xv_wide_tail_spread_030 · strategy

579

closed trades

40%

win rate

-1663.27

total pnl ($)

0.250

weight

7d window — n=106 wr=42% pnl=-305.28 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 16:25:19 (19.0d ago) · src: canon

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

n: 628 · wr: 43.9% · total_bps: -7818.6 · mean_bps: -12.45 · sharpe: -0.10 · max_dd_bps: -9353.2

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 14:31	INJ	Buy	4.96374→4.89083	-23.31	stop_loss
06-22 11:04	OP	Buy	0.101585→0.102084	+5.94	timeout
06-22 11:04	INJ	Buy	4.89102→4.88688	-2.68	timeout
06-22 10:04	ADA	Buy	0.16026→0.16026	-1.41	timeout
06-22 10:04	APT	Buy	0.665966→0.665334	-2.81	timeout
06-22 08:13	ATOM	Buy	1.78795→1.79945	+8.34	timeout
06-22 01:25	SUI	Buy	0.695224→0.710282	+31.10	take_profit
06-22 00:57	ARB	Sell	0.0819995→0.0831924	-23.17	stop_loss
06-22 00:37	OP	Sell	0.0994451→0.101026	-25.19	stop_loss
06-21 23:55	ADA	Buy	0.15861→0.156273	-23.46	stop_loss
06-21 21:54	ATOM	Buy	1.76444→1.75736	-7.43	timeout
06-21 20:01	LTC	Sell	45.8775→45.2603	+18.91	timeout
06-21 20:01	INJ	Sell	4.98175→4.95634	+6.21	timeout
06-21 16:57	ADA	Buy	0.16111→0.1615	+2.27	timeout
06-21 16:35	NEAR	Sell	2.19785→2.14954	+31.61	take_profit
06-21 14:07	ATOM	Buy	1.78545→1.77496	-10.15	timeout
06-21 11:12	OP	Sell	0.102224→0.103748	-23.68	stop_loss
06-21 11:02	ADA	Buy	0.16124→0.16138	-0.07	timeout
06-21 10:24	ARB	Sell	0.0835491→0.0847635	-23.11	stop_loss
06-21 08:06	ATOM	Buy	1.78245→1.77536	-7.25	timeout
06-21 04:05	OP	Sell	0.103434→0.104186	-12.38	timeout
06-21 03:13	APT	Sell	0.645339→0.654591	-22.84	stop_loss
06-21 03:04	AVAX	Buy	6.23806→6.22344	-4.94	timeout
06-21 02:25	ADA	Buy	0.162991→0.162419	-6.60	timeout
06-21 01:18	ATOM	Buy	1.79935→1.78895	-9.96	timeout
06-20 19:54	ADA	Buy	0.1619→0.16115	-8.35	timeout
06-20 18:52	ATOM	Buy	1.78485→1.79195	+4.58	timeout
06-20 17:35	INJ	Buy	5.03626→4.96457	-22.67	stop_loss
06-20 14:46	OP	Sell	0.0994651→0.101126	-26.43	stop_loss
06-20 13:12	SUI	Buy	0.716629→0.715511	-3.73	timeout
06-20 13:12	INJ	Buy	5.07417→5.08073	+0.74	timeout
06-20 13:02	ADA	Buy	0.162921→0.162429	-5.86	timeout
06-20 12:42	ATOM	Buy	1.79645→1.78405	-11.57	timeout
06-20 12:04	NEAR	Sell	2.14126→2.13693	+1.58	timeout
06-20 06:30	OP	Buy	0.104426→0.102893	-23.38	stop_loss
06-20 05:11	ARB	Sell	0.0834491→0.0847735	-25.24	stop_loss
06-20 04:13	NEAR	Sell	2.17506→2.16554	+5.15	timeout
06-20 04:13	INJ	Sell	5.11072→5.06547	+11.88	timeout
06-20 03:38	ADA	Buy	0.16182→0.161989	+0.19	timeout
06-20 02:13	ATOM	Buy	1.80155→1.78745	-13.09	timeout
06-19 23:00	APT	Buy	0.631758→0.629443	-6.86	timeout
06-19 21:26	OP	Sell	0.102244→0.102126	+0.43	timeout
06-19 17:59	AVAX	Sell	6.11747→5.9836	+31.48	take_profit
06-19 16:55	ADA	Buy	0.16035→0.16078	+2.77	timeout
06-19 13:45	ATOM	Buy	1.80605→1.84494	+30.96	take_profit
06-19 12:14	OP	Sell	0.101415→0.100625	+10.29	timeout
06-19 12:01	ARB	Sell	0.0829393→0.0827507	+2.07	timeout
06-19 12:01	APT	Sell	0.618145→0.624456	-16.70	timeout
06-19 10:11	ADA	Buy	0.16056→0.1594	-12.06	timeout
06-19 09:20	AVAX	Sell	5.9913→6.07575	-22.51	stop_loss
06-19 07:56	ATOM	Buy	1.80405→1.81555	+8.42	timeout
06-19 04:34	NEAR	Buy	2.13173→2.10182	-22.40	stop_loss
06-19 04:10	ADA	Sell	0.163289→0.16171	+13.18	timeout
06-19 03:06	OP	Buy	0.105996→0.104512	-22.38	stop_loss
06-19 01:59	ATOM	Buy	1.79395→1.81515	+16.45	timeout
06-19 01:05	APT	Sell	0.63974→0.648786	-22.57	stop_loss
06-19 01:01	ARB	Buy	0.0847212→0.0856986	+15.88	timeout
06-18 20:00	ETH	Sell	1687.53→1710.73	-21.94	stop_loss
06-18 19:58	ATOM	Sell	1.78625→1.80215	-14.75	timeout
06-18 19:44	LINK	Sell	7.81894→7.92884	-22.44	stop_loss
06-18 19:43	INJ	Sell	5.13961→5.21321	-22.88	stop_loss
06-18 18:44	OP	Buy	0.104516→0.106823	+31.75	take_profit
06-18 15:17	ADA	Buy	0.165251→0.162918	-22.53	stop_loss
06-18 13:47	APT	Buy	0.645761→0.636522	-22.82	stop_loss
06-18 13:44	ARB	Buy	0.0851113→0.0838371	-23.82	stop_loss
06-18 12:04	ADA	Buy	0.166192→0.165009	-12.07	timeout
06-18 10:06	ATOM	Buy	1.85836→1.83223	-22.45	stop_loss
06-18 09:08	AVAX	Buy	6.57194→6.65784	+18.30	timeout
06-18 09:01	SUI	Buy	0.742336→0.752182	+18.47	timeout
06-18 07:47	OP	Buy	0.104286→0.106703	+33.39	take_profit
06-18 07:28	APT	Sell	0.645139→0.654391	-22.94	stop_loss
06-18 04:46	ARB	Buy	0.0853313→0.0841069	-22.87	stop_loss
06-18 04:10	ADA	Buy	0.167972→0.165576	-22.72	stop_loss
06-18 00:05	ARB	Buy	0.0842911→0.0861085	+30.95	take_profit
06-18 00:01	AVAX	Buy	6.73078→6.76101	+5.52	timeout
06-18 00:01	ADA	Buy	0.165731→0.166858	+8.92	timeout
06-17 22:03	OP	Buy	0.107117→0.105611	-22.46	stop_loss
06-17 19:38	LTC	Sell	45.7326→44.6922	+32.79	take_profit
06-17 17:59	INJ	Sell	5.53162→5.6095	-22.45	stop_loss
06-17 17:05	NEAR	Sell	2.386→2.33458	+31.00	take_profit
06-17 14:47	OP	Buy	0.107107→0.105481	-24.16	stop_loss
06-17 13:12	APT	Buy	0.658665→0.666333	+16.04	timeout
06-17 12:12	ATOM	Sell	1.97531→1.97759	-3.08	timeout
06-17 09:00	INJ	Sell	5.50892→5.38895	+31.29	take_profit
06-17 00:03	ADA	Buy	0.172393→0.172257	-2.55	timeout
06-16 20:04	ATOM	Sell	1.9847→1.9896	-5.05	timeout
06-16 19:17	NEAR	Sell	2.34381→2.29337	+30.85	take_profit
06-16 18:02	LINK	Sell	8.19555→8.31183	-22.63	stop_loss
06-16 18:02	APT	Sell	0.666233→0.676107	-23.62	stop_loss
06-16 18:01	BNB	Buy	606.282→607.398	+1.37	timeout
06-16 14:16	OP	Buy	0.108147→0.10657	-23.13	stop_loss
06-16 13:09	ADA	Buy	0.180475→0.178305	-19.38	timeout
06-16 13:04	DOGE	Sell	0.0887408→0.0884451	+3.62	timeout
06-16 12:09	ATOM	Sell	1.9877→1.9903	-3.45	timeout
06-16 10:32	NEAR	Sell	2.51037→2.54601	-22.65	stop_loss
06-16 10:05	OP	Buy	0.106887→0.107533	+7.75	timeout
06-16 09:02	ARB	Sell	0.0866783→0.0878959	-22.44	stop_loss
06-16 07:07	ADA	Buy	0.175804→0.178225	+19.34	timeout
06-16 04:08	ARB	Sell	0.0863384→0.0862616	-0.01	timeout
06-16 04:02	OP	Sell	0.108423→0.108297	+0.46	timeout

Paper vs Live

Paper (trades.jsonl)

579

closed

40%

win rate

-1663.27

total pnl ($)

-19.1 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	78	41%	-23.6	-276.47
ATOM	70	46%	+3.6	+38.36
ADA	68	41%	-12.9	-131.73
APT	65	26%	-43.8	-428.52
INJ	64	42%	-11.5	-111.73
ARB	58	43%	-12.1	-105.95
NEAR	57	33%	-37.7	-322.44
AVAX	26	38%	-11.3	-44.88
SUI	22	18%	-74.0	-244.87
LINK	16	56%	-8.5	-20.85
SOL	11	36%	-38.9	-64.02
DOGE	10	70%	+41.6	+62.18
LTC	10	50%	+13.4	+19.49
XRP	9	44%	+4.5	+6.10
BNB	7	86%	+53.9	+56.20
ETH	6	0%	-120.2	-108.23
BTC	2	100%	+47.1	+14.10

Recent bounces (last 20 of 8)

time	sym	side	reason
06-22 13:51	ADA	Buy	stale_intent
06-22 13:50	ADA	Buy	stale_intent
06-22 06:24	APT	Buy	stale_intent
06-22 06:24	ADA	Buy	stale_intent
06-22 04:27	ATOM	Buy	trigger_already_opened
06-22 00:14	ARB	Sell	trigger_already_opened
06-21 23:33	SUI	Buy	stale_intent
06-21 23:33	ADA	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…