l2_bridge_outflow_capitulation_rebound_long

43

closed trades

40%

win rate

-119.70

total pnl ($)

1.170

weight

7d window — n=3 wr=33% pnl=-9.23 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 22:18:50 (38.6d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: ahq

n: 20 · wr: 70.0% · total_bps: +279.7 · mean_bps: +13.99 · sharpe: +0.13 · max_dd_bps: -665.3

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-25 13:55	BTC	Buy	59913→58437.8	-11.43	stop_loss
06-25 11:21	BTC	Buy	59441→61302.9	+13.68	timeout
06-24 13:57	BTC	Buy	62766.1→61220.3	-11.48	stop_loss
06-09 14:47	BTC	Buy	62712.1→61169.3	-11.48	stop_loss
06-09 14:21	BTC	Buy	63188.2→61634.1	-11.47	stop_loss
06-09 09:00	BTC	Buy	63932.2→62816.9	-8.25	timeout
06-09 04:49	BTC	Buy	63140.2→63389.8	+1.38	timeout
06-08 14:45	BTC	Buy	61758.1→63869.8	+14.96	timeout
06-08 10:51	BTC	Buy	62200.1→63112.8	+6.20	timeout
06-07 23:27	BTC	Buy	61827.1→63204.8	+9.62	timeout
06-07 20:16	BTC	Buy	61322.1→61459.9	+0.63	timeout
06-07 16:38	BTC	Buy	60551→62211.9	+11.89	timeout
06-07 05:21	BTC	Buy	60692→61811.9	+7.92	timeout
06-07 02:13	BTC	Buy	61124.1→61413.9	+1.67	timeout
06-06 22:35	BTC	Buy	59595→60508	+6.54	timeout
06-06 08:29	BTC	Buy	60333→61360.9	+7.21	timeout
06-05 18:43	BTC	Buy	61292.1→59785.1	-11.47	stop_loss
06-05 13:56	BTC	Buy	62478.1→60937.5	-11.50	stop_loss
06-05 06:16	BTC	Buy	63459.2→61896.9	-11.46	stop_loss
06-05 06:03	BTC	Buy	63532.2→61965.9	-11.46	stop_loss
06-05 06:00	BTC	Buy	63726.2→62158.8	-11.46	stop_loss
06-04 09:29	BTC	Buy	64328.2→62746.5	-11.46	stop_loss
06-04 09:29	BTC	Buy	64338.2→62754.5	-11.48	stop_loss
06-04 00:38	BTC	Buy	64704.2→63113.3	-11.47	stop_loss
06-03 20:55	BTC	Buy	66349.3→64652.4	-11.95	stop_loss
06-03 20:45	BTC	Buy	66715.3→65058.2	-11.61	stop_loss
06-03 03:28	BTC	Buy	67756.4→66081.6	-11.53	stop_loss
06-02 14:09	BTC	Buy	70114.5→68383.4	-11.53	stop_loss
06-02 07:03	BTC	Buy	71507.6→69748.6	-11.54	stop_loss
05-26 10:05	BTC	Buy	77553.9→76571.2	-6.09	timeout
05-25 16:04	BTC	Buy	76569.8→77539.1	+5.22	timeout
05-24 22:04	BTC	Buy	76796.8→76562.2	-1.78	timeout
05-24 04:03	BTC	Buy	74645.7→76808.2	+12.58	timeout
05-23 18:02	BTC	Buy	75530.8→75433.2	-1.04	timeout
05-23 07:46	BTC	Buy	76855.8→74958.8	-11.51	stop_loss
05-22 16:03	BTC	Buy	77669.9→76854.2	-5.23	timeout
05-21 22:03	BTC	Buy	78122.9→77644.1	-3.23	timeout
05-21 04:02	BTC	Buy	77544.9→78115.1	+2.86	timeout
05-21 03:03	BTC	Buy	77424.9→77957.1	+2.65	timeout
05-20 09:03	BTC	Buy	76447.8→77453.1	+5.43	timeout
05-19 05:37	BTC	Buy	76866.8→76824.2	-0.71	timeout
05-12 16:43	BTC	Buy	81724.1→81715.9	-0.47	timeout
05-12 05:00	BTC	Buy	80932→81715.9	+3.98	timeout

Paper (trades.jsonl)

43

closed

40%

win rate

-119.70

total pnl ($)

-61.5 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	43	40%	-61.5	-119.70

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 43 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)