l2_tvl_expansion_long_eth

not live
4
closed trades
25%
win rate
-20.81
total pnl ($)
1.157
weight
7d window — n=2 wr=50% pnl=-5.87  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 03:40:14 (34.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: af__restored_82ae36db
n: 25  ·  wr: 28.0%  ·  total_bps: -1561.6  ·  mean_bps: -62.46  ·  sharpe: -0.39  ·  max_dd_bps: -1673.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 4 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 05:23ETHBuy1726.87→1733.33+1.40timeout
06-17 09:23ETHBuy1794.78→1770.12-7.27timeout
06-14 12:22ETHBuy1679.47→1673.43-2.26timeout
05-07 00:44ETHBuy2391.54→2332.7-12.68stop_loss

Paper vs Live

Paper (trades.jsonl)
4
closed
25%
win rate
-20.81
total pnl ($)
-104.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH425%-104.5-20.81

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-07 00:44ETHBuy-12.68The market was in a short-term uptrend on the hourly chart but remained in a broader weekly downtrend with negative 24-hour and 7-day performance. The thesis failed because the stop_loss was triggered as the broader bearish momentum outweighed the minor hou…