book_imbalance_5lvl_long

63

closed trades

33%

win rate

-113.21

total pnl ($)

1.213

weight

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

Backtest evidence run: 2026-05-23 21:43 (33.8d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_awz

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=231.902

time	sym	side	entry→exit	pnl	close
06-01 04:30	BTC	Buy	73870.3→73403.7	-3.62	timeout
05-31 23:51	BTC	Buy	73661.3→73683.7	-0.29	timeout
05-31 20:29	BTC	Buy	73578.3→73679.7	+0.24	timeout
05-31 17:43	BTC	Buy	73901.3→73668.7	-2.04	timeout
05-31 14:34	BTC	Buy	73884.3→73633.7	-2.15	timeout
05-31 11:33	BTC	Buy	74116.3→73892.7	-1.99	timeout
05-31 10:48	BTC	Buy	74130.3→73780.7	-2.84	timeout
05-31 05:56	BTC	Buy	73810.3→74035.7	+1.06	timeout
05-31 03:25	BTC	Buy	73952.3→74195.7	+1.18	timeout
05-30 23:08	BTC	Buy	73843.3→73927.7	+0.09	timeout
05-30 19:44	BTC	Buy	73718.3→73969.7	+1.23	timeout
05-30 15:36	BTC	Buy	73542.3→73862.7	+1.69	timeout
05-30 11:58	BTC	Buy	73565.3→73568.7	-0.44	timeout
05-30 08:10	BTC	Buy	73645.3→73519.7	-1.31	timeout
05-30 04:17	BTC	Buy	73407.3→73390.7	-0.57	timeout
05-29 23:32	BTC	Buy	74232.3→73341.7	-6.46	timeout
05-29 18:50	BTC	Buy	73208.3→73525.7	+1.69	timeout
05-29 15:11	BTC	Buy	73796.3→73706.7	-1.08	timeout
05-29 13:08	BTC	Buy	73739.3→73202.7	-4.09	timeout
05-29 10:04	BTC	Buy	73337.3→73667.7	+1.78	timeout
05-29 07:08	BTC	Buy	73799.3→73745.7	-0.84	timeout
05-29 04:33	BTC	Buy	73540.3→73354.7	-1.74	timeout
05-29 04:33	BTC	Buy	73540.3→73225.7	-2.62	timeout
05-29 02:33	BTC	Buy	73632.3→73413.7	-1.97	timeout
05-29 00:12	BTC	Buy	73646.3→73714.7	-0.02	timeout
05-28 21:55	BTC	Buy	72873.4→73842.7	+6.16	timeout
05-28 19:39	BTC	Buy	72882.4→73411.7	+3.14	timeout
05-28 17:33	BTC	Buy	73314.3→73440.7	+0.37	timeout
05-28 15:11	BTC	Buy	73244.3→72903.6	-2.81	timeout
05-28 12:53	BTC	Buy	73104.3→73499.7	+2.23	timeout
05-28 10:40	BTC	Buy	73109.3→73453.7	+1.90	timeout
05-28 04:02	BTC	Buy	74147.3→72853	-9.18	stop_loss
05-28 03:57	BTC	Buy	74377.3→73076.2	-9.20	stop_loss
05-28 03:53	BTC	Buy	74576.3→73277.3	-9.16	stop_loss
05-28 02:26	BTC	Buy	75272.2→74195.7	-7.60	timeout
05-28 00:24	BTC	Buy	74813.3→74481.7	-2.67	timeout
05-27 22:22	BTC	Buy	75029.2→74557.7	-3.61	timeout
05-27 20:20	BTC	Buy	74968.3→75358.8	+2.14	timeout
05-27 18:20	BTC	Buy	75768.2→74792.7	-6.90	timeout
05-27 16:19	BTC	Buy	75939.2→75092.8	-6.03	timeout
05-27 14:17	BTC	Buy	75847.2→75064.8	-5.60	timeout
05-27 12:15	BTC	Buy	75639.2→75578.8	-0.82	timeout
05-27 10:13	BTC	Buy	75614.2→75849.8	+1.14	timeout
05-27 08:13	BTC	Buy	75763.2→75857.8	+0.24	timeout
05-27 06:01	BTC	Buy	75906.2→75669.8	-1.98	timeout
05-27 04:01	BTC	Buy	75883.2→75631.8	-2.09	timeout
05-27 02:00	BTC	Buy	76006.2→75840.8	-1.52	timeout
05-26 23:55	BTC	Buy	76009.2→75885.8	-1.27	timeout
05-26 21:52	BTC	Buy	76353.2→75933.8	-3.21	timeout
05-26 19:40	BTC	Buy	76805.2→75933.8	-6.14	timeout
05-26 17:39	BTC	Buy	77178.1→75921.8	-8.61	timeout
05-26 15:38	BTC	Buy	76646.2→76404.8	-2.03	timeout
05-26 13:35	BTC	Buy	76589.2→76727.8	+0.45	timeout
05-26 11:34	BTC	Buy	76842.2→77212.9	+1.96	timeout
05-26 09:29	BTC	Buy	76521.2→76699.8	+0.72	timeout
05-26 07:30	BTC	Buy	76718.2→76625.8	-1.05	timeout
05-26 05:25	BTC	Buy	77247.1→76828.8	-3.16	timeout
05-26 03:24	BTC	Buy	77254.9→76525.2	-5.17	timeout
05-26 01:23	BTC	Buy	77444.9→76762.2	-4.85	timeout
05-25 23:23	BTC	Buy	77592.9→77228.1	-2.82	timeout
05-25 21:21	BTC	Buy	77599.9→77287.1	-2.49	timeout
05-25 19:20	BTC	Buy	77253.9→77416.1	+0.56	timeout
05-25 17:16	BTC	Buy	77391.9→77598.1	+0.85	timeout

Paper (trades.jsonl)

63

closed

33%

win rate

-113.21

total pnl ($)

-35.7 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	63	33%	-35.7	-113.21

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 63 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)