book_imb_momentum_short · strategy

318

closed trades

29%

win rate

-315.59

total pnl ($)

0.833

weight

7d window — n=82 wr=35% pnl=-64.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 02:35	BTCUSDT	Sell	60194.3→60120.4	+0.16	timeout
06-27 21:41	BTCUSDT	Sell	60221.8→60272.8	-0.88	timeout
06-27 19:44	BTCUSDT	Sell	60502.4→60186.5	+2.16	timeout
06-27 19:08	BTCUSDT	Sell	60475.9→60583.6	-1.34	timeout
06-27 18:26	BTCUSDT	Sell	60527.9→60473.3	+0.00	timeout
06-27 12:02	BTCUSDT	Sell	60388.8→60315.2	+0.16	timeout
06-27 10:05	BTCUSDT	Sell	60403.1→60415	-0.55	timeout
06-27 08:16	BTCUSDT	Sell	60303.9→60504.8	-2.12	timeout
06-27 04:34	BTCUSDT	Sell	60297.4→60416.4	-1.44	timeout
06-27 01:25	BTCUSDT	Sell	60006.7→59993.4	-0.34	timeout
06-26 22:52	BTCUSDT	Sell	59908.1→60001.7	-1.23	timeout
06-26 20:10	BTCUSDT	Sell	60000.6→59712.9	+1.95	timeout
06-26 17:19	BTCUSDT	Sell	60038.8→60115	-1.08	timeout
06-26 16:42	BTCUSDT	Sell	60387.9→60180.9	+1.27	timeout
06-26 15:28	BTCUSDT	Sell	60090.6→60118.7	-0.68	timeout
06-26 14:58	BTCUSDT	Sell	59995→59596.3	+2.87	timeout
06-26 12:33	BTCUSDT	Sell	59361.8→59959.9	-5.49	stop_loss
06-26 08:56	BTCUSDT	Sell	60578.8→60187.5	+2.78	timeout
06-26 08:15	BTCUSDT	Sell	60517.1→60257.2	+1.69	timeout
06-26 07:14	BTCUSDT	Sell	59930→60533.4	-5.49	stop_loss
06-26 06:19	BTCUSDT	Sell	59920.9→59795.7	+0.59	timeout
06-26 04:17	BTCUSDT	Sell	59660→60258.2	-5.46	stop_loss
06-26 03:39	BTCUSDT	Sell	58887.5→59485.3	-5.53	stop_loss
06-26 02:16	BTCUSDT	Sell	59367.7→58503.3	+6.83	take_profit
06-25 21:53	BTCUSDT	Sell	59476.2→60072.9	-5.47	stop_loss
06-25 20:42	BTCUSDT	Sell	59345.2→59434.6	-1.20	timeout
06-25 16:09	BTCUSDT	Sell	59211.1→59828.3	-5.66	stop_loss
06-25 16:02	BTCUSDT	Sell	59178.4→59510.5	-3.26	timeout
06-25 14:33	BTCUSDT	Sell	59299→59903.1	-5.54	stop_loss
06-25 13:32	BTCUSDT	Sell	61314.6→60920.8	+2.76	timeout
06-25 11:47	BTCUSDT	Sell	61280.4→61246.5	-0.17	timeout
06-25 09:35	BTCUSDT	Sell	61668.7→61698	-0.69	timeout
06-25 08:17	BTCUSDT	Sell	61798.1→61744.5	-0.02	timeout
06-25 06:42	BTCUSDT	Sell	61539.8→61729.6	-1.99	timeout
06-25 06:01	BTCUSDT	Sell	61323.2→61623.4	-2.90	timeout
06-25 05:00	BTCUSDT	Sell	60847→61316.4	-4.31	timeout
06-25 02:27	BTCUSDT	Sell	60825.2→60865.2	-0.78	timeout
06-25 01:22	BTCUSDT	Sell	60928→60845.9	+0.23	timeout
06-25 00:20	BTCUSDT	Sell	60838.2→60946	-1.34	timeout
06-24 22:32	BTCUSDT	Sell	60778.5→60926.4	-1.67	timeout
06-24 21:08	BTCUSDT	Sell	60642.3→60731.2	-1.19	timeout
06-24 20:01	BTCUSDT	Sell	59593.3→60197.9	-5.53	stop_loss
06-24 19:04	BTCUSDT	Sell	59413.1→59677	-2.68	timeout
06-24 17:19	BTCUSDT	Sell	60466.4→59576.9	+6.90	take_profit
06-24 17:01	BTCUSDT	Sell	60270.2→59976.6	+1.98	timeout
06-24 16:00	BTCUSDT	Sell	61043.4→60295.1	+5.69	timeout
06-24 14:58	BTCUSDT	Sell	61258.9→61059.6	+1.17	timeout
06-24 12:58	BTCUSDT	Sell	62863.8→62593.2	+1.70	timeout
06-24 08:00	BTCUSDT	Sell	62753.4→62686.3	+0.09	timeout
06-24 07:01	BTCUSDT	Sell	62792.9→62743.7	-0.06	timeout
06-24 04:05	BTCUSDT	Sell	62592.3→62632.4	-0.77	timeout
06-24 03:09	BTCUSDT	Sell	62798.9→62620.2	+0.98	timeout
06-24 02:20	BTCUSDT	Sell	62756.6→62755.5	-0.44	timeout
06-24 01:11	BTCUSDT	Sell	62833.5→62960.5	-1.46	timeout
06-23 23:03	BTCUSDT	Sell	62613.6→62565.1	-0.06	timeout
06-23 20:54	BTCUSDT	Sell	62313.6→62380.3	-0.99	timeout
06-23 20:23	BTCUSDT	Sell	62254→62452.6	-2.04	timeout
06-23 17:16	BTCUSDT	Sell	62617.3→62500	+0.49	timeout
06-23 15:11	BTCUSDT	Sell	62502.7→62346.2	+0.80	timeout
06-23 14:36	BTCUSDT	Sell	62291.7→62676.8	-3.54	timeout
06-23 13:58	BTCUSDT	Sell	62210.7→62472.4	-2.56	timeout
06-23 11:58	BTCUSDT	Sell	62259.4→62516.1	-2.52	timeout
06-23 10:44	BTCUSDT	Sell	62307.3→62245.1	+0.04	timeout
06-23 09:48	BTCUSDT	Sell	62279.1→62375.3	-1.23	timeout
06-23 07:49	BTCUSDT	Sell	62878.6→62974.6	-1.21	timeout
06-23 02:14	BTCUSDT	Sell	64180.8→64097.7	+0.20	timeout
06-23 01:02	BTCUSDT	Sell	63911.4→64209.5	-2.78	timeout
06-22 23:57	BTCUSDT	Sell	63873.7→64015.7	-1.56	timeout
06-22 20:06	BTCUSDT	Sell	64283.9→64640.1	-3.22	timeout
06-22 18:56	BTCUSDT	Sell	64595.6→64335.6	+1.56	timeout
06-22 16:11	BTCUSDT	Sell	65020.8→64721.9	+1.85	timeout
06-22 13:26	BTCUSDT	Sell	64870→65049.2	-1.82	timeout
06-22 11:31	BTCUSDT	Sell	64158.8→64462.7	-2.81	timeout
06-22 08:28	BTCUSDT	Sell	64210.4→64205	-0.41	timeout
06-22 06:16	BTCUSDT	Sell	64197.9→64206.4	-0.52	timeout
06-22 05:42	BTCUSDT	Sell	63919.6→64265.6	-3.16	timeout
06-22 04:25	BTCUSDT	Sell	64389.3→63951.4	+2.95	timeout
06-22 03:40	BTCUSDT	Sell	64541.4→64240.3	+1.89	timeout
06-22 00:37	BTCUSDT	Sell	63293.5→63930.7	-5.48	stop_loss
06-21 19:54	BTCUSDT	Sell	64136.4→64202.7	-0.97	timeout
06-21 12:44	BTCUSDT	Sell	64211→64040.9	+0.87	timeout
06-21 04:17	BTCUSDT	Sell	64250.8→64415.3	-1.73	timeout
06-20 23:14	BTCUSDT	Sell	64084→64242.5	-1.69	timeout
06-20 22:43	BTCUSDT	Sell	63953.9→64290.3	-3.08	timeout
06-20 17:22	BTCUSDT	Sell	63992.4→63943.3	-0.07	timeout
06-20 14:46	BTCUSDT	Sell	63374→64011.3	-5.48	stop_loss
06-20 12:21	BTCUSDT	Sell	63624→63720.4	-1.21	timeout
06-20 10:37	BTCUSDT	Sell	63629.1→63613.4	-0.32	timeout
06-20 09:48	BTCUSDT	Sell	63402.6→63627	-2.21	timeout
06-20 08:17	BTCUSDT	Sell	63627→63535.5	+0.27	timeout
06-20 06:47	BTCUSDT	Sell	63566.1→63711.9	-1.60	timeout
06-20 05:16	BTCUSDT	Sell	63410.2→63751.1	-3.14	timeout
06-20 04:25	BTCUSDT	Sell	63403.2→63507.8	-1.28	timeout
06-20 02:32	BTCUSDT	Sell	63482.4→63446.1	-0.16	timeout
06-20 01:00	BTCUSDT	Sell	63522.6→63515	-0.39	timeout
06-20 00:07	BTCUSDT	Sell	63250.6→63491.2	-2.35	timeout
06-19 22:58	BTCUSDT	Sell	63030.2→63310.6	-2.67	timeout
06-19 21:36	BTCUSDT	Sell	63022.4→63117.4	-1.20	timeout
06-19 20:00	BTCUSDT	Sell	63059.2→63029.7	-0.22	timeout
06-19 18:27	BTCUSDT	Sell	62843.3→63106.5	-2.54	timeout

Paper vs Live

Paper (trades.jsonl)

318

closed

29%

win rate

-315.59

total pnl ($)

-19.9 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 ($)
BTCUSDT	318	29%	-19.9	-315.59

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 01:37	BTCUSDT	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…