l2_exodus_flight_to_quality

not live
4
closed trades
100%
win rate
+18.95
total pnl ($)
1.095
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 06:22:17 (33.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: nx__restored_32c76ce6
n: 4  ·  wr: 50.0%  ·  total_bps: -27.7  ·  mean_bps: -6.93  ·  sharpe: -0.06  ·  max_dd_bps: -160.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 4 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-24 01:05BTCBuy75425.8→76791.2+9.80timeout
05-22 13:05BTCBuy77307.9→77447.1+0.41timeout
05-20 15:02BTCBuy76419.8→77443.1+7.04timeout
04-26 13:12BTCBuy77580→77878+1.69timeout

Paper vs Live

Paper (trades.jsonl)
4
closed
100%
win rate
+18.95
total pnl ($)
+83.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4100%+83.8+18.95

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
04-26 13:12BTCBuy+1.69Bitcoin was consolidating with minimal intraday momentum (down 0.16% on the 1h) despite a modest 3.03% weekly gain, while funding rates remained low at 0.002339%. The thesis partially worked as the $644M Layer 2 exodus and elevated 58.1% BTC dominance confi…