etf_flows_momentum_trend

not live
32
closed trades
41%
win rate
+94.37
total pnl ($)
1.599
weight
7d window — n=7 wr=57% pnl=+54.01  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 16:34:55 (24.5d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: strategies_batch_ajj
n: 215  ·  wr: 46.5%  ·  total_bps: +6616.4  ·  mean_bps: +30.77  ·  sharpe: +0.11  ·  max_dd_bps: -4919.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 32 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:13BTCSell59205→60662.3-12.75stop_loss
06-25 13:57BTCSell61352.9→58289.9+24.51take_profit
06-24 17:46BTCSell62339.9→59225+24.33take_profit
06-24 16:51BTCSell62849.9→59693+24.63take_profit
06-24 12:34BTCSell64891.8→62816.1+15.55timeout
06-22 13:50BTCSell64008.8→65585.1-12.60stop_loss
06-22 12:29BTCSell63701.8→64912.2-9.65timeout
06-20 14:46BTCSell62494.9→64034.2-12.69stop_loss
06-20 13:20BTCSell64349.8→63508.2+6.18timeout
06-19 13:04BTCSell65016.7→62850.1+16.03timeout
06-18 12:38BTCSell66636.7→64185.2+17.94timeout
06-17 12:45BTCSell66420.7→64922.2+10.93timeout
06-15 07:24BTCSell64461.8→66056.3-12.80stop_loss
06-14 21:45BTCSell63915.8→65514-12.89stop_loss
06-14 12:07BTCSell63627.8→64502.2-7.35timeout
06-12 15:10BTCSell62690.9→64235.3-12.68stop_loss
06-11 11:50BTCSell62580.9→63108.2-4.41timeout
06-10 15:46BTCSell61016.9→62519.4-12.76stop_loss
06-10 11:47BTCSell63504.8→61052.1+18.77timeout
06-07 22:15BTCSell62702.9→64246.3-12.76stop_loss
06-07 11:54BTCSell62004.9→62623.1-5.48timeout
06-07 07:54BTCSell60816→62315.3-12.80stop_loss
06-05 15:39BTCSell63319.8→60159+24.47take_profit
06-04 00:29BTCSell66833.7→63498.2+24.50take_profit
06-03 03:50BTCSell68861.6→65403.3+24.67take_profit
06-02 09:12BTCSell71188.4→69521.2+0.00stop_loss
06-01 22:20BTCSell73931.3→71221.2+0.00stop_loss
05-31 11:46BTCSell73478.3→73916.7-3.15timeout
05-30 11:27BTCSell73318.3→73567.7-2.04timeout
05-28 01:17BTCSell75985.2→74204.8+0.00stop_loss
05-27 11:15BTCSell77404.1→75942.8+8.70timeout
05-27 04:30BTCSell77243.1→75428.5+0.00stop_loss

Paper vs Live

Paper (trades.jsonl)
32
closed
41%
win rate
+94.37
total pnl ($)
+57.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3241%+67.0+94.37

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems