hl_oi_divergence_short

46

closed trades

54%

win rate

+26.83

total pnl ($)

1.196

weight

7d window — n=9 wr=56% pnl=+9.36 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 21:48:26 (18.5d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: strategies_batch_ale

n: 19 · wr: 47.4% · total_bps: +108.9 · mean_bps: +5.73 · sharpe: +0.08 · max_dd_bps: -258.8

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

time	sym	side	entry→exit	pnl	close
06-19 14:08	BTC	Sell	62870.9→63083.2	-2.14	timeout
06-19 09:40	BTC	Sell	62648.9→62423.1	+1.35	timeout
06-19 03:38	BTC	Sell	62892.9→62670.1	+1.32	timeout
06-19 00:09	BTC	Sell	62773.9→62871.1	-1.23	timeout
06-18 18:32	BTC	Sell	62659.9→62789.1	-1.49	timeout
06-18 17:20	BTC	Sell	62678.9→62562.1	+0.47	timeout
06-18 15:57	BTC	Sell	63302.8→62356.1	+7.02	take_profit
06-18 15:32	BTC	Sell	63846.8→63197.2	+4.63	timeout
06-18 05:24	BTC	Sell	63904.8→63918.2	-0.55	timeout
06-10 12:30	BTC	Sell	61095.9→61703.9	-5.43	stop_loss
06-10 10:20	BTC	Sell	60996.9→61165.1	-1.83	timeout
06-09 16:47	BTC	Sell	61242.9→61330.1	-1.16	timeout
06-06 04:54	BTC	Sell	59735→60322.2	-5.36	stop_loss
06-06 01:41	BTC	Sell	61192.9→61071.1	+0.55	timeout
06-05 23:32	BTC	Sell	61622.9→60704	+7.01	take_profit
06-05 22:37	BTC	Sell	61716.9→61635.1	+0.21	timeout
06-05 19:46	BTC	Sell	59485→60057	-5.26	stop_loss
06-05 18:29	BTC	Sell	61011.9→60102	+7.01	take_profit
06-05 16:14	BTC	Sell	60274→60853.5	-5.26	stop_loss
06-05 14:53	BTC	Sell	61090.9→60876	+1.31	timeout
06-05 06:20	BTC	Sell	62595.9→61650.1	+7.10	take_profit
06-04 20:40	BTC	Sell	63876.8→63563.2	+2.01	timeout
06-04 17:18	BTC	Sell	63703.8→63216.2	+3.38	timeout
06-04 14:11	BTC	Sell	63868.8→64482.4	-5.26	stop_loss
06-04 12:06	BTC	Sell	62584.9→62452.1	+0.61	timeout
06-04 10:30	BTC	Sell	62767.9→62426.1	+2.27	timeout
06-04 09:27	BTC	Sell	63439.8→62923.1	+3.62	timeout
06-04 02:17	BTC	Sell	61914.9→62510.4	-5.26	stop_loss
06-04 00:30	BTC	Sell	64267.8→63309.2	+7.01	take_profit
06-03 22:07	BTC	Sell	65421.7→65558.3	-1.49	timeout
06-03 21:07	BTC	Sell	65356.7→65531.3	-1.78	timeout
06-03 17:10	BTC	Sell	66150.7→65765.3	+2.47	timeout
06-03 14:51	BTC	Sell	66980.7→66795.3	+0.94	timeout
06-03 06:26	BTC	Sell	66962.7→67295.4	-2.93	timeout
06-03 00:36	BTC	Sell	66549.7→67000.3	-3.84	timeout
06-02 22:58	BTC	Sell	67400.6→66307.3	+7.66	take_profit
06-02 20:57	BTC	Sell	67191.6→67611.4	-3.57	timeout
06-02 15:37	BTC	Sell	68086.6→67070.4	+7.01	take_profit
06-02 14:27	BTC	Sell	68783.6→67758.4	+7.00	take_profit
06-02 02:59	BTC	Sell	70735.5→70761.5	-0.63	timeout
06-02 00:39	BTC	Sell	71519.4→71163.6	+2.04	timeout
06-01 23:03	BTC	Sell	70938.5→71361.6	-3.43	timeout
05-28 14:44	BTC	Sell	73425.3→72807	+0.00	stop_loss
05-28 06:34	BTC	Sell	72987.4→72820.6	+0.69	timeout
05-28 05:26	BTC	Sell	72797.4→73010.7	-1.91	timeout
05-27 14:28	BTC	Sell	75147.2→74783.7	+1.97	timeout

Paper (trades.jsonl)

46

closed

54%

win rate

+26.83

total pnl ($)

+11.5 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 ($)
BTC	46	54%	+11.9	+26.83

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 46 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)