etf_flow_streak_fade

not live
10
closed trades
60%
win rate
+8.55
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 05:46:08 (39.3d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: as
n: 5  ·  wr: 60.0%  ·  total_bps: +40.3  ·  mean_bps: +8.06  ·  sharpe: +0.04  ·  max_dd_bps: -446.7
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 10 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-15 23:23BTCBuy65515.3→66149.7+4.44timeout
06-12 22:59BTCBuy63499.2→63492.8-0.55timeout
06-01 22:19BTCBuy73973.7→71129.9-19.82stop_loss
05-26 23:00BTCBuy77089.9→75813.2-8.76timeout
05-23 22:59BTCBuy75710.8→76543.2+4.99timeout
05-19 22:59BTCBuy77060.9→76684.2-3.04timeout
05-07 13:18BTCSell82088.9→80947+6.59timeout
05-01 23:01BTCBuy76214.8→78084.1+11.93timeout
04-27 23:00BTCSell78307→77043+7.62timeout
04-24 23:00BTCSell78193→77317+5.15timeout

Paper vs Live

Paper (trades.jsonl)
10
closed
60%
win rate
+8.55
total pnl ($)
+17.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1060%+17.5+8.55

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-07 13:18BTCSell+6.59BTC was in a mild downtrend across all timeframes with low volatility and neutral funding. The short thesis failed to capture meaningful downside because the market remained range-bound, and the trade was closed by timeout without reaching target.
05-01 23:01BTCBuy+11.93BTC was consolidating near $78,142 with modest intraday weakness (-0.14% 1h) but sustained 24-hour gains (+2.45%), suggesting market indecision after a brief rally. The trade's thesis succeeded because the 3-day ETF flow streak fade worked as intended—negat…
04-24 23:00BTCSell+5.15Bitcoin was consolidating with minimal directional conviction, down only 0.31% in the past hour and 1.11% over 24 hours as funding rates turned slightly negative. The thesis succeeded because the three-day ETF inflow streak fade worked—BTC declined from $78…