0.0824216	-4.08	timeout
06-19 12:01	BTC	Sell	62598.9→62605.1	-1.54	timeout
06-19 10:34	ADA	Buy	0.16061→0.15952	-11.40	timeout
06-19 09:20	AVAX	Sell	5.9912→6.07575	-22.54	stop_loss
06-19 09:05	SUI	Buy	0.711978→0.712812	+0.55	timeout
06-19 04:52	NEAR	Buy	2.12823→2.09783	-22.79	stop_loss
06-19 04:43	ATOM	Buy	1.80805→1.79545	-11.64	timeout
06-19 04:32	ARB	Buy	0.0848312→0.0836272	-22.61	stop_loss
06-19 04:06	ADA	Sell	0.163519→0.16136	+18.48	timeout
06-19 04:03	APT	Sell	0.64064→0.629457	+24.82	timeout
06-19 03:06	OP	Buy	0.105996→0.104512	-22.38	stop_loss
06-19 01:01	ARB	Buy	0.0847212→0.0856986	+15.88	timeout
06-18 20:38	DOGE	Buy	0.0824296→0.0833931	+16.17	timeout
06-18 20:02	BTC	Sell	62548.9→63104.2	-14.75	timeout
06-18 20:01	ADA	Buy	0.16023→0.163679	+30.89	take_profit
06-18 20:01	ETH	Sell	1688.63→1711.93	-22.01	stop_loss
06-18 19:51	OP	Buy	0.106077→0.108493	+32.79	take_profit
06-18 17:12	NEAR	Buy	2.22106→2.18896	-23.03	stop_loss
06-18 15:40	LINK	Sell	8.02719→7.85116	+31.51	take_profit
06-18 15:40	INJ	Sell	5.24249→5.12848	+31.20	take_profit
06-18 15:17	ADA	Buy	0.165071→0.162748	-22.34	stop_loss
06-18 13:40	ARB	Buy	0.0852813→0.0840869	-22.37	stop_loss
06-18 13:36	APT	Buy	0.653263→0.643717	-23.27	stop_loss
06-18 12:36	NEAR	Sell	2.21545→2.24658	-22.46	stop_loss
06-18 12:06	INJ	Sell	5.26508→5.195	+18.56	timeout
06-18 09:08	ATOM	Sell	1.85194→1.85896	-7.07	timeout
06-18 08:58	ADA	Buy	0.165621→0.166568	+7.25	timeout
06-18 07:39	OP	Buy	0.104036→0.106393	+32.61	take_profit
06-18 07:25	APT	Sell	0.644039→0.65319	-22.65	stop_loss
06-18 05:03	ARB	Buy	0.0849412→0.0837472	-22.42	stop_loss
06-18 04:04	AVAX	Buy	6.77169→6.67619	-22.47	stop_loss
06-18 04:00	SOL	Buy	72.0218→71.5963	-10.15	timeout
06-18 02:51	ADA	Buy	0.166952→0.168328	+11.01	timeout
06-18 02:15	ATOM	Sell	1.88683→1.87367	+9.08	timeout
06-18 00:05	ARB	Buy	0.0842911→0.0861085	+30.95	take_profit
06-18 00:01	AVAX	Buy	6.73078→6.76101	+5.56	timeout
06-17 23:18	OP	Buy	0.106097→0.108503	+32.62	take_profit
06-17 19:29	LTC	Sell	45.7546→44.7682	+31.01	take_profit
06-17 18:05	INJ	Sell	5.55191→5.42136	+33.94	take_profit
06-17 17:05	NEAR	Sell	2.3844→2.33298	+31.02	take_profit

Paper vs Live

Paper (trades.jsonl)

770

closed

39%

win rate

-1993.41

total pnl ($)

-17.2 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	83	39%	-23.4	-292.42
OP	80	38%	-17.9	-214.86
ADA	79	33%	-31.0	-366.66
ATOM	74	32%	-28.3	-313.70
INJ	68	54%	+34.8	+353.70
ARB	66	36%	-29.5	-293.74
NEAR	59	29%	-51.9	-460.15
AVAX	43	44%	-10.3	-66.51
SUI	34	41%	-23.3	-119.44
SOL	31	45%	-13.5	-63.40
BNB	28	46%	-9.2	-39.29
XRP	25	40%	-3.8	-14.76
DOGE	25	36%	-13.6	-51.84
LINK	24	54%	+23.4	+84.09
LTC	22	36%	-18.9	-63.01
ETH	15	40%	-18.7	-42.44
BTC	14	50%	-13.6	-28.98

Recent bounces (last 20 of 13)

time	sym	side	reason
06-22 05:59	OP	Buy	stale_intent
06-22 05:59	INJ	Buy	stale_intent
06-22 04:18	ATOM	Buy	stale_intent
06-22 00:31	LINK	Sell	stale_intent
06-22 00:30	ARB	Sell	stale_intent
06-22 00:30	LINK	Sell	stale_intent
06-22 00:30	ARB	Sell	stale_intent
06-21 23:33	ADA	Buy	stale_intent
06-21 23:33	ADA	Buy	stale_intent
06-21 23:06	SUI	Buy	stale_intent
06-21 23:06	SUI	Buy	stale_intent
06-21 22:44	INJ	Sell	stale_intent
06-21 22:17	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…