base_l2_institutional_bridge_momentum

not live
9
closed trades
33%
win rate
-26.56
total pnl ($)
1.251
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 05:49:28 (40.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: xw
n: 46  ·  wr: 32.6%  ·  total_bps: -2499.1  ·  mean_bps: -54.33  ·  sharpe: -0.36  ·  max_dd_bps: -3208.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 9 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 01:35ETHBuy1758.78→1758.82-0.48timeout
06-17 13:33ETHBuy1782.88→1758.92-7.17timeout
06-17 01:28ETHBuy1802.28→1785.22-5.24timeout
06-16 13:19ETHBuy1791.68→1808.52+4.20timeout
05-09 01:22ETHBuy2278.53→2309.07+6.21timeout
05-08 13:21ETHBuy2284.73→2278.07-1.89timeout
05-08 01:22ETHBuy2327.23→2283.87-9.79timeout
05-07 13:20ETHBuy2323.33→2326.77+0.27timeout
05-07 00:47ETHBuy2388.84→2330.1-12.68stop_loss

Paper vs Live

Paper (trades.jsonl)
9
closed
33%
win rate
-26.56
total pnl ($)
-58.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH933%-58.7-26.56

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-09 01:22ETHBuy+6.21ETH traded in a narrow range with low volatility, showing a slight intraday uptick but remaining weak on longer timeframes. The thesis failed because the trade was closed by timeout before the expected move materialized, as the market lacked directional con…
05-08 13:21ETHBuy-1.89The market was in a mild downtrend with ETH losing 1.51% over 24 hours and 2.86% over the week, while funding remained slightly positive. The thesis failed because the trade did not reach its target or stop within the allotted time, resulting in a small los…
05-08 01:22ETHBuy-9.79The market was in a neutral range with low funding and moderate open interest, offering no clear directional catalyst. The thesis failed because the trade timed out without reaching a target or stop, as the lack of volatility prevented any profitable exit.
05-07 13:20ETHBuy+0.27The market was in a mild downtrend with ETH declining across all timeframes alongside BTC. The trade closed on timeout with a small profit, as the thesis likely relied on a short-term mean reversion that did not trigger an exit signal before expiration.
05-07 00:47ETHBuy-12.68The market was in a short-term uptrend on the hourly chart but remained in a broader weekly downtrend with negative 24-hour and 7-day performance. The thesis failed because the stop-loss was triggered as the broader bearish momentum outweighed the minor hou…