l2_arbitrum_capital_concentration_momentum

not live
33
closed trades
30%
win rate
-4.32
total pnl ($)
1.243
weight
7d window — n=6 wr=17% pnl=-1.19  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 21:45:16 (40.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: agm__restored_640c6961
n: 83  ·  wr: 44.6%  ·  total_bps: -819.3  ·  mean_bps: -9.87  ·  sharpe: -0.14  ·  max_dd_bps: -908.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 33 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 20:20BTCBuy60046→59747-0.24timeout
06-26 09:20BTCBuy59920→60096+0.08timeout
06-26 02:12BTCBuy59777→58962.6-0.58stop_loss
06-25 02:22BTCBuy60915→60868-0.07timeout
06-22 17:22BTCBuy65053.3→64518.8-0.37timeout
06-22 07:22BTCBuy64247.2→64267.8-0.02timeout
06-19 02:19BTCBuy62776.1→62961.9+0.08timeout
06-18 13:23BTCBuy64420.2→64308.8-0.11timeout
06-15 21:19BTCBuy66887.3→66493.7-0.27timeout
06-15 17:22BTCBuy66829.3→66795.7-0.06timeout
06-15 03:48BTCBuy65631.3→65887.7+0.12timeout
06-11 23:22BTCBuy63645.2→63382.8-0.20timeout
06-10 19:18BTCBuy61916.1→61697.9-0.18timeout
06-08 16:09BTCBuy63011.2→63790.8+0.46timeout
06-08 03:20BTCBuy62920.1→63224.8+0.16timeout
06-07 19:19BTCBuy62076.1→61227.3-0.58stop_loss
06-07 14:48BTCBuy62306.1→61830.9-0.34timeout
06-07 07:50BTCBuy61609.1→62198.9+0.35timeout
06-06 10:30BTCBuy61096.1→60226.9-0.61stop_loss
06-05 23:31BTCBuy61580.1→60741.6-0.58stop_loss
06-05 01:46BTCBuy63383.2→63326.8-0.07timeout
06-04 19:48BTCBuy63686.2→63724.8-0.01timeout
06-04 08:13BTCBuy64191.2→63318.2-0.58stop_loss
06-04 01:49BTCBuy63294.2→62433.6-0.58stop_loss
06-03 11:45BTCBuy67191.4→67109.6-0.09timeout
05-28 17:07BTCBuy73379.7→73375.3-0.04timeout
05-26 17:03BTCBuy77063.9→76561.2-0.30timeout
05-24 03:03BTCBuy76511.8→76785.2+0.11timeout
05-23 20:03BTCBuy75520.8→75958.2+0.19timeout
05-20 18:02BTCBuy77197.9→77559.1+0.15timeout
05-19 14:01BTCBuy76794.8→76747.2-0.06timeout
05-19 03:36BTCBuy76989.8→76768.2-0.15timeout
05-17 11:38BTCBuy78123.9→78321.1+0.07timeout

Paper vs Live

Paper (trades.jsonl)
33
closed
30%
win rate
-4.32
total pnl ($)
-32.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3330%-32.6-4.32

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems