bid_imbalance_extreme_fade_short · strategy

175

closed trades

38%

win rate

-62.80

total pnl ($)

1.225

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 13:41:57 (24.0d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: strategies_batch_asp

n: 790 · wr: 49.2% · total_bps: +902.1 · mean_bps: +1.14 · sharpe: +0.02 · max_dd_bps: -2733.2

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 04:46	BTC	Sell	73876.3→73427.7	+2.59	timeout
06-01 04:08	BTC	Sell	73497.3→73639.7	-1.42	timeout
06-01 00:07	BTC	Sell	73983.3→73768.7	+1.00	timeout
05-31 20:54	BTC	Sell	73502.3→73729.7	-2.00	timeout
05-31 19:42	BTC	Sell	73651.3→73497.7	+0.59	timeout
05-31 17:03	BTC	Sell	73697.3→73507.7	+0.84	timeout
05-31 15:12	BTC	Sell	73858.3→73632.7	+1.08	timeout
05-31 14:25	BTC	Sell	73858.3→73546.7	+1.66	timeout
05-31 12:33	BTC	Sell	73884.3→73903.7	-0.57	timeout
05-31 11:41	BTC	Sell	73823.3→73918.7	-1.09	timeout
05-31 10:30	BTC	Sell	73907.3→73789.7	+0.35	timeout
05-31 09:44	BTC	Sell	73864.3→73958.7	-1.08	timeout
05-31 09:04	BTC	Sell	73812.3→73846.7	-0.67	timeout
05-31 07:47	BTC	Sell	73972.3→73865.7	+0.28	timeout
05-31 07:14	BTC	Sell	74064.3→73940.7	+0.39	timeout
05-31 05:53	BTC	Sell	74163.3→74040.7	+0.38	timeout
05-31 04:02	BTC	Sell	73921.3→74123.7	-1.82	timeout
05-31 02:14	BTC	Sell	73921.3→74133.7	-1.88	timeout
05-31 01:24	BTC	Sell	73805.3→74203.7	-3.14	timeout
05-30 18:06	BTC	Sell	73914.3→73989.7	-0.95	timeout
05-30 16:16	BTC	Sell	73905.3→73913.7	-0.50	timeout
05-30 15:24	BTC	Sell	73784.3→73852.7	-0.90	timeout
05-30 13:16	BTC	Sell	73588.3→73713.7	-1.30	timeout
05-30 12:21	BTC	Sell	73617.3→73629.7	-0.53	timeout
05-30 11:33	BTC	Sell	73563.3→73563.7	-0.45	timeout
05-29 10:53	BTC	Sell	73806.3→73610.7	+0.88	timeout
05-29 10:09	BTC	Sell	73768.3→73650.7	+0.35	timeout
05-29 09:25	BTC	Sell	73362.3→73853.7	-3.79	timeout
05-29 08:38	BTC	Sell	73738.3→73777.7	-0.72	timeout
05-29 05:39	BTC	Sell	73210.3→73387.7	-1.65	timeout
05-29 05:03	BTC	Sell	73382.3→73387.7	-0.48	timeout
05-29 05:03	BTC	Sell	73382.3→73225.7	+0.63	timeout
05-29 03:49	BTC	Sell	73601.3→73320.7	+1.46	timeout
05-29 03:15	BTC	Sell	73524.3→73380.7	+0.53	timeout
05-29 02:27	BTC	Sell	73669.3→73411.7	+1.31	timeout
05-29 01:28	BTC	Sell	73606.3→73566.7	-0.17	timeout
05-29 00:57	BTC	Sell	73609.3→73691.7	-1.00	timeout
05-28 23:03	BTC	Sell	73694.3→73552.7	+0.52	timeout
05-28 22:16	BTC	Sell	73620.3→73695.7	-0.95	timeout
05-28 21:32	BTC	Sell	73349.3→73685.7	-2.73	timeout
05-28 20:32	BTC	Sell	73540.3→73638.7	-1.11	timeout
05-28 19:24	BTC	Sell	73509.3→73496.7	-0.35	timeout
05-28 18:14	BTC	Sell	73344.3→73616.7	-2.30	timeout
05-28 17:39	BTC	Sell	72848.4→73462.7	-4.66	timeout
05-28 16:56	BTC	Sell	72858.4→73397.7	-4.14	timeout
05-28 16:18	BTC	Sell	72810.4→73138.7	-2.70	timeout
05-28 15:37	BTC	Sell	72612.4→72915.6	-2.53	timeout
05-28 14:36	BTC	Sell	73427.3→72844.6	+3.53	timeout
05-28 13:50	BTC	Sell	73320.3→72844.6	+2.80	timeout
05-28 13:13	BTC	Sell	73370.3→73321.7	-0.11	timeout
05-28 12:28	BTC	Sell	73372.3→73331.7	-0.17	timeout
05-28 11:56	BTC	Sell	73336.3→73475.7	-1.40	timeout
05-28 11:25	BTC	Sell	73526.3→73401.7	+0.40	timeout
05-28 10:41	BTC	Sell	73236.3→73476.7	-2.09	timeout
05-28 10:08	BTC	Sell	73235.3→73517.7	-2.38	timeout
05-28 09:00	BTC	Sell	73247.3→73313.7	-0.90	timeout
05-28 08:23	BTC	Sell	73106.3→73304.7	-1.81	timeout
05-28 07:40	BTC	Sell	72957.4→73384.7	-3.38	timeout
05-28 07:09	BTC	Sell	72950.4→73181.7	-2.03	timeout
05-28 06:27	BTC	Sell	73149.3→72848.6	+1.61	timeout
05-28 05:55	BTC	Sell	72827.4→72998.6	-1.62	timeout
05-28 05:16	BTC	Sell	73493.3→72992.6	+2.96	timeout
05-28 03:53	BTC	Sell	74097.3→73251.3	+0.00	stop_loss
05-28 03:52	BTC	Sell	74202.3→73351.3	+0.00	stop_loss
05-28 03:18	BTC	Sell	74322.3→73440.4	+0.00	stop_loss
05-28 03:13	BTC	Sell	74242.3→74180.7	-0.03	timeout
05-28 02:42	BTC	Sell	74450.3→74226.7	+1.05	timeout
05-28 02:11	BTC	Sell	74486.3→74293.7	+0.84	timeout
05-28 01:34	BTC	Sell	74508.3→74314.7	+0.85	timeout
05-28 00:56	BTC	Sell	74246.3→74472.7	-1.98	timeout
05-28 00:24	BTC	Sell	74480.3→74496.7	-0.56	timeout
05-27 23:41	BTC	Sell	74357.3→74301.7	-0.07	timeout
05-27 23:06	BTC	Sell	74878.3→74401.7	+2.74	timeout
05-27 21:47	BTC	Sell	75228.2→74369.9	+0.00	stop_loss
05-27 21:46	BTC	Sell	75270.2→74424.7	+5.17	timeout
05-27 21:09	BTC	Sell	75018.2→75123.8	-1.15	timeout
05-27 20:34	BTC	Sell	74994.3→75201.8	-1.83	timeout
05-27 19:59	BTC	Sell	74842.3→75025.8	-1.67	timeout
05-27 19:25	BTC	Sell	74849.3→75009.8	-1.52	timeout
05-27 18:49	BTC	Sell	74926.3→74962.7	-0.69	timeout
05-27 18:10	BTC	Sell	75005.2→74790.7	+0.98	timeout
05-27 17:35	BTC	Sell	75188.2→74923.7	+1.31	timeout
05-27 17:05	BTC	Sell	75420.2→75313.8	+0.26	timeout
05-27 16:34	BTC	Sell	75015.2→75056.8	-0.72	timeout
05-27 15:59	BTC	Sell	74807.3→75318.8	-3.86	timeout
05-27 15:26	BTC	Sell	74938.3→75334.8	-3.10	timeout
05-27 14:53	BTC	Sell	75312.2→75058.8	+1.23	timeout
05-27 13:38	BTC	Sell	75857.2→74991.2	+0.00	stop_loss
05-27 13:35	BTC	Sell	75709.2→75169.8	+3.11	timeout
05-27 13:03	BTC	Sell	75760.2→75676.8	+0.10	timeout
05-27 12:28	BTC	Sell	75876.2→75905.8	-0.65	timeout
05-27 11:54	BTC	Sell	75957.2→75743.8	+0.95	timeout
05-27 11:19	BTC	Sell	75870.2→75950.8	-0.99	timeout
05-27 10:46	BTC	Sell	75668.2→75873.8	-1.82	timeout
05-27 10:08	BTC	Sell	75927.2→75879.8	-0.15	timeout
05-27 09:34	BTC	Sell	75931.2→75821.8	+0.26	timeout
05-27 08:59	BTC	Sell	75815.2→75819.8	-0.49	timeout
05-27 08:21	BTC	Sell	75813.2→75879.8	-0.90	timeout
05-27 07:46	BTC	Sell	75655.2→75861.8	-1.82	timeout
05-27 07:12	BTC	Sell	75560.2→75744.8	-1.68	timeout

Paper vs Live

Paper (trades.jsonl)

175

closed

38%

win rate

-62.80

total pnl ($)

-7.5 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	175	38%	-7.5	-62.80

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…