ob_imbalance_trend_eth_10lvl

not live
237
closed trades
36%
win rate
-255.49
total pnl ($)
1.079
weight
7d window — n=49 wr=41% pnl=-26.40  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-23 12:48 (36.2d ago) · src: backtest-gate-results.jsonl
verdict: ERROR  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_awj
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=231.53

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 15:02ETHBuy1577.66→1580.34+0.44timeout
06-28 11:37ETHBuy1571.36→1578.44+1.79timeout
06-28 07:46ETHBuy1572.66→1574.64+0.18timeout
06-28 04:03ETHBuy1572.36→1571.84-0.60timeout
06-28 01:55ETHBuy1575.96→1574.24-0.99timeout
06-27 23:31ETHBuy1575.96→1570.94-2.03timeout
06-27 18:14ETHBuy1596.16→1590.74-2.15timeout
06-27 16:59ETHBuy1584.86→1605.44+6.05timeout
06-27 14:23ETHBuy1583.36→1593.44+2.74timeout
06-27 11:04ETHBuy1581.06→1584.04+0.51timeout
06-27 08:12ETHBuy1582.36→1582.84-0.28timeout
06-26 23:29ETHBuy1577.36→1574.64-1.29timeout
06-26 16:00ETHBuy1530.95→1591.94+19.45take_profit
06-26 12:40ETHBuy1549.35→1528.08-7.31stop_loss
06-26 03:01ETHBuy1535.75→1514.69-7.31stop_loss
06-26 02:12ETHBuy1566.76→1545.27-7.30stop_loss
06-26 01:30ETHBuy1576.86→1555.27-7.28stop_loss
06-25 22:18ETHBuy1567.76→1569.54+0.12timeout
06-25 19:44ETHBuy1558.36→1557.14-0.84timeout
06-25 13:58ETHBuy1557.26→1535.88-7.31stop_loss
06-25 13:32ETHBuy1643.06→1620.43-7.33stop_loss
06-25 11:06ETHBuy1652.97→1630.32-7.30stop_loss
06-25 08:26ETHBuy1619.06→1650.73+9.31timeout
06-25 05:51ETHBuy1621.66→1645.04+6.75timeout
06-25 03:37ETHBuy1619.96→1616.04-1.67timeout
06-25 00:56ETHBuy1612.86→1616.54+0.68timeout
06-24 22:20ETHBuy1574.36→1616.74+13.01timeout
06-24 16:51ETHBuy1627.46→1605.14-7.31stop_loss
06-24 15:43ETHBuy1648.66→1625.52-7.47stop_loss
06-24 14:02ETHBuy1659.47→1636.72-7.31stop_loss
06-24 11:23ETHBuy1674.97→1656.83-5.86timeout
06-24 09:14ETHBuy1668.87→1669.83-0.17timeout
06-24 05:52ETHBuy1674.67→1672.13-1.20timeout
06-24 02:06ETHBuy1667.87→1669.33-0.01timeout
06-23 21:21ETHBuy1661.07→1664.13+0.48timeout
06-23 18:16ETHBuy1665.17→1657.13-2.86timeout
06-23 12:29ETHBuy1641.66→1657.23+4.31timeout
06-23 06:21ETHBuy1704.67→1681.29-7.31stop_loss
06-23 06:07ETHBuy1730.57→1709.13-6.63timeout
06-23 04:09ETHBuy1725.97→1729.93+0.69timeout
06-23 02:02ETHBuy1735.07→1729.63-2.02timeout
06-22 23:00ETHBuy1731.67→1723.03-2.94timeout
06-22 20:30ETHBuy1741.47→1733.23-2.82timeout
06-22 14:41ETHBuy1746.97→1753.32+1.35timeout
06-22 11:05ETHBuy1740.07→1752.72+3.16timeout
06-22 08:50ETHBuy1734.07→1747.73+3.46timeout
06-22 05:47ETHBuy1743.07→1736.13-2.45timeout
06-22 03:42ETHBuy1707.27→1736.83+8.19timeout
06-22 01:26ETHBuy1712.57→1742.63+8.30timeout
06-21 14:01ETHBuy1732.67→1724.43-2.82timeout
06-21 08:59ETHBuy1732.07→1727.93-1.64timeout
06-21 02:53ETHBuy1743.87→1735.93-2.74timeout
06-21 00:19ETHBuy1728.97→1736.33+1.65timeout
06-20 19:14ETHBuy1735.97→1726.53-3.18timeout
06-20 12:38ETHBuy1722.17→1724.83+0.30timeout
06-19 23:00ETHBuy1702.47→1707.63+1.07timeout
06-19 18:47ETHBuy1706.27→1701.13-1.97timeout
06-19 16:44ETHBuy1686.57→1704.93+4.99timeout
06-19 13:22ETHBuy1691.27→1689.93-0.85timeout
06-19 11:13ETHBuy1696.77→1689.43-2.62timeout
06-19 09:36ETHBuy1693.87→1693.23-0.64timeout
06-19 07:21ETHBuy1694.57→1694.13-0.58timeout
06-19 03:15ETHBuy1715.57→1691.98-7.33stop_loss
06-19 02:40ETHBuy1703.37→1704.33-0.18timeout
06-19 00:11ETHBuy1710.57→1710.03-0.63timeout
06-18 22:09ETHBuy1681.37→1706.33+6.95timeout
06-18 20:25ETHBuy1688.67→1712.93+6.72timeout
06-18 15:36ETHBuy1739.97→1716.07-7.31stop_loss
06-18 15:17ETHBuy1750.88→1726.76-7.32stop_loss
06-18 11:59ETHBuy1749.07→1742.63-2.30timeout
06-18 09:39ETHBuy1727.37→1745.43+4.75timeout
06-18 04:10ETHBuy1756.98→1731.96-7.57stop_loss
06-18 01:06ETHBuy1745.67→1755.52+2.36timeout
06-17 19:29ETHBuy1762.78→1738.36-7.38stop_loss
06-17 18:05ETHBuy1775.08→1750.75-7.31stop_loss
06-17 18:01ETHBuy1762.78→1770.32+1.67timeout
06-17 08:38ETHBuy1787.28→1762.64-7.34stop_loss
06-17 08:02ETHBuy1793.98→1782.52-3.63timeout
06-17 05:52ETHBuy1795.88→1794.02-0.98timeout
06-17 00:04ETHBuy1793.68→1794.62-0.21timeout
06-16 21:34ETHBuy1783.78→1792.52+1.98timeout
06-16 14:23ETHBuy1797.88→1773.24-7.31stop_loss
06-16 11:47ETHBuy1772.58→1795.12+5.88timeout
06-16 09:19ETHBuy1763.98→1792.82+7.71timeout
06-16 02:34ETHBuy1794.68→1770.04-7.32stop_loss
06-15 22:24ETHBuy1823.98→1797.42-7.74stop_loss
06-15 19:19ETHBuy1840.38→1815.11-7.32stop_loss
06-15 17:57ETHBuy1811.98→1827.32+3.78timeout
06-15 15:42ETHBuy1761.18→1831.62+19.55take_profit
06-15 13:06ETHBuy1714.57→1782.82+19.44take_profit
06-15 10:47ETHBuy1719.47→1727.43+1.85timeout
06-15 07:42ETHBuy1721.77→1718.13-1.52timeout
06-15 04:57ETHBuy1720.27→1718.73-0.91timeout
06-15 00:32ETHBuy1667.47→1723.63+16.39timeout
06-14 21:50ETHBuy1659.17→1725.43+19.50take_profit
06-14 20:10ETHBuy1662.57→1663.13-0.29timeout
06-14 17:41ETHBuy1665.67→1663.73-1.05timeout
06-14 15:31ETHBuy1674.57→1662.33-4.10timeout
06-14 13:06ETHBuy1674.97→1667.23-2.76timeout
06-14 09:32ETHBuy1673.97→1674.53-0.28timeout

Paper vs Live

Paper (trades.jsonl)
237
closed
36%
win rate
-255.49
total pnl ($)
-21.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH23736%-21.5-255.49

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems