btc_imb5_rev_both_1h_v1

56

closed trades

25%

win rate

-70.43

total pnl ($)

1.124

weight

7d window — n=14 wr=21% pnl=-19.34 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-30 12:53:56 (28.5d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: agent_session_both_1

n: 20 · wr: 60.0% · total_bps: +171.9 · mean_bps: +8.59 · sharpe: +0.30 · max_dd_bps: -38.7

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

time	sym	side	entry→exit	pnl	close
06-28 00:10	BTC	Buy	60227→60080	-1.67	timeout
06-28 00:03	BTC	Sell	60214→59996	+1.36	timeout
06-27 00:55	BTC	Sell	60047→60039	-0.38	timeout
06-26 23:55	BTC	Buy	60007→60039	-0.18	timeout
06-25 23:25	BTC	Sell	59798→60141	-3.32	timeout
06-25 22:43	BTC	Buy	59875→59763	-1.39	timeout
06-25 00:10	BTC	Sell	60863→61027.1	-1.80	timeout
06-24 23:24	BTC	Buy	60886→60972	+0.26	timeout
06-24 00:34	BTC	Sell	62641.9→62786.1	-1.60	timeout
06-23 23:35	BTC	Buy	62543.1→62639.9	+0.32	timeout
06-23 00:21	BTC	Sell	63911.8→63864.2	-0.08	timeout
06-22 23:16	BTC	Buy	64293.2→63882.8	-3.64	timeout
06-22 00:37	BTC	Sell	63264.8→63873.1	-5.26	stop_loss
06-21 23:03	BTC	Buy	63819.2→63625.8	-1.97	timeout
06-20 22:37	BTC	Sell	63917.8→64245.2	-3.01	timeout
06-20 22:04	BTC	Buy	63927.2→63988.8	+0.03	timeout
06-19 21:24	BTC	Sell	62968.9→63210.2	-2.36	timeout
06-19 20:41	BTC	Buy	62970.1→63040.8	+0.11	timeout
06-18 19:44	BTC	Buy	62753.1→62955.9	+1.17	timeout
06-18 19:21	BTC	Sell	62890.9→62713.1	+0.95	timeout
06-17 19:10	BTC	Buy	65647.3→65015.2	-5.27	stop_loss
06-17 18:43	BTC	Sell	65275.7→65913.2	-5.33	stop_loss
06-16 19:32	BTC	Buy	65937.3→65731.7	-2.01	timeout
06-16 18:47	BTC	Sell	65782.7→65861.3	-1.04	timeout
06-15 18:40	BTC	Buy	66848.3→66792.7	-0.87	timeout
06-15 18:29	BTC	Sell	66777.7→66809.3	-0.68	timeout
06-14 18:03	BTC	Buy	63949.2→63715.8	-2.28	timeout
06-14 17:52	BTC	Sell	63979.8→63747.2	+1.37	timeout
06-13 17:27	BTC	Buy	64041.2→63995.8	-0.80	timeout
06-13 17:08	BTC	Sell	64025.8→63991.2	-0.18	timeout
06-12 17:59	BTC	Buy	63960.2→63837.8	-1.41	timeout
06-12 16:53	BTC	Sell	63816.8→63923.2	-1.28	timeout
06-11 16:14	BTC	Buy	62713.1→62755.9	-0.12	timeout
06-11 16:00	BTC	Sell	62728.9→62744.1	-0.57	timeout
06-10 15:46	BTC	Buy	61916.1→62473.9	+4.05	timeout
06-10 13:37	BTC	Sell	61489.9→62084.1	-5.28	stop_loss
06-09 14:18	BTC	Buy	62357.1→61756	-5.27	stop_loss
06-09 14:09	BTC	Sell	62648.9→62109.1	+3.86	timeout
06-08 14:36	BTC	Buy	63720.2→63802.8	+0.20	timeout
06-08 14:08	BTC	Sell	63760.8→63746.2	-0.33	timeout
06-07 14:03	BTC	Sell	61799.9→61761.1	-0.14	timeout
06-07 12:13	BTC	Buy	62668.1→62065.8	-5.26	stop_loss
06-06 13:52	BTC	Sell	61147.9→60778	+2.57	timeout
06-06 12:34	BTC	Buy	60783→60722	-0.95	timeout
06-05 13:00	BTC	Sell	61876.9→61993.1	-1.39	timeout
06-05 12:01	BTC	Buy	62311.1→61709	-5.28	stop_loss
06-04 13:38	BTC	Sell	63623.8→64235.3	-5.26	stop_loss
06-04 13:21	BTC	Buy	63656.2→63044.3	-5.25	stop_loss
06-03 15:47	BTC	Buy	66743.3→66102.6	-5.25	stop_loss
06-03 15:45	BTC	Sell	66728.7→66318.3	+2.63	timeout
06-02 13:39	BTC	Buy	69118.5→68847.6	-2.41	timeout
06-02 13:15	BTC	Sell	69320.5→68907.4	+2.54	timeout
05-31 13:27	BTC	Buy	73908.7→73925.3	-0.34	timeout
05-31 13:00	BTC	Sell	73926.3→73893.7	-0.22	timeout
05-30 12:00	BTC	Buy	73610.7→73579.3	-0.67	timeout
05-30 11:51	BTC	Sell	73617.3→73559.7	-0.06	timeout

Paper (trades.jsonl)

56

closed

25%

win rate

-70.43

total pnl ($)

-25.2 bps

avg bps net

Live (dry_run=0)

4

closed

50%

win rate

-0.66

total pnl ($)

-2.5 bps

avg bps net

Live: 4 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
BTC	56	25%	-25.2	-70.43

time	sym	side	reason
06-27 23:13	BTC	Buy	circuit_breaker
06-27 23:06	BTC	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 56 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)