hl_orderbook_imbalance_extreme_long_v2

not live
24
closed trades
29%
win rate
-40.14
total pnl ($)
0.963
weight
7d window — n=24 wr=29% pnl=-40.14  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 13:02SOLBuy73.8021→71.9712-12.85stop_loss
06-30 12:58SOLBuy73.9171→72.0741-12.90stop_loss
06-30 12:56SOLBuy73.9481→72.1111-12.86stop_loss
06-30 12:38SOLBuy74.2151→72.3759-12.83stop_loss
06-30 08:36SOLBuy75.2993→73.4302-12.85stop_loss
06-30 08:36SOLBuy75.3533→73.4812-12.86stop_loss
06-30 04:20SOLBuy75.5273→73.6541-12.86stop_loss
06-30 04:10SOLBuy75.6613→73.78-12.89stop_loss
06-30 01:09SOLBuy76.0474→74.1618-12.88stop_loss
06-29 17:15SOLBuy73.167→76.4885+22.23take_profit
06-29 17:05SOLBuy71.4577→74.6218+21.58take_profit
06-29 12:35SOLBuy71.3137→74.4578+21.57take_profit
06-29 12:15SOLBuy71.0157→74.1189+21.33take_profit
06-29 12:12SOLBuy70.6896→73.7869+21.37take_profit
06-29 12:12SOLBuy70.5566→73.649+21.39take_profit
06-29 03:11SOLBuy70.8246→73.117+15.58timeout
06-28 22:55SOLBuy70.9736→69.9535-7.53timeout
06-28 21:52SOLBuy70.8826→70.4184-3.58timeout
06-28 20:50SOLBuy71.2497→70.7454-3.84timeout
06-28 19:28SOLBuy71.2507→70.9094-2.68timeout
06-27 22:15SOLBuy72.2168→70.4012-13.02stop_loss
06-27 22:15SOLBuy72.3218→70.5081-12.99stop_loss
06-27 19:31SOLBuy72.7619→70.9579-12.85stop_loss
06-27 19:25SOLBuy72.9289→71.1078-12.93stop_loss

Paper vs Live

Paper (trades.jsonl)
24
closed
29%
win rate
-40.14
total pnl ($)
-33.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL2429%-33.5-40.14

Recent bounces (last 20 of 1)

timesymsidereason
06-30 04:28SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems