etf_flow_reversal_long_v11

46

closed trades

48%

win rate

-136.36

total pnl ($)

1.213

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-30 14:31:10 (27.1d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485389_96334

n: 14 · wr: 57.1% · total_bps: +303.1 · mean_bps: +21.65 · sharpe: +0.20 · max_dd_bps: -288.1

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

time	sym	side	entry→exit	pnl	close
06-12 08:58	BTC	Buy	63383.2→63444.8	+0.00	timeout
06-12 02:52	BTC	Buy	62920.1→63568.8	+4.66	timeout
06-11 20:46	BTC	Buy	62868.1→63245.8	+2.48	timeout
06-11 14:42	BTC	Buy	62032.1→62890.9	+6.42	timeout
06-11 08:33	BTC	Buy	61861.1→62906.9	+7.94	timeout
06-11 02:27	BTC	Buy	62096.1→62119.9	-0.29	timeout
06-10 20:18	BTC	Buy	61682.1→61771.9	+0.25	timeout
06-10 04:00	BTC	Buy	61142.1→62016.9	+6.76	timeout
06-09 22:00	BTC	Buy	62708.1→62016.9	-5.91	timeout
06-09 15:57	BTC	Buy	62775.1→61038.9	-14.35	timeout
06-09 09:59	BTC	Buy	63705.2→62683.9	-8.45	timeout
06-09 03:57	BTC	Buy	63759.2→62767.9	-8.22	timeout
06-08 21:49	BTC	Buy	63455.2→63756.8	+1.91	timeout
06-08 15:46	BTC	Buy	63130.2→63823.8	+5.02	timeout
06-08 09:42	BTC	Buy	61686.1→63280.8	+12.47	timeout
06-08 03:41	BTC	Buy	62087.1→63140.8	+8.02	timeout
06-07 21:39	BTC	Buy	62553.1→61761.9	-6.76	timeout
06-07 15:34	BTC	Buy	61631.1→62019.9	+2.70	timeout
06-07 09:29	BTC	Buy	60867→62659.9	+14.29	timeout
06-07 03:23	BTC	Buy	60474→61584.9	+8.71	timeout
06-06 21:17	BTC	Buy	61211.1→60840	-3.45	timeout
06-06 15:14	BTC	Buy	60853→60575	-2.73	timeout
06-06 09:10	BTC	Buy	61782.1→61153.9	-5.56	timeout
06-06 03:18	BTC	Buy	60827→60838	-0.37	timeout
06-05 15:39	BTC	Buy	62742.1→60194.9	-20.74	stop_loss
06-05 14:28	BTC	Buy	62844.1→60293.8	-20.74	stop_loss
06-05 06:24	BTC	Buy	63693.2→61107.4	-20.72	stop_loss
06-05 03:46	BTC	Buy	63748.2→62738.9	-8.34	timeout
06-04 21:43	BTC	Buy	62870.1→63362.8	+3.48	timeout
06-04 17:17	BTC	Buy	63922.2→63240.8	-5.83	timeout
06-04 01:51	BTC	Buy	64958.2→62321.7	-20.74	stop_loss
06-04 00:24	BTC	Buy	66654.3→63948.8	-20.73	stop_loss
06-03 16:38	BTC	Buy	66353.3→65836.7	-4.37	timeout
06-03 11:28	BTC	Buy	66388.3→67310.6	+6.43	timeout
06-03 04:01	BTC	Buy	67228.4→65976.7	-9.76	timeout
06-02 15:30	BTC	Buy	70035.5→67187	-20.80	stop_loss
06-02 13:51	BTC	Buy	70923.5→68800.6	-15.44	timeout
06-01 01:58	BTC	Buy	73838.7→73312.3	-4.05	timeout
05-31 17:47	BTC	Buy	74053.7→73691.3	-2.93	timeout
05-31 11:50	BTC	Buy	73816.7→73904.3	+0.08	timeout
05-31 09:09	BTC	Buy	73952.7→73863.3	-1.13	timeout
05-30 21:48	BTC	Buy	73541.7→73921.3	+2.08	timeout
05-30 11:31	BTC	Buy	73350.7→73566.3	+0.99	timeout
05-30 00:55	BTC	Buy	73304.7→73498.3	+0.85	timeout
05-29 18:39	BTC	Buy	73638.7→73763.3	+0.34	timeout
05-29 11:00	BTC	Buy	73491.7→73587.3	+0.18	timeout

Paper (trades.jsonl)

46

closed

48%

win rate

-136.36

total pnl ($)

-58.9 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	46	48%	-58.9	-136.36

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 46 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)