disp_orderbook_imbalance_fade_short · strategy

118

closed trades

37%

win rate

-63.81

total pnl ($)

1.259

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-23 07:38 (36.8d ago) · src: backtest-gate-results.jsonl

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

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

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=231.318

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 05:29	BTC	Sell	73370.3→73316.7	-0.08	timeout
05-30 04:38	BTC	Sell	73563.3→73228.7	+1.83	timeout
05-30 02:05	BTC	Sell	73474.3→73666.7	-1.76	timeout
05-30 00:41	BTC	Sell	73334.3→73478.7	-1.43	timeout
05-29 21:46	BTC	Sell	73703.3→73574.7	+0.42	timeout
05-29 21:10	BTC	Sell	73615.3→73689.7	-0.95	timeout
05-29 20:35	BTC	Sell	73586.3→73704.7	-1.25	timeout
05-29 19:24	BTC	Sell	73798.3→73284.7	+3.03	timeout
05-29 18:32	BTC	Sell	74232.3→73797.7	+2.48	timeout
05-29 16:23	BTC	Sell	73521.3→73700.7	-1.67	timeout
05-29 15:35	BTC	Sell	72636.4→74097.7	+0.00	take_profit
05-29 15:14	BTC	Sell	72989.4→73633.7	-4.86	timeout
05-29 13:49	BTC	Sell	73235.3→73247.7	-0.53	timeout
05-29 12:34	BTC	Sell	73503.3→73273.7	+1.11	timeout
05-29 11:46	BTC	Sell	73567.3→73485.7	+0.11	timeout
05-29 10:18	BTC	Sell	73804.3→73620.7	+0.80	timeout
05-29 09:40	BTC	Sell	73768.3→73815.7	-0.77	timeout
05-29 08:45	BTC	Sell	73360.3→73775.7	-3.28	timeout
05-29 08:08	BTC	Sell	73739.3→73658.7	+0.10	timeout
05-29 04:41	BTC	Sell	73305.3→73394.7	-1.05	timeout
05-29 04:04	BTC	Sell	73257.3→73334.7	-0.97	timeout
05-29 03:11	BTC	Sell	73561.3→73413.7	+0.56	timeout
05-29 01:55	BTC	Sell	73661.3→73592.7	+0.02	timeout
05-29 01:08	BTC	Sell	73633.3→73798.7	-1.57	timeout
05-29 00:22	BTC	Sell	73542.3→73837.7	-2.45	timeout
05-28 23:33	BTC	Sell	73540.3→73674.7	-1.36	timeout
05-28 22:09	BTC	Sell	73620.3→73704.7	-1.02	timeout
05-28 21:27	BTC	Sell	73603.3→73736.7	-1.35	timeout
05-28 20:43	BTC	Sell	73407.3→73702.7	-2.46	timeout
05-28 20:05	BTC	Sell	73514.3→73341.7	+0.73	timeout
05-28 19:15	BTC	Sell	73623.3→73417.7	+0.95	timeout
05-28 18:14	BTC	Sell	73454.3→73627.7	-1.62	timeout
05-28 17:34	BTC	Sell	73209.3→73443.7	-2.04	timeout
05-28 16:39	BTC	Sell	72899.4→73195.7	-2.48	timeout
05-28 16:01	BTC	Sell	73015.3→72850.6	+0.68	timeout
05-28 14:47	BTC	Sell	73430.3→72739	+0.00	stop_loss
05-28 13:45	BTC	Sell	73460.3→72853.6	+3.68	timeout
05-28 12:46	BTC	Sell	73402.3→73473.7	-0.93	timeout
05-28 12:00	BTC	Sell	73365.3→73477.7	-1.21	timeout
05-28 11:09	BTC	Sell	73498.3→73320.7	+0.76	timeout
05-28 10:17	BTC	Sell	73294.3→73531.7	-2.07	timeout
05-28 09:25	BTC	Sell	73267.3→73383.7	-1.25	timeout
05-28 08:26	BTC	Sell	73230.3→73253.7	-0.61	timeout
05-28 07:53	BTC	Sell	73107.3→73378.7	-2.30	timeout
05-28 07:16	BTC	Sell	72971.4→73243.7	-2.31	timeout
05-28 06:34	BTC	Sell	72987.4→72819.6	+0.70	timeout
05-28 06:01	BTC	Sell	73100.3→72939.6	+0.65	timeout
05-28 05:26	BTC	Sell	72797.4→73010.7	-1.91	timeout
05-28 04:51	BTC	Sell	73414.3→73087.7	+1.78	timeout
05-28 03:18	BTC	Sell	74176.3→73454.4	+0.00	stop_loss
05-28 03:18	BTC	Sell	74189.3→73490.4	+0.00	stop_loss
05-28 03:00	BTC	Sell	74339.3→74262.7	+0.07	timeout
05-28 02:27	BTC	Sell	74320.3→74186.7	+0.45	timeout
05-28 01:53	BTC	Sell	74448.3→74312.7	+0.46	timeout
05-28 01:15	BTC	Sell	74403.3→74410.7	-0.50	timeout
05-28 00:41	BTC	Sell	74300.3→74498.7	-1.79	timeout
05-28 00:04	BTC	Sell	74432.3→74530.7	-1.11	timeout
05-27 23:24	BTC	Sell	74501.3→74300.7	+0.90	timeout
05-27 22:50	BTC	Sell	74387.3→74487.7	-1.12	timeout
05-27 21:47	BTC	Sell	75145.2→74434.9	+0.00	stop_loss
05-27 21:41	BTC	Sell	75196.2→74703.7	+2.83	timeout
05-27 21:08	BTC	Sell	75212.2→75178.8	-0.22	timeout
05-27 20:31	BTC	Sell	75039.2→75255.8	-1.89	timeout
05-27 19:51	BTC	Sell	74946.3→74962.7	-0.56	timeout
05-27 19:13	BTC	Sell	74725.3→74982.7	-2.17	timeout
05-27 18:28	BTC	Sell	74908.3→74809.7	+0.21	timeout
05-27 17:50	BTC	Sell	75205.2→74904.7	+1.55	timeout
05-27 17:17	BTC	Sell	75151.2→74918.7	+1.10	timeout
05-27 16:39	BTC	Sell	75373.2→75031.8	+1.82	timeout
05-27 16:08	BTC	Sell	75008.2→75208.8	-1.79	timeout
05-27 15:21	BTC	Sell	74945.3→75274.8	-2.65	timeout
05-27 14:43	BTC	Sell	74910.3→74974.7	-0.88	timeout
05-27 13:43	BTC	Sell	75585.2→74874.2	+0.00	stop_loss
05-27 13:30	BTC	Sell	75863.2→75141.3	+0.00	stop_loss
05-27 12:56	BTC	Sell	75722.2→75698.8	-0.30	timeout
05-27 12:22	BTC	Sell	75979.2→76080.8	-1.12	timeout
05-27 11:50	BTC	Sell	75889.2→75745.8	+0.49	timeout
05-27 11:14	BTC	Sell	75860.2→75941.8	-0.99	timeout
05-27 10:31	BTC	Sell	75768.2→75967.8	-1.77	timeout
05-27 09:58	BTC	Sell	75801.2→75878.8	-0.97	timeout
05-27 09:19	BTC	Sell	75858.2→75689.8	+0.65	timeout
05-27 08:46	BTC	Sell	75862.2→75945.8	-1.01	timeout
05-27 08:13	BTC	Sell	75726.2→75867.8	-1.40	timeout
05-27 07:35	BTC	Sell	75684.2→75906.8	-1.93	timeout
05-27 06:58	BTC	Sell	75665.2→75780.8	-1.22	timeout
05-27 06:23	BTC	Sell	75593.2→75683.8	-1.05	timeout
05-27 05:38	BTC	Sell	75294.2→75648.8	-2.81	timeout
05-27 05:02	BTC	Sell	75597.2→75581.8	-0.35	timeout
05-27 04:29	BTC	Sell	75795.2→75473.8	+1.67	timeout
05-27 03:53	BTC	Sell	75744.2→75622.8	+0.35	timeout
05-27 03:20	BTC	Sell	75678.2→75814.8	-1.35	timeout
05-27 02:43	BTC	Sell	75878.2→75704.8	+0.69	timeout
05-27 02:08	BTC	Sell	75979.2→75743.8	+1.10	timeout
05-27 01:31	BTC	Sell	75932.2→75820.8	+0.28	timeout
05-27 00:52	BTC	Sell	75887.2→75997.8	-1.18	timeout
05-27 00:21	BTC	Sell	75879.2→75854.8	-0.29	timeout
05-26 23:48	BTC	Sell	75640.2→75924.8	-2.33	timeout
05-26 23:16	BTC	Sell	75727.2→75876.8	-1.44	timeout
05-26 22:36	BTC	Sell	75958.2→75789.8	+0.66	timeout
05-26 22:05	BTC	Sell	75977.2→75871.8	+0.25	timeout

Paper vs Live

Paper (trades.jsonl)

118

closed

37%

win rate

-63.81

total pnl ($)

-11.4 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	118	37%	-11.5	-63.81

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…