etf_outflow_momentum_short_v4

not live
3
closed trades
67%
win rate
+32.05
total pnl ($)
1.227
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 13:34 (27.4d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_etf_mom_4
n: 5  ·  wr: 80.0%  ·  total_bps: +539.6  ·  mean_bps: +107.92  ·  sharpe: +1.17  ·  max_dd_bps: -77.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-11 10:55BTCSell61656.9→63184.7-12.67stop_loss
06-05 13:57BTCSell63667.8→60869+21.54take_profit
06-02 19:31BTCSell69907.5→66604.3+23.18take_profit

Paper vs Live

Paper (trades.jsonl)
3
closed
67%
win rate
+32.05
total pnl ($)
+212.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC367%+212.4+32.05

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems