l2_capital_flow_migration_long

41

closed trades

46%

win rate

-8.08

total pnl ($)

1.192

weight

7d window — n=24 wr=54% pnl=-2.53 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 14:37:05 (35.6d ago) · src: canon

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

n: 20 · wr: 55.0% · total_bps: +7.9 · mean_bps: +0.39 · sharpe: +0.01 · max_dd_bps: -289.2

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

time	sym	side	entry→exit	pnl	close
06-23 01:57	BTC	Buy	64261.2→64105.8	-0.80	timeout
06-22 21:54	BTC	Buy	64611.2→64220.8	-1.67	timeout
06-22 17:30	BTC	Buy	65272.3→64384.6	-3.48	stop_loss
06-22 13:39	BTC	Buy	64051.2→65206.7	+4.10	timeout
06-22 09:32	BTC	Buy	64167.2→64076.8	-0.56	timeout
06-22 05:21	BTC	Buy	64055.2→64221.8	+0.41	timeout
06-21 01:38	BTC	Buy	63924.2→64269.8	+1.08	timeout
06-20 21:41	BTC	Buy	63809.2→63937.8	+0.27	timeout
06-20 17:36	BTC	Buy	63400.2→63764.8	+1.16	timeout
06-20 13:37	BTC	Buy	63615.2→63393.8	-1.05	timeout
06-20 09:39	BTC	Buy	63661.2→63618.8	-0.38	timeout
06-20 05:37	BTC	Buy	63552.2→63641.8	+0.12	timeout
06-20 01:32	BTC	Buy	63153.2→63495.8	+1.09	timeout
06-19 21:28	BTC	Buy	62870.1→63139.8	+0.81	timeout
06-19 17:21	BTC	Buy	62655.1→63057.8	+1.33	timeout
06-19 13:21	BTC	Buy	62396.1→62692.9	+0.93	timeout
06-19 09:18	BTC	Buy	62578.1→62390.9	-0.92	timeout
06-19 05:18	BTC	Buy	63026.2→62585.9	-1.89	timeout
06-18 01:40	BTC	Buy	64312.2→64581.8	+0.78	timeout
06-17 18:05	BTC	Buy	65919.3→65020.2	-3.49	stop_loss
06-17 17:32	BTC	Buy	65027.3→65926.7	+3.10	timeout
06-17 13:25	BTC	Buy	64961.2→64848.8	-0.64	timeout
06-17 08:44	BTC	Buy	65756.3→64853.3	-3.51	stop_loss
06-17 05:22	BTC	Buy	65496.3→65743.7	+0.69	timeout
06-15 01:32	BTC	Buy	64771.2→65452.7	+2.31	timeout
06-14 21:28	BTC	Buy	63885.2→64747.8	+3.02	timeout
06-14 17:27	BTC	Buy	64312.2→63878.8	-1.84	timeout
06-14 13:23	BTC	Buy	64333.2→64292.8	-0.37	timeout
06-14 09:23	BTC	Buy	64328.2→64326.8	-0.23	timeout
06-14 05:21	BTC	Buy	64653.2→64327.8	-1.42	timeout
05-27 19:10	BTC	Buy	75060.8→74949.3	-0.58	timeout
05-27 13:39	BTC	Buy	75905.8→74869.8	-3.49	stop_loss
05-27 11:09	BTC	Buy	75790.8→75939.2	+0.27	timeout
05-27 07:09	BTC	Buy	75931.8→75783.2	-0.68	timeout
05-27 03:07	BTC	Buy	75801.8→75924.2	+0.18	timeout
05-26 23:08	BTC	Buy	75885.8→75794.2	-0.51	timeout
05-26 15:05	BTC	Buy	77456.9→76761.2	-2.37	timeout
05-26 11:05	BTC	Buy	76792.8→77449.1	+1.83	timeout
05-26 07:03	BTC	Buy	76583.8→76832.2	+0.56	timeout
05-26 03:03	BTC	Buy	77150.9→76576.2	-2.00	timeout
05-12 02:43	BTC	Buy	81724.1→81715.9	-0.25	timeout

Paper (trades.jsonl)

41

closed

46%

win rate

-8.08

total pnl ($)

-8.2 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	41	46%	-8.2	-8.08

time	sym	side	reason
06-22 22:20	BTC	Buy	stale_intent
06-22 22:19	BTC	Buy	stale_intent
06-22 18:09	BTC	Buy	trigger_already_opened
06-22 09:54	BTC	Buy	stale_intent
06-22 05:42	BTC	Buy	trigger_already_opened

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 41 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 5)

Postmortem feed (last 10)