etf_flow_momentum_cascade

not live
10
closed trades
70%
win rate
+226.95
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 17:08:14 (19.6d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: gm
n: 8  ·  wr: 75.0%  ·  total_bps: +2143.4  ·  mean_bps: +267.93  ·  sharpe: +0.98  ·  max_dd_bps: -395.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 10 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-11 10:55BTCSell61674.9→63195.7-22.70stop_loss
06-07 08:27BTCSell61016.9→62520.4-23.12stop_loss
06-05 15:39BTCSell63699.8→60195+62.18take_profit
06-02 19:31BTCSell69964.5→66604.3+42.43take_profit
06-02 02:07BTCSell73563.3→70259.5+40.72take_profit
05-28 03:53BTCSell76750.2→73296.7+39.78take_profit
05-27 23:00BTCSell77453.1→74359.7+45.83timeout
05-27 22:59BTCSell76684.2→74388.7+26.97timeout
05-22 22:44BTCSell79066→75511.8+40.48take_profit
05-08 02:17BTCBuy81288.1→79293.4-25.61stop_loss

Paper vs Live

Paper (trades.jsonl)
10
closed
70%
win rate
+226.95
total pnl ($)
+224.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1070%+224.9+226.95

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 02:17BTCBuy-25.61The market was in a mild intraday uptick but remained in a broader downtrend over the past week. The thesis failed because the stop-loss was triggered as the short-term bounce reversed, confirming the prevailing bearish momentum.