etf_flow_momentum_fear

not live
2
closed trades
50%
win rate
-0.73
total pnl ($)
1.223
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 01:21:19 (39.3d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: nr
n: 6  ·  wr: 83.3%  ·  total_bps: +865.7  ·  mean_bps: +144.29  ·  sharpe: +0.89  ·  max_dd_bps: -106.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 2 closed)


Last 100 trades

timesymsideentry→exitpnlclose
04-27 15:18BTCBuy78022→76851-8.75stop_loss
04-27 00:04BTCBuy77602→78803+8.02timeout

Paper vs Live

Paper (trades.jsonl)
2
closed
50%
win rate
-0.73
total pnl ($)
-6.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC250%-6.7-0.73

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
04-27 15:18BTCBuy-8.75BTC dropped 1.37% in the hour preceding exit while maintaining a modest weekly gain of 2.38%, with funding rates turning slightly negative and open interest remaining elevated at $3.8B. The trade's thesis failed because the $1.48B cumulative ETF inflow sign…
04-27 00:04BTCBuy+8.02Bitcoin was trading near $78,800 with modest positive momentum (+1.58% over 24 hours) and healthy open interest above $3.8B, reflecting stable market conditions without panic selling. The thesis partially worked as the $226M institutional ETF inflow (partic…