ob_imbalance_momentum_long · strategy

177

closed trades

34%

win rate

-96.00

total pnl ($)

1.212

weight

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

Backtest evidence run: 2026-06-03 13:29:08 (19.6d ago) · src: canon

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

n: 730 · wr: 33.8% · total_bps: -8858.9 · mean_bps: -12.14 · sharpe: -0.33 · max_dd_bps: -9132.8

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 05:15	BTC	Buy	73570.3→73497.7	-0.94	timeout
06-01 03:27	BTC	Buy	73464.3→73909.7	+2.58	timeout
06-01 01:44	BTC	Buy	73914.3→73459.7	-3.53	timeout
05-31 22:20	BTC	Buy	73649.3→73852.7	+0.93	timeout
05-31 20:57	BTC	Buy	73546.3→73747.7	+0.92	timeout
05-31 18:53	BTC	Buy	73672.3→73589.7	-1.01	timeout
05-31 16:33	BTC	Buy	73697.3→73413.7	-2.38	timeout
05-31 15:51	BTC	Buy	73649.3→73634.7	-0.55	timeout
05-31 14:19	BTC	Buy	73942.3→73535.7	-3.20	timeout
05-31 12:57	BTC	Buy	73923.3→73886.7	-0.70	timeout
05-31 12:12	BTC	Buy	73873.3→73870.7	-0.47	timeout
05-31 11:02	BTC	Buy	73797.3→73903.7	+0.27	timeout
05-31 10:10	BTC	Buy	73883.3→73831.7	-0.81	timeout
05-31 09:13	BTC	Buy	73844.3→73889.7	-0.15	timeout
05-31 08:39	BTC	Buy	73841.3→73859.7	-0.33	timeout
05-31 07:49	BTC	Buy	74041.3→73847.7	-1.76	timeout
05-31 07:17	BTC	Buy	73972.3→73925.7	-0.77	timeout
05-31 06:23	BTC	Buy	74148.3→74003.7	-1.43	timeout
05-31 05:21	BTC	Buy	74158.3→74157.7	-0.46	timeout
05-31 03:16	BTC	Buy	74160.3→74092.7	-0.91	timeout
05-31 02:15	BTC	Buy	74119.3→74169.7	-0.11	timeout
05-31 01:31	BTC	Buy	73936.3→74153.7	+1.02	timeout
05-31 00:55	BTC	Buy	73820.3→74002.7	+0.78	timeout
05-30 19:31	BTC	Buy	73936.3→73949.7	-0.36	timeout
05-30 17:03	BTC	Buy	73845.3→73907.7	-0.03	timeout
05-30 15:29	BTC	Buy	73990.3→73911.7	-0.99	timeout
05-30 14:09	BTC	Buy	73742.3→73928.7	+0.81	timeout
05-30 12:54	BTC	Buy	73550.3→73640.7	+0.16	timeout
05-30 11:50	BTC	Buy	73617.3→73567.7	-0.79	timeout
05-30 10:54	BTC	Buy	73574.3→73618.7	-0.15	timeout
05-29 11:32	BTC	Buy	73561.3→73491.7	-0.93	timeout
05-29 10:29	BTC	Buy	73856.3→73579.7	-2.33	timeout
05-29 09:40	BTC	Buy	73767.3→73815.7	-0.12	timeout
05-29 08:50	BTC	Buy	73365.3→73708.7	+1.89	timeout
05-29 08:08	BTC	Buy	73738.3→73632.7	-1.17	timeout
05-29 04:39	BTC	Buy	73276.3→73394.7	+0.35	timeout
05-29 04:39	BTC	Buy	73276.3→73225.7	-0.80	timeout
05-29 02:53	BTC	Buy	73473.3→73279.7	-1.77	timeout
05-29 02:13	BTC	Buy	73788.3→73596.7	-1.75	timeout
05-29 01:25	BTC	Buy	73822.3→73608.7	-1.90	timeout
05-29 00:45	BTC	Buy	73562.3→73822.7	+1.31	timeout
05-28 23:58	BTC	Buy	73434.3→73619.7	+0.81	timeout
05-28 23:28	BTC	Buy	73589.3→73623.7	-0.22	timeout
05-28 22:44	BTC	Buy	73894.3→73482.7	-3.24	timeout
05-28 21:15	BTC	Buy	73414.3→73668.7	+1.28	timeout
05-28 20:44	BTC	Buy	73407.3→73707.7	+1.59	timeout
05-28 19:28	BTC	Buy	73569.3→73532.7	-0.71	timeout
05-28 18:42	BTC	Buy	73463.3→73584.7	+0.37	timeout
05-28 18:08	BTC	Buy	73450.3→73724.7	+1.41	timeout
05-28 17:09	BTC	Buy	72838.4→73473.7	+3.90	timeout
05-28 16:37	BTC	Buy	72912.4→73189.7	+1.45	timeout
05-28 15:55	BTC	Buy	72963.4→72878.6	-1.04	timeout
05-28 14:55	BTC	Buy	72956.4→72986.6	-0.25	timeout
05-28 14:23	BTC	Buy	73129.3→73079.7	-0.80	timeout
05-28 13:19	BTC	Buy	73319.3→73213.7	-1.17	timeout
05-28 12:33	BTC	Buy	73293.3→73450.7	+0.62	timeout
05-28 11:51	BTC	Buy	73388.3→73461.7	+0.05	timeout
05-28 11:16	BTC	Buy	73545.3→73370.7	-1.64	timeout
05-28 10:40	BTC	Buy	73411.3→73462.7	-0.10	timeout
05-28 10:04	BTC	Buy	73337.3→73499.7	+0.66	timeout
05-28 09:18	BTC	Buy	73388.3→73334.7	-0.81	timeout
05-28 08:34	BTC	Buy	73291.3→73242.7	-0.78	timeout
05-28 08:00	BTC	Buy	73192.3→73448.7	+1.30	timeout
05-28 06:51	BTC	Buy	72981.4→73061.7	+0.10	timeout
05-28 06:18	BTC	Buy	72897.4→72987.6	+0.17	timeout
05-28 05:45	BTC	Buy	73116.3→73003.7	-1.22	timeout
05-28 05:10	BTC	Buy	73179.3→72990.6	-1.74	timeout
05-28 04:38	BTC	Buy	73446.3→72998.6	-3.50	timeout
05-28 03:55	BTC	Buy	74246.3→73173.2	-7.68	stop_loss
05-28 03:17	BTC	Buy	74307.3→74069.7	-2.05	timeout
05-28 02:41	BTC	Buy	74195.3→74225.7	-0.25	timeout
05-28 02:05	BTC	Buy	74475.3→74230.7	-2.09	timeout
05-28 01:31	BTC	Buy	74443.3→74318.7	-1.29	timeout
05-28 00:54	BTC	Buy	74351.3→74480.7	+0.42	timeout
05-28 00:20	BTC	Buy	74489.3→74470.7	-0.58	timeout
05-27 23:49	BTC	Buy	74520.3→74465.7	-0.82	timeout
05-27 23:16	BTC	Buy	74246.3→74478.7	+1.11	timeout
05-27 22:43	BTC	Buy	74719.3→74640.7	-0.98	timeout
05-27 22:04	BTC	Buy	75172.2→74657.7	-3.88	timeout
05-27 21:26	BTC	Buy	75272.2→75141.8	-1.32	timeout
05-27 20:43	BTC	Buy	74960.3→75214.8	+1.24	timeout
05-27 20:09	BTC	Buy	74941.3→75232.8	+1.49	timeout
05-27 19:35	BTC	Buy	74868.3→74982.7	+0.31	timeout
05-27 19:01	BTC	Buy	74835.3→74991.7	+0.59	timeout
05-27 18:17	BTC	Buy	74911.3→74704.7	-1.83	timeout
05-27 17:38	BTC	Buy	75036.2→74971.7	-0.88	timeout
05-27 16:56	BTC	Buy	75250.2→75246.8	-0.48	timeout
05-27 16:21	BTC	Buy	75255.2→75063.8	-1.72	timeout
05-27 15:49	BTC	Buy	74997.2→75296.8	+1.55	timeout
05-27 15:15	BTC	Buy	74980.3→75105.8	+0.39	timeout
05-27 14:43	BTC	Buy	74911.3→74988.7	+0.07	timeout
05-27 14:08	BTC	Buy	75503.2→74973.7	-3.95	timeout
05-27 13:20	BTC	Buy	75768.2→75399.8	-2.88	timeout
05-27 12:46	BTC	Buy	75760.2→75785.8	-0.28	timeout
05-27 12:06	BTC	Buy	75936.2→75717.8	-1.88	timeout
05-27 11:33	BTC	Buy	75911.2→75802.8	-1.16	timeout
05-27 10:52	BTC	Buy	75823.2→75904.8	+0.09	timeout
05-27 10:20	BTC	Buy	75723.2→75946.8	+1.03	timeout
05-27 09:44	BTC	Buy	75911.2→75895.8	-0.55	timeout
05-27 09:12	BTC	Buy	75876.2→75731.8	-1.40	timeout

Paper vs Live

Paper (trades.jsonl)

177

closed

34%

win rate

-96.00

total pnl ($)

-10.8 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	177	34%	-10.8	-96.00

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…