orderbook_buy_imbalance_fade · strategy

159

closed trades

33%

win rate

-85.33

total pnl ($)

1.225

weight

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

Backtest evidence run: 2026-06-03 13:19:50 (24.0d ago) · src: canon

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

n: 357 · wr: 43.7% · total_bps: -471.5 · mean_bps: -1.32 · sharpe: -0.04 · max_dd_bps: -1326.9

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
06-01 03:19	BTC	Sell	73436.3→73936.7	-3.85	timeout
06-01 00:19	BTC	Sell	73901.3→73721.7	+0.76	timeout
05-31 22:26	BTC	Sell	73606.3→73968.7	-2.91	timeout
05-31 20:09	BTC	Sell	73558.3→73675.7	-1.25	timeout
05-31 17:49	BTC	Sell	73423.3→73678.7	-2.19	timeout
05-31 16:11	BTC	Sell	73626.3→73675.7	-0.78	timeout
05-31 15:05	BTC	Sell	73752.3→73605.7	+0.55	timeout
05-31 12:57	BTC	Sell	73923.3→73886.7	-0.20	timeout
05-31 12:17	BTC	Sell	73874.3→73941.7	-0.90	timeout
05-31 11:11	BTC	Sell	73823.3→73903.7	-0.99	timeout
05-31 09:34	BTC	Sell	73883.3→73950.7	-0.90	timeout
05-31 08:34	BTC	Sell	73812.3→73890.7	-0.97	timeout
05-31 06:55	BTC	Sell	74028.3→74035.7	-0.50	timeout
05-31 04:14	BTC	Sell	74128.3→74092.7	-0.21	timeout
05-31 03:16	BTC	Sell	74180.3→74109.7	+0.03	timeout
05-31 01:19	BTC	Sell	73856.3→74153.7	-2.46	timeout
05-30 16:46	BTC	Sell	73869.3→73919.7	-0.79	timeout
05-30 15:29	BTC	Sell	73990.3→73911.7	+0.09	timeout
05-30 14:36	BTC	Sell	73656.3→74009.7	-2.84	timeout
05-30 11:50	BTC	Sell	73617.3→73567.7	-0.11	timeout
05-29 09:16	BTC	Sell	73666.3→73812.7	-1.44	timeout
05-29 04:32	BTC	Sell	73375.3→73326.7	-0.11	timeout
05-29 04:32	BTC	Sell	73375.3→73225.7	+0.58	timeout
05-29 03:26	BTC	Sell	73458.3→73377.7	+0.10	timeout
05-29 02:42	BTC	Sell	73475.3→73417.7	-0.05	timeout
05-29 02:06	BTC	Sell	73790.3→73564.7	+1.09	timeout
05-29 01:24	BTC	Sell	73814.3→73609.7	+0.94	timeout
05-29 00:45	BTC	Sell	73562.3→73822.7	-2.21	timeout
05-28 23:58	BTC	Sell	73434.3→73619.7	-1.71	timeout
05-28 23:21	BTC	Sell	73639.3→73570.7	+0.02	timeout
05-28 22:44	BTC	Sell	73894.3→73482.7	+2.34	timeout
05-28 21:46	BTC	Sell	73621.3→73817.7	-1.78	timeout
05-28 20:44	BTC	Sell	73407.3→73707.7	-2.49	timeout
05-28 19:55	BTC	Sell	73669.3→73451.7	+1.03	timeout
05-28 18:57	BTC	Sell	73489.3→73692.7	-1.83	timeout
05-28 18:08	BTC	Sell	73450.3→73724.7	-2.31	timeout
05-28 17:30	BTC	Sell	73156.3→73345.7	-1.74	timeout
05-28 16:32	BTC	Sell	72863.4→73149.7	-2.41	timeout
05-28 15:00	BTC	Sell	73001.3→72974.6	-0.26	timeout
05-28 14:23	BTC	Sell	73129.3→73079.7	-0.10	timeout
05-28 13:19	BTC	Sell	73319.3→73213.7	+0.27	timeout
05-28 12:33	BTC	Sell	73293.3→73450.7	-1.52	timeout
05-28 11:51	BTC	Sell	73388.3→73461.7	-0.95	timeout
05-28 11:21	BTC	Sell	73436.3→73383.7	-0.09	timeout
05-28 10:40	BTC	Sell	73411.3→73462.7	-0.80	timeout
05-28 10:01	BTC	Sell	73282.3→73518.7	-2.06	timeout
05-28 09:29	BTC	Sell	73235.3→73377.7	-1.42	timeout
05-28 08:58	BTC	Sell	73403.3→73282.7	+0.37	timeout
05-28 08:15	BTC	Sell	73190.3→73400.7	-1.89	timeout
05-28 06:55	BTC	Sell	72991.4→73107.7	-1.25	timeout
05-28 06:03	BTC	Sell	73096.3→72970.6	+0.41	timeout
05-28 05:30	BTC	Sell	72946.4→72970.6	-0.62	timeout
05-28 04:57	BTC	Sell	73166.3→73142.7	-0.29	timeout
05-28 03:55	BTC	Sell	73870.3→73173.2	+0.00	stop_loss
05-28 03:18	BTC	Sell	74234.3→73524.4	+0.00	stop_loss
05-28 02:56	BTC	Sell	74298.3→74310.7	-0.53	timeout
05-28 02:23	BTC	Sell	74474.3→74186.7	+1.48	timeout
05-28 01:51	BTC	Sell	74412.3→74327.7	+0.12	timeout
05-28 01:17	BTC	Sell	74491.3→74158.7	+1.78	timeout
05-28 00:45	BTC	Sell	74382.3→74529.7	-1.44	timeout
05-28 00:13	BTC	Sell	74396.3→74406.7	-0.52	timeout
05-27 23:21	BTC	Sell	74519.3→74395.7	+0.38	timeout
05-27 22:47	BTC	Sell	74473.3→74565.7	-1.07	timeout
05-27 21:47	BTC	Sell	75120.2→74410.9	+0.00	stop_loss
05-27 21:26	BTC	Sell	75272.2→75141.8	+0.42	timeout
05-27 20:19	BTC	Sell	74962.3→75368.8	-3.16	timeout
05-27 19:48	BTC	Sell	74936.3→75003.8	-0.90	timeout
05-27 19:13	BTC	Sell	74724.3→74982.7	-2.18	timeout
05-27 18:18	BTC	Sell	74934.3→74790.7	+0.51	timeout
05-27 17:47	BTC	Sell	75098.2→74924.7	+0.71	timeout
05-27 17:17	BTC	Sell	75151.2→74918.7	+1.10	timeout
05-27 16:43	BTC	Sell	75253.2→75111.8	+0.49	timeout
05-27 16:10	BTC	Sell	75053.2→75279.8	-1.96	timeout
05-27 15:32	BTC	Sell	74880.3→75394.8	-3.89	timeout
05-27 14:56	BTC	Sell	74932.3→75011.8	-0.98	timeout
05-27 14:22	BTC	Sell	75312.2→74892.7	+2.33	timeout
05-27 13:28	BTC	Sell	75890.2→75176.3	+0.00	stop_loss
05-27 13:04	BTC	Sell	75706.2→75613.8	+0.16	timeout
05-27 12:05	BTC	Sell	75925.2→75713.8	+0.94	timeout
05-27 11:35	BTC	Sell	75864.2→75802.8	-0.05	timeout
05-27 11:03	BTC	Sell	75841.2→75938.8	-1.10	timeout
05-27 10:32	BTC	Sell	75802.2→75967.8	-1.55	timeout
05-27 09:58	BTC	Sell	75800.2→75877.8	-0.97	timeout
05-27 09:25	BTC	Sell	75926.2→75810.8	+0.30	timeout
05-27 08:52	BTC	Sell	75887.2→75859.8	-0.28	timeout
05-27 08:17	BTC	Sell	75733.2→75854.8	-1.26	timeout
05-27 07:36	BTC	Sell	75695.2→75914.8	-1.91	timeout
05-27 06:42	BTC	Sell	75575.2→75763.8	-1.70	timeout
05-27 06:07	BTC	Sell	75548.2→75751.8	-1.80	timeout
05-27 05:24	BTC	Sell	75474.2→75622.8	-1.44	timeout
05-27 04:38	BTC	Sell	75706.2→75300.8	+2.22	timeout
05-27 03:50	BTC	Sell	75700.2→75610.8	+0.14	timeout
05-27 03:19	BTC	Sell	75659.2→75832.8	-1.60	timeout
05-27 02:42	BTC	Sell	75864.2→75675.8	+0.79	timeout
05-27 02:12	BTC	Sell	75997.2→75740.8	+1.23	timeout
05-27 01:39	BTC	Sell	75874.2→75833.8	-0.19	timeout
05-27 01:04	BTC	Sell	75922.2→76024.8	-1.13	timeout
05-27 00:32	BTC	Sell	75867.2→75969.8	-1.13	timeout
05-26 23:59	BTC	Sell	75688.2→75897.8	-1.83	timeout
05-26 23:16	BTC	Sell	75726.2→75876.8	-1.44	timeout

Paper vs Live

Paper (trades.jsonl)

159

closed

33%

win rate

-85.33

total pnl ($)

-11.2 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	159	33%	-11.3	-85.33

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…