etf_flow_reversal_capitulation_long

not live
7
closed trades
43%
win rate
-3.84
total pnl ($)
1.119
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 23:40:54 (42.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aco
n: 13  ·  wr: 30.8%  ·  total_bps: -125.7  ·  mean_bps: -9.67  ·  sharpe: -0.13  ·  max_dd_bps: -232.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 7 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-12 06:43BTCBuy81724.1→81715.9-0.69timeout
05-11 19:03BTCBuy80954→81731.9+6.09timeout
05-11 03:12BTCBuy82290.1→80763.6-13.65stop_loss
05-10 19:02BTCBuy80915→81111.9+1.05timeout
05-10 07:01BTCBuy80737→80721-0.77timeout
05-09 19:01BTCBuy80217→80871+5.08timeout
05-09 07:00BTCBuy80244→80206-0.95timeout

Paper vs Live

Paper (trades.jsonl)
7
closed
43%
win rate
-3.84
total pnl ($)
-7.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC743%-7.8-3.84

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 07:01BTCBuy-0.77BTC was trading in a narrow range with low volatility, showing slight intraday weakness despite positive weekly momentum. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within th…
05-09 19:01BTCBuy+5.08The market was in a mild downtrend with BTC declining 1.48% over 24 hours and negative across all timeframes. The thesis failed because the trade was closed by timeout before the expected move materialized, as the sideways chop prevented a profitable exit.
05-09 07:00BTCBuy-0.95BTC was in a mild downtrend over the 24h and 7d periods with low volatility. The trade failed because the timeout closed the position before any favorable move materialized, as the thesis lacked a catalyst to overcome the prevailing bearish drift.