sm_institutional_flow_looser

61

closed trades

38%

win rate

+156.31

total pnl ($)

1.583

weight

7d window — n=6 wr=83% pnl=+60.34 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-21 09:23 (37.1d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_asb

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=229.384

time	sym	side	entry→exit	pnl	close
06-26 07:17	BTC	Sell	59140→60597.3	-12.77	stop_loss
06-25 13:59	BTC	Sell	60733→58064.9	+12.89	take_profit
06-25 13:58	BTC	Sell	60836→58160.9	+21.49	take_profit
06-25 13:58	BTC	Sell	60856→58179.9	+12.90	take_profit
06-25 13:57	BTC	Sell	60987→58302.9	+12.91	take_profit
06-25 13:57	BTC	Sell	61029.9→58339.9	+12.93	take_profit
06-18 15:40	BTC	Sell	65613.7→62694.1	+13.05	take_profit
06-18 15:38	BTC	Sell	65740.7→62849.1	+12.90	take_profit
06-18 15:38	BTC	Sell	65749.7→62862.1	+12.88	take_profit
06-18 15:37	BTC	Sell	65786.7→62887.1	+12.92	take_profit
06-18 15:37	BTC	Sell	65869.7→62977.1	+12.87	take_profit
06-15 11:18	BTC	Sell	64516.8→66109.3	-7.67	stop_loss
06-14 21:40	BTC	Sell	63637.8→65215.9	-7.67	stop_loss
06-14 21:40	BTC	Sell	63595.8→65215.9	-7.87	stop_loss
06-14 21:40	BTC	Sell	63592.8→65215.9	-7.89	stop_loss
06-11 17:32	BTC	Sell	61831.9→63383.8	-12.93	stop_loss
06-11 17:32	BTC	Sell	61767.9→63294.8	-12.74	stop_loss
06-11 06:15	BTC	Sell	62909.9→62799.1	+0.53	timeout
06-11 04:39	BTC	Sell	62765.9→62638.1	+1.02	timeout
06-11 04:07	BTC	Sell	62870.9→62578.1	+2.28	timeout
06-10 15:54	BTC	Sell	61273.9→62782.5	-12.73	stop_loss
06-10 15:46	BTC	Sell	61029.9→62534.4	-12.72	stop_loss
06-08 15:12	BTC	Sell	62614.9→64156.3	-7.64	stop_loss
06-08 14:57	BTC	Sell	62491.9→64035.2	-7.67	stop_loss
06-07 07:57	BTC	Sell	60907→62407.3	-7.71	stop_loss
06-05 21:03	BTC	Sell	60388→61875	-7.66	stop_loss
06-05 16:11	BTC	Sell	62609.9→59861	+12.89	take_profit
06-05 15:38	BTC	Sell	63015.8→60245	+12.91	take_profit
06-05 14:26	BTC	Sell	63155.8→60382	+12.90	take_profit
06-05 14:04	BTC	Sell	63389.8→60603	+12.92	take_profit
06-04 00:26	BTC	Sell	66711.7→63782.2	+21.49	take_profit
06-03 23:03	BTC	Sell	67560.6→64594.2	+21.49	take_profit
06-03 20:55	BTC	Sell	67825.6→64845.2	+21.60	take_profit
06-03 20:55	BTC	Sell	67928.6→64942.2	+12.97	take_profit
06-03 03:29	BTC	Sell	69111.5→66075.3	+21.52	take_profit
06-02 19:33	BTC	Sell	69462.5→66404.3	+21.57	take_profit
06-02 13:40	BTC	Sell	70448.5→68798.8	+0.00	stop_loss
06-02 13:00	BTC	Sell	70632.5→68965.9	+0.00	stop_loss
06-02 12:31	BTC	Sell	70873.5→69213	+0.00	stop_loss
06-02 09:22	BTC	Sell	71147.4→69481.2	+0.00	stop_loss
06-02 09:04	BTC	Sell	71298.4→69628.3	+0.00	stop_loss
06-01 15:24	BTC	Sell	73487.3→71240.2	+0.00	stop_loss
06-01 15:24	BTC	Sell	73686.3→71240.2	+0.00	stop_loss
06-01 15:24	BTC	Sell	73861.3→71240.2	+0.00	stop_loss
06-01 15:24	BTC	Sell	73888.3→71240.2	+0.00	stop_loss
06-01 15:24	BTC	Sell	73861.3→71240.2	+0.00	stop_loss
05-31 05:27	BTC	Sell	72954.4→74122.7	-8.27	timeout
05-31 04:56	BTC	Sell	73156.3→74178.7	-7.25	timeout
05-31 04:24	BTC	Sell	72908.4→74168.7	-8.90	timeout
05-31 03:53	BTC	Sell	73236.3→74133.7	-3.83	timeout
05-31 03:19	BTC	Sell	73646.3→74138.7	-3.60	timeout
05-28 04:02	BTC	Sell	74767.3→73016.1	+0.00	stop_loss
05-28 03:56	BTC	Sell	74908.3→73152.2	+0.00	stop_loss
05-28 03:53	BTC	Sell	75024.2→73267.3	+0.00	stop_loss
05-28 03:53	BTC	Sell	75104.2→73345.3	+0.00	stop_loss
05-28 03:18	BTC	Sell	75228.2→73459.4	+0.00	stop_loss
05-27 17:56	BTC	Sell	76564.2→74765.1	+0.00	stop_loss
05-27 14:27	BTC	Sell	76664.2→74865.2	+0.00	stop_loss
05-27 14:27	BTC	Sell	76663.2→74861.2	+0.00	stop_loss
05-27 13:39	BTC	Sell	76743.2→74941.2	+0.00	stop_loss
05-27 13:38	BTC	Sell	76867.2→75063.3	+0.00	stop_loss

Paper (trades.jsonl)

61

closed

38%

win rate

+156.31

total pnl ($)

+72.8 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	61	38%	+112.8	+156.31

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 61 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)