eth_orderbook_wall_break_v1

44

closed trades

39%

win rate

-13.26

total pnl ($)

1.208

weight

7d window — n=13 wr=38% pnl=-2.38 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-30 12:46:11 (27.8d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: agent_session_micro_5

n: 34 · wr: 64.7% · total_bps: +459.5 · mean_bps: +13.51 · sharpe: +0.26 · max_dd_bps: -146.9

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

time	sym	side	entry→exit	pnl	close
06-26 13:43	ETH	Sell	1531.75→1546.73	-5.34	stop_loss
06-26 06:44	ETH	Sell	1556.74→1571.94	-5.33	stop_loss
06-25 21:07	ETH	Sell	1559.84→1561.46	-0.97	timeout
06-25 13:39	ETH	Sell	1636.94→1612.16	+7.11	take_profit
06-24 18:19	ETH	Sell	1559.04→1574.24	-5.33	stop_loss
06-24 00:18	ETH	Sell	1671.53→1670.77	-0.22	timeout
06-23 13:50	ETH	Sell	1658.13→1660.97	-1.31	timeout
06-23 04:43	ETH	Buy	1731.87→1722.33	-3.21	timeout
06-22 12:54	ETH	Buy	1749.47→1761.92	+3.10	timeout
06-21 14:23	ETH	Sell	1719.03→1722.07	-1.34	timeout
06-21 07:29	ETH	Sell	1734.23→1732.37	+0.08	timeout
06-20 22:54	ETH	Buy	1730.07→1743.43	+3.40	timeout
06-20 14:46	ETH	Buy	1715.37→1740.83	+6.97	take_profit
06-20 07:03	ETH	Buy	1713.67→1725.53	+3.00	timeout
06-19 16:53	ETH	Buy	1708.17→1700.23	-2.77	timeout
06-19 10:51	ETH	Buy	1696.87→1690.43	-2.35	timeout
06-19 02:30	ETH	Buy	1713.47→1703.53	-3.36	timeout
06-18 19:44	ETH	Buy	1677.47→1702.43	+6.99	take_profit
06-18 13:22	ETH	Sell	1741.73→1749.57	-2.70	timeout
06-17 19:18	ETH	Sell	1784.32→1757.68	+7.02	take_profit
06-17 12:10	ETH	Buy	1771.28→1764.32	-2.41	timeout
06-16 19:53	ETH	Buy	1798.68→1793.92	-1.79	timeout
06-16 08:54	ETH	Sell	1786.12→1803.48	-5.31	stop_loss
06-15 15:37	ETH	Buy	1818.18→1820.82	+0.27	timeout
06-14 19:34	ETH	Buy	1665.87→1666.93	-0.14	timeout
06-14 08:22	ETH	Sell	1678.83→1677.17	+0.04	timeout
06-13 19:40	ETH	Sell	1676.83→1678.87	-1.06	timeout
06-13 10:41	ETH	Buy	1676.97→1673.83	-1.40	timeout
06-13 03:07	ETH	Buy	1667.67→1668.63	-0.17	timeout
06-11 21:28	ETH	Sell	1678.53→1678.17	-0.34	timeout
06-11 08:28	ETH	Buy	1657.27→1659.83	+0.32	timeout
06-10 15:34	ETH	Buy	1643.36→1648.74	+1.18	timeout
06-09 12:07	ETH	Sell	1667.63→1682.17	-4.81	timeout
06-09 00:23	ETH	Sell	1706.93→1681.57	+6.96	take_profit
06-08 16:13	ETH	Buy	1684.47→1696.83	+3.22	timeout
06-06 03:24	ETH	Buy	1578.86→1563.26	-5.39	stop_loss
06-05 20:19	ETH	Sell	1577.94→1593.56	-5.40	stop_loss
06-05 15:09	ETH	Buy	1599.76→1584.05	-5.36	stop_loss
06-04 18:30	ETH	Sell	1763.52→1780.67	-5.31	stop_loss
06-04 10:51	ETH	Sell	1758.02→1731.97	+6.96	take_profit
06-04 01:22	ETH	Sell	1797.82→1771.18	+6.96	take_profit
06-02 19:33	ETH	Sell	1912.01→1883.59	+6.98	take_profit
06-02 01:37	ETH	Buy	2004.4→1984.91	-5.31	stop_loss
06-01 13:12	ETH	Buy	1991.1→1971.32	-5.42	stop_loss

Paper (trades.jsonl)

44

closed

39%

win rate

-13.26

total pnl ($)

-6.0 bps

avg bps net

Live (dry_run=0)

1

closed

0%

win rate

-4.28

total pnl ($)

-97.6 bps

avg bps net

Live: 1 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
ETH	44	39%	-6.0	-13.26

time	sym	side	reason
06-26 13:35	ETH	Sell	trigger_already_opened

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 44 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)