btc_etf_flow_momentum

not live
8
closed trades
38%
win rate
+17.84
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 02:58:40 (23.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: recovered_002__restored_90773807
n: 6  ·  wr: 33.3%  ·  total_bps: -55.0  ·  mean_bps: -9.17  ·  sharpe: -0.06  ·  max_dd_bps: -341.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 8 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-11 01:51BTCSell61651.9→62261.1-5.37timeout
06-05 13:57BTCSell63695.8→60899+21.51take_profit
06-01 22:28BTCSell73395.3→71297.6+13.95timeout
05-29 17:03BTCSell73524.3→73971.7-3.43timeout
05-20 17:00BTCSell76662.2→77313.9-4.63timeout
05-16 17:00BTCSell79058→79062-0.40timeout
05-07 17:01BTCBuy81278.1→79753-9.90timeout
05-02 23:12BTCBuy77627→78664.1+6.10timeout

Paper vs Live

Paper (trades.jsonl)
8
closed
38%
win rate
+17.84
total pnl ($)
+44.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC838%+44.5+17.84

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-07 17:01BTCBuy-9.90The market was in a mild downtrend across timeframes, with BTC and ETH both declining over the past 24 hours and week. The thesis failed because the trade was not executed (entry=None) and was closed due to timeout, likely from a lack of favorable entry con…
05-02 23:12BTCBuy+6.10# Trade Closure Analysis Bitcoin was consolidating in a narrow range near $78.5k with minimal intraday momentum (–0.22% on the hour) and mild positive weekly drift (+1.22%), while funding rates remained anchored at a modest 0.0057%. The thesis failed becau…