book_imb_imbalance_5lvl_momentum_long · strategy

191

closed trades

38%

win rate

-97.79

total pnl ($)

1.224

weight

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

Backtest evidence run: 2026-06-03 12:00:54 (24.2d ago) · src: canon

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

n: 439 · wr: 34.2% · total_bps: -5105.0 · mean_bps: -11.63 · sharpe: -0.35 · max_dd_bps: -5209.7

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 05:56	BTC	Buy	73544.3→73380.7	-1.56	timeout
06-01 03:52	BTC	Buy	73738.3→73852.7	+0.32	timeout
06-01 01:50	BTC	Buy	73946.3→73538.7	-3.21	timeout
06-01 00:53	BTC	Buy	73657.3→73980.7	+1.75	timeout
05-31 23:37	BTC	Buy	73983.3→73622.7	-2.89	timeout
05-31 22:35	BTC	Buy	73645.3→73966.7	+1.73	timeout
05-31 21:05	BTC	Buy	73581.3→73715.7	+0.46	timeout
05-31 19:25	BTC	Buy	73614.3→73495.7	-1.26	timeout
05-31 18:27	BTC	Buy	73556.3→73657.7	+0.24	timeout
05-31 17:17	BTC	Buy	73591.3→73531.7	-0.86	timeout
05-31 16:33	BTC	Buy	73697.3→73413.7	-2.38	timeout
05-31 15:51	BTC	Buy	73649.3→73634.7	-0.55	timeout
05-31 14:38	BTC	Buy	73850.3→73655.7	-1.77	timeout
05-31 13:54	BTC	Buy	73857.3→73848.7	-0.51	timeout
05-31 12:57	BTC	Buy	73923.3→73886.7	-0.70	timeout
05-31 12:12	BTC	Buy	73873.3→73870.7	-0.47	timeout
05-31 10:48	BTC	Buy	73950.3→73780.7	-1.60	timeout
05-31 10:10	BTC	Buy	73883.3→73831.7	-0.81	timeout
05-31 09:11	BTC	Buy	73844.3→73890.7	-0.14	timeout
05-31 08:14	BTC	Buy	73932.3→73870.7	-0.87	timeout
05-31 07:17	BTC	Buy	73972.3→73925.7	-0.77	timeout
05-31 05:21	BTC	Buy	74158.3→74157.7	-0.46	timeout
05-31 04:09	BTC	Buy	74042.3→74114.7	+0.04	timeout
05-31 02:41	BTC	Buy	74078.3→73930.7	-1.45	timeout
05-31 01:13	BTC	Buy	73863.3→74089.7	+1.08	timeout
05-30 19:26	BTC	Buy	73952.3→73989.7	-0.20	timeout
05-30 18:19	BTC	Buy	73873.3→74034.7	+0.64	timeout
05-30 17:11	BTC	Buy	73899.3→73851.7	-0.78	timeout
05-30 16:13	BTC	Buy	73917.3→73936.7	-0.32	timeout
05-30 14:08	BTC	Buy	73744.3→73905.7	+0.64	timeout
05-30 12:17	BTC	Buy	73581.3→73575.7	-0.49	timeout
05-30 11:03	BTC	Buy	73562.3→73617.7	-0.08	timeout
05-30 08:15	BTC	Buy	73502.3→73521.7	-0.32	timeout
05-30 06:15	BTC	Buy	73468.3→73509.7	-0.17	timeout
05-30 03:12	BTC	Buy	73626.3→73744.7	+0.35	timeout
05-30 01:02	BTC	Buy	73411.3→73446.7	-0.21	timeout
05-29 23:58	BTC	Buy	73441.3→73434.7	-0.50	timeout
05-29 22:44	BTC	Buy	73561.3→73442.7	-1.26	timeout
05-29 21:04	BTC	Buy	73495.3→73662.7	+0.69	timeout
05-29 20:01	BTC	Buy	73340.3→73545.7	+0.95	timeout
05-29 18:52	BTC	Buy	73962.3→73273.3	-5.11	stop_loss
05-29 17:34	BTC	Buy	74019.3→74246.7	+1.08	timeout
05-29 16:15	BTC	Buy	73671.3→73925.7	+1.27	timeout
05-29 14:27	BTC	Buy	73048.3→72592.6	-3.57	timeout
05-29 11:46	BTC	Buy	73568.3→73484.7	-1.02	timeout
05-29 09:32	BTC	Buy	73700.3→73808.7	+0.28	timeout
05-29 08:56	BTC	Buy	73374.3→73611.7	+1.17	timeout
05-29 08:08	BTC	Buy	73739.3→73669.7	-0.92	timeout
05-29 05:09	BTC	Buy	73240.3→73394.7	+0.60	timeout
05-29 04:17	BTC	Buy	73377.3→73234.7	-1.43	timeout
05-29 03:29	BTC	Buy	73358.3→73367.7	-0.39	timeout
05-29 01:54	BTC	Buy	73701.3→73482.7	-1.94	timeout
05-29 01:14	BTC	Buy	73716.3→73752.7	-0.21	timeout
05-29 00:16	BTC	Buy	73582.3→73728.7	+0.54	timeout
05-28 23:25	BTC	Buy	73638.3→73570.7	-0.92	timeout
05-28 22:34	BTC	Buy	73696.3→73540.7	-1.51	timeout
05-28 21:31	BTC	Buy	73598.3→73683.7	+0.12	timeout
05-28 20:42	BTC	Buy	73423.3→73666.7	+1.20	timeout
05-28 20:09	BTC	Buy	73510.3→73225.7	-2.39	timeout
05-28 19:26	BTC	Buy	73606.3→73494.7	-1.21	timeout
05-28 18:34	BTC	Buy	73440.3→73663.7	+1.06	timeout
05-28 17:19	BTC	Buy	73110.3→73433.7	+1.75	timeout
05-28 16:41	BTC	Buy	72894.4→73265.7	+2.09	timeout
05-28 16:04	BTC	Buy	72981.4→72818.6	-1.57	timeout
05-28 15:26	BTC	Buy	73066.3→72858.6	-1.88	timeout
05-28 14:21	BTC	Buy	73176.3→73309.7	+0.46	timeout
05-28 13:17	BTC	Buy	73318.3→73231.7	-1.04	timeout
05-28 12:34	BTC	Buy	73336.3→73443.7	+0.28	timeout
05-28 11:55	BTC	Buy	73388.3→73490.7	+0.24	timeout
05-28 11:19	BTC	Buy	73445.3→73378.7	-0.91	timeout
05-28 10:44	BTC	Buy	73441.3→73476.7	-0.21	timeout
05-28 10:03	BTC	Buy	73332.3→73497.7	+0.68	timeout
05-28 09:25	BTC	Buy	73267.3→73375.7	+0.29	timeout
05-28 08:52	BTC	Buy	73351.3→73317.7	-0.68	timeout
05-28 08:15	BTC	Buy	73190.3→73412.7	+1.07	timeout
05-28 07:38	BTC	Buy	72775.4→73389.7	+3.77	timeout
05-28 07:04	BTC	Buy	72986.4→73151.7	+0.68	timeout
05-28 06:33	BTC	Buy	72929.4→72833.6	-1.11	timeout
05-28 06:00	BTC	Buy	73152.3→72951.6	-1.82	timeout
05-28 05:28	BTC	Buy	72922.4→72968.6	-0.13	timeout
05-28 04:57	BTC	Buy	73167.3→73143.7	-0.61	timeout
05-28 03:54	BTC	Buy	73862.3→73241.3	-4.65	stop_loss
05-28 03:18	BTC	Buy	74201.3→73561.4	-4.76	stop_loss
05-28 03:14	BTC	Buy	74307.3→74185.7	-1.27	timeout
05-28 02:43	BTC	Buy	74253.3→74235.7	-0.57	timeout
05-28 02:11	BTC	Buy	74469.3→74295.7	-1.62	timeout
05-28 01:40	BTC	Buy	74498.3→74227.7	-2.27	timeout
05-28 01:08	BTC	Buy	74477.3→74516.7	-0.19	timeout
05-28 00:36	BTC	Buy	74238.3→74518.7	+1.44	timeout
05-28 00:04	BTC	Buy	74432.3→74530.7	+0.21	timeout
05-27 23:31	BTC	Buy	74494.3→74287.7	-1.84	timeout
05-27 23:00	BTC	Buy	74357.3→74385.7	-0.26	timeout
05-27 21:47	BTC	Buy	75022.2→74390.9	-4.66	stop_loss
05-27 21:40	BTC	Buy	75224.2→74576	-4.76	stop_loss
05-27 21:23	BTC	Buy	75273.2→75138.8	-1.35	timeout
05-27 20:46	BTC	Buy	74952.3→75219.8	+1.33	timeout
05-27 20:12	BTC	Buy	74936.3→75230.8	+1.51	timeout
05-27 19:41	BTC	Buy	74909.3→74998.7	+0.14	timeout
05-27 19:10	BTC	Buy	74763.3→74981.7	+1.01	timeout
05-27 18:04	BTC	Buy	75289.2→74880.7	-3.17	timeout

Paper vs Live

Paper (trades.jsonl)

191

closed

38%

win rate

-97.79

total pnl ($)

-10.2 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	191	38%	-10.2	-97.79

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…