etf_flow_momentum_long_v2

not live
18
closed trades
44%
win rate
-49.06
total pnl ($)
0.893
weight
7d window — n=6 wr=17% pnl=-54.98  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 05:42:57 (31.8d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189873_34914
n: 43  ·  wr: 34.9%  ·  total_bps: -1670.3  ·  mean_bps: -38.85  ·  sharpe: -0.17  ·  max_dd_bps: -2151.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:16BTCBuy59875→58402.9-12.74stop_loss
06-25 13:48BTCBuy61006.1→59505.3-12.70stop_loss
06-24 14:17BTCBuy62599.1→61059.4-12.73stop_loss
06-23 08:17BTCBuy63997.2→62421.7-12.77stop_loss
06-22 23:17BTCBuy63682.2→63904.8+1.29timeout
06-21 23:04BTCBuy64275.2→63644.8-5.33timeout
06-20 23:03BTCBuy63274.2→64260.8+7.34timeout
06-19 23:36BTCBuy62875.1→63326.8+3.11timeout
06-18 15:37BTCBuy64494.2→62874.4-12.77stop_loss
06-17 19:50BTCBuy65628.3→64011.8-12.77stop_loss
06-16 23:21BTCBuy66161.3→65640.7-4.47timeout
06-15 23:01BTCBuy65367.3→66174.7+5.68timeout
06-14 22:44BTCBuy64485.2→65440.7+6.91timeout
06-13 23:24BTCBuy63425.2→64521.8+8.18timeout
06-12 23:05BTCBuy63413.2→63439.8-0.28timeout
05-31 09:44BTCBuy73529.7→73952.3+2.27timeout
05-30 06:36BTCBuy73677.7→73674.3-0.51timeout
05-29 06:33BTCBuy72833.6→73387.3+3.23timeout

Paper vs Live

Paper (trades.jsonl)
18
closed
44%
win rate
-49.06
total pnl ($)
-54.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1844%-54.2-49.06

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems