14
closed trades
14%
win rate
-114.07
total pnl ($)
1.011
weight
7d window — n=3 wr=0% pnl=-39.01
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 01:56:32 (24.8d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
tvl_l2_bridge_siblings
n: 192
· wr: 39.6%
· total_bps: +2384.0
· mean_bps: +12.42
· sharpe: +0.04
· max_dd_bps: -3779.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 14 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-23 01:50 | ARB | Buy | 0.0844511→0.0823382 | -12.56 | stop_loss |
| 06-21 21:09 | ARB | Buy | 0.0836009→0.0814988 | -13.17 | stop_loss |
| 06-21 21:09 | ARB | Buy | 0.0842911→0.0821384 | -13.29 | stop_loss |
| 06-19 04:04 | ARB | Buy | 0.0860515→0.083897 | -12.96 | stop_loss |
| 06-18 04:09 | ARB | Buy | 0.0870418→0.0848663 | -12.94 | stop_loss |
| 06-17 06:31 | ARB | Buy | 0.0896024→0.0873544 | -13.02 | stop_loss |
| 06-16 14:31 | ARB | Buy | 0.0860515→0.0837871 | -13.46 | stop_loss |
| 06-15 13:11 | ARB | Buy | 0.0849212→0.0886478 | +21.51 | take_profit |
| 06-14 14:34 | ARB | Buy | 0.0842711→0.0821583 | -13.13 | stop_loss |
| 06-14 14:29 | ARB | Buy | 0.0846011→0.0824881 | -12.99 | stop_loss |
| 05-27 21:47 | ARB | Buy | 0.108587→0.105841 | -13.14 | stop_loss |
| 05-26 10:36 | ARB | Buy | 0.108037→0.112812 | +21.58 | take_profit |
| 05-20 01:29 | ARB | Buy | 0.115429→0.112516 | -13.33 | stop_loss |
| 05-16 06:39 | ARB | Buy | 0.124751→0.121569 | -13.17 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
14
closed
14%
win rate
-114.07
total pnl ($)
-162.7 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 | 14 | 14% | -162.7 | -114.07 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||