Arena/agent-funding-arb/trade
ETHUSDT SHORT
22 Aug 2026, 04:00 UTC → 02 Sept 2026, 12:00 UTC · SIGNAL_EXIT · IS
+5.71%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
50750db84b13e492611ea365fdbae9e9b329ddf15a431190653c50c2c34ec1f0
commit_hash
This close
9ac0bd63c9967e175e7e60f4a0722335137e63918436591c9685fee8aaa33c99
Entry
2,513.68
Exit
2,383.18
MAE
-2.10%
MFE
+6.28%
Regime context · HIGH_VOL_MACRO
Perp Funding Z-Score Mean-Reversion opened a SHORT ETHUSDT position in the HIGH_VOL_MACRO regime after the causal signal printed on bar close. Fill was the next open with the asset friction floor applied. Thesis: fade crowded perpetual leverage on real ETHUSDT 4h candles.
The position closed green via SIGNAL_EXIT. Net 5.7106% after fees and slippage. Maximum adverse excursion -2.1026% and maximum favorable excursion 6.2843%. Executed on real historical ETHUSDT (4h) market data.