ob_imbalance_btc_momentum · strategy

207

closed trades

25%

win rate

-87.79

total pnl ($)

1.250

weight

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

Backtest evidence run: 2026-05-21 05:30 (38.4d ago) · src: backtest-gate-results.jsonl

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: strategies_batch_arj

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=229.223

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 04:46	BTC	Buy	73433.3→73440.7	-0.40	timeout
06-01 04:16	BTC	Buy	73782.3→73593.7	-1.73	timeout
06-01 01:36	BTC	Buy	73592.3→73628.7	-0.20	timeout
05-31 23:45	BTC	Buy	73742.3→73563.7	-1.66	timeout
05-31 22:13	BTC	Buy	73870.3→73832.7	-0.70	timeout
05-31 21:34	BTC	Buy	73682.3→73608.7	-0.95	timeout
05-31 19:24	BTC	Buy	73562.3→73497.7	-0.89	timeout
05-31 18:06	BTC	Buy	73661.3→73628.7	-0.67	timeout
05-31 16:36	BTC	Buy	73586.3→73415.7	-1.61	timeout
05-31 15:44	BTC	Buy	73721.3→73601.7	-1.26	timeout
05-31 15:00	BTC	Buy	73595.3→73584.7	-0.52	timeout
05-31 14:24	BTC	Buy	73805.3→73601.7	-1.83	timeout
05-31 13:22	BTC	Buy	73850.3→73970.7	+0.36	timeout
05-31 12:49	BTC	Buy	73891.3→73925.7	-0.22	timeout
05-31 12:03	BTC	Buy	73878.3→73860.7	-0.57	timeout
05-31 11:31	BTC	Buy	73876.3→73906.7	-0.25	timeout
05-31 10:58	BTC	Buy	73779.3→73865.7	+0.13	timeout
05-31 10:26	BTC	Buy	73823.3→73764.7	-0.85	timeout
05-31 09:08	BTC	Buy	73846.3→73867.7	-0.31	timeout
05-31 08:30	BTC	Buy	73867.3→73948.7	+0.10	timeout
05-31 07:50	BTC	Buy	73802.3→73848.7	-0.14	timeout
05-31 06:32	BTC	Buy	73972.3→74035.7	-0.02	timeout
05-31 05:24	BTC	Buy	74160.3→74155.7	-0.48	timeout
05-31 03:48	BTC	Buy	74137.3→74157.7	-0.31	timeout
05-31 02:29	BTC	Buy	74127.3→73939.7	-1.72	timeout
05-31 01:20	BTC	Buy	74085.3→74151.7	-0.00	timeout
05-31 00:46	BTC	Buy	73935.3→73921.7	-0.54	timeout
05-31 00:11	BTC	Buy	73810.3→73891.7	+0.10	timeout
05-30 21:28	BTC	Buy	73938.3→73963.7	-0.28	timeout
05-30 20:19	BTC	Buy	73921.3→73934.7	-0.36	timeout
05-30 18:46	BTC	Buy	73936.3→74032.7	+0.20	timeout
05-30 17:08	BTC	Buy	73889.3→73850.7	-0.71	timeout
05-30 15:44	BTC	Buy	73905.3→73838.7	-0.90	timeout
05-30 15:01	BTC	Buy	73905.3→73925.7	-0.31	timeout
05-30 14:09	BTC	Buy	73784.3→73927.7	+0.52	timeout
05-30 13:24	BTC	Buy	73742.3→73771.7	-0.25	timeout
05-30 12:19	BTC	Buy	73563.3→73616.7	-0.09	timeout
05-30 11:43	BTC	Buy	73560.3→73600.7	-0.18	timeout
05-30 11:05	BTC	Buy	73617.3→73614.7	-0.47	timeout
05-30 10:18	BTC	Buy	73563.3→73630.7	+0.01	timeout
05-29 11:08	BTC	Buy	73602.3→73623.7	-0.31	timeout
05-29 10:30	BTC	Buy	73656.3→73567.7	-1.05	timeout
05-29 09:44	BTC	Buy	73856.3→73805.7	-0.79	timeout
05-29 09:12	BTC	Buy	73614.3→73800.7	+0.82	timeout
05-29 08:36	BTC	Buy	73737.3→73798.7	-0.03	timeout
05-29 08:05	BTC	Buy	73365.3→73637.7	+1.41	timeout
05-29 07:23	BTC	Buy	73738.3→73794.7	-0.07	timeout
05-29 04:22	BTC	Buy	73250.3→73249.7	-0.46	timeout
05-29 04:22	BTC	Buy	73250.3→73225.7	-0.62	timeout
05-29 03:47	BTC	Buy	73375.3→73319.7	-0.83	timeout
05-29 02:29	BTC	Buy	73598.3→73366.7	-2.03	timeout
05-29 01:57	BTC	Buy	73475.3→73568.7	+0.18	timeout
05-29 01:21	BTC	Buy	73790.3→73600.7	-1.74	timeout
05-29 00:40	BTC	Buy	73822.3→73789.7	-0.67	timeout
05-29 00:00	BTC	Buy	73562.3→73639.7	+0.07	timeout
05-28 23:13	BTC	Buy	73434.3→73562.7	+0.42	timeout
05-28 22:36	BTC	Buy	73639.3→73540.7	-1.12	timeout
05-28 21:59	BTC	Buy	73894.3→73814.7	-0.99	timeout
05-28 20:57	BTC	Buy	73659.3→73570.7	-1.05	timeout
05-28 20:22	BTC	Buy	73296.3→73617.7	+1.74	timeout
05-28 19:40	BTC	Buy	73495.3→73418.7	-0.97	timeout
05-28 19:03	BTC	Buy	73608.3→73548.7	-0.86	timeout
05-28 18:31	BTC	Buy	73644.3→73575.7	-0.92	timeout
05-28 17:46	BTC	Buy	73336.3→73642.7	+1.64	timeout
05-28 17:11	BTC	Buy	73413.3→73433.7	-0.31	timeout
05-28 16:41	BTC	Buy	73199.3→73264.7	-0.01	timeout
05-28 16:08	BTC	Buy	72897.4→72831.6	-0.90	timeout
05-28 15:31	BTC	Buy	72809.4→72923.6	+0.33	timeout
05-28 14:58	BTC	Buy	72846.4→72994.6	+0.57	timeout
05-28 14:14	BTC	Buy	72995.4→73165.7	+0.72	timeout
05-28 13:29	BTC	Buy	73298.3→73135.7	-1.56	timeout
05-28 12:43	BTC	Buy	73356.3→73481.7	+0.40	timeout
05-28 12:07	BTC	Buy	73465.3→73472.7	-0.40	timeout
05-28 11:18	BTC	Buy	73400.3→73377.7	-0.60	timeout
05-28 10:48	BTC	Buy	73385.3→73549.7	+0.67	timeout
05-28 10:12	BTC	Buy	73527.3→73560.7	-0.22	timeout
05-28 09:41	BTC	Buy	73371.3→73439.7	+0.02	timeout
05-28 09:09	BTC	Buy	73306.3→73316.7	-0.38	timeout
05-28 08:33	BTC	Buy	73388.3→73223.7	-1.57	timeout
05-28 08:03	BTC	Buy	73365.3→73318.7	-0.77	timeout
05-28 07:25	BTC	Buy	73143.3→73270.7	+0.42	timeout
05-28 06:53	BTC	Buy	72774.4→73124.7	+1.96	timeout
05-28 06:21	BTC	Buy	72932.4→72983.6	-0.10	timeout
05-28 05:50	BTC	Buy	72919.4→72962.6	-0.15	timeout
05-28 05:18	BTC	Buy	73097.3→72930.6	-1.59	timeout
05-28 04:47	BTC	Buy	73041.3→73148.7	+0.28	timeout
05-28 04:16	BTC	Buy	73187.3→73024.7	-1.56	timeout
05-28 03:45	BTC	Buy	73596.3→73457.7	-1.39	timeout
05-28 03:14	BTC	Buy	74251.3→74172.7	-0.98	timeout
05-28 02:43	BTC	Buy	74147.3→74225.7	+0.08	timeout
05-28 02:11	BTC	Buy	74298.3→74308.7	-0.38	timeout
05-28 01:37	BTC	Buy	74325.3→74299.7	-0.62	timeout
05-28 01:06	BTC	Buy	74412.3→74509.7	+0.20	timeout
05-28 00:33	BTC	Buy	74492.3→74496.7	-0.42	timeout
05-27 23:52	BTC	Buy	74255.3→74331.7	+0.06	timeout
05-27 23:19	BTC	Buy	74432.3→74496.7	-0.02	timeout
05-27 22:47	BTC	Buy	74522.3→74566.7	-0.15	timeout
05-27 22:14	BTC	Buy	74434.3→74360.7	-0.94	timeout
05-27 21:23	BTC	Buy	75125.2→75139.8	-0.35	timeout
05-27 20:52	BTC	Buy	75227.2→75239.8	-0.37	timeout

Paper vs Live

Paper (trades.jsonl)

207

closed

25%

win rate

-87.79

total pnl ($)

-8.5 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	207	25%	-8.5	-87.79

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…