btc_ob_imbalance_tight_sl_short_v1

not live
29
closed trades
31%
win rate
-12.91
total pnl ($)
1.184
weight
7d window — n=7 wr=29% pnl=-11.70  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-29 14:26 (30.8d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_ob_11_full
n: 11  ·  wr: 72.7%  ·  total_bps: +214.9  ·  mean_bps: +19.54  ·  sharpe: +0.36  ·  max_dd_bps: -114.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=237.601

Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 06:17BTCSell59740→60315.2-5.26stop_loss
06-28 05:08BTCSell60171→60003+0.95timeout
06-27 04:16BTCSell60132→60354-2.30timeout
06-26 03:47BTCSell59279→59848.9-5.26stop_loss
06-25 04:05BTCSell60861→60827-0.17timeout
06-24 04:02BTCSell62911.9→62722.1+1.06timeout
06-23 03:46BTCSell63963.8→63997.2-0.71timeout
06-22 00:37BTCSell63452.8→64065.2-5.27stop_loss
06-21 02:06BTCSell64246.8→64219.2-0.23timeout
06-20 02:04BTCSell63538.8→63508.2-0.21timeout
06-19 01:13BTCSell62787.9→62916.1-1.48timeout
06-18 00:36BTCSell64395.8→64535.2-1.53timeout
06-17 00:02BTCSell65702.7→65693.3-0.38timeout
06-15 21:43BTCSell66659.7→66399.3+1.51timeout
06-14 21:05BTCSell63794.8→64000.2-2.06timeout
06-13 19:08BTCSell63979.8→64143.2-1.73timeout
06-12 17:52BTCSell63745.8→63851.2-1.28timeout
06-11 17:10BTCSell62691.9→62503.1+1.06timeout
06-10 15:53BTCSell61990.9→62589.4-5.27stop_loss
06-09 15:30BTCSell62292.9→61344.1+7.17timeout
06-08 15:12BTCSell63544.8→64155.3-5.25stop_loss
06-07 14:30BTCSell61872.9→62226.1-3.30timeout
06-06 14:02BTCSell60852→60877-0.66timeout
06-05 13:56BTCSell62064.9→60964+8.42timeout
06-04 13:38BTCSell63617.8→64229.3-5.26stop_loss
06-03 16:50BTCSell66798.7→65899.3+6.29timeout
06-02 14:27BTCSell69085.5→67709.4+9.51take_profit
05-31 14:04BTCSell73851.3→73757.7+0.19timeout
05-30 13:08BTCSell73598.3→73747.7-1.46timeout

Paper vs Live

Paper (trades.jsonl)
29
closed
31%
win rate
-12.91
total pnl ($)
-8.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2931%-8.9-12.91

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems