btc_imb5_short_1h_v1

not live
28
closed trades
36%
win rate
-27.55
total pnl ($)
1.154
weight
7d window — n=6 wr=17% pnl=-11.44  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-30 04:39 (28.7d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_micro_imb5s_1_full
n: 10  ·  wr: 60.0%  ·  total_bps: +120.3  ·  mean_bps: +12.03  ·  sharpe: +0.31  ·  max_dd_bps: -37.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=237.636

Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 22:00BTCSell59669→59880-2.21timeout
06-25 20:51BTCSell59271→59399-1.53timeout
06-24 20:01BTCSell59632→60212.1-5.32stop_loss
06-23 20:10BTCSell62306.9→62469.1-1.75timeout
06-22 19:43BTCSell64510.8→64406.2+0.36timeout
06-21 19:32BTCSell64127.8→64197.2-0.99timeout
06-20 19:03BTCSell63888.8→63826.2+0.04timeout
06-19 18:41BTCSell63033.8→63038.2-0.48timeout
06-18 18:32BTCSell62659.9→62789.1-1.49timeout
06-17 18:36BTCSell65907.7→65425.3+3.21timeout
06-16 17:59BTCSell65728.7→65961.3-2.22timeout
06-15 17:18BTCSell67081.6→66910.3+0.83timeout
06-14 17:12BTCSell64100.8→63934.2+0.85timeout
06-13 17:08BTCSell64020.8→63982.2-0.15timeout
06-12 16:31BTCSell64050.8→63875.2+0.92timeout
06-11 16:27BTCSell62699.9→62599.1+0.36timeout
06-10 15:46BTCSell61901.9→62497.4-5.26stop_loss
06-09 15:46BTCSell61286.9→61263.1-0.25timeout
06-08 15:44BTCSell63872.8→63840.2-0.19timeout
06-07 15:57BTCSell61903.9→62021.1-1.39timeout
06-06 15:25BTCSell60840→60507+2.29timeout
06-05 14:35BTCSell60353→60939.5-5.31stop_loss
06-04 15:29BTCSell64112.8→63954.2+0.79timeout
06-03 17:46BTCSell65934.7→66025.3-1.13timeout
06-02 16:18BTCSell67456.6→68105.4-5.26stop_loss
06-01 22:34BTCSell71099.4→71253.6-1.53timeout
05-31 14:10BTCSell73901.3→73822.7+0.08timeout
05-30 11:03BTCSell73563.3→73617.7-0.82timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
36%
win rate
-27.55
total pnl ($)
-19.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2836%-19.7-27.55

Recent bounces (last 20 of 1)

timesymsidereason
06-27 21:46BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems