ada_spread_imbalance_fade_v1

not live
21
closed trades
24%
win rate
-62.05
total pnl ($)
1.133
weight
7d window — n=5 wr=40% pnl=-5.99  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 19:42 (21.8d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_ob_ada_1
n: 14  ·  wr: 71.4%  ·  total_bps: +373.2  ·  mean_bps: +26.66  ·  sharpe: +0.44  ·  max_dd_bps: -153.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-20 20:52ADABuy0.16103→0.16134+0.50timeout
06-19 07:03ADASell0.16025→0.16035-0.77timeout
06-18 15:40ADABuy0.162501→0.160819-5.62stop_loss
06-17 21:38ADASell0.165909→0.167022-3.80timeout
06-17 02:51ADABuy0.172413→0.173847+3.70timeout
06-15 13:18ADASell0.187113→0.189002-5.50stop_loss
06-13 16:23ADABuy0.174594→0.17281-5.53stop_loss
06-12 15:56ADABuy0.172583→0.170832-5.53stop_loss
06-11 15:27ADABuy0.164951→0.166578+4.47timeout
06-10 18:57ADASell0.162199→0.163893-5.66stop_loss
06-09 19:04ADASell0.165719→0.167486-5.77stop_loss
06-09 07:18ADABuy0.169082→0.170817+4.67timeout
06-08 15:30ADABuy0.170773→0.169023-5.57stop_loss
06-07 18:59ADABuy0.163261→0.161599-5.55stop_loss
06-06 20:02ADABuy0.157549→0.155973-5.44stop_loss
06-06 06:20ADASell0.154011→0.155567-5.50stop_loss
06-05 17:11ADABuy0.163611→0.161958-5.50stop_loss
06-05 05:37ADABuy0.167472→0.165796-5.46stop_loss
06-04 15:06ADABuy0.188697→0.191442+6.83take_profit
06-03 23:02ADABuy0.203911→0.201849-5.50stop_loss
06-03 06:34ADASell0.214266→0.216442-5.53stop_loss

Paper vs Live

Paper (trades.jsonl)
21
closed
24%
win rate
-62.05
total pnl ($)
-59.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ADA2124%-59.1-62.05

Recent bounces (last 20 of 1)

timesymsidereason
06-22 12:51ADABuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems