28
closed trades
57%
win rate
+312.69
total pnl ($)
2.085
weight
7d window — n=3 wr=100% pnl=+129.44
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 17:13:47 (24.4d ago) · src: canon
verdict: PASS
· strict: STRICT-PASS
· batch:
tvl_l2_bridge_siblings
n: 160
· wr: 46.2%
· total_bps: +4316.8
· mean_bps: +26.98
· sharpe: +0.11
· max_dd_bps: -3071.1
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 |
|---|---|---|---|---|---|
| 06-25 13:53 | BTC | Sell | 61691.9→58982.9 | +42.96 | take_profit |
| 06-24 16:51 | BTC | Sell | 62718.9→59892 | +43.99 | take_profit |
| 06-24 16:46 | BTC | Sell | 62883.9→60120 | +42.49 | take_profit |
| 06-14 08:19 | BTC | Sell | 63415.8→64488.2 | -17.67 | timeout |
| 06-12 15:13 | BTC | Sell | 62803.9→64371.4 | -25.65 | stop_loss |
| 06-11 10:51 | BTC | Sell | 61579.9→63116.7 | -25.52 | stop_loss |
| 06-11 07:39 | BTC | Sell | 63129.8→62631.1 | +7.57 | timeout |
| 06-10 07:36 | BTC | Sell | 63162.8→62023.1 | +16.88 | timeout |
| 06-07 22:14 | BTC | Sell | 62218.9→63751 | -25.54 | stop_loss |
| 06-07 07:56 | BTC | Sell | 60840→62339.3 | -25.60 | stop_loss |
| 06-05 18:52 | BTC | Sell | 62226.9→59494 | +43.07 | take_profit |
| 06-05 13:58 | BTC | Sell | 63582.8→60787 | +43.10 | take_profit |
| 06-03 23:54 | BTC | Sell | 67079.6→64133.2 | +43.01 | take_profit |
| 06-02 20:28 | BTC | Sell | 69979.5→66903.3 | +43.02 | take_profit |
| 06-02 07:03 | BTC | Sell | 72964.4→69759.5 | +43.32 | take_profit |
| 06-02 01:38 | BTC | Sell | 74075.3→70819.5 | +43.65 | take_profit |
| 05-30 20:46 | BTC | Sell | 73620.3→73894.7 | -4.18 | timeout |
| 05-29 20:04 | BTC | Sell | 75136.2→73516.7 | +20.89 | timeout |
| 05-27 11:40 | BTC | Sell | 77412.1→75810.8 | +19.24 | timeout |
| 05-26 11:39 | BTC | Sell | 77196.1→77177.9 | -0.57 | timeout |
| 05-24 11:39 | BTC | Sell | 77299.1→77204.9 | +0.58 | timeout |
| 05-23 20:37 | BTC | Sell | 74756.3→76645.1 | -26.14 | stop_loss |
| 05-23 11:38 | BTC | Sell | 77214.1→74769.7 | +30.74 | timeout |
| 05-22 11:38 | BTC | Sell | 77398.1→77306.9 | +0.69 | timeout |
| 05-21 11:38 | BTC | Sell | 76824.2→77204.9 | -5.43 | timeout |
| 05-20 11:37 | BTC | Sell | 76859.2→77410.9 | -7.64 | timeout |
| 05-13 22:43 | BTC | Sell | 81715.9→81724.1 | -0.66 | timeout |
| 05-13 11:38 | BTC | Sell | 81110.9→81724.1 | -7.91 | timeout |
Paper vs Live
Paper (trades.jsonl)
28
closed
57%
win rate
+312.69
total pnl ($)
+110.3 bps
avg bps net
Live (dry_run=0)
1
closed
100%
win rate
+0.24
total pnl ($)
+36.7 bps
avg bps net
Live: 1 trades (insufficient sample, <5)
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 28 | 57% | +110.3 | +312.69 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||