hl_vault_position_imbalance

not live
32
closed trades
53%
win rate
-51.09
total pnl ($)
1.029
weight
7d window — n=7 wr=57% pnl=-7.23  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 05:04:47 (18.1d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: agz
n: 43  ·  wr: 53.5%  ·  total_bps: -587.9  ·  mean_bps: -13.67  ·  sharpe: -0.13  ·  max_dd_bps: -1324.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 32 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 12:00BTCBuy63663.2→64133.8+3.13timeout
06-20 11:59BTCBuy62607.1→63654.8+7.48timeout
06-18 15:40BTCBuy64296.2→62712.5-12.09stop_loss
06-18 11:48BTCBuy64842.2→63914.8-7.27timeout
06-17 08:39BTCBuy66536.3→64900.3-12.14stop_loss
06-16 10:29BTCBuy65701.3→66637.7+6.28timeout
06-15 10:03BTCBuy64550.2→65609.7+7.38timeout
06-14 09:54BTCBuy63726.2→64581.8+5.91timeout
06-13 09:52BTCBuy63782.2→63743.8-0.79timeout
06-12 03:52BTCBuy62439.1→63472.8+7.35timeout
06-10 17:28BTCBuy61741.1→61992.9+1.47timeout
06-09 00:49BTCBuy63943.2→62368.7-12.13stop_loss
06-08 14:28BTCBuy62031.1→63786.8+12.98timeout
06-07 13:00BTCBuy60970→61814.9+6.13timeout
06-05 06:03BTCBuy63556.2→61979.9-12.19stop_loss
06-04 00:24BTCBuy65627.3→64013.8-12.10stop_loss
06-03 03:50BTCBuy67090.4→65439-12.12stop_loss
06-02 12:06BTCBuy70978.5→69231.9-12.17stop_loss
05-31 18:17BTCBuy73983.7→73603.3-2.93timeout
05-30 15:23BTCBuy73528.7→73862.3+1.59timeout
05-29 07:10BTCBuy73150.7→73762.3+3.43timeout
05-27 23:37BTCBuy75877.8→74244.3-10.71timeout
05-26 23:36BTCBuy77277.9→75855.2-9.20timeout
05-25 23:35BTCBuy76960.8→77277.1+1.46timeout
05-24 23:36BTCBuy76658.8→76952.2+1.37timeout
05-23 23:35BTCBuy75675.8→76667.2+5.73timeout
05-22 19:30BTCBuy77653.9→75697.3-12.44stop_loss
05-21 23:35BTCBuy77427.9→77646.1+0.82timeout
05-20 23:35BTCBuy76921.8→77420.1+2.61timeout
05-19 20:07BTCBuy76930.8→76836.2-1.15timeout
05-12 22:43BTCBuy81724.1→81715.9-0.46timeout
05-12 06:26BTCBuy81017.1→81715.9+3.69timeout

Paper vs Live

Paper (trades.jsonl)
32
closed
53%
win rate
-51.09
total pnl ($)
-32.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3253%-32.8-51.09

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems