xv_wide_tail_spread_050_5x · strategy

282

closed trades

41%

win rate

-1048.08

total pnl ($)

1.828

weight

7d window — n=51 wr=47% pnl=+99.28 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 16:25:19 (24.0d ago) · src: canon

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

n: 202 · wr: 41.1% · total_bps: -3635.9 · mean_bps: -18.00 · sharpe: -0.13 · max_dd_bps: -4711.5

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 15:01	ADA	Buy	0.147237→0.148443	+18.31	timeout
06-27 09:37	INJ	Buy	5.01985→4.94819	-37.91	stop_loss
06-27 06:13	OP	Buy	0.105606→0.104072	-38.22	stop_loss
06-26 20:30	INJ	Buy	4.87202→4.8012	-38.60	stop_loss
06-26 18:01	ATOM	Sell	1.5906→1.61341	-38.13	stop_loss
06-26 13:55	SUI	Buy	0.673868→0.688438	+51.72	take_profit
06-26 09:52	NEAR	Sell	1.84414→1.80445	+51.59	take_profit
06-26 09:51	APT	Sell	0.603749→0.590047	+54.50	take_profit
06-26 09:51	OP	Sell	0.107653→0.105266	+53.11	take_profit
06-25 19:04	ATOM	Sell	1.6196→1.5845	+51.84	take_profit
06-25 18:03	XRP	Buy	1.02656→1.04174	+34.95	timeout
06-25 17:16	AVAX	Buy	6.10042→6.23334	+52.33	take_profit
06-25 16:20	APT	Sell	0.586053→0.594846	-39.78	stop_loss
06-25 13:40	ADA	Buy	0.147907→0.145791	-38.05	stop_loss
06-25 11:41	NEAR	Sell	1.96521→1.92268	+51.51	take_profit
06-25 11:11	INJ	Sell	4.26163→4.16714	+53.25	take_profit
06-25 09:01	ATOM	Buy	1.65101→1.65169	-0.87	timeout
06-25 07:14	ADA	Buy	0.147547→0.149153	+25.16	timeout
06-25 02:41	INJ	Buy	4.23756→4.17796	-37.52	stop_loss
06-24 22:00	ADA	Buy	0.145206→0.148333	+51.63	take_profit
06-24 16:51	APT	Sell	0.615346→0.60195	+52.14	take_profit
06-24 16:51	ARB	Sell	0.0754111→0.0737884	+51.51	take_profit
06-24 16:22	OP	Sell	0.0985254→0.100095	-42.09	stop_loss
06-24 12:01	SUI	Sell	0.701824→0.700675	+1.66	timeout
06-24 12:01	ARB	Sell	0.0782604→0.0784596	-8.56	timeout
06-24 12:01	OP	Sell	0.101095→0.101725	-17.83	timeout
06-24 10:52	ATOM	Sell	1.69208→1.65551	+51.73	take_profit
06-24 09:40	ADA	Buy	0.151938→0.149778	-37.75	stop_loss
06-24 06:02	AVAX	Buy	6.44431→6.43129	-7.40	timeout
06-24 05:07	OP	Sell	0.101475→0.100335	+25.30	timeout
06-23 21:35	ADA	Buy	0.150678→0.150382	-7.10	timeout
06-23 20:50	OP	Sell	0.0991852→0.0981345	+24.18	timeout
06-23 20:02	APT	Sell	0.631842→0.64098	-38.42	stop_loss
06-23 19:54	INJ	Sell	4.51237→4.57693	-38.26	stop_loss
06-23 18:43	LTC	Buy	42.3626→41.7687	-37.19	stop_loss
06-23 08:17	ATOM	Buy	1.76564→1.73959	-39.08	stop_loss
06-23 04:19	ARB	Sell	0.0828493→0.0825906	+5.28	timeout
06-22 11:49	APT	Sell	0.670932→0.68071	-38.65	stop_loss
06-22 11:05	OP	Buy	0.101645→0.102364	+15.31	timeout
06-22 08:27	ATOM	Buy	1.79645→1.79735	-0.94	timeout
06-22 01:56	ATOM	Buy	1.75754→1.77506	+22.74	timeout
06-21 20:17	OP	Sell	0.102494→0.101615	+19.02	timeout
06-21 18:05	ATOM	Buy	1.77394→1.76156	-19.79	timeout
06-21 11:02	ATOM	Buy	1.78125→1.77836	-6.21	timeout
06-21 02:03	ATOM	Buy	1.80285→1.78775	-23.22	timeout
06-21 01:38	APT	Sell	0.644939→0.65399	-37.39	stop_loss
06-20 21:00	ADA	Buy	0.16178→0.16128	-10.02	timeout
06-20 20:08	OP	Sell	0.101165→0.101815	-18.63	timeout
06-20 20:01	ARB	Sell	0.0836491→0.0832208	+10.57	timeout
06-20 20:01	APT	Sell	0.635741→0.635059	+0.28	timeout
06-20 20:01	ATOM	Sell	1.78195→1.80375	-32.76	timeout
06-20 13:23	ATOM	Buy	1.79665→1.76857	-41.05	stop_loss
06-20 13:02	ADA	Buy	0.162921→0.162429	-9.74	timeout
06-20 12:03	ARB	Sell	0.083919→0.0837309	+3.33	timeout
06-20 06:30	OP	Buy	0.104426→0.102893	-38.97	stop_loss
06-19 18:19	ADA	Buy	0.16165→0.16154	-3.79	timeout
06-19 17:28	ATOM	Buy	1.82586→1.80845	-25.71	timeout
06-19 12:07	APT	Sell	0.618645→0.623156	-20.59	timeout
06-19 09:55	OP	Buy	0.101245→0.100675	-16.30	timeout
06-19 07:37	ADA	Buy	0.16118→0.158881	-37.82	stop_loss
06-19 04:06	ATOM	Buy	1.80915→1.79955	-15.26	timeout
06-18 22:02	ATOM	Buy	1.78285→1.79475	+14.42	timeout
06-18 19:40	INJ	Sell	5.11872→5.19119	-37.74	stop_loss
06-18 18:44	OP	Buy	0.104446→0.106823	+54.62	take_profit
06-18 15:26	ADA	Buy	0.164301→0.161958	-37.89	stop_loss
06-18 13:36	APT	Buy	0.653063→0.643717	-38.04	stop_loss
06-18 11:42	ADA	Buy	0.167032→0.164576	-39.06	stop_loss
06-18 10:06	ATOM	Buy	1.85856→1.83242	-37.41	stop_loss
06-18 08:10	OP	Buy	0.104856→0.107143	+52.23	take_profit
06-18 08:09	SUI	Buy	0.738545→0.754421	+51.40	take_profit
06-18 02:04	ADA	Buy	0.164731→0.167998	+47.32	timeout
06-17 17:40	NEAR	Sell	2.3823→2.33098	+51.66	take_profit
06-17 14:47	OP	Buy	0.107107→0.105481	-40.26	stop_loss
06-17 14:22	ATOM	Buy	1.96239→2.0049	+51.85	take_profit
06-17 09:00	INJ	Sell	5.50742→5.38895	+51.48	take_profit
06-17 04:04	ADA	Buy	0.172183→0.173217	+12.80	timeout
06-16 18:07	BNB	Buy	605.731→609.148	+11.79	timeout
06-16 14:19	ARB	Sell	0.0866683→0.0848012	+51.39	take_profit
06-16 14:16	OP	Buy	0.108247→0.10666	-38.75	stop_loss
06-16 12:01	ATOM	Sell	1.9887→1.9844	+2.92	timeout
06-16 10:05	OP	Buy	0.106887→0.107533	+12.92	timeout
06-16 08:22	INJ	Sell	5.80625→5.89302	-39.61	stop_loss
06-16 04:25	ATOM	Sell	1.95221→1.94769	+3.29	timeout
06-16 04:19	ARB	Sell	0.0863484→0.0858815	+11.26	timeout
06-15 22:27	ADA	Buy	0.180255→0.177727	-37.31	stop_loss
06-15 20:02	OP	Sell	0.110742→0.109807	+18.70	timeout
06-15 19:09	AVAX	Buy	6.95424→6.98385	+8.29	timeout
06-15 17:03	ATOM	Sell	1.9975→1.94819	+59.34	take_profit
06-15 04:21	NEAR	Sell	2.33842→2.37178	-37.93	stop_loss
06-14 22:31	NEAR	Sell	2.20125→2.23237	-37.58	stop_loss
06-14 21:17	INJ	Sell	4.97526→5.04898	-39.46	stop_loss
06-14 20:39	ATOM	Buy	1.97129→1.9918	+24.10	timeout
06-14 04:04	INJ	Sell	5.23789→5.1971	+17.21	timeout
06-14 01:03	ATOM	Buy	1.95479→1.93932	-22.00	timeout
06-13 16:56	OP	Sell	0.106493→0.107991	-37.47	stop_loss
06-13 04:00	OP	Buy	0.0996449→0.100525	+19.83	timeout
06-12 17:05	SUI	Sell	0.747203→0.757918	-38.16	stop_loss
06-12 16:13	NEAR	Sell	2.016→2.04453	-37.66	stop_loss
06-12 16:13	APT	Sell	0.64084→0.650187	-38.72	stop_loss
06-12 15:57	INJ	Buy	5.23111→5.15613	-37.87	stop_loss

Paper vs Live

Paper (trades.jsonl)

282

closed

41%

win rate

-1048.08

total pnl ($)

-14.8 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	56	43%	-10.7	-151.78
ATOM	45	36%	-28.2	-315.61
NEAR	35	37%	-18.1	-158.77
APT	35	40%	-8.8	-78.35
INJ	30	47%	+3.6	+26.27
ADA	28	36%	-29.9	-209.12
ARB	23	61%	+30.7	+174.72
AVAX	12	25%	-43.2	-130.16
SUI	8	50%	+1.3	+2.25
LINK	2	0%	-154.2	-77.07
DOGE	2	50%	-58.1	-28.86
SOL	2	0%	-147.4	-73.70
XRP	2	50%	-5.4	-2.51
BNB	1	100%	+47.4	+11.79
LTC	1	0%	-149.2	-37.19

Recent bounces (last 20 of 2)

time	sym	side	reason
06-27 14:21	ATOM	Buy	circuit_breaker
06-27 11:10	ADA	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…