etf_flow_reversal_long

not live
31
closed trades
39%
win rate
-105.90
total pnl ($)
1.071
weight
7d window — n=2 wr=0% pnl=-15.91  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 04:31:07 (18.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: h
n: 22  ·  wr: 22.7%  ·  total_bps: -952.3  ·  mean_bps: -43.29  ·  sharpe: -0.44  ·  max_dd_bps: -1261.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 31 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 08:45BTCBuy66486.3→64851.3-12.76stop_loss
06-17 08:11BTCBuy65689.3→65326.7-3.15timeout
06-15 15:52BTCBuy64385.2→67211.6+21.52take_profit
06-15 08:03BTCBuy63781.2→65724.7+14.72timeout
06-14 08:01BTCBuy63088.2→64399.8+9.79timeout
06-13 07:58BTCBuy62701.1→63791.8+7.99timeout
06-12 07:51BTCBuy61657.1→62989.9+10.28timeout
06-09 14:29BTCBuy63136.2→61582.1-12.76stop_loss
06-09 14:21BTCBuy63185.2→61631.1-12.75stop_loss
06-09 07:30BTCBuy62205.1→63046.8+6.20timeout
06-07 22:14BTCBuy60843→63514.8+21.53take_profit
06-05 13:59BTCBuy62235.1→60704.6-12.75stop_loss
06-05 06:03BTCBuy63551.2→61978.9-12.75stop_loss
06-03 19:54BTCBuy67006.4→65354-12.82stop_loss
06-02 14:10BTCBuy69964.5→68311.6-12.27stop_loss
06-01 22:22BTCBuy73233.3→71214.1-14.34stop_loss
06-01 22:22BTCBuy73770.3→71214.1-18.07stop_loss
05-30 23:25BTCBuy73578.3→73825.7+1.00timeout
05-28 14:05BTCBuy74381.3→72635.9-12.25stop_loss
05-28 03:17BTCBuy75789.2→74012.7-12.17stop_loss
05-27 13:27BTCBuy77024.1→75216.3-12.09stop_loss
05-26 23:00BTCBuy76814.2→75796.8-7.13timeout
05-25 22:59BTCBuy76536.2→77114.9+3.17timeout
05-24 22:59BTCBuy75710.2→76750.8+6.39timeout
05-22 19:30BTCBuy77919.1→76089.8-12.27stop_loss
05-22 09:12BTCBuy77403.1→77203.9-2.02timeout
05-21 09:13BTCBuy77005.1→77926.9+5.27timeout
05-20 09:11BTCBuy76864.2→77429.9+2.99timeout
05-18 15:02BTCBuy78073.1→76240.9-12.29stop_loss
05-18 09:11BTCBuy78315.1→76875.8-9.93timeout
05-15 13:51BTCBuy80552→78661.2-12.18stop_loss

Paper vs Live

Paper (trades.jsonl)
31
closed
39%
win rate
-105.90
total pnl ($)
-66.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3139%-66.6-105.90

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems