order_book_imbalance_sweep · strategy

1490

closed trades

41%

win rate

-157.51

total pnl ($)

1.103

weight

7d window — n=239 wr=42% pnl=-24.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 13:16:27 (24.9d ago) · src: canon

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

n: 1718 · wr: 35.6% · total_bps: -20895.9 · mean_bps: -12.16 · sharpe: -0.23 · max_dd_bps: -21886.1

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
06-28 09:12	AVAX	Buy	6.33518→6.3858	+0.71	timeout
06-28 08:18	DOT	Buy	0.814504→0.814796	-0.05	timeout
06-28 07:42	NEAR	Buy	1.85716→1.87173	+0.70	timeout
06-28 07:15	BTC	Buy	59807→60115	+0.43	timeout
06-28 06:15	BTC	Buy	59981→59819	-0.36	timeout
06-28 05:52	AVAX	Buy	6.3976→6.36461	-0.61	timeout
06-28 05:04	BTC	Buy	60167→59956	-0.44	timeout
06-28 04:32	DOGE	Buy	0.0742566→0.0739535	-0.50	timeout
06-28 03:53	TRX	Buy	0.32189→0.322039	-0.04	timeout
06-28 03:21	TRX	Buy	0.322081→0.322039	-0.10	timeout
06-28 02:43	DOGE	Buy	0.0746066→0.0740575	-0.83	timeout
06-28 02:20	BTC	Buy	60092→60166	+0.03	timeout
06-28 01:37	TRX	Buy	0.32173→0.32161	-0.13	timeout
06-28 01:16	BTC	Buy	60103→60052	-0.17	timeout
06-28 00:33	BTC	Buy	59962→60119	+0.17	timeout
06-28 00:09	NEAR	Buy	1.90718→1.93532	+1.39	take_profit
06-27 23:53	SUI	Buy	0.687132→0.685259	-0.36	timeout
06-27 23:04	SOL	Buy	70.7256→70.9714	+0.26	timeout
06-27 22:45	NEAR	Buy	1.87567→1.85671	-1.10	stop_loss
06-27 22:17	BTC	Buy	60348→59902	-0.83	timeout
06-27 21:44	BTC	Buy	60228→60227	-0.09	timeout
06-27 20:41	DOGE	Buy	0.0746797→0.0748053	+0.08	timeout
06-27 20:33	BTC	Buy	60136→60234	+0.07	timeout
06-27 19:31	BTC	Buy	60477→60137	-0.65	timeout
06-27 19:25	NEAR	Buy	1.88307→1.8636	-1.12	stop_loss
06-27 18:25	SOL	Buy	72.2838→71.8302	-0.72	timeout
06-27 18:24	AVAX	Buy	6.55604→6.51587	-0.70	timeout
06-27 17:04	SUI	Buy	0.709947→0.702723	-1.11	stop_loss
06-27 16:56	BTC	Buy	60769→60765	-0.10	timeout
06-27 16:05	BTC	Buy	60570→60786	+0.27	timeout
06-27 15:21	BTC	Buy	60591→60733	+0.14	timeout
06-27 14:44	BTC	Buy	60568→60621	-0.00	timeout
06-27 14:18	SOL	Buy	72.2388→72.5431	+0.33	timeout
06-27 12:31	BTC	Buy	60233→60331	+0.07	timeout
06-27 11:54	BTC	Buy	60355→60319	-0.15	timeout
06-27 10:27	BTC	Buy	60320→60448	+0.12	timeout
06-27 09:45	BTC	Buy	60344→60379	-0.03	timeout
06-27 08:15	BTC	Buy	60297→60456	+0.17	timeout
06-27 07:39	BTC	Buy	60260→60401	+0.14	timeout
06-27 06:23	SUI	Buy	0.708037→0.711092	+0.34	timeout
06-27 05:38	BTC	Buy	60353→60170	-0.39	timeout
06-27 04:37	BTC	Buy	60324→60357	-0.04	timeout
06-27 03:40	SUI	Buy	0.707877→0.706233	-0.32	timeout
06-27 02:48	ADA	Buy	0.148277→0.149273	+0.58	timeout
06-27 01:46	TRX	Buy	0.31989→0.3201	-0.02	timeout
06-27 00:56	BTC	Buy	60048→60009	-0.16	timeout
06-26 23:55	AVAX	Buy	6.53223→6.57026	+0.49	timeout
06-26 23:10	BNB	Buy	567.232→568.058	+0.05	timeout
06-26 21:59	SUI	Buy	0.698064→0.695936	-0.40	timeout
06-26 21:19	BTC	Buy	59769→59687	-0.23	timeout
06-26 20:06	BTC	Buy	59758→59710	-0.17	timeout
06-26 19:32	SOL	Buy	72.6709→73.7589	+1.41	take_profit
06-26 18:23	SOL	Buy	72.4889→72.7821	+0.31	timeout
06-26 18:16	DOGE	Buy	0.0754909→0.0755861	+0.03	timeout
06-26 16:35	SOL	Buy	72.1168→73.183	+1.39	take_profit
06-26 16:28	BTC	Buy	60138→60036	-0.26	timeout
06-26 15:38	BTC	Buy	59475→60362	+1.40	take_profit
06-26 14:43	SOL	Buy	71.4277→70.724	-1.08	stop_loss
06-26 13:54	BTC	Buy	58875.9→59754	+1.40	take_profit
06-26 13:47	SOL	Buy	68.6593→69.6695	+1.38	take_profit
06-26 12:37	BTC	Buy	59477→59648	+0.20	timeout
06-26 12:00	BTC	Buy	59261→59383	+0.12	timeout
06-26 10:40	TRX	Buy	0.322281→0.32177	-0.25	timeout
06-26 10:04	TRX	Buy	0.322111→0.32184	-0.17	timeout
06-26 08:32	LINK	Buy	7.32653→7.25306	-1.09	stop_loss
06-26 08:15	BTC	Buy	60461→60225	-0.48	timeout
06-26 07:02	TRX	Buy	0.32164→0.322479	+0.17	timeout
06-26 06:22	SOL	Buy	68.3072→69.3116	+1.38	take_profit
06-26 05:09	BTC	Buy	59946→59830	-0.28	timeout
06-26 05:03	SUI	Buy	0.677479→0.676331	-0.26	timeout
06-26 03:19	BTC	Buy	58642.9→58864.1	+0.29	timeout
06-26 03:12	OP	Buy	0.101625→0.103214	+1.47	take_profit
06-26 01:29	SOL	Buy	67.9022→67.2363	-1.07	stop_loss
06-26 01:28	OP	Buy	0.105986→0.104821	-1.19	stop_loss
06-26 00:15	BTC	Buy	59898→59797	-0.26	timeout
06-25 23:53	SUI	Buy	0.68006→0.682879	+0.32	timeout
06-25 22:41	SUI	Buy	0.67962→0.67936	-0.13	timeout
06-25 22:21	BTC	Buy	59549→59789	+0.31	timeout
06-25 21:06	BTC	Buy	59653→59456	-0.42	timeout
06-25 20:45	NEAR	Buy	1.82436→1.81295	-0.72	timeout
06-25 19:23	APT	Buy	0.595749→0.589657	-1.11	stop_loss
06-25 19:16	AVAX	Buy	6.14894→6.08513	-1.13	stop_loss
06-25 18:14	SOL	Buy	66.431→66.0501	-0.66	timeout
06-25 18:05	DOT	Buy	0.850303→0.859285	+0.97	timeout
06-25 16:45	BTC	Buy	59677→59102.5	-1.05	stop_loss
06-25 16:45	SOL	Buy	66.546→65.8921	-1.07	stop_loss
06-25 16:09	LINK	Buy	7.15979→7.26438	+1.37	take_profit
06-25 16:06	DOGE	Buy	0.0724881→0.0735406	+1.36	take_profit
06-25 15:15	SOL	Buy	66.0069→65.3555	-1.08	stop_loss
06-25 15:12	LINK	Buy	7.2019→7.12965	-1.09	stop_loss
06-25 15:03	ADA	Buy	0.143356→0.141894	-1.11	stop_loss
06-25 14:33	ETH	Buy	1552.36→1575.34	+1.39	take_profit
06-25 14:33	BTC	Buy	58873.9→59752	+1.40	take_profit
06-25 13:38	BTC	Buy	61315.1→60726.6	-1.05	stop_loss
06-25 13:18	AVAX	Buy	6.36819→6.36341	-0.17	timeout
06-25 12:43	DOT	Buy	0.876639→0.87786	+0.05	timeout
06-25 11:06	BTC	Buy	61620.1→61027.4	-1.05	stop_loss
06-25 11:00	SUI	Buy	0.696094→0.691137	-0.80	timeout
06-25 09:43	BTC	Buy	61712.1→61731.9	-0.06	timeout
06-25 09:30	SUI	Buy	0.697314→0.696026	-0.28	timeout

Paper vs Live

Paper (trades.jsonl)

1490

closed

41%

win rate

-157.51

total pnl ($)

-10.6 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	489	38%	-11.8	-57.78
SOL	230	44%	-10.8	-24.82
LINK	103	44%	-7.9	-8.19
SUI	101	48%	-7.0	-7.16
NEAR	94	36%	-16.4	-15.43
ARB	92	42%	-10.6	-9.79
AVAX	56	34%	-30.0	-16.79
OP	50	46%	-10.1	-5.04
ETH	50	42%	+4.2	+2.12
BNB	47	38%	-18.4	-8.68
DOGE	39	46%	-4.9	-1.90
DOT	34	56%	+9.4	+3.18
APT	29	34%	-25.1	-7.29
LTC	27	41%	-5.9	-1.59
TRX	26	23%	-16.2	-4.22
ADA	7	71%	+34.2	+2.39
BCH	7	71%	+36.1	+2.53
XRP	6	67%	+20.9	+1.26
ATOM	3	33%	-10.6	-0.32

Recent bounces (last 20 of 21)

time	sym	side	reason
06-28 08:59	TRX	Buy	circuit_breaker
06-28 08:13	AVAX	Buy	circuit_breaker
06-28 07:19	DOT	Buy	circuit_breaker
06-28 06:44	NEAR	Buy	circuit_breaker
06-28 06:16	BTC	Buy	circuit_breaker
06-28 05:18	BTC	Buy	circuit_breaker
06-28 04:54	AVAX	Buy	circuit_breaker
06-28 04:08	BTC	Buy	circuit_breaker
06-28 03:37	DOGE	Buy	circuit_breaker
06-28 02:55	TRX	Buy	circuit_breaker
06-28 02:26	TRX	Buy	circuit_breaker
06-28 01:47	DOGE	Buy	circuit_breaker
06-28 01:26	BTC	Buy	circuit_breaker
06-28 00:39	TRX	Buy	circuit_breaker
06-28 00:17	BTC	Buy	circuit_breaker
06-28 00:11	NEAR	Buy	circuit_breaker
06-27 23:36	BTC	Buy	circuit_breaker
06-27 22:54	SUI	Buy	circuit_breaker
06-27 22:36	NEAR	Buy	circuit_breaker
06-27 22:08	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…