l2_arbitrum_bridge_netflow_negative_acceleration_capital_flight_short · strategy

104

closed trades

52%

win rate

+54.16

total pnl ($)

1.289

weight

7d window — n=15 wr=53% pnl=+12.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 19:53:48 (38.9d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: abs__restored_d9501598

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

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
06-26 13:57	ARB	Sell	0.0716121→0.0729847	-12.03	stop_loss
06-26 11:29	ARB	Sell	0.0739515→0.0716179	+18.42	take_profit
06-26 06:25	ARB	Sell	0.0717821→0.0731748	-12.15	stop_loss
06-25 22:03	ARB	Sell	0.0723719→0.0737753	-12.17	stop_loss
06-25 20:57	ARB	Sell	0.0731917→0.072088	+8.52	timeout
06-25 13:46	ARB	Sell	0.076031→0.0736284	+18.41	take_profit
06-25 11:18	ARB	Sell	0.0770807→0.076159	+6.62	timeout
06-25 05:24	ARB	Sell	0.075941→0.077418	-12.19	stop_loss
06-24 20:06	ARB	Sell	0.0742314→0.0756467	-11.98	stop_loss
06-24 16:47	ARB	Sell	0.0771207→0.0746687	+18.53	take_profit
06-24 15:16	ARB	Sell	0.0780305→0.0765591	+10.75	timeout
06-24 10:19	ARB	Sell	0.0785004→0.0780295	+3.09	timeout
06-24 02:52	ARB	Sell	0.0790302→0.0781795	+5.84	timeout
06-23 21:45	ARB	Sell	0.0785504→0.0791298	-4.93	timeout
06-23 13:32	ARB	Sell	0.0780705→0.0795596	-11.98	stop_loss
06-13 01:31	ARB	Sell	0.0842089→0.0843611	-1.59	timeout
06-12 20:35	ARB	Sell	0.0848088→0.084061	+4.79	timeout
06-12 15:32	ARB	Sell	0.0846188→0.0847212	-1.23	timeout
06-12 09:46	ARB	Sell	0.0832492→0.0848536	-12.08	stop_loss
06-12 05:18	ARB	Sell	0.0835491→0.0834309	+0.33	timeout
06-11 19:30	ARB	Sell	0.0832992→0.0849036	-12.10	stop_loss
06-11 17:32	ARB	Sell	0.0804999→0.0820315	-11.93	stop_loss
06-11 11:51	ARB	Sell	0.08012→0.0816512	-11.99	stop_loss
06-11 09:12	ARB	Sell	0.0803399→0.0802901	-0.13	timeout
06-11 00:17	ARB	Sell	0.0766508→0.0781286	-12.12	stop_loss
06-10 20:51	ARB	Sell	0.0791502→0.0766091	+18.69	take_profit
06-10 13:40	ARB	Sell	0.0795601→0.0810808	-12.01	stop_loss
06-10 12:50	ARB	Sell	0.0797301→0.07982	-1.25	timeout
06-09 18:18	ARB	Sell	0.0793901→0.0809407	-12.24	stop_loss
06-09 15:48	ARB	Sell	0.0804999→0.0793498	+8.05	timeout
06-09 10:30	ARB	Sell	0.0819395→0.0806202	+9.16	timeout
06-09 05:23	ARB	Sell	0.0813497→0.0820205	-5.58	timeout
06-09 00:15	ARB	Sell	0.0832892→0.0817004	+10.84	timeout
06-08 19:11	ARB	Sell	0.0834191→0.0831908	+1.10	timeout
06-08 10:34	ARB	Sell	0.0816096→0.0831623	-11.95	stop_loss
06-08 09:02	ARB	Sell	0.0823994→0.0814304	+6.50	timeout
06-08 03:51	ARB	Sell	0.0830292→0.0823206	+4.61	timeout
06-07 22:14	ARB	Sell	0.0816996→0.0832724	-12.12	stop_loss
06-07 14:34	ARB	Sell	0.0810397→0.0825819	-11.96	stop_loss
06-07 09:02	ARB	Sell	0.0823394→0.0839229	-12.07	stop_loss
06-07 06:17	ARB	Sell	0.0815596→0.0831123	-11.94	stop_loss
06-07 01:07	ARB	Sell	0.0794401→0.0809607	-12.06	stop_loss
06-06 21:39	ARB	Sell	0.0789703→0.0795099	-4.67	timeout
06-06 14:21	ARB	Sell	0.0793402→0.0808606	-12.07	stop_loss
06-06 09:28	ARB	Sell	0.0790002→0.0805204	-12.07	stop_loss
06-06 04:06	ARB	Sell	0.0805998→0.0780495	+18.44	take_profit
06-05 21:04	ARB	Sell	0.0807598→0.0823117	-12.07	stop_loss
06-05 18:52	ARB	Sell	0.0813796→0.0788097	+18.42	take_profit
06-05 12:02	ARB	Sell	0.083829→0.0811103	+18.91	take_profit
06-05 06:13	ARB	Sell	0.0862484→0.0835209	+18.43	take_profit
06-05 02:58	ARB	Sell	0.0893577→0.0865216	+18.49	take_profit
06-04 21:40	ARB	Sell	0.0905774→0.0877219	+18.34	take_profit
06-04 18:53	ARB	Sell	0.0907973→0.0908127	-0.68	timeout
06-04 09:30	ARB	Sell	0.0895976→0.0867617	+18.41	take_profit
06-04 08:13	ARB	Sell	0.0915271→0.0886222	+18.49	take_profit
06-03 21:48	ARB	Sell	0.0933567→0.0951914	-12.32	stop_loss
06-03 20:56	ARB	Sell	0.0945764→0.0915729	+18.52	take_profit
06-03 17:04	ARB	Sell	0.096006→0.0936534	+14.16	timeout
06-03 05:04	ARB	Sell	0.0906773→0.0924693	-12.40	stop_loss
06-03 05:02	ARB	Sell	0.0904474→0.0921691	-11.96	stop_loss
06-02 22:52	ARB	Sell	0.0943864→0.0914028	+18.40	take_profit
06-02 15:37	ARB	Sell	0.0954461→0.0924031	+18.58	take_profit
06-02 12:08	ARB	Sell	0.0979255→0.0981645	-2.00	timeout
06-02 07:00	ARB	Sell	0.099995→0.0986647	+7.39	timeout
06-02 01:01	ARB	Sell	0.103484→0.101545	+10.65	timeout
06-01 17:04	ARB	Sell	0.099785→0.101696	-12.03	stop_loss
05-28 16:15	ARB	Sell	0.102354→0.101935	+1.95	timeout
05-28 11:03	ARB	Sell	0.102354→0.102266	-0.04	timeout
05-26 02:45	ARB	Sell	0.108533→0.106827	+8.87	timeout
05-25 21:45	ARB	Sell	0.109713→0.108727	+4.89	timeout
05-25 16:05	ARB	Sell	0.107583→0.109602	-11.77	stop_loss
05-25 11:44	ARB	Sell	0.107183→0.107597	-2.82	timeout
05-25 05:43	ARB	Sell	0.105324→0.10731	-11.83	stop_loss
05-25 01:44	ARB	Sell	0.105564→0.105466	+0.02	timeout
05-24 20:44	ARB	Sell	0.105864→0.105616	+0.89	timeout
05-24 15:43	ARB	Sell	0.107363→0.105776	+8.31	timeout
05-24 10:44	ARB	Sell	0.108133→0.107547	+2.72	timeout
05-24 05:42	ARB	Sell	0.109523→0.108177	+6.75	timeout
05-23 20:41	ARB	Sell	0.109463→0.111674	-12.65	stop_loss
05-23 16:39	ARB	Sell	0.106363→0.108481	-12.47	stop_loss
05-23 14:42	ARB	Sell	0.104914→0.106447	-9.27	timeout
05-23 07:48	ARB	Sell	0.108943→0.105436	+18.76	take_profit
05-23 04:41	ARB	Sell	0.109693→0.109147	+2.42	timeout
05-22 23:42	ARB	Sell	0.111102→0.109747	+6.77	timeout
05-22 18:37	ARB	Sell	0.114731→0.111048	+18.67	take_profit
05-22 12:12	ARB	Sell	0.112552→0.114696	-11.94	stop_loss
05-22 08:41	ARB	Sell	0.113902→0.112498	+6.85	timeout
05-22 03:40	ARB	Sell	0.112992→0.113788	-4.80	timeout
05-21 18:25	ARB	Sell	0.113662→0.115797	-11.81	stop_loss
05-21 15:13	ARB	Sell	0.109603→0.111664	-11.81	stop_loss
05-21 12:39	ARB	Sell	0.111152→0.109677	+7.42	timeout
05-21 07:39	ARB	Sell	0.112232→0.111198	+4.97	timeout
05-21 02:39	ARB	Sell	0.111632→0.112248	-3.85	timeout
05-20 21:38	ARB	Sell	0.112552→0.111658	+4.17	timeout
05-20 16:38	ARB	Sell	0.112942→0.112608	+1.27	timeout
05-20 11:38	ARB	Sell	0.113742→0.112998	+3.40	timeout
05-20 06:38	ARB	Sell	0.112722→0.113718	-5.81	timeout
05-20 01:38	ARB	Sell	0.114511→0.112778	+8.58	timeout
05-19 20:38	ARB	Sell	0.115081→0.114569	+2.15	timeout
05-19 15:37	ARB	Sell	0.116051→0.115079	+4.42	timeout

Paper vs Live

Paper (trades.jsonl)

104

closed

52%

win rate

+54.16

total pnl ($)

+8.7 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 ($)
ARB	104	52%	+8.7	+54.16

Recent bounces (last 20 of 1)

time	sym	side	reason
06-24 10:29	ARB	Sell	trigger_already_opened

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…