book_imb_sustained_momentum_long

not live
37
closed trades
32%
win rate
-16.94
total pnl ($)
1.211
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 18:52:16 (19.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aku
n: 228  ·  wr: 30.3%  ·  total_bps: -3821.9  ·  mean_bps: -16.76  ·  sharpe: -0.47  ·  max_dd_bps: -3857.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 37 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-01 03:45BTCBuy73791.3→73843.7-0.10timeout
06-01 03:03BTCBuy73303.3→73840.7+3.21timeout
06-01 01:31BTCBuy73825.3→73575.7-2.15timeout
06-01 00:12BTCBuy73922.3→73705.7-1.91timeout
05-31 20:01BTCBuy73595.3→73629.7-0.22timeout
05-31 18:35BTCBuy73646.3→73644.7-0.46timeout
05-31 16:41BTCBuy73642.3→73499.7-1.42timeout
05-31 15:08BTCBuy73787.3→73642.7-1.43timeout
05-31 13:41BTCBuy73925.3→73866.7-0.85timeout
05-31 11:07BTCBuy73818.3→73896.7+0.08timeout
05-31 10:16BTCBuy73858.3→73819.7-0.72timeout
05-31 08:46BTCBuy73858.3→73830.7-0.64timeout
05-31 07:30BTCBuy73997.3→73871.7-1.30timeout
05-31 01:31BTCBuy73935.3→74121.7+0.81timeout
05-30 16:12BTCBuy73913.3→73923.7-0.38timeout
05-30 13:06BTCBuy73563.3→73717.7+0.60timeout
05-30 12:01BTCBuy73605.3→73586.7-0.58timeout
05-30 07:19BTCBuy73507.3→73520.7-0.36timeout
05-30 02:24BTCBuy73581.3→73581.7-0.45timeout
05-30 00:50BTCBuy73396.3→73493.7+0.21timeout
05-29 23:45BTCBuy73424.3→73386.7-0.71timeout
05-29 19:29BTCBuy73711.3→73306.7-3.20timeout
05-29 12:55BTCBuy73396.3→73304.7-1.08timeout
05-29 09:24BTCBuy73747.3→73831.7+0.12timeout
05-29 08:13BTCBuy73772.3→73675.7-1.11timeout
05-29 04:41BTCBuy73304.3→73394.7+0.16timeout
05-29 04:41BTCBuy73304.3→73225.7-0.99timeout
05-29 03:01BTCBuy73537.3→73232.7-2.53timeout
05-29 02:17BTCBuy73732.3→73585.7-1.45timeout
05-29 00:48BTCBuy73507.3→73757.7+1.25timeout
05-28 22:39BTCBuy73758.3→73539.7-1.94timeout
05-28 20:19BTCBuy73450.3→73521.7+0.03timeout
05-28 18:58BTCBuy73540.3→73639.7+0.22timeout
05-28 16:22BTCBuy72734.4→73243.7+3.04timeout
05-28 11:36BTCBuy73405.3→73366.7-0.72timeout
05-28 10:17BTCBuy73294.3→73522.7+1.11timeout
05-25 12:15BTCBuy77411.9→77314.1-1.09timeout

Paper vs Live

Paper (trades.jsonl)
37
closed
32%
win rate
-16.94
total pnl ($)
-9.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3732%-9.1-16.94

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems