28
closed trades
50%
win rate
+165.05
total pnl ($)
1.695
weight
7d window — n=4 wr=75% pnl=+78.77
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-03 17:13:47 (23.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
tvl_l2_bridge_siblings
n: 172
· wr: 41.3%
· total_bps: +2461.2
· mean_bps: +14.31
· sharpe: +0.05
· max_dd_bps: -3723.4
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 02:13 | OP | Sell | 0.106703→0.102005 | +32.35 | take_profit |
| 06-25 05:02 | OP | Sell | 0.104804→0.107441 | -19.51 | stop_loss |
| 06-24 16:51 | OP | Sell | 0.101845→0.0971543 | +33.57 | take_profit |
| 06-23 08:16 | OP | Sell | 0.101275→0.0968242 | +32.35 | take_profit |
| 06-12 17:06 | OP | Sell | 0.0993552→0.101856 | -19.49 | stop_loss |
| 06-11 17:49 | OP | Sell | 0.0938565→0.0962622 | -19.83 | stop_loss |
| 06-10 13:30 | OP | Sell | 0.0946263→0.0970427 | -19.86 | stop_loss |
| 06-10 10:30 | OP | Sell | 0.0946063→0.0946737 | -1.64 | timeout |
| 06-08 12:57 | OP | Sell | 0.0974856→0.0999349 | -19.49 | stop_loss |
| 06-07 19:19 | OP | Sell | 0.0965359→0.0923231 | +31.56 | take_profit |
| 06-07 09:54 | OP | Sell | 0.096146→0.0966442 | -5.70 | timeout |
| 06-05 12:02 | OP | Sell | 0.106623→0.101945 | +32.19 | take_profit |
| 06-04 12:00 | OP | Sell | 0.104434→0.10711 | -19.95 | stop_loss |
| 06-03 17:06 | OP | Sell | 0.127308→0.12176 | +32.05 | take_profit |
| 06-02 14:27 | OP | Sell | 0.123869→0.11847 | +31.99 | take_profit |
| 06-02 14:23 | OP | Sell | 0.124839→0.11935 | +32.30 | take_profit |
| 06-01 10:57 | OP | Sell | 0.11875→0.116269 | +14.92 | timeout |
| 05-31 09:42 | OP | Sell | 0.12098→0.1198 | +6.86 | timeout |
| 05-29 14:26 | OP | Sell | 0.11933→0.113968 | +33.20 | take_profit |
| 05-27 21:56 | OP | Sell | 0.128168→0.122581 | +32.05 | take_profit |
| 05-26 10:19 | OP | Sell | 0.129288→0.132499 | -19.24 | stop_loss |
| 05-25 11:38 | OP | Sell | 0.127798→0.129352 | -9.57 | timeout |
| 05-23 14:56 | OP | Sell | 0.122189→0.125334 | -19.95 | stop_loss |
| 05-22 19:30 | OP | Sell | 0.134306→0.128122 | +33.86 | take_profit |
| 05-21 17:21 | OP | Sell | 0.128008→0.131198 | -19.31 | stop_loss |
| 05-20 17:13 | OP | Sell | 0.126948→0.130138 | -19.51 | stop_loss |
| 05-20 11:36 | OP | Sell | 0.128158→0.126832 | +6.75 | timeout |
| 05-19 11:36 | OP | Sell | 0.127008→0.128222 | -7.90 | timeout |
Paper vs Live
Paper (trades.jsonl)
28
closed
50%
win rate
+165.05
total pnl ($)
+79.5 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| OP | 28 | 50% | +79.5 | +165.05 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||