xv_wide_tail_spread_025 · strategy

688

closed trades

41%

win rate

-1171.51

total pnl ($)

0.431

weight

7d window — n=135 wr=44% pnl=-93.73 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 16:25:19 (19.3d ago) · src: canon

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

n: 779 · wr: 45.4% · total_bps: -6009.3 · mean_bps: -7.71 · sharpe: -0.06 · max_dd_bps: -8719.3

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
06-22 22:28	OP	Buy	0.101115→0.0995953	-23.90	stop_loss
06-22 21:39	AVAX	Buy	6.31338→6.22223	-22.98	stop_loss
06-22 15:57	OP	Buy	0.103356→0.101874	-22.75	stop_loss
06-22 15:51	ATOM	Buy	1.81755→1.79146	-22.88	stop_loss
06-22 14:47	ADA	Buy	0.16172→0.15944	-22.50	stop_loss
06-22 14:31	INJ	Buy	4.95674→4.88673	-22.52	stop_loss
06-22 12:58	AVAX	Buy	6.27427→6.4126	+31.71	take_profit
06-22 11:10	SUI	Buy	0.710808→0.726458	+31.63	take_profit
06-22 11:00	OP	Buy	0.101205→0.102134	+12.35	timeout
06-22 10:18	INJ	Buy	4.89962→4.87908	-7.71	timeout
06-22 10:06	APT	Buy	0.666467→0.665134	-4.32	timeout
06-22 09:58	ADA	Buy	0.1604→0.16016	-3.52	timeout
06-22 08:09	ATOM	Buy	1.78785→1.80135	+10.09	timeout
06-22 02:00	BTC	Buy	63653.2→64632.8	+21.69	timeout
06-22 01:27	SUI	Buy	0.698635→0.713662	+30.87	take_profit
06-22 01:26	ADA	Buy	0.15804→0.16149	+31.36	take_profit
06-22 01:24	ARB	Sell	0.0832192→0.0844233	-23.05	stop_loss
06-22 00:52	ATOM	Buy	1.76704→1.77126	+2.17	timeout
06-22 00:37	OP	Sell	0.0995951→0.101026	-22.89	stop_loss
06-21 21:09	ARB	Buy	0.0833008→0.0821184	-22.67	stop_loss
06-21 21:09	ADA	Buy	0.16198→0.15988	-20.80	timeout
06-21 20:03	LTC	Sell	45.8145→45.2153	+18.34	timeout
06-21 20:03	INJ	Sell	4.98565→4.94834	+9.82	timeout
06-21 18:48	ATOM	Buy	1.76954→1.76846	-2.34	timeout
06-21 16:34	NEAR	Sell	2.19805→2.15074	+30.92	take_profit
06-21 16:29	OP	Buy	0.103576→0.102063	-23.14	stop_loss
06-21 15:05	ADA	Buy	0.1612→0.162409	+9.87	timeout
06-21 12:45	ATOM	Buy	1.77664→1.77446	-3.16	timeout
06-21 10:58	APT	Buy	0.664866→0.655508	-22.46	stop_loss
06-21 10:24	ARB	Sell	0.0835791→0.0847635	-22.57	stop_loss
06-21 09:18	INJ	Sell	5.03554→4.97254	+17.42	timeout
06-21 08:16	OP	Buy	0.104056→0.102583	-22.42	stop_loss
06-21 08:15	ADA	Buy	0.1619→0.16107	-8.85	timeout
06-21 06:41	ATOM	Buy	1.78675→1.78345	-4.07	timeout
06-21 04:03	LINK	Sell	7.97161→7.97089	-1.17	timeout
06-21 03:11	APT	Sell	0.645039→0.65409	-22.37	stop_loss
06-21 03:07	AVAX	Buy	6.23626→6.22444	-4.27	timeout
06-21 01:37	ADA	Buy	0.16192→0.162919	+7.86	timeout
06-21 00:43	ATOM	Buy	1.79925→1.79665	-3.55	timeout
06-20 23:00	SUI	Buy	0.702896→0.713432	+21.06	timeout
06-20 22:28	OP	Buy	0.101755→0.104174	+34.29	take_profit
06-20 22:27	NEAR	Sell	2.15206→2.18234	-22.46	stop_loss
06-20 20:03	ARB	Sell	0.083829→0.0832108	+9.73	timeout
06-20 19:36	ADA	Buy	0.162191→0.16107	-11.78	timeout
06-20 19:17	INJ	Buy	5.00285→4.96946	-11.32	timeout
06-20 18:40	ATOM	Buy	1.76944→1.79315	+18.76	timeout
06-20 13:09	INJ	Buy	5.07707→5.07153	-3.02	timeout
06-20 12:59	ADA	Buy	0.162781→0.162479	-4.10	timeout
06-20 12:37	ATOM	Buy	1.79505→1.78565	-9.05	timeout
06-20 12:06	ARB	Sell	0.084049→0.083921	+0.92	timeout
06-20 12:06	NEAR	Sell	2.13787→2.13983	-2.84	timeout
06-20 06:30	OP	Buy	0.104436→0.102893	-23.52	stop_loss
06-20 05:00	ARB	Sell	0.0836491→0.0833808	+3.30	timeout
06-20 04:39	APT	Sell	0.634341→0.626957	+16.19	timeout
06-20 04:28	ADA	Buy	0.163291→0.162539	-8.28	timeout
06-20 04:11	INJ	Sell	5.11342→5.06727	+12.13	timeout
06-20 04:05	NEAR	Sell	2.18365→2.16474	+11.58	timeout
06-19 22:21	ADA	Buy	0.1617→0.16104	-7.39	timeout
06-19 22:08	ATOM	Sell	1.80935→1.80165	+4.97	timeout
06-19 21:08	OP	Sell	0.102504→0.101735	+9.77	timeout
06-19 20:33	BNB	Sell	579.125→579.585	-2.65	timeout
06-19 19:26	APT	Sell	0.63934→0.625056	+32.21	take_profit
06-19 17:59	AVAX	Sell	6.11487→5.98099	+31.50	take_profit
06-19 16:18	ADA	Buy	0.15954→0.16169	+18.79	timeout
06-19 13:45	ATOM	Buy	1.80575→1.84464	+30.96	take_profit
06-19 12:07	APT	Sell	0.618645→0.623156	-12.36	timeout
06-19 12:07	LTC	Sell	43.4191→43.5169	-4.77	timeout
06-19 12:07	OP	Sell	0.101275→0.100635	+8.04	timeout
06-19 12:01	LINK	Sell	7.84204→7.81695	+3.43	timeout
06-19 10:17	ADA	Buy	0.16062→0.15889	-17.40	timeout
06-19 07:38	ATOM	Buy	1.80165→1.81365	+8.74	timeout
06-19 04:52	NEAR	Buy	2.12773→2.09793	-22.37	stop_loss
06-19 04:39	ARB	Buy	0.0843611→0.0831676	-22.56	stop_loss
06-19 04:10	ADA	Sell	0.163339→0.16176	+13.18	timeout
06-19 03:15	APT	Sell	0.644739→0.630658	+31.45	take_profit
06-19 03:15	OP	Buy	0.105776→0.104292	-22.43	stop_loss
06-19 01:35	ATOM	Buy	1.79355→1.80825	+11.06	timeout
06-19 01:00	ARB	Buy	0.0846812→0.0857086	+16.77	timeout
06-18 20:05	BTC	Sell	62590.9→63142.2	-14.65	timeout
06-18 20:01	ETH	Sell	1688.23→1711.43	-21.93	stop_loss
06-18 19:50	ATOM	Sell	1.79855→1.80205	-4.30	timeout
06-18 18:52	OP	Buy	0.104736→0.107023	+31.39	take_profit
06-18 15:51	INJ	Sell	5.1998→5.08787	+30.91	take_profit
06-18 15:17	ADA	Buy	0.165031→0.162708	-22.46	stop_loss
06-18 13:44	APT	Buy	0.647362→0.637821	-23.46	stop_loss
06-18 13:44	ARB	Buy	0.0851113→0.0838371	-23.82	stop_loss
06-18 12:17	INJ	Sell	5.26898→5.2087	+15.75	timeout
06-18 12:05	ADA	Buy	0.166292→0.164889	-14.05	timeout
06-18 12:04	LTC	Sell	44.4359→44.046	+11.83	timeout
06-18 11:19	XRP	Buy	1.1806→1.16403	-22.41	stop_loss
06-18 10:06	ATOM	Buy	1.85846→1.83242	-22.37	stop_loss
06-18 09:02	SUI	Buy	0.742566→0.751212	+16.04	timeout
06-18 07:39	OP	Buy	0.104086→0.106413	+32.16	take_profit
06-18 07:28	ATOM	Sell	1.85004→1.85306	-3.90	timeout
06-18 07:20	APT	Sell	0.642639→0.651688	-22.53	stop_loss
06-18 04:11	ARB	Buy	0.0856414→0.0843667	-23.68	stop_loss
06-18 04:11	ADA	Buy	0.167512→0.165146	-22.50	stop_loss
06-18 04:05	AVAX	Buy	6.76739→6.67199	-22.47	stop_loss
06-18 03:25	APT	Sell	0.675131→0.660565	+31.07	take_profit
06-18 00:05	ARB	Buy	0.0842411→0.0860785	+31.33	take_profit

Paper vs Live

Paper (trades.jsonl)

688

closed

41%

win rate

-1171.51

total pnl ($)

-11.3 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	80	38%	-28.6	-341.91
ADA	79	33%	-29.3	-347.01
ATOM	79	38%	-16.0	-189.62
APT	75	43%	+0.6	+4.94
INJ	73	48%	+14.7	+160.02
ARB	67	46%	-1.7	-17.79
NEAR	55	31%	-41.3	-341.72
AVAX	34	50%	+26.1	+132.72
SUI	27	37%	-25.5	-104.21
DOGE	22	55%	+11.1	+35.88
LTC	20	40%	-15.5	-47.19
BNB	19	37%	-16.0	-45.73
LINK	18	44%	-3.5	-9.80
SOL	15	53%	-21.3	-47.94
XRP	15	60%	+16.6	+37.29
BTC	6	67%	+21.3	+18.91
ETH	4	0%	-113.6	-68.35

Recent bounces (last 20 of 21)

time	sym	side	reason
06-22 22:27	OP	Buy	stale_intent
06-22 22:26	OP	Buy	stale_intent
06-22 22:20	ADA	Buy	stale_intent
06-22 22:19	ADA	Buy	stale_intent
06-22 20:47	APT	Sell	trigger_already_opened
06-22 20:45	SUI	Sell	stale_intent
06-22 13:22	OP	Buy	stale_intent
06-22 13:22	ADA	Buy	stale_intent
06-22 13:21	OP	Buy	stale_intent
06-22 13:21	ADA	Buy	stale_intent
06-22 12:50	INJ	Buy	stale_intent
06-22 11:09	AVAX	Buy	trigger_already_opened
06-22 06:24	APT	Buy	stale_intent
06-22 06:10	ADA	Buy	trigger_already_opened
06-22 01:22	ARB	Sell	stale_intent
06-22 01:22	ARB	Sell	stale_intent
06-22 00:03	OP	Sell	stale_intent
06-22 00:03	OP	Sell	stale_intent
06-21 23:33	ADA	Buy	stale_intent
06-21 23:33	ADA	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…