margin_taker_flow_persistence_long

not live
7
closed trades
71%
win rate
+4.69
total pnl ($)
1.129
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 03:24:07 (42.1d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: mx
n: 6  ·  wr: 66.7%  ·  total_bps: +178.4  ·  mean_bps: +29.73  ·  sharpe: +0.31  ·  max_dd_bps: -142.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 7 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-25 09:38BTCBuy77103.9→77591.1+2.67timeout
05-25 06:38BTCBuy76932.8→77371.1+2.37timeout
05-25 03:37BTCBuy76666.8→77054.1+2.06timeout
05-04 19:01BTCBuy78683.9→80036+8.17timeout
05-04 10:25BTCBuy79633→78156-9.72stop_loss
05-03 11:00BTCBuy78135.9→78339.1+0.85timeout
05-03 08:00BTCBuy78513.9→78325.1-1.70timeout

Paper vs Live

Paper (trades.jsonl)
7
closed
71%
win rate
+4.69
total pnl ($)
+13.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC771%+13.7+4.69

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-04 19:01BTCBuy+8.17The market was in a neutral consolidation phase with flat funding rates and mixed short-term momentum despite a positive weekly trend. The trade failed to generate profit because the position was closed due to a timeout before any significant price movement…