l2_outflow_exhaustion_contrarian

47

closed trades

34%

win rate

-245.32

total pnl ($)

1.250

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 00:27:12 (42.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: jc

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

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

time	sym	side	entry→exit	pnl	close
06-11 13:17	ETH	Buy	1637.06→1650.03	+3.48	timeout
06-11 05:28	ETH	Buy	1636.06→1647.34	+2.92	timeout
06-11 04:54	ETH	Buy	1639.46→1657.43	+4.96	timeout
06-11 03:18	ETH	Buy	1637.96→1638.84	-0.25	timeout
06-10 21:58	ETH	Buy	1645.36→1604.64	-12.80	stop_loss
06-10 21:50	ETH	Buy	1649.86→1609.03	-12.80	stop_loss
06-07 15:29	ETH	Buy	1594.36→1631.34	+11.22	timeout
06-07 14:53	ETH	Buy	1590.46→1626.24	+10.87	timeout
06-07 14:20	ETH	Buy	1584.16→1623.34	+11.99	timeout
06-07 13:49	ETH	Buy	1588.06→1614.84	+8.06	timeout
06-06 04:15	ETH	Buy	1573.46→1534.58	-12.79	stop_loss
06-06 04:13	ETH	Buy	1576.46→1537.48	-12.80	stop_loss
06-06 04:11	ETH	Buy	1581.26→1542.17	-12.78	stop_loss
06-06 04:09	ETH	Buy	1582.46→1543.37	-12.78	stop_loss
06-05 05:56	ETH	Buy	1723.57→1680.99	-12.80	stop_loss
06-05 05:45	ETH	Buy	1738.07→1695.08	-12.81	stop_loss
06-05 05:37	ETH	Buy	1753.08→1709.67	-12.82	stop_loss
06-05 05:37	ETH	Buy	1755.38→1711.77	-12.86	stop_loss
06-05 04:04	ETH	Buy	1763.28→1719.57	-12.83	stop_loss
06-05 03:01	ETH	Buy	1768.48→1724.66	-12.82	stop_loss
06-05 02:43	ETH	Buy	1770.78→1726.96	-12.81	stop_loss
06-05 00:22	ETH	Buy	1750.78→1767.72	+4.36	timeout
06-04 22:42	ETH	Buy	1752.98→1759.92	+1.55	timeout
06-04 22:06	ETH	Buy	1756.38→1756.42	-0.41	timeout
06-04 21:04	ETH	Buy	1764.88→1776.22	+2.76	timeout
06-04 20:29	ETH	Buy	1771.38→1767.02	-1.70	timeout
06-04 10:51	ETH	Buy	1776.08→1732.06	-12.82	stop_loss
06-04 09:22	ETH	Buy	1796.88→1752.45	-12.80	stop_loss
06-04 09:12	ETH	Buy	1802.58→1758.04	-12.79	stop_loss
06-04 08:15	ETH	Buy	1807.58→1762.94	-12.78	stop_loss
06-04 08:12	ETH	Buy	1812.78→1767.94	-12.81	stop_loss
06-03 16:21	ETH	Buy	1873.49→1827.1	-12.82	stop_loss
06-03 16:01	ETH	Buy	1878.09→1831.3	-12.90	stop_loss
06-03 15:59	ETH	Buy	1880.69→1834.2	-12.80	stop_loss
06-03 14:20	ETH	Buy	1861.19→1855.91	-1.89	timeout
06-03 13:49	ETH	Buy	1852.29→1862.01	+2.18	timeout
06-02 14:23	ETH	Buy	1988.7→1938.84	-13.00	stop_loss
06-02 14:22	ETH	Buy	2000.7→1951.13	-12.85	stop_loss
06-02 14:20	ETH	Buy	1973.1→1962.2	-3.22	timeout
06-02 13:47	ETH	Buy	1982.4→1978.5	-1.44	timeout
05-23 07:50	ETH	Buy	2068.01→2017.09	-12.77	stop_loss
05-23 07:50	ETH	Buy	2067.31→2016.39	-12.77	stop_loss
05-20 15:05	ETH	Buy	2105.81→2130.89	+5.46	timeout
05-20 14:34	ETH	Buy	2109.61→2132.59	+4.95	timeout
05-20 14:03	ETH	Buy	2113.61→2118.99	+0.77	timeout
05-20 13:33	ETH	Buy	2108.21→2123.89	+3.21	timeout
05-20 13:02	ETH	Buy	2109.41→2133.79	+5.27	timeout

Paper (trades.jsonl)

47

closed

34%

win rate

-245.32

total pnl ($)

-104.4 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 ($)
ETH	47	34%	-104.4	-245.32

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 47 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)