book_imb_5lvl_sustained_long · strategy

145

closed trades

31%

win rate

-121.57

total pnl ($)

1.212

weight

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

Backtest evidence run: 2026-05-21 14:48 (32.6d ago) · src: backtest-gate-results.jsonl

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

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=229.615

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 04:38	BTC	Buy	73497.3→73433.7	-0.89	timeout
06-01 04:02	BTC	Buy	73290.3→73803.7	+3.05	timeout
06-01 01:09	BTC	Buy	73965.3→73556.7	-3.21	timeout
05-31 23:28	BTC	Buy	73610.3→73813.7	+0.93	timeout
05-31 22:38	BTC	Buy	73680.3→73894.7	+1.01	timeout
05-31 20:43	BTC	Buy	73601.3→73660.7	-0.05	timeout
05-31 19:28	BTC	Buy	73569.3→73477.7	-1.08	timeout
05-31 17:50	BTC	Buy	73623.3→73678.7	-0.08	timeout
05-31 15:50	BTC	Buy	73829.3→73620.7	-1.87	timeout
05-31 11:46	BTC	Buy	73950.3→73917.7	-0.68	timeout
05-31 10:49	BTC	Buy	73816.3→73794.7	-0.61	timeout
05-31 09:32	BTC	Buy	73835.3→73953.7	+0.34	timeout
05-31 08:24	BTC	Buy	73999.3→73956.7	-0.75	timeout
05-31 03:41	BTC	Buy	74078.3→74119.7	-0.18	timeout
05-31 02:31	BTC	Buy	73936.3→73944.7	-0.40	timeout
05-30 18:29	BTC	Buy	73866.3→73935.7	+0.01	timeout
05-30 16:04	BTC	Buy	73871.3→73873.7	-0.44	timeout
05-30 13:36	BTC	Buy	73565.3→73663.7	+0.21	timeout
05-30 12:03	BTC	Buy	73562.3→73569.7	-0.40	timeout
05-30 07:33	BTC	Buy	73501.3→73541.7	-0.18	timeout
05-30 05:03	BTC	Buy	73718.3→73339.7	-3.02	timeout
05-30 03:54	BTC	Buy	73592.3→73532.7	-0.86	timeout
05-29 23:44	BTC	Buy	73561.3→73398.7	-1.56	timeout
05-29 22:49	BTC	Buy	73679.3→73468.7	-1.88	timeout
05-29 21:46	BTC	Buy	73632.3→73534.7	-1.12	timeout
05-29 18:52	BTC	Buy	73968.3→73269.3	-5.18	stop_loss
05-29 16:14	BTC	Buy	72988.4→73947.7	+6.12	timeout
05-29 14:26	BTC	Buy	73243.3→72550.9	-5.19	stop_loss
05-29 10:27	BTC	Buy	73758.3→73609.7	-1.46	timeout
05-29 09:50	BTC	Buy	73366.3→73717.7	+1.94	timeout
05-29 05:11	BTC	Buy	73413.3→73394.7	-0.59	timeout
05-29 04:27	BTC	Buy	73405.3→73315.7	-1.07	timeout
05-29 02:24	BTC	Buy	73815.3→73461.7	-2.86	timeout
05-29 01:45	BTC	Buy	73550.3→73507.7	-0.75	timeout
05-29 01:04	BTC	Buy	73516.3→73744.7	+1.09	timeout
05-29 00:03	BTC	Buy	73802.3→73629.7	-1.63	timeout
05-28 22:17	BTC	Buy	73450.3→73681.7	+1.11	timeout
05-28 21:29	BTC	Buy	73524.3→73682.7	+0.61	timeout
05-28 20:30	BTC	Buy	73579.3→73655.7	+0.06	timeout
05-28 19:18	BTC	Buy	73375.3→73438.7	-0.03	timeout
05-28 18:29	BTC	Buy	73171.3→73564.7	+2.23	timeout
05-28 17:54	BTC	Buy	72884.4→73506.7	+3.81	timeout
05-28 16:54	BTC	Buy	72942.4→73382.7	+2.56	timeout
05-28 16:16	BTC	Buy	73378.3→73068.7	-2.57	timeout
05-28 12:43	BTC	Buy	73470.3→73491.7	-0.31	timeout
05-28 11:35	BTC	Buy	73395.3→73380.7	-0.55	timeout
05-28 11:03	BTC	Buy	73350.3→73406.7	-0.07	timeout
05-28 07:30	BTC	Buy	72967.4→73238.7	+1.41	timeout
05-28 07:00	BTC	Buy	73118.3→73190.7	+0.04	timeout
05-28 06:27	BTC	Buy	72826.4→72879.6	-0.09	timeout
05-28 04:02	BTC	Buy	73513.3→72820	-5.17	stop_loss
05-28 03:18	BTC	Buy	74237.3→73513.4	-5.33	stop_loss
05-28 03:18	BTC	Buy	74284.3→73582.4	-5.17	stop_loss
05-28 03:18	BTC	Buy	74339.3→73587.5	-5.51	stop_loss
05-28 03:09	BTC	Buy	74489.3→74280.7	-1.85	timeout
05-28 02:37	BTC	Buy	74509.3→74177.7	-2.68	timeout
05-28 02:00	BTC	Buy	74427.3→74337.7	-1.06	timeout
05-28 01:28	BTC	Buy	74231.3→74229.7	-0.46	timeout
05-28 00:46	BTC	Buy	74606.3→74532.7	-0.94	timeout
05-27 23:43	BTC	Buy	74709.3→74300.7	-3.19	timeout
05-27 21:53	BTC	Buy	75005.2→74376.7	-4.65	timeout
05-27 21:47	BTC	Buy	75118.2→74410.9	-5.16	stop_loss
05-27 21:44	BTC	Buy	75235.2→74522	-5.19	stop_loss
05-27 21:03	BTC	Buy	74995.3→75178.8	+0.77	timeout
05-27 20:19	BTC	Buy	74741.3→75352.8	+3.63	timeout
05-27 19:18	BTC	Buy	74937.3→74998.7	-0.05	timeout
05-27 18:18	BTC	Buy	75096.2→74790.7	-2.49	timeout
05-27 17:40	BTC	Buy	75408.2→74919.7	-3.69	timeout
05-27 17:10	BTC	Buy	75051.2→75111.8	-0.05	timeout
05-27 16:34	BTC	Buy	74895.3→75056.8	+0.62	timeout
05-27 15:41	BTC	Buy	74896.3→75405.8	+2.95	timeout
05-27 13:38	BTC	Buy	75709.2→74996.2	-5.16	stop_loss
05-27 13:32	BTC	Buy	75779.2→75108.8	-4.87	timeout
05-27 13:30	BTC	Buy	75856.2→75142.3	-5.15	stop_loss
05-27 13:02	BTC	Buy	75923.2→75638.8	-2.32	timeout
05-27 12:23	BTC	Buy	75938.2→75992.8	-0.08	timeout
05-27 11:29	BTC	Buy	75760.2→75899.8	+0.48	timeout
05-27 10:59	BTC	Buy	75800.2→75883.8	+0.11	timeout
05-27 09:59	BTC	Buy	75916.2→75882.8	-0.66	timeout
05-27 09:29	BTC	Buy	75815.2→75774.8	-0.71	timeout
05-27 08:37	BTC	Buy	75732.2→75951.8	+1.02	timeout
05-27 07:57	BTC	Buy	75668.2→75924.8	+1.26	timeout
05-27 06:51	BTC	Buy	75528.2→75820.8	+1.50	timeout
05-27 06:14	BTC	Buy	75580.2→75705.8	+0.39	timeout
05-27 05:44	BTC	Buy	75711.2→75580.8	-1.30	timeout
05-27 05:14	BTC	Buy	75841.2→75548.8	-2.37	timeout
05-27 04:32	BTC	Buy	75690.2→75269.8	-3.22	timeout
05-27 03:54	BTC	Buy	75909.2→75635.8	-2.25	timeout
05-27 03:20	BTC	Buy	75826.2→75813.8	-0.53	timeout
05-27 02:50	BTC	Buy	75949.2→75720.8	-1.95	timeout
05-27 02:20	BTC	Buy	75858.2→75665.8	-1.71	timeout
05-27 01:48	BTC	Buy	75918.2→75938.8	-0.31	timeout
05-27 01:09	BTC	Buy	75850.2→76024.8	+0.70	timeout
05-27 00:25	BTC	Buy	75752.2→75879.8	+0.39	timeout
05-26 23:43	BTC	Buy	75986.2→75927.8	-0.84	timeout
05-26 22:56	BTC	Buy	76063.2→75671.8	-3.03	timeout
05-26 22:26	BTC	Buy	76018.2→75759.8	-2.15	timeout
05-26 21:49	BTC	Buy	75991.2→75972.8	-0.57	timeout
05-26 21:16	BTC	Buy	75809.2→75896.8	+0.12	timeout
05-26 20:38	BTC	Buy	76019.2→75979.8	-0.71	timeout

Paper vs Live

Paper (trades.jsonl)

145

closed

31%

win rate

-121.57

total pnl ($)

-16.7 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	145	31%	-16.7	-121.57

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…