l2_arbitrum_exodus_capital_flight_short

not live
14
closed trades
57%
win rate
+8.66
total pnl ($)
1.214
weight
7d window — n=2 wr=50% pnl=-1.30  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 17:07:09 (39.5d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: ahf
n: 53  ·  wr: 56.6%  ·  total_bps: +1165.7  ·  mean_bps: +21.99  ·  sharpe: +0.17  ·  max_dd_bps: -495.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 00:33BTCSell60119→59873+0.80timeout
06-25 00:21BTCSell60479→60933-2.10timeout
06-11 13:23BTCSell62664.9→62902.1-1.15timeout
06-09 13:25BTCSell63321.8→62270.1+3.92timeout
06-07 08:48BTCSell61824.9→62986.6-4.92stop_loss
06-05 06:22BTCSell63410.8→61382.1+7.77take_profit
06-03 13:33BTCSell66821.7→67118.4-1.33timeout
05-24 19:37BTCSell77218.1→76636.8+1.66timeout
05-22 19:37BTCSell77298.1→75876.8+4.38timeout
05-20 19:37BTCSell77403.1→77533.9-0.63timeout
05-18 19:37BTCSell76858.2→76742.8+0.16timeout
05-12 06:43BTCSell81715.9→81724.1-0.23timeout
05-12 02:25BTCSell81861.9→81724.1+0.19timeout
05-10 02:25BTCSell80793→80678+0.13timeout

Paper vs Live

Paper (trades.jsonl)
14
closed
57%
win rate
+8.66
total pnl ($)
+24.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1457%+24.5+8.66

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 02:25BTCSell+0.13BTC was in a mild uptrend across all timeframes with negative funding, suggesting short positioning was crowded. The short thesis failed because the timeout closed the trade before the anticipated mean reversion could materialize.