btc_orderbook_imbalance_short_v1

67

closed trades

52%

win rate

+54.68

total pnl ($)

1.220

weight

7d window — n=14 wr=43% pnl=-6.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-01 20:06 (27.4d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_agent_session_ob_3

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 17:20	BTC	Sell	60202→59627	+4.32	timeout
06-28 04:57	BTC	Sell	60198→60097	+0.39	timeout
06-27 16:31	BTC	Sell	60425→60699	-2.72	timeout
06-27 14:50	BTC	Sell	60326→60635	-3.01	timeout
06-27 02:29	BTC	Sell	59979→60297	-3.10	timeout
06-26 13:53	BTC	Sell	59374→59609	-2.42	timeout
06-26 01:21	BTC	Sell	59795→59572	+1.41	timeout
06-25 13:05	BTC	Sell	61697.9→61219.1	+3.43	timeout
06-25 00:37	BTC	Sell	60928→60929	-0.46	timeout
06-24 13:09	BTC	Sell	62609.9→62149.1	+3.23	timeout
06-24 00:48	BTC	Sell	62627.9→62937.1	-2.92	timeout
06-23 12:02	BTC	Sell	62410.9→62513.1	-1.29	timeout
06-23 00:35	BTC	Sell	64283.8→63987.2	+1.85	timeout
06-22 12:02	BTC	Sell	64149.8→64724.2	-4.91	timeout
06-21 23:26	BTC	Sell	64063.8→63717.2	+2.25	timeout
06-21 11:12	BTC	Sell	64125.8→64410.2	-2.67	timeout
06-20 23:01	BTC	Sell	63927.8→64246.2	-2.94	timeout
06-20 10:32	BTC	Sell	63746.8→63636.2	+0.43	timeout
06-19 22:26	BTC	Sell	62983.9→63265.2	-2.68	timeout
06-19 10:08	BTC	Sell	62821.9→62422.1	+2.72	timeout
06-18 22:10	BTC	Sell	62632.9→62903.1	-2.62	timeout
06-18 10:01	BTC	Sell	64030.8→64159.2	-1.44	timeout
06-17 19:29	BTC	Sell	65919.7→64475.2	+10.51	take_profit
06-17 09:19	BTC	Sell	65866.7→64997.2	+6.15	timeout
06-16 21:10	BTC	Sell	66086.7→65885.3	+1.09	timeout
06-16 08:54	BTC	Sell	66045.7→66946.8	-7.28	stop_loss
06-15 20:41	BTC	Sell	66836.7→66632.3	+1.09	timeout
06-15 08:38	BTC	Sell	65695.7→65702.3	-0.50	timeout
06-14 20:34	BTC	Sell	63919.8→63928.2	-0.51	timeout
06-14 08:11	BTC	Sell	64342.8→64420.2	-1.04	timeout
06-13 20:08	BTC	Sell	63979.8→64232.2	-2.42	timeout
06-13 07:37	BTC	Sell	63582.8→63799.2	-2.15	timeout
06-12 22:40	BTC	Sell	63682.8→63462.2	+1.29	timeout
06-12 09:28	BTC	Sell	62950.9→63808.1	-7.25	stop_loss
06-12 01:55	BTC	Sell	63516.8→63427.2	+0.27	timeout
06-11 12:41	BTC	Sell	62883.9→62796.1	+0.26	timeout
06-11 00:37	BTC	Sell	61610.9→61768.1	-1.72	timeout
06-10 12:12	BTC	Sell	61121.9→61165.1	-0.81	timeout
06-10 10:50	BTC	Sell	61673.9→61317.1	+2.44	timeout
06-09 14:44	BTC	Sell	62675.9→61303.1	+10.50	take_profit
06-09 02:29	BTC	Sell	63138.8→62741.1	+2.70	timeout
06-08 13:45	BTC	Sell	63192.8→63521.2	-3.04	timeout
06-08 01:36	BTC	Sell	63131.8→63023.2	+0.42	timeout
06-07 22:04	BTC	Sell	61739.9→61807.1	-1.00	timeout
06-07 08:48	BTC	Sell	62134.9→62986.6	-7.31	stop_loss
06-07 06:16	BTC	Sell	61502.9→61660.1	-1.73	timeout
06-06 22:21	BTC	Sell	60621→60699	-1.10	timeout
06-06 10:03	BTC	Sell	60768→60706	+0.07	timeout
06-06 03:35	BTC	Sell	61241.9→60522	+5.43	timeout
06-05 18:51	BTC	Sell	60865→59531	+10.51	take_profit
06-05 18:30	BTC	Sell	60766→60152	+4.61	timeout
06-05 14:04	BTC	Sell	61893.9→60538	+10.50	take_profit
06-05 12:04	BTC	Sell	62989.9→61604.1	+10.55	take_profit
06-05 07:46	BTC	Sell	62114.9→62960.6	-7.26	stop_loss
06-05 07:33	BTC	Sell	61672.9→62513.4	-7.26	stop_loss
06-05 06:16	BTC	Sell	63298.8→61912.1	+10.50	take_profit
06-05 03:06	BTC	Sell	63778.8→62381.1	+10.50	take_profit
06-04 23:34	BTC	Sell	63509.8→63577.2	-0.98	timeout
06-04 22:27	BTC	Sell	64016.8→63349.2	+4.76	timeout
06-04 20:06	BTC	Sell	63476.8→63279.2	+1.11	timeout
06-04 19:25	BTC	Sell	63792.8→63978.2	-1.90	timeout
06-04 18:06	BTC	Sell	64198.8→63283.2	+6.69	timeout
06-04 11:09	BTC	Sell	63457.8→62336.1	+8.37	timeout
06-03 23:40	BTC	Sell	65290.7→64308.2	+7.08	timeout
06-03 05:11	BTC	Sell	66327.7→67231	-7.26	stop_loss
06-03 03:08	BTC	Sell	66720.7→66507.3	+1.15	timeout
06-02 10:31	BTC	Sell	69939.5→69627.5	+1.80	timeout

Paper (trades.jsonl)

67

closed

52%

win rate

+54.68

total pnl ($)

+16.3 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	67	52%	+16.3	+54.68

time	sym	side	reason
06-29 02:53	BTC	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 67 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)