eth_gamma_imbalance_short

not live
8
closed trades
62%
win rate
+37.55
total pnl ($)
1.462
weight
7d window — n=6 wr=50% pnl=+33.88  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-28 22:01 (30.8d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_opt_3
n: 26  ·  wr: 65.4%  ·  total_bps: +1060.8  ·  mean_bps: +40.80  ·  sharpe: +0.35  ·  max_dd_bps: -283.2
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=236.916

Cumulative P&L (last 8 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 03:56ETHSell1530.85→1559.64-9.86stop_loss
06-26 01:10ETHSell1561.04→1563.16-1.14timeout
06-25 13:48ETHSell1627.84→1576.06+15.45take_profit
06-25 03:13ETHSell1608.74→1617.56-3.17timeout
06-24 16:51ETHSell1653.93→1596.96+16.77take_profit
06-23 08:17ETHSell1712.03→1656.17+15.84take_profit
06-19 09:33ETHSell1697.03→1693.67+0.55timeout
05-29 12:34ETHSell2014.2→1999.9+3.12timeout

Paper vs Live

Paper (trades.jsonl)
8
closed
62%
win rate
+37.55
total pnl ($)
+93.9 bps
avg bps net
Live (dry_run=0)
1
closed
100%
win rate
+0.79
total pnl ($)
+63.5 bps
avg bps net
Live: 1 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH862%+93.9+37.55

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems