Фильтры используют только признаки, доступные до входа: funding на входе, оценка edge после taker fee, изменение funding за 60 секунд, spread и глубину стакана на входе. Результат всё равно обучен на маленькой истории, поэтому это исследовательская модель, не гарантия.
Baseline avg11.21 bps
Baseline win-rate62.96%
Selected avg28.77 bps
Selected win-rate90.00%
Selected timing15s / 1s
Selected rows20
Coverage37.0%
Total net575.43 bps
Рекомендованная модель
Вход за 15 сек, выход через 1 сек. Брать только если abs(entry_funding) - taker_roundtrip >= 5 bps. Эта модель отбрасывает большую часть сделок: coverage 37.0% от baseline.
Book-gated модель
Для старых данных стакан есть не везде. Лучшая стаканная модель ниже работает только там, где была microstructure перед входом.
| model | entry_before_sec | exit_after_sec | min_entry_edge_bps | max_abs_funding_change_60s_bps | max_spread_bps | min_entry_capacity_10bps_usd | min_exit_proxy_capacity_10bps_usd | rows | wins | win_rate | avg_net_bps | median_net_bps | total_net_bps | coverage_pct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| book_gated | 15 | 30 | -10 | any | 20 | $1,000 | $1,000 | 5 | 4 | 0.8000 | 15.2984 | 13.5769 | 76.4920 | 9.2593 |
Лучшие модели
| model | entry_before_sec | exit_after_sec | min_entry_edge_bps | max_abs_funding_change_60s_bps | max_spread_bps | min_entry_capacity_10bps_usd | min_exit_proxy_capacity_10bps_usd | rows | wins | win_rate | avg_net_bps | median_net_bps | total_net_bps | coverage_pct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| funding_only | 15 | 1 | 5 | any | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 1 | 5 | 5 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 1 | 5 | 10 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 1 | 5 | 20 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 1 | 5 | 50 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 1 | 5 | 100 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 5 | 5 | any | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 5 | 5 | 5 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 5 | 5 | 10 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 5 | 5 | 20 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 5 | 5 | 50 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 5 | 5 | 100 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 10 | 5 | any | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 10 | 5 | 5 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 10 | 5 | 10 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 10 | 5 | 20 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 10 | 5 | 50 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 10 | 5 | 100 | 20 | 18 | 0.9000 | 28.7716 | 30.8783 | 575.4329 | 37.0370 | |||
| funding_only | 15 | 1 | 0 | any | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 1 | 0 | 5 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 1 | 0 | 10 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 1 | 0 | 20 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 1 | 0 | 50 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 1 | 0 | 100 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 5 | 0 | any | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 5 | 0 | 5 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 5 | 0 | 10 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 5 | 0 | 20 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 5 | 0 | 50 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 5 | 0 | 100 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 10 | 0 | any | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 10 | 0 | 5 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 10 | 0 | 10 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 10 | 0 | 20 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 10 | 0 | 50 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 10 | 0 | 100 | 27 | 25 | 0.9259 | 27.6300 | 24.8281 | 746.0091 | 50.0000 | |||
| funding_only | 15 | 15 | 5 | any | 20 | 17 | 0.8500 | 26.1811 | 24.8281 | 523.6228 | 37.0370 | |||
| funding_only | 15 | 15 | 5 | 5 | 20 | 17 | 0.8500 | 26.1811 | 24.8281 | 523.6228 | 37.0370 | |||
| funding_only | 15 | 15 | 5 | 10 | 20 | 17 | 0.8500 | 26.1811 | 24.8281 | 523.6228 | 37.0370 | |||
| funding_only | 15 | 15 | 5 | 20 | 20 | 17 | 0.8500 | 26.1811 | 24.8281 | 523.6228 | 37.0370 | |||
| funding_only | 15 | 15 | 5 | 50 | 20 | 17 | 0.8500 | 26.1811 | 24.8281 | 523.6228 | 37.0370 | |||
| funding_only | 15 | 15 | 5 | 100 | 20 | 17 | 0.8500 | 26.1811 | 24.8281 | 523.6228 | 37.0370 | |||
| funding_only | 15 | 1 | 10 | any | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 1 | 10 | 5 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 1 | 10 | 10 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 1 | 10 | 20 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 1 | 10 | 50 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 1 | 10 | 100 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 5 | 10 | any | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 5 | 10 | 5 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 5 | 10 | 10 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 5 | 10 | 20 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 5 | 10 | 50 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 5 | 10 | 100 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 10 | 10 | any | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 10 | 10 | 5 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 10 | 10 | 10 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 10 | 10 | 20 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 10 | 10 | 50 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 10 | 10 | 100 | 17 | 15 | 0.8824 | 25.2086 | 24.8281 | 428.5459 | 31.4815 | |||
| funding_only | 15 | 1 | 30 | any | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 1 | 30 | 5 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 1 | 30 | 10 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 1 | 30 | 20 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 1 | 30 | 50 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 1 | 30 | 100 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 5 | 30 | any | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 5 | 30 | 5 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 5 | 30 | 10 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 5 | 30 | 20 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 5 | 30 | 50 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 5 | 30 | 100 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 10 | 30 | any | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 10 | 30 | 5 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 10 | 30 | 10 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 10 | 30 | 20 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 10 | 30 | 50 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 10 | 30 | 100 | 10 | 9 | 0.9000 | 25.0642 | 26.0899 | 250.6417 | 18.5185 | |||
| funding_only | 15 | 1 | 40 | any | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 1 | 40 | 5 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 1 | 40 | 10 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 1 | 40 | 20 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 1 | 40 | 50 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 1 | 40 | 100 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 5 | 40 | any | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 5 | 40 | 5 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 5 | 40 | 10 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 5 | 40 | 20 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 5 | 40 | 50 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 5 | 40 | 100 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 10 | 40 | any | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 10 | 40 | 5 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 10 | 40 | 10 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 10 | 40 | 20 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 10 | 40 | 50 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 10 | 40 | 100 | 9 | 8 | 0.8889 | 24.2209 | 16.5114 | 217.9882 | 16.6667 | |||
| funding_only | 15 | 1 | 15 | any | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 1 | 15 | 5 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 1 | 15 | 10 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 1 | 15 | 20 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 1 | 15 | 50 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 1 | 15 | 100 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 5 | 15 | any | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 5 | 15 | 5 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 5 | 15 | 10 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 5 | 15 | 20 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 5 | 15 | 50 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 5 | 15 | 100 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 10 | 15 | any | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 10 | 15 | 5 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 10 | 15 | 10 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 10 | 15 | 20 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 10 | 15 | 50 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| funding_only | 15 | 10 | 15 | 100 | 16 | 14 | 0.8750 | 24.0554 | 24.8281 | 384.8865 | 29.6296 | |||
| book_gated | 1 | 1 | 5 | any | 50 | $0 | $0 | 5 | 4 | 0.8000 | 24.0273 | 12.1771 | 120.1364 | 9.2593 |
| book_gated | 1 | 1 | 5 | any | 100 | $0 | $0 | 5 | 4 | 0.8000 | 24.0273 | 12.1771 | 120.1364 | 9.2593 |
| book_gated | 1 | 1 | 5 | 10 | 50 | $0 | $0 | 5 | 4 | 0.8000 | 24.0273 | 12.1771 | 120.1364 | 9.2593 |
| book_gated | 1 | 1 | 5 | 10 | 100 | $0 | $0 | 5 | 4 | 0.8000 | 24.0273 | 12.1771 | 120.1364 | 9.2593 |
| book_gated | 1 | 1 | 5 | 20 | 50 | $0 | $0 | 5 | 4 | 0.8000 | 24.0273 | 12.1771 | 120.1364 | 9.2593 |
| book_gated | 1 | 1 | 5 | 20 | 100 | $0 | $0 | 5 | 4 | 0.8000 | 24.0273 | 12.1771 | 120.1364 | 9.2593 |
Сделки выбранной модели
| event_time_utc | asset | exchange | symbol | entry_before_sec | exit_after_sec | side | entry_funding_bps | entry_edge_bps | funding_change_60s_bps | spread_bps | entry_capacity_10bps_usd | exit_proxy_capacity_10bps_usd | pure_funding_bps | price_pnl_bps | net_taker_pnl_bps | entry_lag_sec | exit_lag_sec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-06-22T20:00:00Z | H | bingx | H-USDT | 15 | 1 | long | -58.7700 | 48.7700 | 0.0000 | 21.4664 | $0 | $0 | 58.7700 | 52.5459 | 101.3159 | 0.4978 | 24.2861 |
| 2026-06-22T16:00:00Z | ID | bybit | IDUSDT | 15 | 1 | long | -29.3881 | 18.3881 | 0.0682 | None | None | None | 29.3881 | 42.8839 | 61.2720 | 8.9238 | 15.9667 |
| 2026-06-22T16:00:00Z | ID | bingx | ID-USDT | 15 | 1 | long | -16.0100 | 6.0100 | 0.0000 | None | None | None | 16.0100 | 45.6376 | 51.6476 | 11.1698 | 13.7199 |
| 2026-06-22T16:00:00Z | TNSR | mexc | TNSR_USDT | 15 | 1 | long | -13.6000 | 9.6000 | 0.0200 | None | None | None | 13.6000 | 38.3926 | 47.9926 | 2.6320 | 22.3069 |
| 2026-06-22T16:00:00Z | ID | binance | IDUSDT | 15 | 1 | long | -16.2757 | 6.2757 | 0.0000 | None | None | None | 16.2757 | 40.9711 | 47.2468 | 13.1054 | 11.8201 |
| 2026-06-22T16:00:00Z | AERGO | binance | AERGOUSDT | 15 | 1 | long | -20.8187 | 10.8187 | 0.0000 | None | None | None | 20.8187 | 32.8407 | 43.6594 | 12.8624 | 12.0389 |
| 2026-06-22T16:00:00Z | H | bingx | H-USDT | 15 | 1 | long | -87.2300 | 77.2300 | 0.0000 | None | None | None | 87.2300 | -40.8749 | 36.3551 | 11.3511 | 13.5344 |
| 2026-06-22T16:00:00Z | AERGO | kucoin | AERGOUSDTM | 15 | 1 | long | -31.2800 | 19.2800 | -0.2100 | None | None | None | 31.2800 | 16.3026 | 35.5826 | 6.1043 | 18.7433 |
| 2026-06-22T16:00:00Z | H | bybit | HPERP | 15 | 1 | long | -43.6535 | 32.6535 | 0.4088 | None | None | None | 43.6535 | 0.0000 | 32.6535 | 9.0993 | 15.7906 |
| 2026-06-22T20:00:00Z | H | bybit | HPERP | 15 | 1 | long | -86.7680 | 75.7680 | -0.5320 | 532.4731 | $0 | $0 | 86.7680 | -44.8897 | 30.8783 | 38.4528 | 26.5891 |
| 2026-06-22T16:00:00Z | H | binance | HUSDT | 15 | 1 | long | -86.1546 | 76.1546 | 0.0000 | None | None | None | 86.1546 | -50.0647 | 26.0899 | 13.3269 | 11.6008 |
| 2026-06-22T16:00:00Z | TAIKO | bybit | TAIKOUSDT | 15 | 1 | long | -28.9458 | 17.9458 | -0.0230 | None | None | None | 28.9458 | 6.8823 | 24.8281 | 8.7417 | 16.1431 |
| 2026-06-22T16:00:00Z | TAIKO | kucoin | TAIKOUSDTM | 15 | 1 | long | -34.4300 | 22.4300 | -0.0600 | None | None | None | 34.4300 | 0.0000 | 22.4300 | 5.4879 | 19.1362 |
| 2026-06-22T20:00:00Z | H | binance | HUSDT | 15 | 1 | long | -58.2669 | 48.2669 | 0.2067 | 3.7019 | $1,472 | $1,009 | 58.2669 | -31.7555 | 16.5114 | 2.4629 | 22.3450 |
| 2026-06-22T16:00:00Z | H | mexc | H_USDT | 15 | 1 | long | -86.1500 | 82.1500 | 0.5500 | None | None | None | 86.1500 | -66.7624 | 15.3876 | 2.8762 | 22.0652 |
| 2026-06-22T20:00:00Z | H | mexc | H_USDT | 15 | 1 | long | -58.4700 | 54.4700 | 0.1500 | None | None | None | 58.4700 | -46.5116 | 7.9584 | 32.9487 | 32.5885 |
| 2026-06-22T20:00:00Z | TAIKO | kucoin | TAIKOUSDTM | 15 | 1 | long | -32.7000 | 20.7000 | 0.0200 | 27.5862 | $0 | $0 | 32.7000 | -13.7931 | 6.9069 | 35.3169 | 29.9301 |
| 2026-06-22T16:00:00Z | H | kucoin | HUSDTM | 15 | 1 | long | -66.7900 | 54.7900 | 0.3800 | None | None | None | 66.7900 | -48.4193 | 6.3707 | 6.8971 | 17.8937 |
| 2026-06-22T20:00:00Z | TAIKO | binance | TAIKOUSDT | 15 | 1 | long | -26.2583 | 16.2583 | 0.0315 | 13.8408 | $202 | $1,612 | 26.2583 | -33.0332 | -16.7749 | 1.7967 | 22.9989 |
| 2026-06-22T20:00:00Z | H | kucoin | HUSDTM | 15 | 1 | long | -56.5300 | 44.5300 | -0.3600 | 23.5277 | $0 | $0 | 56.5300 | -67.4091 | -22.8791 | 36.4078 | 28.6412 |
Сделки book-gated модели
| event_time_utc | asset | exchange | symbol | entry_before_sec | exit_after_sec | side | entry_funding_bps | entry_edge_bps | funding_change_60s_bps | spread_bps | entry_capacity_10bps_usd | exit_proxy_capacity_10bps_usd | pure_funding_bps | price_pnl_bps | net_taker_pnl_bps | entry_lag_sec | exit_lag_sec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-06-22T20:00:00Z | ID | binance | IDUSDT | 15 | 30 | long | -9.9872 | -0.0128 | 0.0079 | 2.6312 | $13,636 | $4,421 | 9.9872 | 43.3237 | 43.3109 | 2.2422 | 34.2863 |
| 2026-06-22T20:00:00Z | ID | bingx | ID-USDT | 15 | 30 | long | -10.2400 | 0.2400 | 0.0000 | 10.5291 | $4,838 | $1,632 | 10.2400 | 42.0831 | 42.3231 | 0.3094 | 36.6406 |
| 2026-06-22T20:00:00Z | TNSR | bingx | TNSR-USDT | 15 | 30 | short | 0.5000 | -9.5000 | 0.0000 | 5.1348 | $2,068 | $4,661 | 0.5000 | 23.0769 | 13.5769 | 40.6222 | 37.0767 |
| 2026-06-22T20:00:00Z | H | binance | HUSDT | 15 | 30 | long | -58.2669 | 48.2669 | 0.2067 | 3.7019 | $1,472 | $1,009 | 58.2669 | -48.0289 | 0.2380 | 2.4629 | 34.0701 |
| 2026-06-22T20:00:00Z | TNSR | binance | TNSRUSDT | 15 | 30 | long | -6.7569 | -3.2431 | 0.1268 | 2.5717 | $5,045 | $5,088 | 6.7569 | -19.7138 | -22.9569 | 1.5743 | 35.3886 |