book_imb_spread_widen_5lvl_short

not live
2
closed trades
50%
win rate
+1.02
total pnl ($)
1.287
weight
7d window — n=1 wr=100% pnl=+6.29  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-22 16:00 (37.1d ago) · src: backtest-gate-results.jsonl
verdict: ERROR  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aur
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=230.666

Cumulative P&L (last 2 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 10:54BTCSell60165→59355+6.29timeout
06-18 18:20BTCSell62324.9→62924.6-5.27stop_loss

Paper vs Live

Paper (trades.jsonl)
2
closed
50%
win rate
+1.02
total pnl ($)
+10.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC250%+10.2+1.02

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems