etf_flow_capitulation_bounce_long_v2

not live
24
closed trades
38%
win rate
-125.93
total pnl ($)
1.234
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:14:16 (19.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x3485394_18767
n: 11  ·  wr: 45.5%  ·  total_bps: -903.3  ·  mean_bps: -82.12  ·  sharpe: -0.50  ·  max_dd_bps: -1040.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-12 20:50BTCBuy63254.2→63432.8+0.93timeout
06-12 08:39BTCBuy62910.1→63434.8+3.63timeout
06-11 20:22BTCBuy61813.1→63445.8+12.62timeout
06-11 08:19BTCBuy61601.1→62803.9+9.17timeout
06-10 09:24BTCBuy62834.1→60928-15.51timeout
06-09 14:47BTCBuy63701.2→61116.4-20.75stop_loss
06-09 09:20BTCBuy63477.2→62878.9-5.15timeout
06-08 21:17BTCBuy61851.1→63679.8+14.30timeout
06-08 09:21BTCBuy62746.1→63514.8+5.66timeout
06-07 21:15BTCBuy60841→61925.9+8.49timeout
06-07 09:10BTCBuy61174.1→62819.9+13.04timeout
06-06 21:09BTCBuy61814.1→60707-9.34timeout
06-05 15:39BTCBuy62699.1→60154.9-20.73stop_loss
06-05 09:44BTCBuy62879.1→62782.9-1.19timeout
06-05 06:24BTCBuy63662.2→61078.4-20.72stop_loss
06-04 01:22BTCBuy65271.3→62622.5-20.74stop_loss
06-03 23:24BTCBuy67031.4→64310.6-20.73stop_loss
06-03 23:22BTCBuy66562.3→64498.8-15.97timeout
06-02 15:26BTCBuy70175.5→67328-20.75stop_loss
06-02 14:23BTCBuy70899.5→68021.6-20.77stop_loss
05-31 23:53BTCBuy73811.7→73663.3-1.43timeout
05-31 09:52BTCBuy73554.7→73918.3+1.87timeout
05-30 11:09BTCBuy73622.7→73598.3-0.68timeout
05-29 23:04BTCBuy73523.7→73421.3-1.19timeout

Paper vs Live

Paper (trades.jsonl)
24
closed
38%
win rate
-125.93
total pnl ($)
-104.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2438%-104.6-125.93

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems