high_imbalance_flow_long · strategy

205

closed trades

36%

win rate

-116.07

total pnl ($)

1.227

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-21 22:18 (36.9d ago) · src: backtest-gate-results.jsonl

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

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=229.928

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 06:30	BTC	Buy	73331.3→73164.7	-1.59	timeout
06-01 05:54	BTC	Buy	73494.3→73380.7	-1.22	timeout
06-01 04:45	BTC	Buy	73828.3→73469.7	-2.88	timeout
06-01 02:10	BTC	Buy	73554.3→73511.7	-0.74	timeout
06-01 00:50	BTC	Buy	73665.3→73950.7	+1.49	timeout
05-31 23:17	BTC	Buy	73859.3→73906.7	-0.13	timeout
05-31 22:20	BTC	Buy	73649.3→73853.7	+0.94	timeout
05-31 21:30	BTC	Buy	73666.3→73629.7	-0.70	timeout
05-31 19:56	BTC	Buy	73582.3→73525.7	-0.84	timeout
05-31 18:36	BTC	Buy	73651.3→73641.7	-0.52	timeout
05-31 17:40	BTC	Buy	73487.3→73686.7	+0.90	timeout
05-31 16:43	BTC	Buy	73588.3→73505.7	-1.01	timeout
05-31 15:46	BTC	Buy	73633.3→73629.7	-0.48	timeout
05-31 15:11	BTC	Buy	73815.3→73632.7	-1.69	timeout
05-31 14:29	BTC	Buy	73925.3→73581.7	-2.78	timeout
05-31 13:57	BTC	Buy	73879.3→73832.7	-0.77	timeout
05-31 12:49	BTC	Buy	73885.3→73926.7	-0.18	timeout
05-31 11:12	BTC	Buy	73832.3→73875.7	-0.16	timeout
05-31 10:40	BTC	Buy	73954.3→73798.7	-1.51	timeout
05-31 09:49	BTC	Buy	73816.3→73964.7	+0.55	timeout
05-31 09:03	BTC	Buy	73861.3→73865.7	-0.43	timeout
05-31 08:26	BTC	Buy	73861.3→73946.7	+0.12	timeout
05-31 07:48	BTC	Buy	74038.3→73854.7	-1.70	timeout
05-31 07:17	BTC	Buy	73972.3→73925.7	-0.77	timeout
05-31 06:44	BTC	Buy	74061.3→74047.7	-0.54	timeout
05-31 05:43	BTC	Buy	74142.3→74059.7	-1.01	timeout
05-31 04:42	BTC	Buy	74116.3→74137.7	-0.31	timeout
05-31 04:07	BTC	Buy	74052.3→74128.7	+0.06	timeout
05-31 03:14	BTC	Buy	74127.3→74118.7	-0.51	timeout
05-31 02:40	BTC	Buy	74061.3→73906.7	-1.50	timeout
05-31 02:05	BTC	Buy	74085.3→74066.7	-0.58	timeout
05-31 00:56	BTC	Buy	73810.3→74003.7	+0.86	timeout
05-30 19:34	BTC	Buy	73992.3→73962.7	-0.65	timeout
05-30 17:20	BTC	Buy	73905.3→73910.7	-0.42	timeout
05-30 16:47	BTC	Buy	73880.3→73881.7	-0.45	timeout
05-30 15:47	BTC	Buy	73930.3→73895.7	-0.69	timeout
05-30 14:54	BTC	Buy	73790.3→73896.7	+0.26	timeout
05-30 14:09	BTC	Buy	73752.3→73934.7	+0.78	timeout
05-30 12:27	BTC	Buy	73555.3→73636.7	+0.10	timeout
05-30 11:41	BTC	Buy	73601.3→73601.7	-0.45	timeout
05-30 10:31	BTC	Buy	73514.3→73620.7	+0.27	timeout
05-30 06:43	BTC	Buy	73526.3→73607.7	+0.10	timeout
05-30 05:00	BTC	Buy	73509.3→73365.7	-1.43	timeout
05-30 02:07	BTC	Buy	73493.3→73666.7	+0.73	timeout
05-30 01:02	BTC	Buy	73411.3→73446.7	-0.21	timeout
05-29 23:30	BTC	Buy	73493.3→73372.7	-1.27	timeout
05-29 21:49	BTC	Buy	73679.3→73485.7	-1.77	timeout
05-29 20:46	BTC	Buy	73632.3→73710.7	+0.08	timeout
05-29 19:26	BTC	Buy	73845.3→73305.7	-4.11	timeout
05-29 18:43	BTC	Buy	74248.3→73772.7	-3.66	timeout
05-29 17:59	BTC	Buy	74027.3→73959.7	-0.91	timeout
05-29 17:08	BTC	Buy	73822.3→74000.7	+0.75	timeout
05-29 16:24	BTC	Buy	73573.3→73603.7	-0.25	timeout
05-29 15:44	BTC	Buy	72606.4→73734.7	+7.32	timeout
05-29 14:55	BTC	Buy	73124.3→72928.6	-1.79	timeout
05-29 13:49	BTC	Buy	73243.3→73246.7	-0.43	timeout
05-29 12:38	BTC	Buy	73475.3→73271.7	-1.84	timeout
05-29 12:02	BTC	Buy	73574.3→73380.7	-1.77	timeout
05-29 11:18	BTC	Buy	73606.3→73631.7	-0.28	timeout
05-29 10:18	BTC	Buy	73804.3→73621.7	-1.69	timeout
05-29 09:22	BTC	Buy	73752.3→73832.7	+0.09	timeout
05-29 08:45	BTC	Buy	73360.3→73775.7	+2.38	timeout
05-29 08:08	BTC	Buy	73739.3→73669.7	-0.92	timeout
05-29 04:47	BTC	Buy	73312.3→73394.7	+0.11	timeout
05-29 04:47	BTC	Buy	73312.3→73225.7	-1.05	timeout
05-29 04:10	BTC	Buy	73410.3→73200.7	-1.88	timeout
05-29 03:17	BTC	Buy	73579.3→73395.7	-1.70	timeout
05-29 02:43	BTC	Buy	73484.3→73321.7	-1.56	timeout
05-29 02:05	BTC	Buy	73790.3→73579.7	-1.88	timeout
05-29 01:35	BTC	Buy	73767.3→73522.7	-2.11	timeout
05-29 00:53	BTC	Buy	73526.3→73709.7	+0.79	timeout
05-29 00:16	BTC	Buy	73582.3→73728.7	+0.54	timeout
05-28 22:58	BTC	Buy	73840.3→73441.7	-3.16	timeout
05-28 22:09	BTC	Buy	73615.3→73704.7	+0.15	timeout
05-28 21:16	BTC	Buy	73435.3→73684.7	+1.24	timeout
05-28 20:44	BTC	Buy	73406.3→73686.7	+1.45	timeout
05-28 20:05	BTC	Buy	73538.3→73306.7	-2.03	timeout
05-28 19:34	BTC	Buy	73655.3→73463.7	-1.76	timeout
05-28 19:01	BTC	Buy	73507.3→73537.7	-0.25	timeout
05-28 18:27	BTC	Buy	73341.3→73621.7	+1.46	timeout
05-28 17:43	BTC	Buy	73342.3→73476.7	+0.46	timeout
05-28 17:07	BTC	Buy	72757.4→73418.7	+4.09	timeout
05-28 16:21	BTC	Buy	72676.4→73221.7	+3.30	timeout
05-28 15:35	BTC	Buy	72890.4→72858.6	-0.67	timeout
05-28 14:26	BTC	Buy	73049.3→73096.7	-0.13	timeout
05-28 13:40	BTC	Buy	73467.3→72873.6	-4.49	timeout
05-28 13:06	BTC	Buy	73436.3→73461.7	-0.28	timeout
05-28 12:34	BTC	Buy	73336.3→73443.7	+0.28	timeout
05-28 11:55	BTC	Buy	73388.3→73490.7	+0.24	timeout
05-28 11:19	BTC	Buy	73445.3→73378.7	-0.91	timeout
05-28 10:44	BTC	Buy	73441.3→73476.7	-0.21	timeout
05-28 10:03	BTC	Buy	73332.3→73497.7	+0.68	timeout
05-28 09:25	BTC	Buy	73267.3→73375.7	+0.29	timeout
05-28 08:15	BTC	Buy	73190.3→73412.7	+1.07	timeout
05-28 07:22	BTC	Buy	72980.4→73264.7	+1.50	timeout
05-28 06:48	BTC	Buy	72910.4→73159.7	+1.26	timeout
05-28 06:06	BTC	Buy	73062.3→73001.6	-0.87	timeout
05-28 05:33	BTC	Buy	73045.3→72975.6	-0.93	timeout
05-28 04:58	BTC	Buy	73196.3→73150.7	-0.76	timeout
05-28 04:02	BTC	Buy	73827.3→72984.1	-6.16	stop_loss

Paper vs Live

Paper (trades.jsonl)

205

closed

36%

win rate

-116.07

total pnl ($)

-11.3 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 ($)
BTC	205	36%	-11.3	-116.07

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…