book_imb_buy_pressure_long · strategy

113

closed trades

37%

win rate

-106.90

total pnl ($)

1.251

weight

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

Backtest evidence run: 2026-05-23 14:43 (35.6d ago) · src: backtest-gate-results.jsonl

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

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=231.612

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 04:25	BTC	Buy	73567.3→73429.7	-1.39	timeout
06-01 01:30	BTC	Buy	73873.3→73602.7	-2.29	timeout
05-31 23:49	BTC	Buy	73693.3→73633.7	-0.85	timeout
05-31 22:09	BTC	Buy	73558.3→73769.7	+0.99	timeout
05-31 20:21	BTC	Buy	73531.3→73734.7	+0.93	timeout
05-31 18:39	BTC	Buy	73690.3→73641.7	-0.79	timeout
05-31 17:09	BTC	Buy	73832.3→73512.7	-2.62	timeout
05-31 14:34	BTC	Buy	73885.3→73638.7	-2.12	timeout
05-31 12:54	BTC	Buy	73859.3→73865.7	-0.42	timeout
05-31 11:15	BTC	Buy	73868.3→73878.7	-0.40	timeout
05-31 08:33	BTC	Buy	74116.3→73890.7	-1.99	timeout
05-31 06:10	BTC	Buy	74060.3→73987.7	-0.95	timeout
05-31 02:56	BTC	Buy	73810.3→74005.7	+0.87	timeout
05-30 22:08	BTC	Buy	73963.3→73830.7	-1.36	timeout
05-30 20:11	BTC	Buy	73844.3→73935.7	+0.15	timeout
05-30 18:13	BTC	Buy	73917.3→73995.7	+0.07	timeout
05-30 16:09	BTC	Buy	73752.3→73883.7	+0.43	timeout
05-30 12:54	BTC	Buy	73575.3→73638.7	-0.03	timeout
05-30 10:15	BTC	Buy	73502.3→73603.7	+0.23	timeout
05-30 07:47	BTC	Buy	73294.3→73462.7	+0.69	timeout
05-30 05:41	BTC	Buy	73645.3→73540.7	-1.17	timeout
05-30 03:49	BTC	Buy	73493.3→73573.7	+0.09	timeout
05-30 00:44	BTC	Buy	73561.3→73486.7	-0.96	timeout
05-29 22:03	BTC	Buy	73412.3→73439.7	-0.27	timeout
05-29 20:09	BTC	Buy	74055.3→73596.7	-3.55	timeout
05-29 16:08	BTC	Buy	73179.3→73850.7	+4.13	timeout
05-29 15:02	BTC	Buy	73395.3→73124.7	-2.31	timeout
05-29 13:33	BTC	Buy	73547.3→72908.6	-4.79	timeout
05-29 11:39	BTC	Buy	73768.3→73467.7	-2.49	timeout
05-29 10:08	BTC	Buy	73739.3→73672.7	-0.91	timeout
05-29 07:15	BTC	Buy	73223.3→73790.7	+3.41	timeout
05-29 05:33	BTC	Buy	73422.3→73394.7	-0.65	timeout
05-29 05:33	BTC	Buy	73422.3→73225.7	-1.80	timeout
05-29 04:00	BTC	Buy	73741.3→73293.7	-3.50	timeout
05-29 02:45	BTC	Buy	73550.3→73349.7	-1.83	timeout
05-29 01:28	BTC	Buy	73589.3→73594.7	-0.43	timeout
05-29 00:09	BTC	Buy	73615.3→73647.7	-0.25	timeout
05-28 22:50	BTC	Buy	73468.3→73544.7	+0.05	timeout
05-28 21:38	BTC	Buy	73570.3→73783.7	+0.98	timeout
05-28 20:26	BTC	Buy	73342.3→73583.7	+1.18	timeout
05-28 19:11	BTC	Buy	72924.4→73436.7	+3.04	timeout
05-28 17:48	BTC	Buy	72773.4→73640.7	+5.49	timeout
05-28 16:30	BTC	Buy	73094.3→73163.7	+0.01	timeout
05-28 15:00	BTC	Buy	73470.3→73001.6	-3.66	timeout
05-28 13:52	BTC	Buy	73349.3→72977.6	-3.00	timeout
05-28 12:47	BTC	Buy	73494.3→73473.7	-0.60	timeout
05-28 11:44	BTC	Buy	73229.3→73377.7	+0.56	timeout
05-28 10:30	BTC	Buy	73248.3→73392.7	+0.54	timeout
05-28 09:06	BTC	Buy	72932.4→73373.7	+2.58	timeout
05-28 08:05	BTC	Buy	73063.3→73353.7	+1.53	timeout
05-28 07:05	BTC	Buy	73013.3→73131.7	+0.36	timeout
05-28 03:53	BTC	Buy	74194.3→73272.3	-6.66	stop_loss
05-28 03:37	BTC	Buy	74338.3→73411.4	-6.68	stop_loss
05-28 03:18	BTC	Buy	74536.3→73594.5	-6.77	stop_loss
05-28 02:57	BTC	Buy	74414.3→74317.7	-1.10	timeout
05-28 01:56	BTC	Buy	74431.3→74284.7	-1.44	timeout
05-28 00:56	BTC	Buy	74310.3→74450.7	+0.50	timeout
05-27 22:39	BTC	Buy	75020.2→74607.7	-3.21	timeout
05-27 22:13	BTC	Buy	75224.2→74290.8	-6.66	stop_loss
05-27 21:38	BTC	Buy	74874.3→74915.7	-0.18	timeout
05-27 20:36	BTC	Buy	74907.3→75203.8	+1.52	timeout
05-27 19:34	BTC	Buy	75017.2→75002.7	-0.56	timeout
05-27 18:25	BTC	Buy	75344.2→74833.7	-3.85	timeout
05-27 17:25	BTC	Buy	74873.3→75006.8	+0.44	timeout
05-27 16:25	BTC	Buy	75264.2→75072.8	-1.73	timeout
05-27 13:43	BTC	Buy	75835.2→74894.2	-6.65	stop_loss
05-27 13:38	BTC	Buy	75979.2→75035.2	-6.66	stop_loss
05-27 13:22	BTC	Buy	75922.2→75322.8	-4.39	timeout
05-27 12:21	BTC	Buy	75735.2→75925.8	+0.82	timeout
05-27 11:18	BTC	Buy	75852.2→75949.8	+0.21	timeout
05-27 10:17	BTC	Buy	75745.2→75956.8	+0.96	timeout
05-27 09:15	BTC	Buy	75639.2→75712.8	+0.05	timeout
05-27 08:15	BTC	Buy	75556.2→75884.8	+1.75	timeout
05-27 07:14	BTC	Buy	75580.2→75751.8	+0.70	timeout
05-27 06:14	BTC	Buy	75842.2→75708.8	-1.31	timeout
05-27 05:11	BTC	Buy	75730.2→75580.8	-1.42	timeout
05-27 04:02	BTC	Buy	75996.2→75608.8	-2.99	timeout
05-27 03:01	BTC	Buy	75906.2→75827.8	-0.96	timeout
05-27 01:57	BTC	Buy	75668.2→75879.8	+0.96	timeout
05-27 00:51	BTC	Buy	75945.2→75971.8	-0.27	timeout
05-26 23:48	BTC	Buy	76048.2→75924.8	-1.26	timeout
05-26 22:46	BTC	Buy	75983.2→75679.8	-2.45	timeout
05-26 21:44	BTC	Buy	75884.2→75961.8	+0.06	timeout
05-26 20:42	BTC	Buy	75916.2→76041.8	+0.37	timeout
05-26 19:29	BTC	Buy	76506.2→75890.8	-4.48	timeout
05-26 18:29	BTC	Buy	76647.2→76047.8	-4.37	timeout
05-26 16:22	BTC	Buy	76798.2→76451.8	-2.69	timeout
05-26 15:15	BTC	Buy	77008.1→76939.8	-0.90	timeout
05-26 14:42	BTC	Buy	77804.1→76832.2	-6.70	stop_loss
05-26 14:15	BTC	Buy	77225.1→77319.9	+0.16	timeout
05-26 13:09	BTC	Buy	76581.2→77050.9	+2.61	timeout
05-26 12:08	BTC	Buy	76615.2→76922.8	+1.56	timeout
05-26 11:06	BTC	Buy	76661.2→77427.9	+4.55	timeout
05-26 10:06	BTC	Buy	76751.2→76572.8	-1.61	timeout
05-26 09:05	BTC	Buy	76820.2→76653.8	-1.53	timeout
05-26 08:02	BTC	Buy	76674.2→76666.8	-0.49	timeout
05-26 07:01	BTC	Buy	76607.2→76874.8	+1.30	timeout
05-26 05:57	BTC	Buy	76567.2→76849.8	+1.40	timeout
05-26 04:57	BTC	Buy	76697.2→76754.8	-0.07	timeout
05-26 03:53	BTC	Buy	76542.2→76610.8	-0.00	timeout

Paper vs Live

Paper (trades.jsonl)

113

closed

37%

win rate

-106.90

total pnl ($)

-18.8 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	113	37%	-18.8	-106.90

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…