41
closed trades
32%
win rate
-440.32
total pnl ($)
0.571
weight
7d window — n=7 wr=29% pnl=-108.95
· venues=(unknown)
· horizon=—
· SL=—
· TP=—
· class=? in ?
Backtest evidence
run: 2026-06-04 02:03:54 (24.5d ago) · src: canon
verdict: REJECT
· strict: STRICT-FAIL
· batch:
tvl_l2_bridge_siblings
n: 398
· wr: 47.2%
· total_bps: +1271.3
· mean_bps: +3.19
· sharpe: +0.01
· max_dd_bps: -6674.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—
Cumulative P&L (last 41 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-23 08:27 | BTC | Buy | 63565.2→62001.9 | -31.59 | stop_loss |
| 06-23 08:17 | BTC | Buy | 63973.2→62392.7 | -32.30 | stop_loss |
| 06-23 06:21 | BTC | Buy | 64210.2→62631.5 | -31.99 | stop_loss |
| 06-23 06:21 | BTC | Buy | 64231.2→62646.5 | -31.99 | stop_loss |
| 06-23 02:59 | BTC | Buy | 64236.2→64162.8 | -2.55 | timeout |
| 06-22 20:55 | BTC | Buy | 63900.2→64412.8 | +8.85 | timeout |
| 06-21 14:41 | BTC | Buy | 63352.2→64033.8 | +12.62 | timeout |
| 06-21 08:36 | BTC | Buy | 62648.1→63866.8 | +22.47 | timeout |
| 06-21 03:15 | BTC | Buy | 62722.1→64274.8 | +29.79 | timeout |
| 06-20 20:59 | BTC | Buy | 63079.2→63880.8 | +14.84 | timeout |
| 06-20 15:27 | BTC | Buy | 63371.2→64158.8 | +14.07 | timeout |
| 06-18 15:40 | BTC | Buy | 64295.2→62710.5 | -31.24 | stop_loss |
| 06-18 15:37 | BTC | Buy | 64427.2→62841.4 | -31.66 | stop_loss |
| 06-18 15:37 | BTC | Buy | 64563.2→62973.3 | -31.44 | stop_loss |
| 06-18 15:17 | BTC | Buy | 64964.2→63365.1 | -30.74 | stop_loss |
| 06-18 04:11 | BTC | Buy | 65391.3→63744.9 | -32.62 | stop_loss |
| 06-17 19:40 | BTC | Buy | 65801.3→64182.7 | -31.89 | stop_loss |
| 06-17 19:39 | BTC | Buy | 65843.3→64220.7 | -31.97 | stop_loss |
| 06-17 08:44 | BTC | Buy | 66502.3→64853.3 | -32.31 | stop_loss |
| 06-17 08:39 | BTC | Buy | 66543.3→64902.3 | -32.09 | stop_loss |
| 06-17 08:15 | BTC | Buy | 65710.3→65300.7 | -9.08 | timeout |
| 06-17 01:56 | BTC | Buy | 65480.3→65905.7 | +6.93 | timeout |
| 06-16 01:39 | BTC | Buy | 64550.2→66350.7 | +33.71 | timeout |
| 06-15 15:46 | BTC | Buy | 64129.2→66944.7 | +53.75 | take_profit |
| 06-15 13:29 | BTC | Buy | 64213.2→66817.7 | +49.66 | timeout |
| 06-15 07:29 | BTC | Buy | 63783.2→65968.7 | +41.62 | timeout |
| 06-15 01:21 | BTC | Buy | 63608.2→65386.7 | +33.68 | timeout |
| 05-28 03:52 | BTC | Buy | 75137.8→73289.7 | -31.89 | stop_loss |
| 05-28 03:18 | BTC | Buy | 75580.8→73721.4 | -31.88 | stop_loss |
| 05-28 03:17 | BTC | Buy | 75834.8→73969.3 | -31.88 | stop_loss |
| 05-28 01:17 | BTC | Buy | 75951.8→74084.2 | -31.88 | stop_loss |
| 05-27 21:40 | BTC | Buy | 76458.8→74579 | -32.08 | stop_loss |
| 05-27 13:43 | BTC | Buy | 76683.8→74798.8 | -31.67 | stop_loss |
| 05-27 04:31 | BTC | Buy | 77137.9→75238.6 | -31.69 | stop_loss |
| 05-27 04:15 | BTC | Buy | 77439.9→75539.4 | -31.69 | stop_loss |
| 05-20 07:43 | BTC | Buy | 76922.8→77349.1 | +5.10 | timeout |
| 05-17 23:41 | BTC | Buy | 78900.9→76964.6 | -32.24 | stop_loss |
| 05-17 23:02 | BTC | Buy | 79088→77932.1 | -19.89 | timeout |
| 05-17 17:02 | BTC | Buy | 79224→79220 | -1.69 | timeout |
| 05-15 13:51 | BTC | Buy | 80655→78674.7 | -31.81 | stop_loss |
| 05-13 22:43 | BTC | Buy | 81724.1→81715.9 | -1.67 | timeout |
Paper vs Live
Paper (trades.jsonl)
41
closed
32%
win rate
-440.32
total pnl ($)
-85.6 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 | 41 | 32% | -85.6 | -440.32 |
Recent bounces (last 20 of 0)
| time | sym | side | reason |
|---|---|---|---|
| no bounces recorded | |||
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| no postmortems | ||||