etf_flow_momentum_long_v3

58

closed trades

43%

win rate

-191.96

total pnl ($)

0.288

weight

7d window — n=27 wr=37% pnl=-157.84 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 11:08:35 (30.4d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485393_76520

n: 60 · wr: 33.3% · total_bps: -6477.3 · mean_bps: -107.96 · sharpe: -0.42 · max_dd_bps: -9227.8

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-26 14:33	BTC	Buy	60009→59857	-1.77	timeout
06-25 19:50	BTC	Buy	59818→59254	-5.19	timeout
06-25 13:55	BTC	Buy	60876→58405.9	-20.69	stop_loss
06-25 13:54	BTC	Buy	61063.1→58584.8	-20.64	stop_loss
06-25 13:51	BTC	Buy	61684.1→59180.4	-20.72	stop_loss
06-24 16:51	BTC	Buy	62456.1→59863.1	-21.06	stop_loss
06-24 16:43	BTC	Buy	62693.1→60147.9	-20.64	stop_loss
06-24 15:58	BTC	Buy	62751.1→60202.9	-20.69	stop_loss
06-24 13:25	BTC	Buy	62032.1→61767.9	-2.57	timeout
06-24 07:31	BTC	Buy	62998.1→62654.9	-3.26	timeout
06-24 01:51	BTC	Buy	63916.2→62943.9	-8.11	timeout
06-23 19:51	BTC	Buy	64391.2→62297.9	-16.71	timeout
06-23 07:39	BTC	Buy	64306.2→62950.9	-11.01	timeout
06-23 06:21	BTC	Buy	65220.3→62564.6	-20.83	stop_loss
06-23 01:32	BTC	Buy	64623.2→64206.8	-3.65	timeout
06-22 19:35	BTC	Buy	64159.2→64383.8	+1.27	timeout
06-22 13:23	BTC	Buy	64123.2→65038.7	+6.54	timeout
06-22 06:58	BTC	Buy	64270.2→63992.8	-2.63	timeout
06-22 00:55	BTC	Buy	64248.2→63772.8	-4.23	timeout
06-21 18:59	BTC	Buy	63775.2→64140.8	+2.44	timeout
06-21 12:48	BTC	Buy	63583.2→64016.8	+3.02	timeout
06-21 06:47	BTC	Buy	63717.2→64279.8	+3.96	timeout
06-21 00:43	BTC	Buy	63543.2→64278.8	+5.29	timeout
06-20 18:41	BTC	Buy	63037.2→63819.8	+5.77	timeout
06-20 12:37	BTC	Buy	62462.1→63597.8	+8.60	timeout
06-20 06:33	BTC	Buy	62816.1→63662.8	+6.28	timeout
06-20 01:03	BTC	Buy	63010.2→63490.8	+3.38	timeout
06-19 18:45	BTC	Buy	62762.1→63030.8	+1.67	timeout
06-19 13:25	BTC	Buy	64382.2→62735.9	-13.14	timeout
06-19 07:07	BTC	Buy	64054.2→62783.9	-10.32	timeout
06-19 00:51	BTC	Buy	64510.2→62996.8	-12.07	timeout
06-18 15:37	BTC	Buy	65506.3→62843.4	-20.47	stop_loss
06-18 12:57	BTC	Buy	65004.3→64367.8	-5.33	timeout
06-18 06:54	BTC	Buy	65635.3→64039.8	-12.59	timeout
06-18 00:46	BTC	Buy	65826.3→64567.8	-10.09	timeout
06-17 18:40	BTC	Buy	65808.3→65545.7	-2.50	timeout
06-17 12:24	BTC	Buy	66538.3→64685.8	-14.43	timeout
06-17 06:16	BTC	Buy	66137.3→65832.7	-2.78	timeout
06-17 00:18	BTC	Buy	66348.3→65726.7	-5.20	timeout
06-16 18:17	BTC	Buy	66789.3→66014.7	-6.32	timeout
06-16 12:25	BTC	Buy	66265.3→66535.7	+1.51	timeout
06-16 06:13	BTC	Buy	65872.3→66151.7	+1.73	timeout
06-15 23:53	BTC	Buy	65695.3→66315.7	+4.35	timeout
06-15 12:50	BTC	Buy	63751.2→66553.7	+21.55	take_profit
06-15 11:35	BTC	Buy	64621.2→66170.7	+11.55	timeout
06-15 05:35	BTC	Buy	64283.2→65757.7	+11.00	timeout
06-14 23:33	BTC	Buy	64429.2→65513.7	+7.93	timeout
06-14 17:29	BTC	Buy	64066.2→63875.8	-2.01	timeout
06-14 11:22	BTC	Buy	63942.2→64490.8	+3.83	timeout
06-14 05:17	BTC	Buy	63529.2→64324.8	+5.84	timeout
06-13 23:12	BTC	Buy	63432.2→64419.8	+7.31	timeout
06-13 17:15	BTC	Buy	63864.2→63936.8	+0.12	timeout
06-13 11:11	BTC	Buy	63730.2→63889.8	+0.71	timeout
06-13 05:09	BTC	Buy	63568.2→63519.8	-0.82	timeout
06-12 23:05	BTC	Buy	63411.2→63447.8	-0.21	timeout
05-29 19:38	BTC	Buy	73434.7→73669.3	+1.09	timeout
05-29 12:39	BTC	Buy	73425.7→73219.3	-1.87	timeout
05-29 06:36	BTC	Buy	72734.6→73670.3	+5.86	timeout

Paper (trades.jsonl)

58

closed

43%

win rate

-191.96

total pnl ($)

-66.1 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	58	43%	-66.1	-191.96

time	sym	side	reason
06-26 03:08	BTC	Buy	below_min_notional_skip
06-25 20:38	BTC	Buy	below_min_notional_skip
06-25 14:48	BTC	Buy	below_min_notional_skip
06-24 19:55	BTC	Buy	below_min_notional_skip
06-24 14:37	BTC	Buy	stale_intent
06-24 14:36	BTC	Buy	below_min_notional_skip
06-24 09:01	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 58 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 7)

Postmortem feed (last 10)