28
closed trades
46%
win rate
+59.87
total pnl ($)
1.683
weight
7d window — n=4 wr=75% pnl=+76.98
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 17:13:46 (23.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
tvl_l2_bridge_siblings
n: 172
· wr: 42.4%
· total_bps: +2930.8
· mean_bps: +17.04
· sharpe: +0.06
· max_dd_bps: -4179.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 28 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-26 07:31 | ARB | Sell | 0.0724819→0.0743257 | -19.70 | stop_loss |
| 06-25 13:51 | ARB | Sell | 0.076061→0.0727382 | +32.05 | take_profit |
| 06-24 15:47 | ARB | Sell | 0.0787903→0.0753588 | +31.90 | take_profit |
| 06-23 06:21 | ARB | Sell | 0.0831292→0.0794199 | +32.72 | take_profit |
| 06-12 09:33 | ARB | Sell | 0.0826493→0.0847635 | -19.85 | stop_loss |
| 06-11 17:48 | ARB | Sell | 0.0802799→0.0822917 | -19.38 | stop_loss |
| 06-10 15:46 | ARB | Sell | 0.0797301→0.0817513 | -19.67 | stop_loss |
| 06-09 16:39 | ARB | Sell | 0.0816896→0.0781195 | +31.78 | take_profit |
| 06-08 12:57 | ARB | Sell | 0.0821795→0.0842832 | -19.82 | stop_loss |
| 06-07 22:15 | ARB | Sell | 0.0824694→0.0845634 | -19.86 | stop_loss |
| 06-06 09:27 | ARB | Sell | 0.0784104→0.0804303 | -19.98 | stop_loss |
| 06-05 16:12 | ARB | Sell | 0.0831492→0.0795199 | +32.13 | take_profit |
| 06-04 15:57 | ARB | Sell | 0.0895976→0.0918589 | -19.52 | stop_loss |
| 06-03 11:01 | ARB | Sell | 0.0956761→0.0980835 | -19.52 | stop_loss |
| 06-02 14:27 | ARB | Sell | 0.0982454→0.0939435 | +32.10 | take_profit |
| 06-02 07:39 | ARB | Sell | 0.101515→0.0986747 | +19.97 | timeout |
| 06-01 01:50 | ARB | Sell | 0.104324→0.102236 | +13.75 | timeout |
| 05-30 02:03 | ARB | Sell | 0.103334→0.105929 | -19.52 | stop_loss |
| 05-29 19:55 | ARB | Sell | 0.104804→0.103706 | +7.41 | timeout |
| 05-28 03:18 | ARB | Sell | 0.109503→0.104706 | +32.12 | take_profit |
| 05-25 16:49 | ARB | Sell | 0.107643→0.110323 | -19.30 | stop_loss |
| 05-25 11:37 | ARB | Sell | 0.107033→0.107757 | -5.52 | timeout |
| 05-23 15:08 | ARB | Sell | 0.104944→0.107581 | -19.49 | stop_loss |
| 05-22 19:30 | ARB | Sell | 0.113432→0.108427 | +32.24 | take_profit |
| 05-21 15:13 | ARB | Sell | 0.108703→0.111404 | -19.28 | stop_loss |
| 05-21 11:37 | ARB | Sell | 0.112922→0.108707 | +27.19 | timeout |
| 05-20 11:37 | ARB | Sell | 0.115231→0.112918 | +14.48 | timeout |
| 05-19 00:11 | ARB | Sell | 0.115111→0.117978 | -19.58 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
28
closed
46%
win rate
+59.87
total pnl ($)
+29.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ARB | 28 | 46% | +29.1 | +59.87 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||