eth_imbalance10_reversal_v1

38

closed trades

34%

win rate

-55.10

total pnl ($)

1.251

weight

7d window — n=14 wr=57% pnl=+6.55 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-31 16:27 (26.1d ago) · src: backtest-gate-results.jsonl

verdict: PASS · strict: STRICT-FAIL · batch: strategies_batch_agent_session_micro_eth_rev_1

n: 13 · wr: 53.8% · total_bps: +301.1 · mean_bps: +23.16 · sharpe: +0.25 · max_dd_bps: -134.1

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=238.975

time	sym	side	entry→exit	pnl	close
06-26 09:49	ETH	Buy	1577.36→1555.67	-7.32	stop_loss
06-26 01:46	ETH	Sell	1571.34→1558.26	+3.70	timeout
06-25 14:10	ETH	Buy	1534.05→1567.64	+10.50	take_profit
06-25 05:02	ETH	Sell	1620.04→1642.28	-7.32	stop_loss
06-24 15:45	ETH	Sell	1659.83→1623.56	+10.48	take_profit
06-24 06:04	ETH	Buy	1663.07→1669.83	+1.59	timeout
06-23 20:06	ETH	Sell	1655.63→1663.97	-2.97	timeout
06-23 11:45	ETH	Buy	1647.56→1661.03	+3.65	timeout
06-23 02:44	ETH	Sell	1726.23→1732.47	-2.25	timeout
06-22 14:40	ETH	Sell	1760.72→1755.28	+1.11	timeout
06-21 17:52	ETH	Buy	1724.67→1727.03	+0.22	timeout
06-20 22:39	ETH	Sell	1727.03→1740.87	-4.44	timeout
06-20 10:21	ETH	Sell	1725.83→1727.27	-0.85	timeout
06-19 17:54	ETH	Sell	1707.73→1704.67	+0.45	timeout
06-19 07:05	ETH	Sell	1692.63→1697.97	-2.03	timeout
06-18 19:44	ETH	Sell	1679.73→1702.92	-7.35	stop_loss
06-17 16:26	ETH	Sell	1757.52→1781.67	-7.31	stop_loss
06-17 03:58	ETH	Sell	1794.92→1792.88	+0.13	timeout
06-16 18:02	ETH	Sell	1782.02→1806.78	-7.39	stop_loss
06-16 02:34	ETH	Buy	1794.08→1769.44	-7.32	stop_loss
06-15 18:47	ETH	Buy	1841.28→1830.62	-3.35	timeout
06-14 19:11	ETH	Sell	1663.73→1663.67	-0.42	timeout
06-14 09:04	ETH	Buy	1679.47→1675.23	-1.70	timeout
06-13 23:51	ETH	Buy	1675.97→1677.53	+0.02	timeout
06-13 14:15	ETH	Sell	1676.43→1680.07	-1.52	timeout
06-12 14:52	ETH	Sell	1657.93→1681.31	-7.50	stop_loss
06-11 15:44	ETH	Sell	1646.24→1645.06	-0.09	timeout
06-10 16:39	ETH	Sell	1657.63→1647.76	+2.54	timeout
06-07 06:28	ETH	Sell	1595.84→1617.77	-7.33	stop_loss
06-06 16:31	ETH	Buy	1558.66→1557.04	-0.96	timeout
06-06 04:07	ETH	Sell	1584.14→1548.85	+10.67	take_profit
06-05 18:27	ETH	Buy	1589.16→1567.36	-7.31	stop_loss
06-05 10:59	ETH	Buy	1677.07→1674.43	-1.23	timeout
06-05 00:52	ETH	Sell	1763.12→1763.88	-0.67	timeout
06-04 10:51	ETH	Sell	1771.32→1732.67	+10.45	take_profit
06-04 00:29	ETH	Buy	1815.98→1790.92	-7.36	stop_loss
06-03 15:19	ETH	Buy	1869.49→1843.79	-7.32	stop_loss
06-02 15:20	ETH	Buy	1943.59→1916.95	-7.31	stop_loss

Paper (trades.jsonl)

38

closed

34%

win rate

-55.10

total pnl ($)

-29.1 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 ($)
ETH	38	34%	-29.1	-55.10

time	sym	side	reason
06-26 16:33	ETH	Buy	stale_intent
06-25 14:10	ETH	Buy	below_min_notional_skip

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 38 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)