base_l2_institutional_flow_surge

not live
6
closed trades
0%
win rate
-63.30
total pnl ($)
1.212
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 22:25:37 (38.1d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: recovered_001__restored_44ce1453
n: 2  ·  wr: 0.0%  ·  total_bps: -1043.2  ·  mean_bps: -521.61  ·  sharpe: -8.82  ·  max_dd_bps: -1043.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 6 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-14 22:43ETHBuy2339.83→2339.37-0.71timeout
05-08 02:17ETHBuy2325.73→2268.54-12.75stop_loss
04-28 13:10ETHBuy2313.7→2258.1-12.47stop_loss
04-28 13:10ETHBuy2315.4→2259.8-12.46stop_loss
04-28 13:10ETHBuy2316→2260.4-12.45stop_loss
04-28 13:08ETHBuy2317.5→2261.8-12.47stop_loss

Paper vs Live

Paper (trades.jsonl)
6
closed
0%
win rate
-63.30
total pnl ($)
-210.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH60%-210.5-63.30

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 02:17ETHBuy-12.75The market was in a short-term uptrend but within a broader weekly downtrend, with ETH showing slight hourly gains while still down over the past week. The thesis failed because the stop-loss was triggered as the broader bearish trend overwhelmed the minor …