order_book_imbalance_momentum · strategy

203

closed trades

30%

win rate

-99.39

total pnl ($)

1.224

weight

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

Backtest evidence run: 2026-05-21 08:32 (37.3d ago) · src: backtest-gate-results.jsonl

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: strategies_batch_arw

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=229.35

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 03:15	BTC	Buy	73828.3→73896.7	+0.01	timeout
06-01 01:36	BTC	Buy	73648.3→73623.7	-0.62	timeout
06-01 00:52	BTC	Buy	73784.3→73984.7	+0.91	timeout
05-31 23:51	BTC	Buy	73869.3→73674.7	-1.77	timeout
05-31 22:04	BTC	Buy	73601.3→73680.7	+0.09	timeout
05-31 20:32	BTC	Buy	73609.3→73682.7	+0.05	timeout
05-31 19:12	BTC	Buy	73601.3→73578.7	-0.61	timeout
05-31 17:55	BTC	Buy	73537.3→73686.7	+0.56	timeout
05-31 16:52	BTC	Buy	73576.3→73498.7	-0.98	timeout
05-31 16:14	BTC	Buy	73605.3→73612.7	-0.40	timeout
05-31 15:39	BTC	Buy	73623.3→73696.7	+0.05	timeout
05-31 14:46	BTC	Buy	73655.3→73634.7	-0.59	timeout
05-31 14:08	BTC	Buy	73849.3→73811.7	-0.71	timeout
05-31 13:29	BTC	Buy	73880.3→73931.7	-0.10	timeout
05-31 12:38	BTC	Buy	73865.3→73915.7	-0.11	timeout
05-31 11:59	BTC	Buy	73939.3→73943.7	-0.42	timeout
05-31 10:53	BTC	Buy	73712.3→73826.7	+0.32	timeout
05-31 10:08	BTC	Buy	73939.3→73819.7	-1.26	timeout
05-31 09:36	BTC	Buy	73845.3→73931.7	+0.13	timeout
05-31 08:43	BTC	Buy	73870.3→73845.7	-0.62	timeout
05-31 08:05	BTC	Buy	73803.3→73938.7	+0.46	timeout
05-31 06:47	BTC	Buy	73972.3→74041.7	+0.02	timeout
05-31 06:14	BTC	Buy	74061.3→73981.7	-0.99	timeout
05-31 05:35	BTC	Buy	74157.3→74152.7	-0.48	timeout
05-31 04:51	BTC	Buy	74149.3→74174.7	-0.28	timeout
05-31 03:39	BTC	Buy	74042.3→74118.7	+0.06	timeout
05-31 02:11	BTC	Buy	74078.3→74116.7	-0.19	timeout
05-31 01:11	BTC	Buy	73910.3→74131.7	+1.05	timeout
05-31 00:26	BTC	Buy	73810.3→73995.7	+0.81	timeout
05-30 21:54	BTC	Buy	73952.3→73928.7	-0.61	timeout
05-30 20:15	BTC	Buy	73984.3→73931.7	-0.81	timeout
05-30 18:16	BTC	Buy	73948.3→73983.7	-0.21	timeout
05-30 17:30	BTC	Buy	73877.3→73838.7	-0.71	timeout
05-30 16:59	BTC	Buy	73867.3→73896.7	-0.25	timeout
05-30 16:05	BTC	Buy	73878.3→73896.7	-0.33	timeout
05-30 15:18	BTC	Buy	73977.3→73890.7	-1.04	timeout
05-30 14:14	BTC	Buy	73718.3→73906.7	+0.83	timeout
05-30 13:01	BTC	Buy	73655.3→73682.7	-0.27	timeout
05-30 12:28	BTC	Buy	73561.3→73661.7	+0.23	timeout
05-30 11:21	BTC	Buy	73617.3→73559.7	-0.84	timeout
05-30 10:48	BTC	Buy	73622.3→73620.7	-0.46	timeout
05-30 09:38	BTC	Buy	73486.3→73534.7	-0.12	timeout
05-30 06:28	BTC	Buy	73565.3→73567.7	-0.43	timeout
05-30 02:58	BTC	Buy	73585.3→73753.7	+0.69	timeout
05-30 00:57	BTC	Buy	73446.3→73511.7	-0.01	timeout
05-30 00:20	BTC	Buy	73396.3→73499.7	+0.25	timeout
05-29 23:35	BTC	Buy	73436.3→73307.7	-1.33	timeout
05-29 22:02	BTC	Buy	73509.3→73439.7	-0.92	timeout
05-29 20:14	BTC	Buy	73628.3→73622.7	-0.49	timeout
05-29 18:54	BTC	Buy	73798.3→73287.7	-3.91	timeout
05-29 18:10	BTC	Buy	74242.3→73999.7	-2.09	timeout
05-29 17:36	BTC	Buy	73947.3→74213.7	+1.35	timeout
05-29 17:02	BTC	Buy	73866.3→74017.7	+0.57	timeout
05-29 15:53	BTC	Buy	73521.3→73713.7	+0.86	timeout
05-29 14:53	BTC	Buy	72702.4→73047.7	+1.92	timeout
05-29 13:09	BTC	Buy	73219.3→73172.7	-0.77	timeout
05-29 12:04	BTC	Buy	73503.3→73399.7	-1.16	timeout
05-29 10:48	BTC	Buy	73606.3→73583.7	-0.60	timeout
05-29 10:07	BTC	Buy	73806.3→73681.7	-1.30	timeout
05-29 09:10	BTC	Buy	73768.3→73722.7	-0.76	timeout
05-29 08:26	BTC	Buy	73375.3→73800.7	+2.45	timeout
05-29 07:38	BTC	Buy	73739.3→73450.7	-2.41	timeout
05-29 04:25	BTC	Buy	73282.3→73278.7	-0.48	timeout
05-29 04:25	BTC	Buy	73282.3→73225.7	-0.84	timeout
05-29 03:42	BTC	Buy	73405.3→73328.7	-0.97	timeout
05-29 02:34	BTC	Buy	73591.3→73452.7	-1.39	timeout
05-29 01:43	BTC	Buy	73771.3→73490.7	-2.36	timeout
05-29 01:06	BTC	Buy	73752.3→73801.7	-0.12	timeout
05-29 00:30	BTC	Buy	73668.3→73760.7	+0.17	timeout
05-28 23:52	BTC	Buy	73542.3→73533.7	-0.51	timeout
05-28 23:16	BTC	Buy	73507.3→73590.7	+0.11	timeout
05-28 22:22	BTC	Buy	73833.3→73646.7	-1.72	timeout
05-28 21:39	BTC	Buy	73620.3→73785.7	+0.67	timeout
05-28 20:45	BTC	Buy	73409.3→73662.7	+1.27	timeout
05-28 20:08	BTC	Buy	73427.3→73284.7	-1.42	timeout
05-28 19:24	BTC	Buy	73644.3→73496.7	-1.46	timeout
05-28 18:45	BTC	Buy	73623.3→73606.7	-0.57	timeout
05-28 16:47	BTC	Buy	73084.3→73354.7	+1.40	timeout
05-28 15:55	BTC	Buy	72846.4→72892.6	-0.14	timeout
05-28 14:44	BTC	Buy	73430.3→72807	-4.70	stop_loss
05-28 14:09	BTC	Buy	72885.4→72833.6	-0.81	timeout
05-28 13:33	BTC	Buy	73466.3→72932.6	-4.08	timeout
05-28 12:40	BTC	Buy	73437.3→73468.7	-0.24	timeout
05-28 12:04	BTC	Buy	73343.3→73452.7	+0.29	timeout
05-28 11:09	BTC	Buy	73440.3→73319.7	-1.27	timeout
05-28 10:36	BTC	Buy	73484.3→73413.7	-0.93	timeout
05-28 10:02	BTC	Buy	73359.3→73499.7	+0.51	timeout
05-28 09:17	BTC	Buy	73274.3→73278.7	-0.42	timeout
05-28 08:37	BTC	Buy	73389.3→73246.7	-1.42	timeout
05-28 08:01	BTC	Buy	73247.3→73413.7	+0.68	timeout
05-28 06:44	BTC	Buy	72930.4→72836.6	-1.09	timeout
05-28 06:05	BTC	Buy	72923.4→73001.6	+0.09	timeout
05-28 05:30	BTC	Buy	73137.3→72928.6	-1.88	timeout
05-28 04:54	BTC	Buy	72886.4→73108.7	+1.07	timeout
05-28 04:02	BTC	Buy	73423.3→72803	-4.67	stop_loss
05-28 03:18	BTC	Buy	74189.3→73564.4	-4.66	stop_loss
05-28 03:08	BTC	Buy	74145.3→74272.7	+0.41	timeout
05-28 02:31	BTC	Buy	74303.3→74157.7	-1.43	timeout
05-28 01:53	BTC	Buy	74474.3→74291.7	-1.68	timeout
05-28 01:21	BTC	Buy	74413.3→74243.7	-1.59	timeout

Paper vs Live

Paper (trades.jsonl)

203

closed

30%

win rate

-99.39

total pnl ($)

-9.8 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	203	30%	-9.8	-99.39

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…