eth_orderbook_divergence_v1 · strategy

closed trades

46%

win rate

-24.83

total pnl ($)

1.296

weight

7d window — n=26 wr=42% pnl=+11.86 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-01 19:10 (25.8d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_agent_session_micro_bt_7

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

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 10:20	ETH	Buy	1580.66→1582.64	+0.19	timeout
06-27 06:01	ETH	Sell	1581.24→1577.36	+0.78	timeout
06-26 22:20	ETH	Buy	1579.36→1574.34	-2.04	timeout
06-26 13:53	ETH	Sell	1530.85→1551.93	-7.34	stop_loss
06-26 09:06	ETH	Buy	1548.35→1561.34	+3.75	timeout
06-26 02:12	ETH	Sell	1577.64→1538.45	+11.95	take_profit
06-25 20:26	ETH	Buy	1569.26→1567.54	-1.00	timeout
06-25 13:44	ETH	Sell	1631.44→1590.16	+12.19	take_profit
06-25 08:41	ETH	Buy	1645.46→1651.43	+1.35	timeout
06-25 01:34	ETH	Sell	1615.54→1618.96	-1.50	timeout
06-24 16:51	ETH	Buy	1622.06→1599.04	-7.54	stop_loss
06-24 11:49	ETH	Sell	1664.33→1687.31	-7.35	stop_loss
06-24 06:55	ETH	Buy	1667.37→1673.93	+1.52	timeout
06-23 22:43	ETH	Sell	1658.23→1663.57	-2.06	timeout
06-23 17:46	ETH	Buy	1662.77→1659.23	-1.51	timeout
06-23 08:17	ETH	Sell	1691.73→1647.16	+12.71	take_profit
06-23 05:23	ETH	Buy	1733.67→1709.87	-7.31	stop_loss
06-22 22:23	ETH	Sell	1732.53→1731.27	-0.09	timeout
06-22 15:44	ETH	Buy	1763.88→1753.62	-3.34	timeout
06-22 09:53	ETH	Sell	1732.83→1746.67	-4.43	timeout
06-22 01:26	ETH	Buy	1706.57→1749.53	+12.13	take_profit
06-21 21:54	ETH	Sell	1733.93→1718.27	+4.06	timeout
06-21 14:22	ETH	Buy	1725.27→1721.63	-1.50	timeout
06-21 08:39	ETH	Sell	1733.83→1725.47	+1.95	timeout
06-21 02:11	ETH	Buy	1742.17→1736.53	-2.08	timeout
06-20 20:37	ETH	Sell	1722.73→1726.77	-1.62	timeout
06-20 13:01	ETH	Buy	1727.27→1725.53	-0.97	timeout
06-20 07:53	ETH	Sell	1713.53→1725.87	-4.04	timeout
06-19 21:34	ETH	Buy	1703.47→1704.13	-0.26	timeout
06-19 19:48	ETH	Sell	1702.73→1701.27	-0.02	timeout
06-19 07:16	ETH	Sell	1700.83→1696.67	+0.77	timeout
06-19 03:15	ETH	Buy	1709.87→1686.39	-7.32	stop_loss
06-18 17:23	ETH	Sell	1722.13→1679.37	+11.96	take_profit
06-18 15:39	ETH	Buy	1731.87→1707.97	-7.35	stop_loss
06-18 05:50	ETH	Sell	1755.52→1728.67	+7.19	timeout
06-18 04:09	ETH	Buy	1757.58→1733.46	-7.31	stop_loss
06-17 16:26	ETH	Sell	1755.92→1780.27	-7.38	stop_loss
06-17 16:14	ETH	Buy	1761.38→1774.92	+3.38	timeout
06-17 03:51	ETH	Buy	1796.08→1793.52	-1.17	timeout
06-17 02:23	ETH	Sell	1782.72→1807.18	-7.31	stop_loss
06-16 14:31	ETH	Sell	1813.82→1768.58	+12.03	take_profit
06-16 14:23	ETH	Buy	1798.68→1774.04	-7.31	stop_loss
06-16 04:00	ETH	Sell	1789.42→1777.18	+2.97	timeout
06-16 02:34	ETH	Buy	1793.88→1769.14	-7.34	stop_loss
06-15 13:16	ETH	Buy	1760.98→1805.02	+12.05	take_profit
06-15 13:08	ETH	Sell	1765.22→1789.67	-7.37	stop_loss
06-15 02:55	ETH	Sell	1724.03→1716.87	+1.63	timeout
06-15 00:27	ETH	Buy	1703.47→1726.33	+6.26	timeout
06-14 14:51	ETH	Sell	1675.13→1657.07	+4.94	timeout
06-14 09:16	ETH	Buy	1680.87→1672.93	-2.80	timeout
06-14 02:17	ETH	Sell	1681.13→1684.67	-1.49	timeout
06-13 19:33	ETH	Buy	1673.07→1675.93	+0.42	timeout
06-13 13:57	ETH	Sell	1672.73→1677.27	-1.79	timeout
06-13 02:41	ETH	Buy	1664.37→1668.83	+0.88	timeout
06-13 01:47	ETH	Sell	1661.73→1673.57	-3.99	timeout
06-12 13:42	ETH	Buy	1674.87→1651.81	-7.33	stop_loss
06-12 13:38	ETH	Sell	1675.23→1661.87	+3.54	timeout
06-12 01:03	ETH	Buy	1678.87→1667.83	-3.74	timeout
06-12 00:57	ETH	Sell	1675.53→1674.57	-0.15	timeout
06-11 13:01	ETH	Buy	1659.37→1648.84	-3.63	timeout
06-11 12:48	ETH	Sell	1658.43→1650.57	+1.93	timeout
06-11 00:49	ETH	Buy	1620.16→1629.84	+2.52	timeout
06-10 23:41	ETH	Sell	1630.54→1620.86	+2.51	timeout
06-10 11:49	ETH	Buy	1618.86→1620.74	+0.14	timeout
06-10 11:25	ETH	Sell	1632.94→1619.86	+3.55	timeout
06-09 15:45	ETH	Sell	1672.33→1640.16	+9.16	timeout
06-09 14:15	ETH	Buy	1676.47→1653.51	-7.30	stop_loss
06-09 03:57	ETH	Buy	1662.37→1665.93	+0.66	timeout
06-09 03:43	ETH	Sell	1668.93→1666.27	+0.31	timeout
06-08 15:42	ETH	Buy	1684.57→1691.83	+1.71	timeout
06-08 14:34	ETH	Sell	1685.43→1687.17	-0.97	timeout
06-08 03:10	ETH	Buy	1683.97→1686.53	+0.34	timeout
06-08 00:26	ETH	Sell	1673.03→1696.02	-7.32	stop_loss
06-07 14:07	ETH	Sell	1623.04→1619.26	+0.69	timeout
06-07 12:34	ETH	Buy	1628.96→1606.64	-7.30	stop_loss
06-07 02:33	ETH	Buy	1560.36→1583.94	+7.12	timeout
06-07 01:03	ETH	Sell	1554.24→1575.64	-7.33	stop_loss
06-06 14:02	ETH	Buy	1551.56→1559.54	+2.13	timeout
06-06 13:05	ETH	Sell	1562.34→1570.76	-3.16	timeout
06-05 23:26	ETH	Sell	1611.84→1571.66	+12.01	take_profit
06-05 23:22	ETH	Buy	1599.06→1576.85	-7.39	stop_loss
06-05 12:56	ETH	Sell	1681.63→1656.07	+7.14	timeout
06-05 12:03	ETH	Buy	1675.07→1651.81	-7.39	stop_loss
06-05 01:10	ETH	Sell	1754.12→1752.58	-0.02	timeout
06-05 01:03	ETH	Buy	1770.58→1746.15	-7.34	stop_loss
06-04 13:38	ETH	Buy	1743.07→1786.32	+11.96	take_profit
06-04 12:47	ETH	Sell	1760.12→1773.48	-4.25	timeout
06-04 00:25	ETH	Buy	1828.78→1803.72	-7.31	stop_loss
06-03 21:07	ETH	Sell	1777.42→1802.08	-7.39	stop_loss
06-03 15:07	ETH	Buy	1873.89→1848.09	-7.33	stop_loss
06-03 13:29	ETH	Sell	1884.71→1868.39	+3.88	timeout
06-03 03:44	ETH	Buy	1847.38→1821.91	-7.35	stop_loss
06-03 03:33	ETH	Sell	1866.81→1843.38	+5.82	timeout
06-02 12:32	ETH	Buy	1972.1→1976.1	+0.56	timeout
06-02 10:55	ETH	Sell	1984.4→1981.1	+0.39	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-24.83

total pnl ($)

-5.2 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 ($)
ETH	95	46%	-5.2	-24.83

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…