l2_arbitrum_tvl_capital_flight_momentum

not live
25
closed trades
36%
win rate
+39.71
total pnl ($)
1.324
weight
7d window — n=4 wr=50% pnl=+16.25  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 05:48:15 (23.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aia
n: 133  ·  wr: 44.4%  ·  total_bps: +661.8  ·  mean_bps: +4.98  ·  sharpe: +0.03  ·  max_dd_bps: -1461.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 05:34BTCSell59435→60182-3.37timeout
06-25 13:54BTCSell61277.9→58568.9+10.82take_profit
06-24 16:51BTCSell62316.9→59573+10.76take_profit
06-24 05:19BTCSell62396.9→62837.1-1.96timeout
06-13 02:00BTCSell63065.8→63809.2-3.15timeout
06-12 01:56BTCSell62690.9→63396.2-3.00timeout
06-11 01:50BTCSell61674.9→62231.1-2.47timeout
06-09 18:27BTCSell62816.9→61710.1+4.21timeout
06-08 18:23BTCSell63216.8→63550.2-1.51timeout
06-05 18:52BTCSell62227.9→59495+10.77take_profit
06-05 01:26BTCSell63531.8→63275.2+0.77timeout
06-04 00:24BTCSell66981.7→64040.2+10.75take_profit
06-02 19:35BTCSell69944.5→66595.3+11.73take_profit
06-02 07:45BTCSell71675.4→70156.5+5.13timeout
05-29 03:06BTCSell73316.3→73302.7-0.13timeout
05-25 05:39BTCSell77196.1→77428.9-0.94timeout
05-23 20:37BTCSell74759.3→76603.1-6.38stop_loss
05-23 05:38BTCSell77299.1→75462.8+5.71timeout
05-22 05:38BTCSell77241.1→77554.9-1.24timeout
05-21 05:37BTCSell77403.1→77859.9-1.67timeout
05-20 05:37BTCSell76818.2→77241.9-1.55timeout
05-19 05:37BTCSell76859.2→76864.8-0.22timeout
05-12 16:43BTCSell81715.9→81724.1-0.24timeout
05-11 21:03BTCSell81104.9→81807.1-2.38timeout
05-10 21:02BTCSell80747→80908-0.71timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
36%
win rate
+39.71
total pnl ($)
+62.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2536%+62.9+39.71

Recent bounces (last 20 of 1)

timesymsidereason
06-27 11:34BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems