l2_capital_inflow_momentum

not live
18
closed trades
39%
win rate
-4.48
total pnl ($)
1.095
weight
7d window — n=1 wr=0% pnl=-3.56  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 04:43:25 (25.9d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: ads
n: 249  ·  wr: 45.8%  ·  total_bps: -2091.9  ·  mean_bps: -8.40  ·  sharpe: -0.08  ·  max_dd_bps: -2767.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 02:25BTCBuy65017.3→64149.8-3.56timeout
06-21 19:47BTCBuy64200.2→64150.8-0.41timeout
06-21 01:44BTCBuy63428.2→64198.8+2.80timeout
06-20 07:42BTCBuy62984.1→63718.8+2.69timeout
06-19 13:41BTCBuy62866.1→62935.9+0.08timeout
06-18 15:38BTCBuy64419.2→62834.4-6.37stop_loss
06-18 01:40BTCBuy65201.3→64586.8-2.60timeout
06-17 07:37BTCBuy65648.3→65489.7-0.84timeout
06-16 13:31BTCBuy66356.3→66095.7-1.23timeout
06-15 19:27BTCBuy65953.3→66617.7+2.27timeout
06-15 01:27BTCBuy64293.2→65400.7+4.07timeout
06-14 07:26BTCBuy64155.2→64340.8+0.50timeout
06-13 13:20BTCBuy63602.2→64096.8+1.70timeout
05-18 19:43BTCBuy76922.8→76725.2-0.89timeout
05-16 11:01BTCBuy79068→79064-0.26timeout
05-12 10:43BTCBuy81724.1→81715.9-0.25timeout
05-12 07:01BTCBuy81844.1→81715.9-0.61timeout
05-11 07:02BTCBuy81185.1→80751-1.58timeout

Paper vs Live

Paper (trades.jsonl)
18
closed
39%
win rate
-4.48
total pnl ($)
-9.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1839%-9.7-4.48

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems