book_imb_sustained_imbalance_breakout_long

not live
38
closed trades
34%
win rate
-21.70
total pnl ($)
1.108
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 07:01 (30.2d ago) · src: backtest-gate-results.jsonl
verdict: ERROR  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_avx
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=231.292

Cumulative P&L (last 38 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-01 05:26BTCBuy73398.3→73373.7-0.62timeout
06-01 03:52BTCBuy73738.3→73852.7+0.32timeout
06-01 03:15BTCBuy73515.3→73870.7+1.96timeout
06-01 01:13BTCBuy73710.3→73592.7-1.25timeout
05-31 21:23BTCBuy73705.3→73658.7-0.77timeout
05-31 20:15BTCBuy73554.3→73643.7+0.16timeout
05-31 18:35BTCBuy73646.3→73644.7-0.46timeout
05-31 16:20BTCBuy73661.3→73592.7-0.92timeout
05-31 12:38BTCBuy73916.3→73913.7-0.47timeout
05-31 10:17BTCBuy73902.3→73816.7-1.04timeout
05-31 08:46BTCBuy73858.3→73830.7-0.64timeout
05-31 07:30BTCBuy73997.3→73871.7-1.30timeout
05-31 05:52BTCBuy74171.3→74062.7-1.18timeout
05-31 02:40BTCBuy74061.3→73906.7-1.50timeout
05-31 01:31BTCBuy73935.3→74123.7+0.82timeout
05-30 18:20BTCBuy73878.3→74041.7+0.65timeout
05-30 15:21BTCBuy73947.3→73885.7-0.87timeout
05-30 07:29BTCBuy73564.3→73522.7-0.73timeout
05-30 06:33BTCBuy73501.3→73638.7+0.48timeout
05-30 02:07BTCBuy73493.3→73666.7+0.73timeout
05-29 18:43BTCBuy74248.3→73772.7-3.66timeout
05-29 17:51BTCBuy73985.3→74037.7-0.10timeout
05-29 15:04BTCBuy73130.3→73260.7+0.44timeout
05-29 10:25BTCBuy73846.3→73615.7-2.01timeout
05-29 04:32BTCBuy73377.3→73326.7-0.80timeout
05-29 04:32BTCBuy73377.3→73225.7-1.49timeout
05-29 02:30BTCBuy73544.3→73388.7-1.51timeout
05-29 01:29BTCBuy73756.3→73600.7-1.51timeout
05-29 00:22BTCBuy73542.3→73832.7+1.52timeout
05-28 21:00BTCBuy73402.3→73584.7+0.79timeout
05-28 19:49BTCBuy73603.3→73488.7-1.24timeout
05-28 16:45BTCBuy73009.3→73360.7+1.95timeout
05-28 12:04BTCBuy73407.3→73418.7-0.38timeout
05-28 08:38BTCBuy73382.3→73241.7-1.41timeout
05-28 03:18BTCBuy74166.3→73514.4-4.84stop_loss
05-28 00:04BTCBuy74432.3→74530.7+0.21timeout
05-27 13:05BTCBuy75709.2→75568.8-1.37timeout
05-26 16:34BTCBuy76432.2→76555.8+0.36timeout

Paper vs Live

Paper (trades.jsonl)
38
closed
34%
win rate
-21.70
total pnl ($)
-11.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3834%-11.4-21.70

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems