ob_imbalance_momentum_short_v1 · strategy

1115

closed trades

40%

win rate

-524.98

total pnl ($)

0.755

weight

7d window — n=137 wr=41% pnl=-68.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-22 23:49 (38.3d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_avi

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=230.992

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 05:24	DOT	Sell	0.815176→0.816914	-1.52	timeout
06-30 02:09	BTC	Sell	59772→59876	-1.32	timeout
06-29 23:02	DOGE	Sell	0.0738375→0.0734194	+2.38	timeout
06-29 20:03	DOGE	Sell	0.0737326→0.0738715	-1.39	timeout
06-29 17:15	SOL	Sell	74.9548→75.7132	-5.51	stop_loss
06-29 15:32	BTC	Sell	59343→59628	-2.85	timeout
06-29 13:08	LINK	Sell	7.36666→7.33803	+1.50	timeout
06-29 10:40	ETH	Sell	1572.84→1578.86	-2.36	timeout
06-29 08:24	ETH	Sell	1578.94→1575.66	+0.59	timeout
06-29 06:01	BNB	Sell	548.743→554.315	-5.52	stop_loss
06-29 03:52	BTC	Sell	59688→59988	-2.96	timeout
06-29 01:42	SUI	Sell	0.6784→0.68209	-3.17	timeout
06-28 23:38	ETH	Sell	1562.14→1577.35	-5.32	stop_loss
06-28 21:51	BTC	Sell	59623→59353	+1.82	timeout
06-28 19:57	BTC	Sell	59574→59427	+0.78	timeout
06-28 17:59	BTC	Sell	59656→59570	+0.27	timeout
06-28 16:08	BTC	Sell	60042→59881	+0.89	timeout
06-28 14:17	SOL	Sell	71.4893→71.8838	-3.20	timeout
06-28 12:10	BTC	Sell	60091→60320	-2.35	timeout
06-28 10:30	BTC	Sell	60278→60112	+0.93	timeout
06-28 08:54	BNB	Sell	555.951→557.579	-1.92	timeout
06-28 07:24	LINK	Sell	7.22819→7.27792	-3.89	timeout
06-28 05:59	SOL	Sell	70.7114→70.4696	+1.26	timeout
06-28 04:34	BTC	Sell	60194→60100	+0.33	timeout
06-28 03:13	SOL	Sell	70.9374→70.9166	-0.31	timeout
06-28 02:05	BNB	Sell	556.341→558.26	-2.18	timeout
06-28 00:51	BTC	Sell	60030→60117	-1.18	timeout
06-27 23:43	SOL	Sell	70.8614→70.5866	+1.49	timeout
06-27 22:33	DOGE	Sell	0.0748913→0.0746427	+1.21	timeout
06-27 21:25	ETH	Sell	1579.74→1581.16	-0.90	timeout
06-27 20:14	ETH	Sell	1593.44→1581.46	+3.31	timeout
06-27 19:04	SOL	Sell	71.9082→71.9668	-0.86	timeout
06-27 17:50	ETH	Sell	1605.24→1592.36	+3.56	timeout
06-27 16:44	BNB	Sell	565.509→566.081	-0.96	timeout
06-27 15:36	BTC	Sell	60555→60763	-2.17	timeout
06-27 14:31	BTC	Sell	60425→60591	-1.82	timeout
06-27 13:28	ETH	Sell	1582.34→1586.16	-1.66	timeout
06-27 12:12	BTC	Sell	60368→60238	+0.63	timeout
06-27 11:00	BNB	Sell	564.079→564.451	-0.78	timeout
06-27 09:48	LINK	Sell	7.36436→7.36984	-0.82	timeout
06-27 08:32	ETH	Sell	1581.34→1582.66	-0.87	timeout
06-27 07:25	SOL	Sell	71.8352→72.1508	-2.65	timeout
06-27 06:13	BNB	Sell	565.659→564.301	+0.76	timeout
06-27 05:04	AVAX	Sell	6.55696→6.54904	+0.16	timeout
06-27 03:47	BTC	Sell	60289→60281	-0.38	timeout
06-27 02:29	BTC	Sell	59955→60278	-3.14	timeout
06-27 01:11	ETH	Sell	1579.64→1574.26	+1.25	timeout
06-26 23:53	DOGE	Sell	0.0755611→0.0757849	-1.92	timeout
06-26 22:33	SOL	Sell	72.3032→71.5697	+4.63	timeout
06-26 21:12	BTC	Sell	59675→59704	-0.69	timeout
06-26 19:44	BTC	Sell	59735→59904	-1.86	timeout
06-26 18:20	BTC	Sell	60045→59997	-0.05	timeout
06-26 16:52	BTC	Sell	60174→60034	+0.72	timeout
06-26 15:24	ETH	Sell	1565.64→1580.85	-5.31	stop_loss
06-26 14:47	TRX	Sell	0.31908→0.31931	-0.81	timeout
06-26 13:19	BTC	Sell	59537→58670.9	+6.83	timeout
06-26 11:54	BNB	Sell	563.459→558.75	+3.74	timeout
06-26 10:28	ETH	Sell	1560.84→1553.96	+1.75	timeout
06-26 09:00	SOL	Sell	70.6884→69.8515	+5.48	timeout
06-26 07:39	BTC	Sell	60173→60683	-4.68	timeout
06-26 06:18	BTC	Sell	59910→59738	+0.99	timeout
06-26 05:01	BTC	Sell	59832→59848	-0.58	timeout
06-26 03:47	DOGE	Sell	0.0736376→0.0743798	-5.49	stop_loss
06-26 03:27	LTC	Sell	40.2649→40.6815	-5.62	stop_loss
06-26 02:52	BTC	Sell	59373→58551.9	+6.46	timeout
06-26 01:47	AVAX	Sell	6.21924→6.12533	+7.10	timeout
06-26 00:43	BTC	Sell	59968→59780	+1.12	timeout
06-25 23:40	BNB	Sell	559.83→562.221	-2.58	timeout
06-25 22:33	BNB	Sell	559.04→559.84	-1.16	timeout
06-25 21:31	DOGE	Sell	0.0736546→0.0743948	-5.47	stop_loss
06-25 21:02	XRP	Sell	1.03674→1.03316	+1.27	timeout
06-25 20:01	DOT	Sell	0.84015→0.848636	-5.50	stop_loss
06-25 19:21	DOGE	Sell	0.0740465→0.0731343	+5.71	timeout
06-25 18:20	BTC	Sell	59461→59640	-1.96	timeout
06-25 17:16	AVAX	Sell	6.17096→6.23417	-5.57	stop_loss
06-25 17:07	DOGE	Sell	0.0736666→0.0734464	+1.05	timeout
06-25 16:06	ARB	Sell	0.0728718→0.0736052	-5.49	stop_loss
06-25 15:37	LINK	Sell	7.1919→7.1852	+0.01	timeout
06-25 14:33	ETH	Sell	1567.64→1582.95	-5.33	stop_loss
06-25 14:08	XRP	Sell	1.02564→1.03598	-5.49	stop_loss
06-25 13:42	BTC	Sell	61347.9→60249	+8.50	take_profit
06-25 12:31	LINK	Sell	7.43924→7.45836	-1.74	timeout
06-25 11:20	ADA	Sell	0.148563→0.147427	+3.37	timeout
06-25 10:03	BNB	Sell	569.198→568.542	+0.13	timeout
06-25 08:43	ETH	Sell	1657.63→1652.07	+1.23	timeout
06-25 07:24	BTC	Sell	61628.9→61804.1	-1.87	timeout
06-25 06:13	BTC	Sell	61595.9→61708.1	-1.36	timeout
06-25 04:57	BNB	Sell	563.409→569.067	-5.47	stop_loss
06-25 04:18	LINK	Sell	7.39815→7.38675	+0.33	timeout
06-25 03:10	ETH	Sell	1616.94→1620.76	-1.63	timeout
06-25 02:07	SUI	Sell	0.6781→0.67847	-0.73	timeout
06-25 01:03	TRX	Sell	0.327268→0.327732	-1.16	timeout
06-25 00:02	BTC	Sell	60802→61054.1	-2.52	timeout
06-24 23:03	BTC	Sell	61091.9→60808	+1.87	timeout
06-24 22:00	BCH	Sell	187.733→189.822	-6.01	stop_loss
06-24 21:12	SUI	Sell	0.682919→0.67944	+2.09	timeout
06-24 20:10	BTC	Sell	60238→60819.4	-5.28	stop_loss
06-24 20:01	BTC	Sell	59696→60283.1	-5.37	stop_loss
06-24 19:23	DOGE	Sell	0.0741785→0.0738305	+1.89	timeout
06-24 18:22	OP	Sell	0.0968458→0.0978533	-5.65	stop_loss

Paper vs Live

Paper (trades.jsonl)

1115

closed

40%

win rate

-524.98

total pnl ($)

-9.4 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	271	37%	-9.8	-132.71
SOL	128	45%	-1.8	-11.48
ETH	121	45%	-1.4	-8.69
BNB	72	32%	-16.7	-60.05
LINK	61	49%	-4.7	-14.36
ADA	58	48%	-8.7	-25.32
DOGE	50	48%	+1.1	+2.82
AVAX	47	47%	-0.1	-0.13
ARB	44	32%	-35.1	-77.19
SUI	40	40%	-13.6	-27.13
DOT	36	47%	-6.4	-11.44
LTC	30	23%	-23.8	-35.83
NEAR	27	26%	-26.9	-36.40
OP	27	59%	+22.6	+30.59
APT	23	43%	+5.5	+6.33
TRX	22	14%	-19.5	-21.48
ATOM	22	27%	-36.3	-39.94
XRP	20	30%	-40.5	-40.58
BCH	16	31%	-27.5	-22.00

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…