etf_flow_exhaustion_short

not live
5
closed trades
0%
win rate
-6.21
total pnl ($)
1.253
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 03:31:53 (39.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: ke
n: 5  ·  wr: 60.0%  ·  total_bps: -35.6  ·  mean_bps: -7.12  ·  sharpe: -0.24  ·  max_dd_bps: -70.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-10 07:05BTCSell80788→80734-0.11timeout
05-10 01:04BTCSell80595→80586-0.42timeout
05-09 19:01BTCSell80209→80879-4.63timeout
05-09 13:02BTCSell80329→80373-0.72timeout
05-09 07:00BTCSell80236→80214-0.32timeout

Paper vs Live

Paper (trades.jsonl)
5
closed
0%
win rate
-6.21
total pnl ($)
-24.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC50%-24.7-6.21

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 07:05BTCSell-0.11The market was in a mild uptrend over 24h and 7d, with low funding and stable OI, offering no clear directional edge. The thesis failed because the trade expired without reaching an entry or exit, as the timeout close_reason indicates no active position was…
05-10 01:04BTCSell-0.42The market was in a mild uptrend with BTC gaining 1.16% in the hour and 2.18% over 24 hours, while funding remained low. The thesis failed because the trade was not triggered before the timeout, resulting in a small negative PnL from holding costs.
05-09 19:01BTCSell-4.63The market was in a mild downtrend across major cryptocurrencies, with BTC and ETH both declining over multiple timeframes. The short thesis failed because the trade was closed due to a timeout, not because of a price movement, indicating the entry was neve…
05-09 13:02BTCSell-0.72The market was in a mild downtrend with BTC declining 1.92% over 24 hours and negative momentum across major assets. The thesis failed because the trade was closed by timeout before the anticipated move materialized, resulting in a small negative PnL from f…
05-09 07:00BTCSell-0.32The market was in a mild downtrend with BTC down 1.56% over 24 hours and low funding, suggesting bearish momentum. The sell thesis failed because the trade was closed by timeout without reaching an exit, likely due to insufficient short-term volatility to t…