btc_imb_rev_both_1h_v1

55

closed trades

31%

win rate

-48.72

total pnl ($)

1.191

weight

7d window — n=14 wr=36% pnl=-5.51 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-30 12:51:46 (27.9d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: agent_session_ms_div_14

n: 20 · wr: 55.0% · total_bps: +129.5 · mean_bps: +6.48 · sharpe: +0.21 · max_dd_bps: -58.3

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

time	sym	side	entry→exit	pnl	close
06-27 05:15	BTC	Buy	60383→60258	-1.48	timeout
06-27 04:47	BTC	Sell	60309→60344	-0.74	timeout
06-26 03:38	BTC	Sell	58833.1→59401.7	-5.28	stop_loss
06-26 03:13	BTC	Buy	58685.9→58851.1	+0.96	timeout
06-25 04:03	BTC	Sell	60767→60855	-1.18	timeout
06-25 03:04	BTC	Buy	60908→60775	-1.54	timeout
06-24 03:34	BTC	Sell	62688.9→62725.1	-0.74	timeout
06-24 02:13	BTC	Buy	62944.1→62852.9	-1.18	timeout
06-23 03:21	BTC	Sell	64164.8→64001.2	+0.82	timeout
06-23 00:59	BTC	Buy	64015.2→64136.8	+0.50	timeout
06-22 02:41	BTC	Sell	64561.8→64509.2	-0.04	timeout
06-22 00:46	BTC	Buy	63268.2→63965.8	+5.06	timeout
06-21 02:41	BTC	Sell	64193.8→64227.2	-0.71	timeout
06-20 23:45	BTC	Buy	64242.2→64303.8	+0.03	timeout
06-20 00:58	BTC	Sell	63587.8→63532.2	-0.01	timeout
06-19 22:14	BTC	Buy	63248.2→63055.8	-1.97	timeout
06-19 00:28	BTC	Sell	62816.9→62924.1	-1.31	timeout
06-18 22:14	BTC	Buy	62907.1→62899.9	-0.50	timeout
06-18 00:20	BTC	Sell	64467.8→64648.2	-1.85	timeout
06-17 21:36	BTC	Buy	64434.2→64348.8	-1.11	timeout
06-17 00:13	BTC	Sell	65716.7→65779.3	-0.92	timeout
06-16 21:30	BTC	Buy	65708.3→65695.7	-0.55	timeout
06-15 22:51	BTC	Sell	66387.7→66246.3	+0.62	timeout
06-15 20:16	BTC	Buy	66832.3→66497.7	-2.96	timeout
06-14 21:40	BTC	Sell	64418.8→65042.8	-5.29	stop_loss
06-14 19:02	BTC	Buy	63703.2→63787.8	+0.21	timeout
06-13 20:45	BTC	Sell	64268.8→64228.2	-0.13	timeout
06-13 17:47	BTC	Buy	64092.2→64009.8	-1.09	timeout
06-12 19:15	BTC	Sell	63792.8→63686.2	+0.39	timeout
06-12 17:02	BTC	Buy	63548.2→63926.8	+2.53	timeout
06-11 18:02	BTC	Sell	63171.8→63781.1	-5.27	stop_loss
06-11 17:03	BTC	Buy	62732.1→62510.9	-2.22	timeout
06-10 18:19	BTC	Sell	62083.9→61888.1	+1.13	timeout
06-10 16:47	BTC	Buy	62604.1→61999.9	-5.28	stop_loss
06-09 16:45	BTC	Sell	60854→61440.8	-5.27	stop_loss
06-09 14:29	BTC	Buy	62093.1→61494.2	-5.27	stop_loss
06-08 17:15	BTC	Sell	63783.8→63358.2	+2.89	timeout
06-08 14:36	BTC	Buy	63720.2→63802.8	+0.20	timeout
06-07 16:30	BTC	Sell	61946.9→62153.1	-2.11	timeout
06-07 13:57	BTC	Buy	61868.1→61764.9	-1.28	timeout
06-06 16:14	BTC	Sell	60585→60771	-1.99	timeout
06-06 13:23	BTC	Buy	60837→60906	+0.12	timeout
06-05 16:04	BTC	Sell	60854→60203	+4.90	timeout
06-05 12:36	BTC	Buy	62202.1→61605.1	-5.25	stop_loss
06-04 15:46	BTC	Sell	63996.8→63749.2	+1.49	timeout
06-04 14:40	BTC	Buy	64047.2→63957.8	-1.15	timeout
06-03 16:13	BTC	Sell	66495.7→66062.3	+2.81	timeout
06-03 15:47	BTC	Buy	66743.3→66102.6	-5.25	stop_loss
06-02 14:47	BTC	Sell	68861.6→68181.4	+4.49	timeout
06-02 14:05	BTC	Buy	69086.5→68660.6	-3.53	timeout
06-01 22:24	BTC	Sell	71175.4→71159.6	-0.33	timeout
05-31 13:01	BTC	Buy	73924.7→73880.3	-0.75	timeout
05-31 12:48	BTC	Sell	73878.3→73925.7	-0.77	timeout
05-30 12:09	BTC	Buy	73605.7→73563.3	-0.74	timeout
05-30 11:02	BTC	Sell	73564.3→73616.7	-0.80	timeout

Paper (trades.jsonl)

55

closed

31%

win rate

-48.72

total pnl ($)

-17.7 bps

avg bps net

Live (dry_run=0)

4

closed

0%

win rate

-1.43

total pnl ($)

-11.6 bps

avg bps net

Live: 4 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
BTC	55	31%	-17.7	-48.72

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 55 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)