book_imbalance_bullish_momentum_long · strategy

221

closed trades

29%

win rate

-172.24

total pnl ($)

0.967

weight

7d window — n=51 wr=25% pnl=-42.24 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 13:37:19 (24.1d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: strategies_batch_aqw

n: 103 · wr: 32.0% · total_bps: -1433.6 · mean_bps: -13.92 · sharpe: -0.40 · max_dd_bps: -1587.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 16:18	BTC	Buy	60743→60698	-0.82	timeout
06-27 14:44	BTC	Buy	60568→60621	-0.01	timeout
06-27 03:39	BTC	Buy	60246→60296	-0.04	timeout
06-27 00:04	BTC	Buy	60081→60054	-0.68	timeout
06-26 23:14	BTC	Buy	59888→60035	+0.78	timeout
06-26 22:40	BTC	Buy	59906→59914	-0.39	timeout
06-26 20:38	BTC	Buy	59893→59609	-2.83	timeout
06-26 17:22	BTC	Buy	60043→60140	+0.35	timeout
06-26 16:44	BTC	Buy	60419→60100	-3.09	timeout
06-26 14:37	BTC	Buy	60153→59515.3	-5.75	stop_loss
06-26 08:55	BTC	Buy	60551→60124	-3.97	timeout
06-26 08:11	BTC	Buy	60393→60255	-1.59	timeout
06-26 05:25	BTC	Buy	59951→59731	-2.28	timeout
06-26 04:28	BTC	Buy	59099→59968	+6.90	timeout
06-26 00:30	BTC	Buy	60120→59698	-3.96	timeout
06-25 22:33	BTC	Buy	59827→59720	-1.35	timeout
06-25 21:17	BTC	Buy	59578→59561	-0.59	timeout
06-25 18:43	BTC	Buy	59594→59423	-1.88	timeout
06-25 17:44	BTC	Buy	59217→59537	+2.25	timeout
06-25 17:04	BTC	Buy	59499→59167	-3.24	timeout
06-25 15:15	BTC	Buy	59447→58816.6	-5.75	stop_loss
06-25 08:44	BTC	Buy	61906.1→61705.9	-2.07	timeout
06-25 06:25	BTC	Buy	61623.1→61634.9	-0.35	timeout
06-25 05:51	BTC	Buy	61051.1→61543.9	+3.59	timeout
06-24 21:16	BTC	Buy	60598→60691	+0.32	timeout
06-24 20:35	BTC	Buy	59845→60706	+6.75	timeout
06-24 19:59	BTC	Buy	59573→59940	+2.64	timeout
06-24 19:21	BTC	Buy	59838→59602	-2.41	timeout
06-24 13:08	BTC	Buy	62784.1→62117.8	-5.76	stop_loss
06-24 06:31	BTC	Buy	62850.1→62811.9	-0.76	timeout
06-24 01:39	BTC	Buy	63001.1→63012.8	-0.36	timeout
06-23 23:20	BTC	Buy	62697.1→62532.9	-1.76	timeout
06-23 17:19	BTC	Buy	62650.1→62537.9	-1.35	timeout
06-23 15:06	BTC	Buy	62455.1→62339.9	-1.37	timeout
06-23 12:35	BTC	Buy	62538.1→62348.9	-1.96	timeout
06-23 02:25	BTC	Buy	64131.2→64150.8	-0.30	timeout
06-22 14:48	BTC	Buy	65490.3→64796.3	-5.75	stop_loss
06-22 14:13	BTC	Buy	65147.3→65269.7	+0.48	timeout
06-22 13:13	BTC	Buy	64748.2→65138.7	+2.56	timeout
06-22 12:34	BTC	Buy	64596.2→64886.8	+1.79	timeout
06-22 08:39	BTC	Buy	64306.2→64023.8	-2.65	timeout
06-22 06:25	BTC	Buy	64194.2→64104.8	-1.15	timeout
06-22 03:13	BTC	Buy	64526.2→64116.8	-3.63	timeout
06-22 02:34	BTC	Buy	64433.2→64472.8	-0.15	timeout
06-22 01:43	BTC	Buy	63901.2→64463.8	+3.95	timeout
06-21 20:14	BTC	Buy	64197.2→64123.8	-1.02	timeout
06-21 11:55	BTC	Buy	64330.2→64114.8	-2.12	timeout
06-21 11:21	BTC	Buy	64270.2→64268.8	-0.46	timeout
06-21 10:47	BTC	Buy	64096.2→64344.8	+1.49	timeout
06-20 23:35	BTC	Buy	64274.2→64247.8	-0.66	timeout
06-20 16:28	BTC	Buy	64152.2→63969.8	-1.87	timeout
06-20 10:53	BTC	Buy	63673.2→63615.8	-0.90	timeout
06-20 01:37	BTC	Buy	63688.2→63546.8	-1.56	timeout
06-20 01:05	BTC	Buy	63455.2→63486.8	-0.20	timeout
06-19 23:56	BTC	Buy	63324.2→63357.8	-0.19	timeout
06-19 22:04	BTC	Buy	63155.2→63027.8	-1.46	timeout
06-19 15:19	BTC	Buy	63033.2→63066.8	-0.18	timeout
06-19 14:28	BTC	Buy	62726.1→63244.8	+3.69	timeout
06-19 12:47	BTC	Buy	62647.1→62374.9	-2.62	timeout
06-19 07:00	BTC	Buy	62717.1→62889.9	+0.93	timeout
06-19 05:21	BTC	Buy	62736.1→62571.9	-1.76	timeout
06-18 21:27	BTC	Buy	63114.2→62916.9	-2.01	timeout
06-18 20:51	BTC	Buy	62929.1→63061.8	+0.61	timeout
06-18 19:14	BTC	Buy	62711.1→62636.9	-1.03	timeout
06-18 14:12	BTC	Buy	64399.2→63714.9	-5.76	stop_loss
06-18 13:46	BTC	Buy	64268.2→63910.8	-3.23	timeout
06-18 08:56	BTC	Buy	64415.2→64396.8	-0.59	timeout
06-18 08:21	BTC	Buy	64170.2→64511.8	+2.21	timeout
06-18 01:13	BTC	Buy	64617.2→64726.8	+0.39	timeout
06-17 18:00	BTC	Buy	66022.3→65318.1	-5.78	stop_loss
06-17 17:22	BTC	Buy	65872.3→65907.7	-0.18	timeout
06-17 16:36	BTC	Buy	65375.3→65986.7	+4.23	timeout
06-17 14:54	BTC	Buy	65268.3→65230.7	-0.74	timeout
06-17 14:17	BTC	Buy	65024.3→65392.7	+2.38	timeout
06-17 13:14	BTC	Buy	64819.2→65080.7	+1.56	timeout
06-16 21:59	BTC	Buy	65832.3→65745.7	-1.11	timeout
06-16 19:03	BTC	Buy	66203.3→65676.7	-4.43	timeout
06-16 17:04	BTC	Buy	65872.3→65732.7	-1.51	timeout
06-16 16:34	BTC	Buy	65820.3→65677.7	-1.54	timeout
06-16 09:39	BTC	Buy	66479.3→66578.7	+0.30	timeout
06-16 07:36	BTC	Buy	66373.3→66372.7	-0.45	timeout
06-16 06:40	BTC	Buy	66071.3→66408.7	+2.11	timeout
06-16 05:21	BTC	Buy	66084.3→66030.7	-0.85	timeout
06-16 04:44	BTC	Buy	66097.3→65813.7	-2.59	timeout
06-15 17:39	BTC	Buy	67131.4→66831.7	-2.69	timeout
06-15 17:09	BTC	Buy	67114.4→66847.7	-2.44	timeout
06-15 14:31	BTC	Buy	66733.3→66501.7	-2.19	timeout
06-15 12:02	BTC	Buy	65933.3→66176.7	+1.40	timeout
06-15 04:50	BTC	Buy	65956.3→65654.7	-2.74	timeout
06-15 03:22	BTC	Buy	65676.3→65660.7	-0.57	timeout
06-15 00:36	BTC	Buy	65603.3→65567.7	-0.72	timeout
06-14 23:22	BTC	Buy	65203.3→65500.7	+1.83	timeout
06-14 22:21	BTC	Buy	64659.2→65176.7	+3.55	timeout
06-14 11:34	BTC	Buy	64609.2→64585.8	-0.63	timeout
06-14 02:16	BTC	Buy	64687.2→64587.8	-1.22	timeout
06-13 23:41	BTC	Buy	64483.2→64446.8	-0.73	timeout
06-13 22:42	BTC	Buy	64597.2→64495.8	-1.24	timeout
06-13 14:10	BTC	Buy	64137.2→64149.8	-0.35	timeout
06-13 02:54	BTC	Buy	63797.2→63565.8	-2.26	timeout
06-12 17:57	BTC	Buy	63907.2→63794.8	-1.33	timeout

Paper vs Live

Paper (trades.jsonl)

221

closed

29%

win rate

-172.24

total pnl ($)

-15.6 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	221	29%	-15.6	-172.24

Recent bounces (last 20 of 2)

time	sym	side	reason
06-27 16:06	BTC	Buy	circuit_breaker
06-27 15:20	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…