l2_capital_rotation_detector

not live
2
closed trades
0%
win rate
-40.54
total pnl ($)
1.225
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 04:37:13 (23.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: gc
n: 6  ·  wr: 50.0%  ·  total_bps: +357.3  ·  mean_bps: +59.55  ·  sharpe: +0.27  ·  max_dd_bps: -319.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 2 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 22:03BTCBuy65522.3→63910.8-20.36stop_loss
05-15 13:31BTCBuy81724.1→79718.1-20.18stop_loss

Paper vs Live

Paper (trades.jsonl)
2
closed
0%
win rate
-40.54
total pnl ($)
-254.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC20%-254.7-40.54

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems