hl_orderbook_imbalance_fade_short · strategy

116

closed trades

37%

win rate

-27.28

total pnl ($)

1.225

weight

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

Backtest evidence run: 2026-06-03 13:15:36 (24.0d ago) · src: canon

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

n: 281 · wr: 49.1% · total_bps: +961.2 · mean_bps: +3.42 · sharpe: +0.07 · max_dd_bps: -1237.6

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 04:19	BTC	Sell	73436.3→73495.7	-0.85	timeout
06-01 02:43	BTC	Sell	73938.3→73802.7	+0.47	timeout
06-01 01:19	BTC	Sell	73901.3→73596.7	+1.62	timeout
05-31 23:40	BTC	Sell	73679.3→73524.7	+0.60	timeout
05-31 22:00	BTC	Sell	73580.3→73945.7	-2.93	timeout
05-31 20:12	BTC	Sell	73651.3→73658.7	-0.50	timeout
05-31 18:04	BTC	Sell	73660.3→73596.7	-0.01	timeout
05-31 16:32	BTC	Sell	73657.3→73535.7	+0.38	timeout
05-31 14:49	BTC	Sell	73918.3→73669.7	+1.23	timeout
05-31 13:17	BTC	Sell	73874.3→73932.7	-0.84	timeout
05-31 11:45	BTC	Sell	73937.3→73916.7	-0.30	timeout
05-31 10:00	BTC	Sell	73850.3→73815.7	-0.20	timeout
05-31 08:17	BTC	Sell	73972.3→73923.7	-0.11	timeout
05-31 05:33	BTC	Sell	74137.3→74124.7	-0.36	timeout
05-31 02:23	BTC	Sell	73897.3→74113.7	-1.91	timeout
05-30 21:41	BTC	Sell	73990.3→73964.7	-0.27	timeout
05-30 19:11	BTC	Sell	73844.3→73970.7	-1.30	timeout
05-30 16:39	BTC	Sell	73985.3→73928.7	-0.06	timeout
05-30 14:03	BTC	Sell	73564.3→73834.7	-2.28	timeout
05-30 12:03	BTC	Sell	73562.3→73569.7	-0.50	timeout
05-30 11:13	BTC	Sell	73496.3→73604.7	-1.18	timeout
05-30 07:33	BTC	Sell	73501.3→73541.7	-0.72	timeout
05-30 05:41	BTC	Sell	73540.3→73544.7	-0.48	timeout
05-30 03:44	BTC	Sell	73567.3→73509.7	-0.05	timeout
05-30 01:26	BTC	Sell	73339.3→73618.7	-2.35	timeout
05-29 23:26	BTC	Sell	73528.3→73353.7	+0.74	timeout
05-29 21:01	BTC	Sell	73340.3→73647.7	-2.54	timeout
05-29 19:16	BTC	Sell	74166.3→73359.7	+4.99	timeout
05-29 17:33	BTC	Sell	73996.3→74271.7	-2.30	timeout
05-29 15:08	BTC	Sell	73179.3→73517.7	-2.76	timeout
05-29 13:38	BTC	Sell	73475.3→73200.7	+1.42	timeout
05-29 12:29	BTC	Sell	73583.3→73290.7	+1.54	timeout
05-29 10:57	BTC	Sell	73614.3→73647.7	-0.67	timeout
05-29 10:07	BTC	Sell	73603.3→73681.7	-0.98	timeout
05-29 08:46	BTC	Sell	73667.3→73748.7	-1.00	timeout
05-29 05:31	BTC	Sell	73356.3→73394.7	-0.70	timeout
05-29 02:35	BTC	Sell	73767.3→73457.7	+1.66	timeout
05-29 01:16	BTC	Sell	73582.3→73734.7	-1.47	timeout
05-29 00:06	BTC	Sell	73756.3→73660.7	+0.21	timeout
05-28 22:31	BTC	Sell	73598.3→73577.7	-0.30	timeout
05-28 21:03	BTC	Sell	73540.3→73583.7	-0.73	timeout
05-28 19:55	BTC	Sell	73494.3→73466.7	-0.25	timeout
05-28 18:40	BTC	Sell	73230.3→73568.7	-2.75	timeout
05-28 17:36	BTC	Sell	72908.4→73458.7	-4.21	timeout
05-28 16:26	BTC	Sell	73066.3→73205.7	-1.39	timeout
05-28 15:13	BTC	Sell	73315.3→72891.6	+2.45	timeout
05-28 14:22	BTC	Sell	73271.3→73213.7	-0.05	timeout
05-28 13:19	BTC	Sell	73371.3→73207.7	+0.67	timeout
05-28 12:14	BTC	Sell	73540.3→73376.7	+0.67	timeout
05-28 11:03	BTC	Sell	73332.3→73409.7	-0.98	timeout
05-28 09:41	BTC	Sell	73376.3→73439.7	-0.88	timeout
05-28 08:19	BTC	Sell	72971.4→73405.7	-3.43	timeout
05-28 07:19	BTC	Sell	72927.4→73261.7	-2.74	timeout
05-28 06:19	BTC	Sell	72988.4→73000.6	-0.53	timeout
05-28 04:02	BTC	Sell	74009.3→72883.6	+7.16	take_profit
05-28 03:53	BTC	Sell	74339.3→73230.7	+7.01	take_profit
05-28 03:10	BTC	Sell	74466.3→74228.7	+1.15	timeout
05-28 02:06	BTC	Sell	74502.3→74280.7	+1.04	timeout
05-28 01:07	BTC	Sell	74415.3→74517.7	-1.14	timeout
05-28 00:06	BTC	Sell	74694.3→74517.7	+0.74	timeout
05-27 23:05	BTC	Sell	75142.2→74432.7	+4.28	timeout
05-27 22:04	BTC	Sell	75134.2→74670.7	+2.64	timeout
05-27 21:01	BTC	Sell	74960.3→75207.8	-2.10	timeout
05-27 19:57	BTC	Sell	74752.3→75030.8	-2.31	timeout
05-27 18:49	BTC	Sell	75143.2→74942.7	+0.89	timeout
05-27 17:48	BTC	Sell	75251.2→74886.7	+1.98	timeout
05-27 16:47	BTC	Sell	75102.2→75105.8	-0.47	timeout
05-27 15:44	BTC	Sell	74885.3→75246.8	-2.86	timeout
05-27 14:29	BTC	Sell	75874.2→74742.7	+7.00	take_profit
05-27 13:35	BTC	Sell	75813.2→75169.8	+3.79	timeout
05-27 12:34	BTC	Sell	75911.2→75880.8	-0.26	timeout
05-27 11:31	BTC	Sell	75770.2→75819.8	-0.79	timeout
05-27 10:28	BTC	Sell	76012.2→75980.8	-0.25	timeout
05-27 09:26	BTC	Sell	75810.2→75810.8	-0.46	timeout
05-27 08:27	BTC	Sell	75668.2→76009.8	-2.72	timeout
05-27 07:26	BTC	Sell	75606.2→75804.8	-1.77	timeout
05-27 06:23	BTC	Sell	75449.2→75684.8	-2.02	timeout
05-27 05:22	BTC	Sell	75787.2→75621.8	+0.63	timeout
05-27 04:20	BTC	Sell	75693.2→75499.8	+0.82	timeout
05-27 03:14	BTC	Sell	76025.2→75848.8	+0.71	timeout
05-27 02:13	BTC	Sell	75936.2→75754.8	+0.74	timeout
05-27 01:13	BTC	Sell	75839.2→76033.8	-1.74	timeout
05-27 00:12	BTC	Sell	75772.2→75940.8	-1.56	timeout
05-26 23:12	BTC	Sell	75909.2→75880.8	-0.26	timeout
05-26 22:11	BTC	Sell	76068.2→75792.8	+1.36	timeout
05-26 21:10	BTC	Sell	75841.2→75940.8	-1.10	timeout
05-26 20:10	BTC	Sell	75953.2→76056.8	-1.13	timeout
05-26 19:10	BTC	Sell	76520.2→75862.8	+3.85	timeout
05-26 17:58	BTC	Sell	76479.2→76004.8	+2.65	timeout
05-26 14:25	BTC	Sell	77235.1→77975.9	-5.24	stop_loss
05-26 14:24	BTC	Sell	77090.1→77827.8	-5.23	stop_loss
05-26 13:53	BTC	Sell	77207.1→77239.9	-0.66	timeout
05-26 12:52	BTC	Sell	77443.1→77071.9	+1.95	timeout
05-26 10:40	BTC	Sell	76787.2→77530.6	-5.29	stop_loss
05-26 10:36	BTC	Sell	76608.2→77341.5	-5.24	stop_loss
05-26 09:47	BTC	Sell	76600.2→76653.8	-0.80	timeout
05-26 08:43	BTC	Sell	76908.2→76787.8	+0.33	timeout
05-26 07:41	BTC	Sell	76833.2→76604.8	+1.04	timeout
05-26 06:40	BTC	Sell	76713.2→76947.8	-1.98	timeout
05-26 05:36	BTC	Sell	76619.2→76906.8	-2.33	timeout

Paper vs Live

Paper (trades.jsonl)

116

closed

37%

win rate

-27.28

total pnl ($)

-4.8 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	116	37%	-4.8	-27.28

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…