ltc_etf_outflow_capitulation_long

not live
29
closed trades
45%
win rate
-62.71
total pnl ($)
1.141
weight
7d window — n=3 wr=67% pnl=+4.19  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 13:44 (34.8d ago) · src: backtest-gate-results.jsonl
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_zh
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=226.572

Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 08:32BTCBuy66592.3→65188.7-10.97timeout
06-16 08:32BTCBuy65656.3→66540.7+6.36timeout
06-15 08:29BTCBuy64459.2→65652.7+8.80timeout
06-14 08:28BTCBuy63792.2→64453.8+4.72timeout
06-13 08:29BTCBuy63502.2→63786.8+1.69timeout
06-12 08:27BTCBuy62877.1→63456.8+4.07timeout
06-11 08:20BTCBuy61601.1→62795.9+9.11timeout
06-09 14:44BTCBuy62814.1→61268.3-12.76stop_loss
06-09 07:42BTCBuy63126.2→63173.8-0.12timeout
06-08 07:36BTCBuy62237.1→63162.8+6.95timeout
06-07 07:33BTCBuy60909→62232.9+10.45timeout
06-05 13:59BTCBuy62211.1→60679.6-12.76stop_loss
06-04 10:49BTCBuy63802.2→62232.8-12.73stop_loss
06-03 19:54BTCBuy67017.4→65367-12.79stop_loss
06-02 14:08BTCBuy70210.5→68565.7-12.18stop_loss
06-01 15:25BTCBuy73331.3→71178.1-15.19stop_loss
05-31 23:55BTCBuy73820.3→73673.7-1.41timeout
05-31 07:58BTCBuy73508.3→73854.7+1.76timeout
05-29 23:32BTCBuy73659.3→73350.7-2.56timeout
05-28 14:05BTCBuy74388.3→72645.9-12.23stop_loss
05-27 23:00BTCBuy75829.2→74374.7-10.10timeout
05-26 23:00BTCBuy77067.1→75803.8-8.68timeout
05-25 23:00BTCBuy76819.2→77086.9+1.21timeout
05-24 23:00BTCBuy76491.2→76826.8+1.73timeout
05-23 22:59BTCBuy75703.2→76550.8+5.09timeout
05-22 14:45BTCBuy76947.2→76796.8-1.53timeout
05-21 14:45BTCBuy77389.1→76951.8-3.36timeout
05-20 14:44BTCBuy76478.2→77366.9+5.25timeout
05-19 14:44BTCBuy76462.2→76463.8-0.52timeout

Paper vs Live

Paper (trades.jsonl)
29
closed
45%
win rate
-62.71
total pnl ($)
-42.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2945%-42.4-62.71

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems