book_imb_persistent_buy_long · strategy

169

closed trades

31%

win rate

-171.62

total pnl ($)

1.214

weight

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

Backtest evidence run: 2026-05-21 05:15 (33.0d ago) · src: backtest-gate-results.jsonl

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: strategies_batch_arh

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=229.214

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 03:44	BTC	Buy	73914.3→73828.7	-1.04	timeout
06-01 02:33	BTC	Buy	73628.3→73456.7	-1.62	timeout
06-01 00:28	BTC	Buy	73603.3→73883.7	+1.46	timeout
05-31 22:15	BTC	Buy	73554.3→73931.7	+2.12	timeout
05-31 21:25	BTC	Buy	73614.3→73671.7	-0.06	timeout
05-31 19:04	BTC	Buy	73660.3→73605.7	-0.83	timeout
05-31 17:59	BTC	Buy	73590.3→73681.7	+0.16	timeout
05-31 16:19	BTC	Buy	73942.3→73573.7	-2.95	timeout
05-31 15:17	BTC	Buy	73935.3→73639.7	-2.45	timeout
05-31 14:25	BTC	Buy	73891.3→73545.7	-2.79	timeout
05-31 12:55	BTC	Buy	73850.3→73867.7	-0.35	timeout
05-31 12:10	BTC	Buy	73883.3→73888.7	-0.43	timeout
05-31 10:39	BTC	Buy	73841.3→73811.7	-0.67	timeout
05-31 09:17	BTC	Buy	73972.3→73912.7	-0.87	timeout
05-31 08:44	BTC	Buy	74061.3→73846.7	-1.92	timeout
05-31 07:21	BTC	Buy	74149.3→73918.7	-2.01	timeout
05-31 06:09	BTC	Buy	74042.3→73965.7	-0.97	timeout
05-31 03:58	BTC	Buy	73992.3→74125.7	+0.44	timeout
05-31 02:56	BTC	Buy	73810.3→73994.7	+0.79	timeout
05-31 00:24	BTC	Buy	73952.3→73908.7	-0.75	timeout
05-30 21:26	BTC	Buy	73952.3→73971.7	-0.33	timeout
05-30 19:37	BTC	Buy	73918.3→73999.7	+0.09	timeout
05-30 17:40	BTC	Buy	74009.3→73894.7	-1.24	timeout
05-30 16:44	BTC	Buy	73718.3→73925.7	+0.94	timeout
05-30 15:31	BTC	Buy	73655.3→73865.7	+0.96	timeout
05-30 14:25	BTC	Buy	73554.3→73946.7	+2.21	timeout
05-30 13:18	BTC	Buy	73622.3→73745.7	+0.38	timeout
05-30 08:58	BTC	Buy	73565.3→73489.7	-0.97	timeout
05-30 07:53	BTC	Buy	73327.3→73493.7	+0.68	timeout
05-30 05:28	BTC	Buy	73585.3→73512.7	-0.95	timeout
05-30 02:05	BTC	Buy	73436.3→73676.7	+1.18	timeout
05-30 00:31	BTC	Buy	73496.3→73377.7	-1.26	timeout
05-29 21:59	BTC	Buy	73332.3→73412.7	+0.09	timeout
05-29 21:07	BTC	Buy	74011.3→73735.7	-2.32	timeout
05-29 20:06	BTC	Buy	73947.3→73557.7	-3.09	timeout
05-29 18:23	BTC	Buy	73521.3→73804.7	+1.46	timeout
05-29 16:55	BTC	Buy	73124.3→73976.7	+5.37	timeout
05-29 15:14	BTC	Buy	73321.3→73696.7	+2.10	timeout
05-29 14:26	BTC	Buy	73529.3→72616.9	-6.67	stop_loss
05-29 12:35	BTC	Buy	73775.3→73219.7	-4.22	timeout
05-29 11:16	BTC	Buy	73667.3→73627.7	-0.72	timeout
05-29 10:07	BTC	Buy	73739.3→73655.7	-1.03	timeout
05-29 06:40	BTC	Buy	73296.3→73650.7	+1.95	timeout
05-29 05:35	BTC	Buy	73444.3→73394.7	-0.80	timeout
05-29 04:54	BTC	Buy	73546.3→73394.7	-1.50	timeout
05-29 04:54	BTC	Buy	73546.3→73225.7	-2.65	timeout
05-29 04:11	BTC	Buy	73801.3→73191.7	-4.60	timeout
05-29 03:08	BTC	Buy	73639.3→73377.7	-2.24	timeout
05-29 02:24	BTC	Buy	73563.3→73461.7	-1.16	timeout
05-29 01:37	BTC	Buy	73533.3→73493.7	-0.74	timeout
05-29 00:39	BTC	Buy	73762.3→73824.7	-0.05	timeout
05-28 23:19	BTC	Buy	73541.3→73589.7	-0.14	timeout
05-28 22:37	BTC	Buy	73398.3→73540.7	+0.50	timeout
05-28 21:58	BTC	Buy	73639.3→73824.7	+0.79	timeout
05-28 21:15	BTC	Buy	73612.3→73670.7	-0.07	timeout
05-28 20:00	BTC	Buy	73423.3→73419.7	-0.49	timeout
05-28 19:09	BTC	Buy	72856.4→73508.7	+4.01	timeout
05-28 18:36	BTC	Buy	72908.4→73604.7	+4.31	timeout
05-28 17:50	BTC	Buy	72840.4→73615.7	+4.85	timeout
05-28 16:44	BTC	Buy	72753.4→73344.7	+3.60	timeout
05-28 15:00	BTC	Buy	73469.3→73001.6	-3.65	timeout
05-28 14:24	BTC	Buy	73380.3→73001.6	-3.05	timeout
05-28 14:07	BTC	Buy	73517.3→72594.9	-6.73	stop_loss
05-28 13:07	BTC	Buy	73514.3→73423.7	-1.08	timeout
05-28 12:24	BTC	Buy	73369.3→73253.7	-1.25	timeout
05-28 11:48	BTC	Buy	73298.3→73429.7	+0.44	timeout
05-28 11:16	BTC	Buy	73399.3→73381.7	-0.57	timeout
05-28 10:37	BTC	Buy	73414.3→73423.7	-0.39	timeout
05-28 09:11	BTC	Buy	72969.4→73254.7	+1.51	timeout
05-28 08:35	BTC	Buy	72926.4→73234.7	+1.67	timeout
05-28 08:01	BTC	Buy	73100.3→73405.7	+1.64	timeout
05-28 07:00	BTC	Buy	73230.3→73174.7	-0.83	timeout
05-28 04:02	BTC	Buy	73820.3→72900.1	-6.68	stop_loss
05-28 03:53	BTC	Buy	74201.3→73273.3	-6.70	stop_loss
05-28 03:53	BTC	Buy	74230.3→73308.3	-6.66	stop_loss
05-28 03:18	BTC	Buy	74463.3→73520.4	-6.78	stop_loss
05-28 03:18	BTC	Buy	74485.3→73560.4	-6.66	stop_loss
05-28 02:37	BTC	Buy	74255.3→74165.7	-1.05	timeout
05-28 02:04	BTC	Buy	74432.3→74261.7	-1.60	timeout
05-28 01:32	BTC	Buy	74523.3→74308.7	-1.89	timeout
05-28 01:01	BTC	Buy	74491.3→74537.7	-0.14	timeout
05-28 00:30	BTC	Buy	75022.2→74457.7	-4.21	timeout
05-27 22:32	BTC	Buy	75052.2→74568.7	-3.68	timeout
05-27 22:13	BTC	Buy	75224.2→74290.8	-6.66	stop_loss
05-27 22:13	BTC	Buy	75228.2→74290.8	-6.69	stop_loss
05-27 22:01	BTC	Buy	74960.3→74415.7	-4.09	timeout
05-27 21:18	BTC	Buy	74779.3→75127.8	+1.87	timeout
05-27 20:48	BTC	Buy	74879.3→75228.8	+1.88	timeout
05-27 19:47	BTC	Buy	75099.2→74982.7	-1.23	timeout
05-27 18:40	BTC	Buy	75408.2→74897.7	-3.84	timeout
05-27 18:09	BTC	Buy	75034.2→74874.7	-1.52	timeout
05-27 17:28	BTC	Buy	74776.3→74966.7	+0.82	timeout
05-27 16:58	BTC	Buy	75007.2→75283.8	+1.39	timeout
05-27 16:27	BTC	Buy	75198.2→75112.8	-1.02	timeout
05-27 15:14	BTC	Buy	75572.2→75114.8	-3.47	timeout
05-27 14:27	BTC	Buy	75790.2→74845.1	-6.68	stop_loss
05-27 13:34	BTC	Buy	75911.2→75197.8	-5.14	timeout
05-27 13:02	BTC	Buy	75841.2→75684.8	-1.47	timeout
05-27 12:29	BTC	Buy	75760.2→75897.8	+0.47	timeout
05-27 11:57	BTC	Buy	75797.2→75719.8	-0.94	timeout

Paper vs Live

Paper (trades.jsonl)

169

closed

31%

win rate

-171.62

total pnl ($)

-20.2 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	169	31%	-20.2	-171.62

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…