ob_imbalance_continuation_short · strategy

271

closed trades

44%

win rate

-145.63

total pnl ($)

1.212

weight

7d window — n=95 wr=48% pnl=-2.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 09:02	SOL	Sell	71.9242→71.9158	-0.40	timeout
06-27 09:01	BTC	Sell	60230→60415	-1.99	timeout
06-27 04:05	SOL	Sell	71.4653→72.4551	-7.38	stop_loss
06-27 04:01	BTC	Sell	60094→60309	-2.24	timeout
06-27 03:05	SOL	Sell	71.9062→71.9738	-0.92	timeout
06-27 01:46	BTC	Sell	59953→59954	-0.46	timeout
06-27 00:39	SOL	Sell	72.3911→71.7318	+4.09	timeout
06-26 21:24	BTC	Sell	60097→59773	+2.26	timeout
06-26 16:00	BTC	Sell	59730→60552.3	-7.33	stop_loss
06-26 15:25	SOL	Sell	70.8814→71.8737	-7.45	stop_loss
06-26 13:59	BTC	Sell	59402→60221.1	-7.34	stop_loss
06-26 13:19	BTC	Sell	59944→58593.9	+10.82	take_profit
06-26 11:45	ETH	Sell	1578.74→1545.65	+10.02	timeout
06-26 10:42	BTC	Sell	60158→59520	+4.86	timeout
06-26 06:39	SOL	Sell	68.5337→69.4851	-7.39	stop_loss
06-26 03:50	ETH	Sell	1530.95→1552.03	-7.34	stop_loss
06-26 03:45	BTC	Sell	58745.1→59544.7	-7.26	stop_loss
06-26 03:37	SOL	Sell	66.2551→67.1706	-7.36	stop_loss
06-26 02:16	BTC	Sell	59808→58482.9	+10.63	take_profit
06-26 01:58	BTC	Sell	60134→59357	+6.01	timeout
06-25 23:01	BTC	Sell	59455→59859	-3.84	timeout
06-25 21:58	SOL	Sell	66.37→67.3117	-7.55	stop_loss
06-25 20:31	ETH	Sell	1567.84→1564.66	+0.57	timeout
06-25 20:26	BTC	Sell	59731→59632	+0.38	timeout
06-25 16:09	SOL	Sell	65.9241→66.8404	-7.41	stop_loss
06-25 14:33	ETH	Sell	1556.24→1578.45	-7.58	stop_loss
06-25 14:33	BTC	Sell	59059→59879.9	-7.40	stop_loss
06-25 13:45	BTC	Sell	61202.9→59848	+10.62	take_profit
06-25 13:42	SOL	Sell	68.3667→66.88	+10.42	take_profit
06-25 13:41	SOL	Sell	68.5447→67.0551	+10.42	take_profit
06-25 13:38	BTC	Sell	61722.9→60765	+7.30	timeout
06-25 11:21	BTC	Sell	61792.9→61319.1	+3.39	timeout
06-25 09:07	BTC	Sell	61506.9→61699.1	-2.01	timeout
06-25 05:09	SOL	Sell	68.1108→69.0539	-7.37	stop_loss
06-25 05:07	BTC	Sell	60881→61733.9	-7.46	stop_loss
06-25 04:17	SOL	Sell	68.0818→67.5311	+3.57	timeout
06-25 03:33	BTC	Sell	60976→60797	+1.01	timeout
06-25 01:00	BTC	Sell	60945→60790	+0.82	timeout
06-24 20:31	BTC	Sell	60038→60859.5	-7.32	stop_loss
06-24 20:05	SOL	Sell	66.0711→66.9845	-7.37	stop_loss
06-24 20:01	BTC	Sell	59466→60283.1	-7.33	stop_loss
06-24 20:01	ETH	Sell	1571.14→1592.86	-7.38	stop_loss
06-24 17:16	SOL	Sell	67.6219→66.1399	+10.51	take_profit
06-24 16:51	BTC	Sell	61128.9→59785	+10.52	take_profit
06-24 16:47	ETH	Sell	1647.64→1611.66	+10.46	take_profit
06-24 15:33	SOL	Sell	69.6166→68.1042	+10.42	take_profit
06-24 13:48	BTC	Sell	62667.9→61292.1	+10.53	take_profit
06-24 13:44	BTC	Sell	62794.9→61410.1	+10.58	take_profit
06-24 11:49	SOL	Sell	69.3656→70.3387	-7.47	stop_loss
06-24 11:31	BTC	Sell	62660.9→62422.1	+1.46	timeout
06-24 09:24	BTC	Sell	62841.9→62687.1	+0.79	timeout
06-24 08:20	SOL	Sell	69.3726→69.2404	+0.48	timeout
06-24 06:16	BTC	Sell	62813.9→62805.1	-0.37	timeout
06-24 04:02	BTC	Sell	62751.9→62722.1	-0.20	timeout
06-24 00:31	BTC	Sell	62448.9→62784.1	-3.14	timeout
06-23 22:12	SOL	Sell	68.7347→69.6853	-7.40	stop_loss
06-23 22:07	BTC	Sell	62290.9→62700.1	-3.74	timeout
06-23 20:30	SOL	Sell	69.0356→68.9383	+0.22	timeout
06-23 19:59	BTC	Sell	62459.9→62391.1	+0.10	timeout
06-23 18:11	SOL	Sell	69.2146→68.8583	+2.09	timeout
06-23 17:46	BTC	Sell	62265.9→62496.1	-2.30	timeout
06-23 16:10	SOL	Sell	69.1796→69.2304	-0.84	timeout
06-23 15:33	ETH	Sell	1661.03→1657.57	+0.58	timeout
06-23 15:20	BTC	Sell	62396.9→62267.1	+0.58	timeout
06-23 14:05	SOL	Sell	69.0296→69.1494	-1.37	timeout
06-23 12:59	BTC	Sell	62333.9→62244.1	+0.24	timeout
06-23 10:58	BTC	Sell	62902.9→62288.1	+4.40	timeout
06-23 08:17	SOL	Sell	69.9185→68.4003	+10.40	take_profit
06-23 08:17	BTC	Sell	63813.8→62410.1	+10.56	take_profit
06-23 05:46	BTC	Sell	63963.8→63373.2	+4.17	timeout
06-23 00:33	BTC	Sell	64425.8→63987.2	+2.95	timeout
06-22 20:58	BTC	Sell	64736.8→64409.2	+2.08	timeout
06-22 19:43	SOL	Sell	73.505→72.7309	+4.80	timeout
06-22 18:21	BTC	Sell	65122.7→64649.2	+3.20	timeout
06-22 13:50	BTC	Sell	64695.8→65577	-7.25	stop_loss
06-22 12:29	SOL	Sell	73.9649→74.3381	-2.95	timeout
06-22 12:09	BTC	Sell	64262.8→64693.2	-3.77	timeout
06-22 10:10	SOL	Sell	74.0639→73.9591	+0.28	timeout
06-22 08:02	BTC	Sell	63904.8→64162.2	-2.47	timeout
06-22 07:36	SOL	Sell	73.8489→74.2471	-3.13	timeout
06-22 05:21	BTC	Sell	64057.8→64222.2	-1.73	timeout
06-22 01:26	BTC	Sell	63757.8→64628.5	-7.27	stop_loss
06-22 01:19	SOL	Sell	72.8561→73.863	-7.36	stop_loss
06-22 00:35	BTC	Sell	64002.8→63711.2	+1.84	timeout
06-21 22:08	BTC	Sell	64009.8→63650.2	+2.36	timeout
06-21 19:46	BTC	Sell	64274.8→64173.2	+0.34	timeout
06-21 16:15	BTC	Sell	63991.8→64110.2	-1.37	timeout
06-21 15:05	SOL	Sell	73.7769→74.1941	-3.25	timeout
06-21 12:01	BTC	Sell	64178.8→64129.2	-0.07	timeout
06-21 08:39	BTC	Sell	64498.8→63923.2	+4.04	timeout
06-21 07:16	SOL	Sell	73.54→73.394	+0.55	timeout
06-21 03:47	BTC	Sell	64290.8→64397.2	-1.28	timeout
06-21 01:05	BTC	Sell	63919.8→64273.2	-3.20	timeout
06-20 22:48	BTC	Sell	63790.8→64232.2	-3.91	timeout
06-20 20:07	BTC	Sell	63998.8→63946.2	-0.04	timeout
06-20 15:19	BTC	Sell	63424.8→64289.3	-7.26	stop_loss
06-20 15:04	BTC	Sell	63636.8→64013.2	-3.40	timeout
06-20 12:37	ETH	Sell	1722.93→1726.57	-1.49	timeout
06-20 11:48	BTC	Sell	63700.8→63732.2	-0.69	timeout
06-20 08:32	BTC	Sell	63526.8→63429.2	+0.33	timeout

Paper vs Live

Paper (trades.jsonl)

271

closed

44%

win rate

-145.63

total pnl ($)

-10.7 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	171	43%	-10.8	-92.20
SOL	88	43%	-12.5	-55.84
ETH	12	58%	+4.1	+2.40

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 12:46	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…