book_imbalance_momentum_short

← ericai / trading
not live
198
closed trades
34%
win rate
-104.52
total pnl ($)
1.251
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=—  ·  SL=—  ·  TP=—  ·  class=? in ?
Backtest evidence run: 2026-06-03 16:48:36 (24.5d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_akv
n: 1022  ·  wr: 35.7%  ·  total_bps: -11609.1  ·  mean_bps: -11.36  ·  sharpe: -0.32  ·  max_dd_bps: -11682.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)

Last 100 trades

timesymsideentry→exitpnlclose
06-01 04:09BTCSell73962.3→73644.7+1.70timeout
06-01 02:50BTCSell73496.3→73816.7-2.63timeout
06-01 00:52BTCSell73672.3→73960.7-2.41timeout
06-01 00:12BTCSell73916.3→73700.7+1.01timeout
05-31 22:40BTCSell73679.3→73912.7-2.03timeout
05-31 21:00BTCSell73580.3→73744.7-1.57timeout
05-31 19:12BTCSell73651.3→73577.7+0.05timeout
05-31 18:21BTCSell73532.3→73616.7-1.02timeout
05-31 17:33BTCSell73451.3→73628.7-1.65timeout
05-31 16:05BTCSell73596.3→73676.7-0.99timeout
05-31 15:18BTCSell73575.3→73641.7-0.90timeout
05-31 14:29BTCSell73925.3→73580.7+1.88timeout
05-31 13:49BTCSell73918.3→73846.7+0.04timeout
05-31 12:57BTCSell73923.3→73886.7-0.20timeout
05-31 12:17BTCSell73874.3→73941.7-0.90timeout
05-31 11:25BTCSell73739.3→73898.7-1.52timeout
05-31 10:45BTCSell73937.3→73780.7+0.61timeout
05-31 09:34BTCSell73883.3→73950.7-0.90timeout
05-31 08:34BTCSell73812.3→73890.7-0.97timeout
05-31 07:49BTCSell74041.3→73853.7+0.82timeout
05-31 07:17BTCSell73972.3→73928.7-0.15timeout
05-31 06:09BTCSell74160.3→73965.7+0.86timeout
05-31 04:42BTCSell74116.3→74137.7-0.59timeout
05-31 03:50BTCSell73934.3→74158.7-1.96timeout
05-31 02:57BTCSell74021.3→74052.7-0.66timeout
05-31 01:57BTCSell73984.3→74027.7-0.74timeout
05-31 00:55BTCSell73820.3→74002.7-1.68timeout
05-30 21:33BTCSell73908.3→73954.7-0.76timeout
05-30 18:44BTCSell73913.3→74047.7-1.35timeout
05-30 18:11BTCSell73844.3→73993.7-1.46timeout
05-30 17:11BTCSell73899.3→73851.7-0.12timeout
05-30 15:47BTCSell73930.3→73895.7-0.21timeout
05-30 14:08BTCSell73744.3→73905.7-1.54timeout
05-30 12:17BTCSell73581.3→73575.7-0.41timeout
05-30 11:41BTCSell73601.3→73601.7-0.45timeout
05-30 11:02BTCSell73564.3→73616.7-0.80timeout
05-30 10:31BTCSell73514.3→73620.7-1.17timeout
05-30 08:14BTCSell73510.3→73504.7-0.41timeout
05-30 06:33BTCSell73501.3→73638.7-1.38timeout
05-30 05:00BTCSell73509.3→73365.7+0.53timeout
05-30 01:02BTCSell73411.3→73446.7-0.69timeout
05-29 23:58BTCSell73441.3→73434.7-0.40timeout
05-29 22:44BTCSell73561.3→73442.7+0.36timeout
05-29 21:39BTCSell73665.3→73550.7+0.33timeout
05-29 20:38BTCSell73659.3→73678.7-0.58timeout
05-29 18:52BTCSell73962.3→73273.3+0.00stop_loss
05-29 18:16BTCSell74166.3→73940.7+1.08timeout
05-29 17:24BTCSell73605.3→74244.7-4.79timeout
05-29 16:50BTCSell73803.3→73987.7-1.70timeout
05-29 16:15BTCSell73671.3→73925.7-2.17timeout
05-29 15:31BTCSell72757.4→73856.7+0.00take_profit
05-29 14:54BTCSell73071.3→72927.6+0.54timeout
05-29 14:08BTCSell73179.3→72965.6+1.01timeout
05-29 13:28BTCSell73282.3→73047.7+1.15timeout
05-29 11:33BTCSell73547.3→73505.7-0.17timeout
05-29 10:30BTCSell73843.3→73568.7+1.41timeout
05-29 09:39BTCSell73768.3→73807.7-0.71timeout
05-29 08:50BTCSell73366.3→73708.7-2.78timeout
05-29 08:08BTCSell73739.3→73669.7+0.02timeout
05-29 04:31BTCSell73333.3→73397.7-0.88timeout
05-29 04:31BTCSell73333.3→73225.7+0.29timeout
05-29 03:56BTCSell73226.3→73299.7-0.95timeout
05-29 01:55BTCSell73661.3→73591.7+0.03timeout
05-29 01:24BTCSell73815.3→73586.7+1.10timeout
05-29 00:45BTCSell73550.3→73788.7-2.06timeout
05-28 23:59BTCSell73432.3→73619.7-1.72timeout
05-28 23:21BTCSell73622.3→73571.7-0.10timeout
05-28 22:38BTCSell73778.3→73540.7+1.17timeout
05-28 20:15BTCSell73410.3→73416.7-0.49timeout
05-28 19:43BTCSell73574.3→73409.7+0.68timeout
05-28 19:10BTCSell73650.3→73486.7+0.67timeout
05-28 18:39BTCSell73469.3→73571.7-1.14timeout
05-28 17:49BTCSell73312.3→73628.7-2.60timeout
05-28 17:08BTCSell72805.4→73424.7-4.70timeout
05-28 16:35BTCSell72855.4→73224.7-2.98timeout
05-28 15:28BTCSell72957.4→72914.6-0.15timeout
05-28 14:26BTCSell73049.3→73073.7-0.61timeout
05-28 13:37BTCSell73466.3→72848+0.00stop_loss
05-28 13:05BTCSell73445.3→73455.7-0.52timeout
05-28 12:19BTCSell73374.3→73327.7-0.13timeout
05-28 11:28BTCSell73342.3→73326.7-0.34timeout
05-28 10:45BTCSell73471.3→73477.7-0.49timeout
05-28 10:02BTCSell73300.3→73502.7-1.83timeout
05-28 09:15BTCSell73399.3→73279.7+0.36timeout
05-28 08:07BTCSell73143.3→73419.7-2.34timeout
05-28 07:22BTCSell72966.4→73264.7-2.49timeout
05-28 06:29BTCSell72927.4→72901.6-0.27timeout
05-28 05:59BTCSell73150.3→72957.6+0.87timeout
05-28 05:13BTCSell73079.3→73023.7-0.07timeout
05-28 04:02BTCSell73492.3→72873.1+0.00stop_loss
05-28 03:18BTCSell74254.3→73598.5+0.00stop_loss
05-28 03:18BTCSell74283.3→73962.7+1.71timeout
05-28 02:43BTCSell74253.3→74232.7-0.31timeout
05-28 02:12BTCSell74450.3→74309.7+0.50timeout
05-28 01:31BTCSell74443.3→74357.7+0.13timeout
05-28 00:54BTCSell74365.3→74505.7-1.39timeout
05-28 00:23BTCSell74315.3→74509.7-1.76timeout
05-27 23:45BTCSell74618.3→74346.7+1.37timeout
05-27 23:11BTCSell74352.3→74415.7-0.87timeout
05-27 21:47BTCSell75021.2→74389.9+0.00stop_loss

Paper vs Live

Paper (trades.jsonl)
198
closed
34%
win rate
-104.52
total pnl ($)
-11.0 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC19834%-11.2-104.52

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems
More…
Cached 60s per strategy.