btc_etf_flow_acceleration_exhaustion

not live
7
closed trades
57%
win rate
-4.66
total pnl ($)
1.225
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 06:05:55 (38.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: eu__restored_57d6ed4a
n: 3  ·  wr: 33.3%  ·  total_bps: -417.9  ·  mean_bps: -139.32  ·  sharpe: -0.42  ·  max_dd_bps: -679.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 7 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-14 20:47BTCBuy63511.2→64019.8+3.49timeout
06-09 20:46BTCBuy61755.1→62016.9+1.80timeout
06-03 23:02BTCBuy66286.3→64589.5-13.24stop_loss
05-26 23:00BTCBuy76821.8→75789.2-7.23timeout
05-21 22:59BTCBuy76691.8→77583.1+5.19timeout
05-13 22:43BTCBuy81724.1→81715.9-0.67timeout
05-08 23:01BTCSell81279.9→80243+6.01timeout

Paper vs Live

Paper (trades.jsonl)
7
closed
57%
win rate
-4.66
total pnl ($)
-12.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC757%-12.6-4.66

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 23:01BTCSell+6.01The market was in a short-term uptrend with BTC gaining 0.55% in the hour, but still down over the past day and week. The thesis failed because the trade was closed by timeout before the expected bearish move materialized, as the short-term bounce persisted…