etf_flow_spike_exhaustion_fade

not live
2
closed trades
50%
win rate
-7.08
total pnl ($)
1.223
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 04:42:06 (38.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: sc
n: 2  ·  wr: 0.0%  ·  total_bps: -112.9  ·  mean_bps: -56.47  ·  sharpe: -1.05  ·  max_dd_bps: -112.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 2 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-06 17:21BTCSell81999.9→81506.1+2.55timeout
05-06 06:38BTCSell80005→81485.8-9.64stop_loss

Paper vs Live

Paper (trades.jsonl)
2
closed
50%
win rate
-7.08
total pnl ($)
-71.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC250%-71.4-7.08

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-06 17:21BTCSell+2.55The market was in a mild downtrend with BTC declining 1.47% over 24 hours and negative funding. The thesis failed because the trade was closed by timeout before the expected move materialized, as the slow, grinding selloff did not trigger a sharp enough dec…
05-06 06:38BTCSell-9.64The market was in a mild downtrend across the board, with BTC declining 1.26% in 24 hours and negative funding. The short thesis failed because the stop_loss was triggered by a temporary intraday bounce against the prevailing bearish bias.