l2_bridge_flow_momentum

not live
21
closed trades
19%
win rate
-82.49
total pnl ($)
0.301
weight
7d window — n=21 wr=19% pnl=-82.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 05:52:08 (33.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: zk
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 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 05:08BTCBuy64348.2→63683.8-5.62timeout
06-18 04:36BTCBuy64441.2→63913.8-4.55timeout
06-18 04:05BTCBuy64363.2→64161.8-2.02timeout
06-18 03:35BTCBuy64503.2→64301.8-2.02timeout
06-17 19:41BTCBuy65371.3→64154.7-9.76stop_loss
06-17 19:40BTCBuy65400.3→64182.7-9.76stop_loss
06-17 18:05BTCBuy65951.3→64670.4-10.16stop_loss
06-17 18:05BTCBuy65902.3→64670.4-9.80stop_loss
06-17 18:04BTCBuy64814.2→65327.7+3.48timeout
06-17 17:27BTCBuy65023.3→65941.7+6.59timeout
06-17 16:55BTCBuy64911.2→65886.7+7.05timeout
06-17 11:05BTCBuy65763.3→64538.5-9.79stop_loss
06-17 10:57BTCBuy65883.3→64772.8-8.91timeout
06-17 09:55BTCBuy65868.3→64859.8-8.13timeout
06-17 09:24BTCBuy65559.3→64933.8-5.23timeout
06-17 08:49BTCBuy66038.3→64808.3-9.77stop_loss
06-17 00:32BTCBuy65722.3→65729.7-0.41timeout
06-16 23:59BTCBuy65870.3→65636.7-2.25timeout
06-16 23:24BTCBuy65759.3→65633.7-1.43timeout
06-16 22:52BTCBuy65679.3→65709.7-0.25timeout
06-16 22:20BTCBuy65723.3→65819.7+0.25timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
19%
win rate
-82.49
total pnl ($)
-78.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2119%-78.2-82.49

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems