book_imbalance_btc_breakout · strategy

116

closed trades

34%

win rate

-107.18

total pnl ($)

1.222

weight

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 04:10	BTC	Buy	73502.3→73629.7	+0.41	timeout
06-01 01:55	BTC	Buy	73971.3→73349.3	-4.66	stop_loss
06-01 01:22	BTC	Buy	73783.3→73612.7	-1.61	timeout
05-31 23:42	BTC	Buy	73659.3→73507.7	-1.48	timeout
05-31 20:31	BTC	Buy	73631.3→73679.7	-0.12	timeout
05-31 18:21	BTC	Buy	73586.3→73616.7	-0.25	timeout
05-31 16:53	BTC	Buy	73660.3→73479.7	-1.68	timeout
05-31 15:19	BTC	Buy	73925.3→73663.7	-2.22	timeout
05-31 13:55	BTC	Buy	73887.3→73838.7	-0.78	timeout
05-31 12:30	BTC	Buy	73776.3→73908.7	+0.44	timeout
05-31 11:00	BTC	Buy	73902.3→73886.7	-0.57	timeout
05-31 09:35	BTC	Buy	73802.3→73945.7	+0.51	timeout
05-31 07:55	BTC	Buy	74029.3→73874.7	-1.51	timeout
05-31 07:09	BTC	Buy	74160.3→73971.7	-1.73	timeout
05-31 04:14	BTC	Buy	74127.3→74092.7	-0.69	timeout
05-31 01:55	BTC	Buy	73820.3→74033.7	+0.99	timeout
05-30 21:13	BTC	Buy	73972.3→73941.7	-0.67	timeout
05-30 18:29	BTC	Buy	73868.3→73936.7	+0.00	timeout
05-30 16:18	BTC	Buy	73949.3→73908.7	-0.73	timeout
05-30 13:57	BTC	Buy	73562.3→73804.7	+1.19	timeout
05-30 11:54	BTC	Buy	73573.3→73557.7	-0.56	timeout
05-30 08:19	BTC	Buy	73507.3→73479.7	-0.64	timeout
05-30 06:27	BTC	Buy	73304.3→73564.7	+1.32	timeout
05-30 04:29	BTC	Buy	73585.3→73319.7	-2.26	timeout
05-30 02:27	BTC	Buy	73446.3→73581.7	+0.47	timeout
05-30 00:16	BTC	Buy	73366.3→73483.7	+0.35	timeout
05-29 21:58	BTC	Buy	73478.3→73400.7	-0.98	timeout
05-29 18:51	BTC	Buy	74155.3→73531.4	-4.66	stop_loss
05-29 17:15	BTC	Buy	73680.3→74248.7	+3.40	timeout
05-29 14:26	BTC	Buy	73171.3→72547.9	-4.72	stop_loss
05-29 14:11	BTC	Buy	73334.3→72935.6	-3.17	timeout
05-29 12:52	BTC	Buy	73603.3→73346.7	-2.19	timeout
05-29 11:17	BTC	Buy	73803.3→73634.7	-1.60	timeout
05-29 10:26	BTC	Buy	73781.3→73615.7	-1.58	timeout
05-29 09:07	BTC	Buy	73739.3→73677.7	-0.87	timeout
05-29 05:41	BTC	Buy	73304.3→73394.7	+0.16	timeout
05-29 04:01	BTC	Buy	73537.3→73318.7	-1.95	timeout
05-29 02:48	BTC	Buy	73750.3→73357.7	-3.12	timeout
05-29 01:24	BTC	Buy	73563.3→73587.7	-0.30	timeout
05-28 23:56	BTC	Buy	73825.3→73590.7	-2.05	timeout
05-28 22:18	BTC	Buy	73462.3→73679.7	+1.02	timeout
05-28 21:08	BTC	Buy	73525.3→73592.7	-0.00	timeout
05-28 19:54	BTC	Buy	73509.3→73425.7	-1.03	timeout
05-28 18:29	BTC	Buy	73155.3→73564.7	+2.34	timeout
05-28 17:16	BTC	Buy	72802.4→73426.7	+3.83	timeout
05-28 16:03	BTC	Buy	72823.4→72823.6	-0.46	timeout
05-28 13:37	BTC	Buy	73467.3→72848	-4.67	stop_loss
05-28 13:33	BTC	Buy	73314.3→72951.6	-2.93	timeout
05-28 12:28	BTC	Buy	73337.3→73333.7	-0.48	timeout
05-28 11:14	BTC	Buy	73268.3→73397.7	+0.43	timeout
05-28 10:05	BTC	Buy	73345.3→73491.7	+0.55	timeout
05-28 09:00	BTC	Buy	73194.3→73293.7	+0.23	timeout
05-28 07:50	BTC	Buy	72970.4→73364.7	+2.25	timeout
05-28 06:39	BTC	Buy	73065.3→72807.6	-2.22	timeout
05-28 04:02	BTC	Buy	73429.3→72812	-4.65	stop_loss
05-28 03:18	BTC	Buy	74145.3→73505.4	-4.77	stop_loss
05-28 03:18	BTC	Buy	74340.3→73713.5	-4.67	stop_loss
05-28 02:17	BTC	Buy	74474.3→74311.7	-1.54	timeout
05-28 01:15	BTC	Buy	74444.3→74430.7	-0.54	timeout
05-28 00:14	BTC	Buy	74301.3→74457.7	+0.60	timeout
05-27 21:44	BTC	Buy	75172.2→74521	-4.78	stop_loss
05-27 21:44	BTC	Buy	75150.2→74517	-4.67	stop_loss
05-27 21:03	BTC	Buy	75007.2→75187.8	+0.75	timeout
05-27 20:01	BTC	Buy	74841.3→75055.8	+0.98	timeout
05-27 18:47	BTC	Buy	75099.2→74922.7	-1.63	timeout
05-27 17:45	BTC	Buy	75226.2→74881.7	-2.74	timeout
05-27 16:42	BTC	Buy	74942.3→75106.8	+0.65	timeout
05-27 15:38	BTC	Buy	74957.3→75426.8	+2.68	timeout
05-27 13:30	BTC	Buy	75802.2→75159.3	-4.69	stop_loss
05-27 13:27	BTC	Buy	75839.2→75200.3	-4.66	stop_loss
05-27 12:25	BTC	Buy	75976.2→75864.8	-1.17	timeout
05-27 11:23	BTC	Buy	75749.2→75984.8	+1.12	timeout
05-27 10:18	BTC	Buy	75852.2→75955.8	+0.24	timeout
05-27 09:17	BTC	Buy	75732.2→75691.8	-0.71	timeout
05-27 08:15	BTC	Buy	75649.2→75883.8	+1.12	timeout
05-27 07:15	BTC	Buy	75561.2→75739.8	+0.74	timeout
05-27 06:14	BTC	Buy	75592.2→75708.8	+0.33	timeout
05-27 05:13	BTC	Buy	75849.2→75568.8	-2.29	timeout
05-27 04:13	BTC	Buy	75748.2→75622.8	-1.27	timeout
05-27 03:11	BTC	Buy	76003.2→75888.8	-1.20	timeout
05-27 02:09	BTC	Buy	75941.2→75746.8	-1.72	timeout
05-27 01:09	BTC	Buy	75781.2→75986.8	+0.91	timeout
05-27 00:10	BTC	Buy	75792.2→75948.8	+0.58	timeout
05-26 23:08	BTC	Buy	75967.2→75796.8	-1.57	timeout
05-26 22:05	BTC	Buy	76067.2→75876.8	-1.70	timeout
05-26 21:05	BTC	Buy	75822.2→75984.8	+0.62	timeout
05-26 20:02	BTC	Buy	75913.2→76039.8	+0.38	timeout
05-26 17:56	BTC	Buy	76362.2→76042.8	-2.54	timeout
05-26 17:30	BTC	Buy	76550.2→75906.7	-4.65	stop_loss
05-26 15:31	BTC	Buy	77181.1→76526.1	-4.70	stop_loss
05-26 14:53	BTC	Buy	77053.1→77082.9	-0.26	timeout
05-26 13:51	BTC	Buy	77218.1→77267.9	-0.13	timeout
05-26 12:52	BTC	Buy	77423.1→77060.9	-2.79	timeout
05-26 11:51	BTC	Buy	76608.2→77216.9	+3.52	timeout
05-26 10:47	BTC	Buy	76761.2→77390.9	+3.65	timeout
05-26 09:47	BTC	Buy	76601.2→76652.8	-0.11	timeout
05-26 08:42	BTC	Buy	76931.2→76788.8	-1.37	timeout
05-26 07:42	BTC	Buy	76833.2→76614.8	-1.87	timeout
05-26 06:40	BTC	Buy	76716.2→77005.9	+1.44	timeout
05-26 05:32	BTC	Buy	76562.2→76839.8	+1.36	timeout

Paper vs Live

Paper (trades.jsonl)

116

closed

34%

win rate

-107.18

total pnl ($)

-18.4 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	116	34%	-18.4	-107.18

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…