15
closed trades
20%
win rate
-273.49
total pnl ($)
0.769
weight
7d window — n=4 wr=25% pnl=-75.82
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:56:32 (23.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
tvl_l2_bridge_siblings
n: 192
· wr: 44.8%
· total_bps: +1940.1
· mean_bps: +10.10
· sharpe: +0.03
· max_dd_bps: -4526.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 15 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-23 08:27 | BTC | Buy | 63582.2→61947.9 | -32.67 | stop_loss |
| 06-23 06:21 | BTC | Buy | 64219.2→62565.6 | -33.46 | stop_loss |
| 06-23 06:20 | BTC | Buy | 64573.2→62915.4 | -33.30 | stop_loss |
| 06-23 01:31 | BTC | Buy | 62930.1→64161.8 | +23.61 | timeout |
| 06-18 15:36 | BTC | Buy | 64687.2→63026.3 | -33.17 | stop_loss |
| 06-18 04:11 | BTC | Buy | 65448.3→63743.9 | -33.84 | stop_loss |
| 06-18 01:10 | BTC | Buy | 64637.2→64734.8 | -0.27 | timeout |
| 06-17 22:03 | BTC | Buy | 65556.3→63852.9 | -33.56 | stop_loss |
| 06-17 11:05 | BTC | Buy | 66302.3→64604.4 | -33.44 | stop_loss |
| 06-15 13:18 | BTC | Buy | 63610.2→66785.7 | +61.40 | take_profit |
| 05-28 03:17 | BTC | Buy | 75828.8→73887.3 | -33.14 | stop_loss |
| 05-27 13:25 | BTC | Buy | 77143.9→75173.6 | -32.82 | stop_loss |
| 05-22 07:43 | BTC | Buy | 76914.8→77459.1 | +7.54 | timeout |
| 05-17 23:41 | BTC | Buy | 79072→77049.6 | -33.60 | stop_loss |
| 05-15 13:31 | BTC | Buy | 81724.1→79636.2 | -32.78 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
15
closed
20%
win rate
-273.49
total pnl ($)
-145.4 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| BTC | 15 | 20% | -145.4 | -273.49 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||