eth_orderbook_pressure_trend · strategy

662

closed trades

39%

win rate

-342.71

total pnl ($)

0.950

weight

7d window — n=175 wr=45% pnl=-16.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 09:00	ETH	Buy	1746.17→1746.93	-0.24	timeout
06-22 08:27	ETH	Buy	1747.67→1747.43	-0.53	timeout
06-22 07:53	ETH	Buy	1733.17→1746.33	+3.34	timeout
06-22 06:50	ETH	Buy	1736.27→1733.53	-1.24	timeout
06-22 06:08	ETH	Buy	1736.37→1734.53	-0.98	timeout
06-22 05:25	ETH	Buy	1733.37→1736.83	+0.55	timeout
06-22 04:50	ETH	Buy	1731.97→1734.33	+0.23	timeout
06-22 03:30	ETH	Buy	1740.77→1737.53	-1.39	timeout
06-22 01:26	ETH	Buy	1722.97→1748.53	+6.96	take_profit
06-22 01:06	ETH	Buy	1712.57→1725.43	+3.30	timeout
06-22 00:31	ETH	Buy	1706.47→1721.53	+3.96	timeout
06-21 23:41	ETH	Buy	1714.37→1707.43	-2.47	timeout
06-21 22:58	ETH	Buy	1717.17→1717.33	-0.40	timeout
06-21 22:21	ETH	Buy	1712.77→1717.53	+0.94	timeout
06-21 19:49	ETH	Buy	1735.27→1734.13	-0.78	timeout
06-21 15:54	ETH	Buy	1724.67→1729.53	+0.95	timeout
06-21 11:18	ETH	Buy	1733.47→1725.03	-2.89	timeout
06-21 10:24	ETH	Buy	1726.97→1734.63	+1.77	timeout
06-21 09:18	ETH	Buy	1729.97→1725.43	-1.76	timeout
06-21 08:19	ETH	Buy	1734.67→1729.63	-1.90	timeout
06-21 07:08	ETH	Buy	1733.27→1733.83	-0.29	timeout
06-21 06:19	ETH	Buy	1730.77→1734.03	+0.49	timeout
06-21 04:32	ETH	Buy	1737.17→1738.53	-0.06	timeout
06-21 03:08	ETH	Buy	1736.77→1733.63	-1.36	timeout
06-21 01:18	ETH	Buy	1736.77→1734.93	-0.99	timeout
06-21 00:41	ETH	Buy	1741.37→1737.33	-1.62	timeout
06-21 00:01	ETH	Buy	1742.07→1738.33	-1.52	timeout
06-20 23:30	ETH	Buy	1741.57→1740.53	-0.76	timeout
06-20 22:32	ETH	Buy	1733.17→1742.13	+2.13	timeout
06-20 22:00	ETH	Buy	1730.37→1734.23	+0.66	timeout
06-20 21:29	ETH	Buy	1728.27→1732.03	+0.63	timeout
06-20 20:38	ETH	Buy	1727.27→1726.43	-0.70	timeout
06-20 19:57	ETH	Buy	1726.17→1727.73	-0.00	timeout
06-20 19:15	ETH	Buy	1727.47→1726.93	-0.61	timeout
06-20 18:37	ETH	Buy	1723.07→1728.33	+1.07	timeout
06-20 17:43	ETH	Buy	1732.47→1725.33	-2.51	timeout
06-20 16:21	ETH	Buy	1744.97→1734.53	-3.44	timeout
06-20 14:46	ETH	Buy	1717.17→1742.73	+6.99	take_profit
06-20 14:46	ETH	Buy	1716.27→1741.83	+6.99	take_profit
06-20 14:03	ETH	Buy	1725.47→1715.23	-3.42	timeout
06-20 13:27	ETH	Buy	1728.87→1712.07	-5.31	stop_loss
06-20 12:55	ETH	Buy	1727.17→1725.13	-1.05	timeout
06-20 12:22	ETH	Buy	1727.87→1728.03	-0.41	timeout
06-20 11:46	ETH	Buy	1726.47→1727.53	-0.15	timeout
06-20 11:06	ETH	Buy	1728.27→1726.93	-0.85	timeout
06-20 10:33	ETH	Buy	1724.57→1726.73	+0.17	timeout
06-20 09:45	ETH	Buy	1723.07→1727.83	+0.93	timeout
06-20 08:57	ETH	Buy	1725.57→1722.53	-1.34	timeout
06-20 08:20	ETH	Buy	1726.67→1726.33	-0.56	timeout
06-20 07:48	ETH	Buy	1727.17→1727.53	-0.35	timeout
06-20 07:01	ETH	Buy	1725.87→1726.73	-0.21	timeout
06-20 06:25	ETH	Buy	1724.37→1727.53	+0.46	timeout
06-20 05:22	ETH	Buy	1709.27→1724.53	+4.01	timeout
06-20 04:46	ETH	Buy	1707.67→1713.33	+1.20	timeout
06-20 04:14	ETH	Buy	1706.67→1707.13	-0.32	timeout
06-20 03:29	ETH	Buy	1704.47→1707.23	+0.36	timeout
06-20 02:21	ETH	Buy	1710.27→1704.53	-2.13	timeout
06-20 01:28	ETH	Buy	1711.87→1706.93	-1.90	timeout
06-20 00:44	ETH	Buy	1708.27→1710.43	+0.18	timeout
06-20 00:06	ETH	Buy	1707.77→1709.23	-0.03	timeout
06-19 23:09	ETH	Buy	1701.27→1707.73	+1.45	timeout
06-19 22:26	ETH	Buy	1705.37→1708.23	+0.39	timeout
06-19 21:47	ETH	Buy	1706.27→1703.23	-1.34	timeout
06-19 20:54	ETH	Buy	1702.37→1706.23	+0.68	timeout
06-19 19:59	ETH	Buy	1702.47→1700.73	-0.96	timeout
06-19 19:22	ETH	Buy	1705.07→1700.23	-1.87	timeout
06-19 17:12	ETH	Buy	1706.57→1696.93	-3.27	timeout
06-19 16:29	ETH	Buy	1699.37→1708.03	+2.10	timeout
06-19 15:54	ETH	Buy	1708.17→1707.63	-0.61	timeout
06-19 15:20	ETH	Buy	1699.87→1703.23	+0.54	timeout
06-19 14:47	ETH	Buy	1703.07→1705.93	+0.39	timeout
06-19 13:39	ETH	Buy	1687.67→1694.73	+1.64	timeout
06-19 13:07	ETH	Buy	1691.37→1696.53	+1.07	timeout
06-19 12:10	ETH	Buy	1689.37→1692.93	+0.60	timeout
06-19 11:15	ETH	Buy	1690.67→1689.83	-0.70	timeout
06-19 10:28	ETH	Buy	1690.47→1689.13	-0.85	timeout
06-19 09:30	ETH	Buy	1696.17→1691.43	-1.85	timeout
06-19 08:51	ETH	Buy	1696.77→1696.73	-0.46	timeout
06-19 08:19	ETH	Buy	1694.97→1695.33	-0.34	timeout
06-19 07:45	ETH	Buy	1697.77→1691.83	-2.20	timeout
06-19 07:01	ETH	Buy	1697.57→1699.33	+0.07	timeout
06-19 06:29	ETH	Buy	1693.47→1700.73	+1.69	timeout
06-19 05:48	ETH	Buy	1691.27→1695.93	+0.93	timeout
06-19 05:14	ETH	Buy	1699.47→1696.73	-1.26	timeout
06-19 04:41	ETH	Buy	1694.67→1690.03	-1.82	timeout
06-19 03:15	ETH	Buy	1702.07→1685.39	-5.35	stop_loss
06-19 02:37	ETH	Buy	1709.37→1704.03	-2.02	timeout
06-19 01:46	ETH	Buy	1715.67→1709.73	-2.18	timeout
06-19 01:03	ETH	Buy	1709.87→1714.83	+1.00	timeout
06-19 00:17	ETH	Buy	1704.47→1709.73	+1.09	timeout
06-18 23:19	ETH	Buy	1702.17→1705.93	+0.65	timeout
06-18 22:45	ETH	Buy	1706.07→1704.13	-1.02	timeout
06-18 21:52	ETH	Buy	1711.07→1705.83	-1.99	timeout
06-18 21:21	ETH	Buy	1714.47→1705.13	-3.18	timeout
06-18 20:43	ETH	Buy	1699.47→1713.03	+3.54	timeout
06-18 20:00	ETH	Buy	1682.87→1707.83	+6.96	take_profit
06-18 19:21	ETH	Buy	1684.97→1688.33	+0.55	timeout
06-18 18:46	ETH	Buy	1680.77→1684.03	+0.52	timeout
06-18 18:13	ETH	Buy	1682.77→1679.53	-1.41	timeout
06-18 17:24	ETH	Buy	1687.97→1671.6	-5.30	stop_loss

Paper vs Live

Paper (trades.jsonl)

662

closed

39%

win rate

-342.71

total pnl ($)

-10.3 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	662	39%	-10.3	-342.71

Recent bounces (last 20 of 10)

time	sym	side	reason
06-22 09:03	ETH	Buy	stale_intent
06-22 06:05	ETH	Buy	stale_intent
06-22 04:46	ETH	Buy	stale_intent
06-22 04:16	ETH	Buy	stale_intent
06-22 00:56	ETH	Buy	stale_intent
06-22 00:30	ETH	Buy	stale_intent
06-21 23:47	ETH	Buy	stale_intent
06-21 23:06	ETH	Buy	stale_intent
06-21 23:06	ETH	Buy	stale_intent
06-21 21:38	ETH	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…