ob_orderbook_imbalance_momentum

not live
10
closed trades
40%
win rate
-3.10
total pnl ($)
1.224
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 13:27:36 (24.1d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aop
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 10 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-28 01:11BTCBuy74486.3→74447.7-0.71timeout
05-27 07:59BTCBuy75815.2→75934.8+0.34timeout
05-27 01:52BTCBuy75811.2→75925.8+0.31timeout
05-27 00:41BTCBuy75952.2→75903.8-0.77timeout
05-26 08:28BTCBuy76666.2→76737.8+0.02timeout
05-25 21:43BTCBuy77330.9→77314.1-0.56timeout
05-25 19:59BTCBuy77459.9→77393.1-0.88timeout
05-25 18:56BTCBuy77578.9→77522.1-0.82timeout
05-25 14:13BTCBuy77275.9→77442.1+0.62timeout
05-25 11:51BTCBuy77398.9→77369.1-0.64timeout

Paper vs Live

Paper (trades.jsonl)
10
closed
40%
win rate
-3.10
total pnl ($)
-6.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1040%-6.2-3.10

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems