etf_inflow_acceleration_momentum

not live
4
closed trades
50%
win rate
+2.19
total pnl ($)
1.255
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 13:52:41 (40.9d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: ado
n: 4  ·  wr: 25.0%  ·  total_bps: -23.2  ·  mean_bps: -5.79  ·  sharpe: -0.04  ·  max_dd_bps: -131.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 4 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-10 11:25ETHBuy2290.93→2320.87+5.86timeout
05-10 11:25BTCBuy80165→80763+3.23timeout
05-07 01:21BTCBuy81256.1→80974-2.17timeout
05-06 19:21BTCBuy82008.1→81303.9-4.73timeout

Paper vs Live

Paper (trades.jsonl)
4
closed
50%
win rate
+2.19
total pnl ($)
+12.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC333%-24.3-3.67
ETH1100%+121.7+5.86

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 11:25ETHBuy+5.86ETH traded in a narrow range with low volatility, showing slight positive momentum on the hourly timeframe. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the holding period.
05-10 11:25BTCBuy+3.24BTC was trading in a narrow, low-volatility range with neutral funding and flat OI. The thesis failed because the trade was closed by timeout, indicating no directional move materialized within the expected timeframe.
05-10 11:25ETHBuy+5.86ETH traded in a narrow range with low volatility, showing minimal directional bias across timeframes. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period.
05-10 11:25BTCBuy+3.24BTC was in a low-volatility, sideways grind with neutral funding and flat OI. The thesis failed because the trade was closed by timeout, indicating the expected directional move never materialized within the holding period.
05-10 11:25ETHBuy+5.86The market was in a tight, low-volatility range with ETH flat across all timeframes and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period.
05-10 11:25BTCBuy+3.24BTC was trading in a narrow range with low volatility and neutral funding. The thesis failed because the trade was closed by timeout, not by reaching a target or stop, indicating the expected directional move did not materialize within the holding period.
05-10 11:25ETHBuy+5.86The market was in a low-funding, neutral regime with stable open interest, offering no strong directional bias. The thesis failed because the trade was closed by timeout without reaching a target or stop, as the lack of volatility prevented the expected mov…
05-10 11:25BTCBuy+3.24The market exhibited low volatility with neutral funding and stable open interest, offering no clear directional bias. The thesis failed because the trade was closed by timeout, as no entry was executed before the expiration window lapsed.
05-10 11:25ETHBuy+5.86ETH traded in a narrow range with low volatility, showing minimal directional movement across timeframes. The thesis failed because the trade was closed by timeout, as the market lacked the momentum to trigger an exit within the allotted time.
05-10 11:25BTCBuy+3.24BTC was trading in a narrow range with low volatility, showing slight positive momentum over the past 24 hours and week. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the a…