btc_ob_imbalance_short_v1

50

closed trades

46%

win rate

+34.32

total pnl ($)

1.289

weight

7d window — n=13 wr=31% pnl=+6.23 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-01 16:58 (26.9d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_agent_micro_full

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=239.977

time	sym	side	entry→exit	pnl	close
06-28 07:54	BTC	Sell	60230→60181	-0.04	timeout
06-27 18:51	BTC	Sell	60314→60506	-2.05	timeout
06-27 06:32	BTC	Sell	59889→60310	-3.97	timeout
06-26 18:19	BTC	Sell	59537→59993	-4.26	timeout
06-26 06:08	BTC	Sell	59802→59751	-0.02	timeout
06-25 13:48	BTC	Sell	61245.9→59291	+15.51	take_profit
06-25 05:46	BTC	Sell	61009.9→61492.1	-4.41	timeout
06-24 15:37	BTC	Sell	62635.9→60637	+15.49	take_profit
06-24 03:37	BTC	Sell	62539.9→62792.1	-2.45	timeout
06-23 14:34	BTC	Sell	62265.9→62550.1	-2.75	timeout
06-23 02:25	BTC	Sell	64398.8→64151.2	+1.47	timeout
06-22 12:40	BTC	Sell	63985.8→65176.8	-9.72	stop_loss
06-22 00:07	BTC	Sell	63985.8→63490.2	+3.43	timeout
06-21 11:23	BTC	Sell	64242.8→64309.2	-0.97	timeout
06-20 23:04	BTC	Sell	63929.8→64252.2	-2.97	timeout
06-20 10:35	BTC	Sell	63492.8→63633.2	-1.54	timeout
06-19 22:19	BTC	Sell	63246.8→63168.2	+0.18	timeout
06-19 07:49	BTC	Sell	62888.9→62512.1	+2.53	timeout
06-18 19:32	BTC	Sell	64194.8→62786.1	+10.47	timeout
06-18 07:24	BTC	Sell	64649.8→64228.2	+2.81	timeout
06-17 16:27	BTC	Sell	65009.7→66228.4	-9.83	stop_loss
06-17 06:45	BTC	Sell	65801.7→65614.3	+0.98	timeout
06-16 18:31	BTC	Sell	66653.7→65960.3	+4.77	timeout
06-16 06:19	BTC	Sell	66352.7→66209.3	+0.62	timeout
06-15 18:18	BTC	Sell	66187.7→66797.3	-5.03	timeout
06-15 06:09	BTC	Sell	65738.7→65876.3	-1.49	timeout
06-14 17:56	BTC	Sell	64567.8→63733.2	+6.03	timeout
06-14 05:48	BTC	Sell	64405.8→64335.2	+0.09	timeout
06-13 17:38	BTC	Sell	63875.8→64086.2	-2.09	timeout
06-13 04:47	BTC	Sell	63496.8→63603.2	-1.29	timeout
06-12 14:36	BTC	Sell	63426.8→63721.2	-2.75	timeout
06-12 02:21	BTC	Sell	63509.8→63616.2	-1.26	timeout
06-11 14:19	BTC	Sell	62795.9→62775.1	-0.26	timeout
06-11 02:15	BTC	Sell	61824.9→62158.1	-3.13	timeout
06-10 13:50	BTC	Sell	61673.9→62365.1	-6.05	timeout
06-09 19:04	BTC	Sell	62604.9→61812.1	+5.90	timeout
06-09 06:23	BTC	Sell	62928.9→63474.2	-4.77	timeout
06-08 16:30	BTC	Sell	63140.8→63826.2	-5.86	timeout
06-08 04:23	BTC	Sell	63018.8→62883.1	+0.63	timeout
06-07 16:21	BTC	Sell	62412.9→62216.1	+1.15	timeout
06-07 03:19	BTC	Sell	60581→61710.9	-9.76	stop_loss
06-06 15:57	BTC	Sell	60970→60758	+1.29	timeout
06-06 03:33	BTC	Sell	61495.9→60566	+7.11	timeout
06-05 13:56	BTC	Sell	62953.9→60942	+15.53	take_profit
06-05 03:29	BTC	Sell	63402.8→62542.1	+6.32	timeout
06-04 14:01	BTC	Sell	63108.8→64284.3	-9.78	stop_loss
06-04 00:39	BTC	Sell	65186.7→63106.2	+15.51	take_profit
06-03 16:16	BTC	Sell	67201.6→66177.3	+7.19	timeout
06-03 06:49	BTC	Sell	66991.7→67235.4	-2.25	timeout
06-02 14:12	BTC	Sell	69932.5→68465.4	+10.05	timeout

Paper (trades.jsonl)

50

closed

46%

win rate

+34.32

total pnl ($)

+13.6 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	50	46%	+13.6	+34.32

time	sym	side	reason
06-28 01:57	BTC	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 50 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)