tvl_arbitrum_capital_rotation_reversion

not live
11
closed trades
64%
win rate
-0.08
total pnl ($)
1.207
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 11 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-11 07:13BTCBuy61488.1→62602.9+0.62timeout
06-09 07:11BTCBuy63698.2→63406.8-0.20timeout
06-07 07:07BTCBuy60711→62214.9+0.86timeout
06-05 06:00BTCBuy63748.2→62179.8-0.92stop_loss
06-03 11:45BTCBuy66487.3→67110.6+0.30timeout
05-24 21:37BTCBuy77225.9→76143.2-0.54timeout
05-22 21:37BTCBuy77305.9→76005.2-0.64timeout
05-20 21:37BTCBuy77410.9→77630.1+0.07timeout
05-18 21:37BTCBuy76865.8→77037.1+0.05timeout
05-12 01:24BTCBuy81029.1→81715.9+0.27timeout
05-10 01:24BTCBuy80344→80531+0.05timeout

Paper vs Live

Paper (trades.jsonl)
11
closed
64%
win rate
-0.08
total pnl ($)
-1.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1164%-1.6-0.08

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 01:24BTCBuy+0.05The market was in a mild uptrend with BTC gaining 1.16% on the hour and 2.18% over 24 hours, supported by low funding rates. The thesis failed because the trade was closed by timeout before the anticipated move materialized, likely due to insufficient short…