btc_etf_flow_concentration_fragility

not live
1
closed trades
0%
win rate
-2.64
total pnl ($)
1.214
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-17 00:27:48 (37.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: je
n: 4  ·  wr: 75.0%  ·  total_bps: +415.8  ·  mean_bps: +103.95  ·  sharpe: +1.19  ·  max_dd_bps: -18.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 1 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-08 11:01BTCSell79873→80224-2.64timeout

Paper vs Live

Paper (trades.jsonl)
1
closed
0%
win rate
-2.64
total pnl ($)
-52.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC10%-52.9-2.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 11:01BTCSell-2.64The market was in a neutral range with low funding and steady open interest, offering no clear directional edge. The thesis failed because the trade expired without reaching a target or stop, as the timeout close captured a small loss from an indecisive env…