ob_institutional_divergence_loose_entry · strategy

116

closed trades

28%

win rate

-155.92

total pnl ($)

1.102

weight

7d window — n=14 wr=29% pnl=-13.29 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-20 09:24:22 (33.7d ago) · src: canon

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

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

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
06-16 23:43	BTCUSDT	Sell	65679.1→65709	-0.67	timeout
06-16 23:09	BTCUSDT	Sell	65723.7→65778.9	-0.87	timeout
06-16 22:35	BTCUSDT	Sell	65677.6→65708.1	-0.68	timeout
06-16 22:00	BTCUSDT	Sell	65820.6→65739.4	+0.17	timeout
06-16 21:29	BTCUSDT	Sell	65663.1→65716.7	-0.85	timeout
06-16 20:57	BTCUSDT	Sell	65533.7→65837.5	-2.76	timeout
06-16 20:24	BTCUSDT	Sell	65653.4→65766.5	-1.31	timeout
06-16 19:50	BTCUSDT	Sell	65854.7→65634.7	+1.22	timeout
06-16 19:17	BTCUSDT	Sell	65986.8→65561.1	+2.78	timeout
06-16 18:46	BTCUSDT	Sell	65719.9→65836.4	-1.33	timeout
06-16 18:14	BTCUSDT	Sell	65766→66082.8	-2.86	timeout
06-16 17:38	BTCUSDT	Sell	65743.7→65746.5	-0.47	timeout
06-16 17:05	BTCUSDT	Sell	65832.2→65748.1	+0.19	timeout
06-16 08:50	ETHUSDT	Sell	1773.23→1792.42	-5.86	stop_loss
06-14 16:50	ETHUSDT	Sell	1662.47→1662.75	-0.53	timeout
06-14 16:16	ETHUSDT	Sell	1662.17→1664.83	-1.25	timeout
06-14 15:43	ETHUSDT	Sell	1654.75→1662.7	-2.85	timeout
06-14 15:11	ETHUSDT	Sell	1664.77→1663.42	-0.04	timeout
06-14 14:38	ETHUSDT	Sell	1664.39→1655.92	+2.09	timeout
06-14 14:06	ETHUSDT	Sell	1666.99→1666.29	-0.24	timeout
06-14 13:34	ETHUSDT	Sell	1669.01→1664.84	+0.80	timeout
06-14 13:01	ETHUSDT	Sell	1672.71→1668.4	+0.84	timeout
06-14 11:28	ETHUSDT	Sell	1675.38→1674.38	-0.15	timeout
06-14 10:53	ETHUSDT	Sell	1676.71→1674.23	+0.29	timeout
06-14 10:18	ETHUSDT	Sell	1669.58→1676.02	-2.38	timeout
06-14 09:43	ETHUSDT	Sell	1675.83→1676.24	-0.57	timeout
06-14 09:12	ETHUSDT	Sell	1675.1→1674.8	-0.37	timeout
06-13 05:01	ETHUSDT	Sell	1664.37→1663.51	-0.19	timeout
06-13 05:01	SOLUSDT	Sell	66.8483→66.6116	+1.31	timeout
06-13 04:29	SOLUSDT	Sell	66.6983→66.7517	-0.86	timeout
06-13 04:29	ETHUSDT	Sell	1662.55→1665.14	-1.23	timeout
06-13 03:55	SOLUSDT	Sell	66.8983→66.9017	-0.48	timeout
06-13 03:55	ETHUSDT	Sell	1665.27→1665.5	-0.52	timeout
06-13 03:22	SOLUSDT	Sell	67.1432→66.7817	+2.24	timeout
06-13 03:22	ETHUSDT	Sell	1670.51→1664.12	+1.46	timeout
06-13 02:48	SOLUSDT	Sell	67.3682→66.9817	+2.42	timeout
06-13 02:48	ETHUSDT	Sell	1673.05→1666.77	+1.43	timeout
06-13 02:14	ETHUSDT	Sell	1667.6→1672.32	-1.86	timeout
06-13 02:14	SOLUSDT	Sell	67.0782→67.2818	-1.97	timeout
06-13 01:40	SOLUSDT	Sell	66.9383→67.1468	-2.01	timeout
06-13 01:40	ETHUSDT	Sell	1666.28→1668.19	-1.02	timeout
06-13 01:07	SOLUSDT	Sell	66.7983→67.0418	-2.28	timeout
06-13 01:07	ETHUSDT	Sell	1665.84→1667.75	-1.02	timeout
06-12 21:10	ETHUSDT	Sell	1663.63→1666.19	-1.22	timeout
06-12 10:52	ETHUSDT	Sell	1680.89→1675.63	+1.12	timeout
06-12 10:18	ETHUSDT	Sell	1675.27→1677.64	-1.16	timeout
06-12 09:44	ETHUSDT	Sell	1669.64→1682.52	-4.31	timeout
06-12 09:08	ETHUSDT	Sell	1664.36→1673.58	-3.22	timeout
06-11 03:56	SOLUSDT	Sell	64.8388→65.5241	-5.73	stop_loss
06-11 03:55	SOLUSDT	Sell	64.4989→65.1739	-5.68	stop_loss
06-11 03:55	ETHUSDT	Sell	1638.23→1656.44	-6.01	stop_loss
06-11 03:33	ETHUSDT	Sell	1633.51→1650.49	-5.65	stop_loss
06-11 03:22	SOLUSDT	Sell	64.5389→64.3861	+0.74	timeout
06-11 03:15	ETHUSDT	Sell	1639.68→1637.12	+0.34	timeout
06-11 02:46	SOLUSDT	Sell	64.7988→64.4111	+2.55	timeout
06-11 02:39	ETHUSDT	Sell	1642.47→1634.38	+2.02	timeout
06-11 01:41	ETHUSDT	Sell	1631.51→1648.5	-5.65	stop_loss
06-11 01:39	SOLUSDT	Sell	63.899→64.5834	-5.80	stop_loss
06-11 01:27	ETHUSDT	Sell	1628.63→1638.61	-3.51	timeout
06-11 01:13	SOLUSDT	Sell	63.5991→64.2532	-5.60	stop_loss
06-11 00:59	SOLUSDT	Sell	63.1892→63.7109	-4.58	timeout
06-11 00:52	ETHUSDT	Sell	1621.72→1630.17	-3.05	timeout
06-11 00:15	SOLUSDT	Sell	62.8593→63.4926	-5.49	stop_loss
06-11 00:13	ETHUSDT	Sell	1611.26→1627.49	-5.49	stop_loss
06-10 23:52	SOLUSDT	Sell	62.7993→63.2308	-3.90	timeout
06-10 23:46	ETHUSDT	Sell	1617.1→1621.71	-1.88	timeout
06-10 23:14	ETHUSDT	Sell	1609.65→1612.23	-1.26	timeout
06-10 22:49	SOLUSDT	Sell	62.8193→62.7907	-0.23	timeout
06-10 22:44	ETHUSDT	Sell	1622.25→1621.69	-0.28	timeout
06-10 22:42	SOLUSDT	Sell	62.3344→62.9622	-5.49	stop_loss
06-10 22:19	SOLUSDT	Sell	62.8593→62.4606	+2.71	timeout
06-10 22:13	ETHUSDT	Sell	1617.05→1609.86	+1.77	timeout
06-10 21:42	ETHUSDT	Sell	1630.09→1621.86	+2.07	timeout
06-10 21:41	SOLUSDT	Sell	63.4591→63.0107	+3.07	timeout
06-10 21:09	ETHUSDT	Sell	1624.93→1622.1	+0.42	timeout
06-10 21:08	SOLUSDT	Sell	63.2892→63.0308	+1.58	timeout
06-10 08:50	ETHUSDT	Sell	1638.69→1619.61	+5.37	timeout
06-10 08:50	BTCUSDT	Sell	61628→61215.8	+2.89	timeout
06-09 20:48	ETHUSDT	Sell	1647.52→1656.61	-3.21	timeout
06-09 20:48	BTCUSDT	Sell	61744.8→62044.5	-2.88	timeout
06-09 20:15	ETHUSDT	Sell	1647.78→1656.61	-3.13	timeout
06-09 20:15	BTCUSDT	Sell	61726.2→62044.5	-3.03	timeout
06-09 19:43	ETHUSDT	Sell	1648.09→1650.79	-1.26	timeout
06-09 19:42	BTCUSDT	Sell	61632→61840.1	-2.13	timeout
06-09 19:11	ETHUSDT	Sell	1642.23→1649.52	-2.66	timeout
06-09 19:11	BTCUSDT	Sell	61649.5→61792.9	-1.61	timeout
06-09 18:40	ETHUSDT	Sell	1646.81→1650.32	-1.51	timeout
06-09 18:40	BTCUSDT	Sell	61761.7→61732.8	-0.21	timeout
06-09 18:07	ETHUSDT	Sell	1635.93→1646.26	-3.61	timeout
06-09 18:07	BTCUSDT	Sell	61458.6→61780.3	-3.06	timeout
06-09 17:20	ETHUSDT	Sell	1633.51→1650.4	-5.62	stop_loss
06-09 17:18	BTCUSDT	Sell	61232→61846.3	-5.46	stop_loss
06-09 17:04	ETHUSDT	Sell	1627.21→1644.07	-5.63	stop_loss
06-09 17:02	BTCUSDT	Sell	60927.3→61543.5	-5.50	stop_loss
06-08 12:54	SOLUSDT	Sell	66.6683→66.9617	-2.65	timeout
06-08 12:22	SOLUSDT	Sell	66.7483→66.0815	+4.54	timeout
06-08 11:20	SOLUSDT	Sell	66.0985→66.765	-5.50	stop_loss
06-08 11:18	SOLUSDT	Sell	66.0785→66.4916	-3.58	timeout
06-08 10:45	SOLUSDT	Sell	66.1285→66.1115	-0.33	timeout
06-08 10:00	SOLUSDT	Sell	65.7586→66.4248	-5.52	stop_loss

Paper vs Live

Paper (trades.jsonl)

116

closed

28%

win rate

-155.92

total pnl ($)

-26.9 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 ($)
ETHUSDT	51	25%	-27.5	-70.10
SOLUSDT	34	32%	-28.3	-48.25
BTCUSDT	31	26%	-24.3	-37.57

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…