l2_tvl_capital_flight_short

not live
32
closed trades
41%
win rate
-6.01
total pnl ($)
1.207
weight
7d window — n=4 wr=50% pnl=-1.41  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 00:06:45 (38.7d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: aiw
n: 143  ·  wr: 53.1%  ·  total_bps: +3162.2  ·  mean_bps: +22.11  ·  sharpe: +0.10  ·  max_dd_bps: -3041.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 32 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 03:25ETHSell1563.54→1526.45+5.67timeout
06-25 05:07ETHSell1608.84→1648.69-6.41stop_loss
06-24 15:24ETHSell1660.63→1647.46+1.76timeout
06-23 21:20ETHSell1649.34→1663.87-2.43timeout
06-13 01:59ETHSell1655.33→1673.37-2.92timeout
06-12 08:03ETHSell1680.43→1662.67+2.43timeout
06-11 13:58ETHSell1642.14→1652.67-1.81timeout
06-10 19:50ETHSell1638.34→1628.76+1.21timeout
06-09 16:39ETHSell1688.73→1611.46+11.16take_profit
06-08 21:09ETHSell1670.23→1712.43-6.59stop_loss
06-07 22:14ETHSell1630.24→1670.8-6.46stop_loss
06-07 01:18ETHSell1556.14→1595.56-6.56stop_loss
06-06 05:22ETHSell1516.35→1553.93-6.43stop_loss
06-05 14:06ETHSell1675.03→1601.56+10.73take_profit
06-05 04:37ETHSell1769.22→1732.47+4.94timeout
06-04 02:03ETHSell1819.22→1739.37+10.75take_profit
06-03 06:41ETHSell1839.52→1885.03-6.41stop_loss
06-02 15:31ETHSell1977.5→1889.79+10.87take_profit
06-02 01:47ETHSell1978.9→1981.5-0.55timeout
05-28 17:45ETHSell1977.5→2026.42-6.38stop_loss
05-25 17:40ETHSell2108.89→2131.81-2.91timeout
05-24 23:40ETHSell2124.79→2098.81+2.85timeout
05-23 20:37ETHSell2062.09→2112.87-6.37stop_loss
05-23 11:39ETHSell2071.89→2030.3+4.79timeout
05-22 17:39ETHSell2130.09→2126.11+0.25timeout
05-21 23:39ETHSell2114.99→2134.71-2.54timeout
05-21 05:38ETHSell2142.39→2141.21-0.06timeout
05-20 11:37ETHSell2115.69→2128.51-1.71timeout
05-19 17:37ETHSell2132.49→2116.51+1.69timeout
05-18 23:37ETHSell2115.99→2130.81-1.95timeout
05-12 10:43ETHSell2339.37→2339.83-0.28timeout
05-10 22:56ETHSell2321.27→2378.43-6.37stop_loss

Paper vs Live

Paper (trades.jsonl)
32
closed
41%
win rate
-6.01
total pnl ($)
-7.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH3241%-7.7-6.01

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems