etf_flow_momentum_trend · strategy

181

closed trades

35%

win rate

-47.03

total pnl ($)

1.279

weight

7d window — n=41 wr=44% pnl=+9.10 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 00:05:49 (38.6d ago) · src: canon

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

n: 141 · wr: 40.4% · total_bps: -413.8 · mean_bps: -2.93 · sharpe: -0.10 · max_dd_bps: -586.4

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 10:31	BTC	Sell	60372→60389	-0.59	timeout
06-27 06:20	BTC	Sell	60242→60166	+0.18	timeout
06-27 02:26	BTC	Sell	59959→60323	-3.48	timeout
06-26 22:29	BTC	Sell	59792→59902	-1.37	timeout
06-26 18:29	BTC	Sell	60146→59797	+2.46	timeout
06-26 13:48	BTC	Sell	58991.1→59562.7	-5.30	stop_loss
06-26 10:50	BTC	Sell	59804→59432	+2.66	timeout
06-26 06:27	BTC	Sell	59970→59965	-0.41	timeout
06-26 02:13	BTC	Sell	59573→58684.9	+7.00	take_profit
06-25 21:34	BTC	Sell	59400→59971	-5.25	stop_loss
06-25 17:52	BTC	Sell	59270→59486	-2.27	timeout
06-25 13:41	BTC	Sell	61252.9→60337	+7.03	take_profit
06-25 10:23	BTC	Sell	61614.9→61591.1	-0.26	timeout
06-25 06:15	BTC	Sell	61583.9→61720.1	-1.56	timeout
06-25 01:49	BTC	Sell	60764→60817	-0.89	timeout
06-24 21:38	BTC	Sell	60852→61065.1	-2.21	timeout
06-24 16:51	BTC	Sell	60544→59635	+7.05	take_profit
06-24 13:22	BTC	Sell	62737.9→61790.1	+7.10	take_profit
06-24 09:47	BTC	Sell	62761.9→62653.1	+0.42	timeout
06-24 05:47	BTC	Sell	62765.9→62913.1	-1.62	timeout
06-24 01:40	BTC	Sell	62983.9→63032.2	-0.83	timeout
06-23 21:30	BTC	Sell	62440.9→62553.1	-1.35	timeout
06-23 17:24	BTC	Sell	62579.9→62590.1	-0.53	timeout
06-23 13:17	BTC	Sell	62380.9→62080.1	+1.96	timeout
06-23 08:28	BTC	Sell	62844.9→61908.1	+7.00	take_profit
06-23 05:22	BTC	Sell	63904.8→63544.2	+2.37	timeout
06-23 01:26	BTC	Sell	63848.8→64148.2	-2.80	timeout
06-22 21:24	BTC	Sell	64406.8→64248.2	+0.78	timeout
06-22 17:05	BTC	Sell	64685.8→64705.2	-0.60	timeout
06-22 12:58	BTC	Sell	64639.8→65156.3	-4.44	timeout
06-22 08:53	BTC	Sell	64196.8→64123.2	+0.13	timeout
06-22 04:43	BTC	Sell	64170.8→63980.2	+1.04	timeout
06-22 00:37	BTC	Sell	63334.8→63944.2	-5.26	stop_loss
06-21 20:51	BTC	Sell	64176.8→63719.2	+3.12	timeout
06-21 16:46	BTC	Sell	64251.8→64120.2	+0.57	timeout
06-21 12:31	BTC	Sell	64274.8→64006.2	+1.64	timeout
06-21 08:24	BTC	Sell	64189.8→64035.2	+0.76	timeout
06-21 04:23	BTC	Sell	64386.8→64450.2	-0.94	timeout
06-21 00:17	BTC	Sell	64247.8→64225.2	-0.27	timeout
06-20 20:21	BTC	Sell	63862.8→63924.2	-0.93	timeout
06-20 16:14	BTC	Sell	63884.8→63956.2	-1.01	timeout
06-20 12:06	BTC	Sell	63605.8→63707.2	-1.25	timeout
06-20 08:04	BTC	Sell	63632.8→63608.2	-0.25	timeout
06-20 04:00	BTC	Sell	63307.8→63434.2	-1.45	timeout
06-19 23:56	BTC	Sell	63317.8→63358.2	-0.77	timeout
06-19 19:53	BTC	Sell	62990.9→63052.2	-0.94	timeout
06-19 15:47	BTC	Sell	63248.8→63207.2	-0.12	timeout
06-19 11:45	BTC	Sell	62398.9→62636.1	-2.35	timeout
06-19 07:40	BTC	Sell	62722.9→62507.1	+1.27	timeout
06-19 03:48	BTC	Sell	62905.9→62657.1	+1.52	timeout
06-18 23:42	BTC	Sell	62773.9→62899.1	-1.45	timeout
06-18 19:34	BTC	Sell	62771.9→62808.1	-0.75	timeout
06-18 15:37	BTC	Sell	63921.8→62969.1	+7.00	take_profit
06-18 11:29	BTC	Sell	63916.8→64028.2	-1.32	timeout
06-18 07:29	BTC	Sell	63930.8→64287.2	-3.24	timeout
06-18 03:30	BTC	Sell	64684.8→64271.2	+2.75	timeout
06-17 23:28	BTC	Sell	64292.8→64462.2	-1.77	timeout
06-17 19:29	BTC	Sell	65457.7→64481.2	+7.01	take_profit
06-17 15:30	BTC	Sell	65221.7→65278.3	-0.88	timeout
06-17 11:23	BTC	Sell	64950.8→64640.2	+1.94	timeout
06-17 07:19	BTC	Sell	65866.7→65617.3	+1.44	timeout
06-17 03:12	BTC	Sell	65844.7→65831.3	-0.35	timeout
06-16 23:09	BTC	Sell	65736.7→65753.3	-0.57	timeout
06-16 18:58	BTC	Sell	65891.7→65835.3	-0.02	timeout
06-16 14:48	BTC	Sell	66110.7→65690.3	+2.73	timeout
06-16 10:48	BTC	Sell	66539.7→66537.3	-0.43	timeout
06-16 06:47	BTC	Sell	66081.7→66438.3	-3.15	timeout
06-16 02:51	BTC	Sell	66373.7→65802.3	+3.86	timeout
06-15 22:52	BTC	Sell	66395.7→66224.3	+0.84	timeout
06-15 18:40	BTC	Sell	66837.7→66805.3	-0.20	timeout
06-15 14:36	BTC	Sell	66775.7→66476.3	+1.79	timeout
06-15 10:29	BTC	Sell	65637.7→65702.3	-0.94	timeout
06-15 06:28	BTC	Sell	65806.7→65941.3	-1.47	timeout
06-15 02:22	BTC	Sell	65395.7→65675.3	-2.59	timeout
06-14 21:40	BTC	Sell	64657.8→65278.9	-5.25	stop_loss
06-14 18:16	BTC	Sell	63938.8→63714.2	+1.31	timeout
06-14 14:10	BTC	Sell	64299.8→64276.2	-0.27	timeout
06-14 10:06	BTC	Sell	64424.8→64525.2	-1.23	timeout
06-14 06:01	BTC	Sell	64350.8→64342.2	-0.38	timeout
06-14 01:59	BTC	Sell	64535.8→64575.2	-0.76	timeout
06-13 21:57	BTC	Sell	64250.8→64492.2	-2.33	timeout
06-13 17:54	BTC	Sell	63950.8→63988.2	-0.74	timeout
06-13 13:52	BTC	Sell	64072.8→64103.2	-0.69	timeout
06-13 09:47	BTC	Sell	63847.8→63771.2	+0.15	timeout
06-13 05:45	BTC	Sell	63593.8→63554.2	-0.14	timeout
06-13 01:40	BTC	Sell	63598.8→63691.2	-1.17	timeout
06-12 21:39	BTC	Sell	63486.8→63551.2	-0.96	timeout
06-12 17:34	BTC	Sell	63854.8→63810.2	-0.10	timeout
06-12 13:33	BTC	Sell	63482.8→63256.2	+1.34	timeout
06-12 09:30	BTC	Sell	63460.8→63758.2	-2.79	timeout
06-12 05:23	BTC	Sell	63696.8→63461.2	+1.40	timeout
06-12 01:18	BTC	Sell	63609.8→63450.2	+0.81	timeout
06-11 21:14	BTC	Sell	63509.8→63564.2	-0.87	timeout
06-11 17:19	BTC	Sell	62785.9→62378.1	+2.80	timeout
06-11 13:19	BTC	Sell	63128.8→62945.1	+1.01	timeout
06-11 09:12	BTC	Sell	62769.9→62824.1	-0.88	timeout
06-11 05:05	BTC	Sell	62588.9→62552.1	-0.15	timeout
06-11 00:58	BTC	Sell	61475.9→61833.1	-3.35	timeout
06-10 20:55	BTC	Sell	61929.9→61701.1	+1.40	timeout
06-10 16:52	BTC	Sell	62417.9→62124.1	+1.91	timeout

Paper vs Live

Paper (trades.jsonl)

181

closed

35%

win rate

-47.03

total pnl ($)

-5.3 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	181	35%	-5.2	-47.03

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 13:32	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…