btc_etf_flow_momentum_v1

not live
15
closed trades
47%
win rate
+37.75
total pnl ($)
1.273
weight
7d window — n=2 wr=50% pnl=+3.03  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-30 12:49:15 (29.8d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: agent_session_3
n: 22  ·  wr: 50.0%  ·  total_bps: +773.8  ·  mean_bps: +35.17  ·  sharpe: +0.23  ·  max_dd_bps: -379.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 23:04BTCSell60070→59220+6.66timeout
06-27 23:02BTCSell59865→60233-3.63timeout
06-14 21:40BTCSell63772.8→65346.9-12.73stop_loss
06-13 21:41BTCSell63091.8→64654.5-12.79stop_loss
06-12 15:10BTCSell62690.9→64234.3-12.65stop_loss
06-11 10:55BTCSell61673.9→63193.7-12.60stop_loss
06-10 09:58BTCSell63419.8→61312.1+16.00timeout
06-07 22:15BTCSell62537.9→64077.2-12.76stop_loss
06-07 07:57BTCSell60900→62402.3-12.84stop_loss
06-05 15:41BTCSell62829.9→60067+21.53take_profit
06-04 12:48BTCSell62281.9→63816.1-12.77stop_loss
06-03 23:54BTCSell67074.6→64127.2+21.52take_profit
06-02 19:35BTCSell69611.5→66549.3+21.53take_profit
06-02 14:10BTCSell71412.4→68276.4+21.55take_profit
06-02 02:01BTCSell73837.3→70593.5+21.76take_profit

Paper vs Live

Paper (trades.jsonl)
15
closed
47%
win rate
+37.75
total pnl ($)
+49.9 bps
avg bps net
Live (dry_run=0)
3
closed
67%
win rate
+143.48
total pnl ($)
+209.8 bps
avg bps net
Live: 3 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1547%+49.9+37.75

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems