btc_bid_imb_exhaust_short_v3

not live
28
closed trades
43%
win rate
-5.30
total pnl ($)
1.185
weight
7d window — n=7 wr=14% pnl=-6.91  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-31 20:27 (29.8d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_ob_bie_3
n: 12  ·  wr: 58.3%  ·  total_bps: +216.2  ·  mean_bps: +18.01  ·  sharpe: +0.40  ·  max_dd_bps: -67.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 03:11BTCSell59780→59894-1.41timeout
06-28 23:17BTCSell59630→59246+2.78timeout
06-27 22:38BTCSell60225→60175-0.04timeout
06-26 21:52BTCSell59879→59919-0.78timeout
06-25 20:51BTCSell59421→59376-0.07timeout
06-24 20:01BTCSell59571→60144.1-5.27stop_loss
06-23 20:34BTCSell62254.9→62463.1-2.12timeout
06-22 19:56BTCSell64618.8→64482.2+0.61timeout
06-21 19:04BTCSell64133.8→64196.2-0.94timeout
06-20 18:28BTCSell63966.8→63833.2+0.59timeout
06-19 17:21BTCSell63091.8→63056.2-0.17timeout
06-18 15:57BTCSell63350.8→62403.1+7.02take_profit
06-17 15:50BTCSell65236.7→65870.2-5.30stop_loss
06-16 15:35BTCSell65962.7→65920.3-0.12timeout
06-15 15:29BTCSell66817.7→66630.3+0.95timeout
06-14 14:55BTCSell64276.8→63904.2+2.45timeout
06-13 14:00BTCSell63943.8→64067.2-1.41timeout
06-12 14:04BTCSell63662.8→63365.2+1.89timeout
06-11 13:07BTCSell63078.8→62906.1+0.93timeout
06-10 12:33BTCSell61327.9→61919-5.27stop_loss
06-09 13:14BTCSell62538.9→62537.1-0.44timeout
06-08 11:36BTCSell63158.8→63767.1-5.26stop_loss
06-07 12:25BTCSell62523.9→61965.1+4.02timeout
06-06 12:16BTCSell60676→61039.1-3.45timeout
06-05 11:53BTCSell62873.9→62098.1+5.72timeout
06-04 12:24BTCSell62686.9→63290.8-5.27stop_loss
06-03 14:06BTCSell67027.6→66772.3+1.46timeout
06-02 10:04BTCSell69999.5→69433.5+3.61timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
43%
win rate
-5.30
total pnl ($)
-3.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2843%-3.8-5.30

Recent bounces (last 20 of 1)

timesymsidereason
06-30 01:12BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems