orderbook_imb_flow_long · strategy

471

closed trades

32%

win rate

-279.12

total pnl ($)

0.250

weight

7d window — n=214 wr=31% pnl=-156.71 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 12:16:43 (18.8d ago) · src: canon

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

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
06-22 06:51	BTCUSDT	Buy	64183.6→63942.1	-2.33	timeout
06-22 06:08	BTCUSDT	Buy	64216→64143.7	-1.01	timeout
06-22 05:32	BTCUSDT	Buy	63984.8→64179.3	+1.07	timeout
06-22 04:51	BTCUSDT	Buy	64095→64021.3	-1.03	timeout
06-22 04:04	BTCUSDT	Buy	64093.3→63919.8	-1.81	timeout
06-22 03:10	BTCUSDT	Buy	64546.3→64011.7	-4.59	timeout
06-22 02:39	BTCUSDT	Buy	64499.4→64494.5	-0.49	timeout
06-22 01:55	BTCUSDT	Buy	63823.2→64616.6	+5.76	timeout
06-22 01:18	BTCUSDT	Buy	63650.7→64076.7	+2.89	timeout
06-22 00:37	BTCUSDT	Buy	63326→63996	+4.84	timeout
06-21 23:31	BTCUSDT	Buy	63585.6→63552.3	-0.71	timeout
06-21 22:58	BTCUSDT	Buy	63787.2→63746	-0.77	timeout
06-21 22:21	BTCUSDT	Buy	63692.1→63724.1	-0.20	timeout
06-21 21:14	BTCUSDT	Buy	64136→63584.1	-4.75	timeout
06-21 20:40	BTCUSDT	Buy	64208→63958.5	-2.39	timeout
06-21 20:00	BTCUSDT	Buy	64215.9→64160.9	-0.88	timeout
06-21 19:26	BTCUSDT	Buy	64021.2→64183.9	+0.82	timeout
06-21 18:46	BTCUSDT	Buy	64163.4→64106	-0.90	timeout
06-21 18:04	BTCUSDT	Buy	64166→63933.8	-2.26	timeout
06-21 17:16	BTCUSDT	Buy	64128.5→64137	-0.38	timeout
06-21 16:35	BTCUSDT	Buy	64180.1→64027.2	-1.64	timeout
06-21 16:01	BTCUSDT	Buy	64113→64148	-0.18	timeout
06-21 15:23	BTCUSDT	Buy	64034.4→64152.8	+0.48	timeout
06-21 14:42	BTCUSDT	Buy	64032.1→64032.4	-0.44	timeout
06-21 13:50	BTCUSDT	Buy	64033.1→64010	-0.63	timeout
06-21 12:43	BTCUSDT	Buy	64238.3→64032.1	-2.05	timeout
06-21 11:57	BTCUSDT	Buy	64370.3→64074.5	-2.75	timeout
06-21 11:13	BTCUSDT	Buy	64266.7→64373.6	+0.38	timeout
06-21 10:24	BTCUSDT	Buy	64005.3→64336.9	+2.14	timeout
06-21 09:13	BTCUSDT	Buy	64133.7→63929.4	-2.05	timeout
06-21 08:20	BTCUSDT	Buy	64231→64039.8	-1.94	timeout
06-21 07:40	BTCUSDT	Buy	64312→64181.5	-1.46	timeout
06-21 06:54	BTCUSDT	Buy	64238.3→64248.7	-0.37	timeout
06-21 05:55	BTCUSDT	Buy	64321.6→64210.2	-1.32	timeout
06-21 05:06	BTCUSDT	Buy	64367.8→64203.9	-1.72	timeout
06-21 04:23	BTCUSDT	Buy	64426.2→64419.5	-0.50	timeout
06-21 03:19	BTCUSDT	Buy	64223.5→64286.8	+0.04	timeout
06-21 02:43	BTCUSDT	Buy	64208→64203.2	-0.49	timeout
06-21 02:06	BTCUSDT	Buy	64273.9→64193.1	-1.08	timeout
06-21 01:35	BTCUSDT	Buy	64249→64196.3	-0.86	timeout
06-21 00:37	BTCUSDT	Buy	64269→64226	-0.79	timeout
06-21 00:02	BTCUSDT	Buy	64274→64217.6	-0.89	timeout
06-20 23:31	BTCUSDT	Buy	64290.5→64267	-0.63	timeout
06-20 22:33	BTCUSDT	Buy	63923.5→64258.1	+2.17	timeout
06-20 21:45	BTCUSDT	Buy	63876.7→63974.7	+0.32	timeout
06-20 21:08	BTCUSDT	Buy	63951.1→63887.7	-0.95	timeout
06-20 20:04	BTCUSDT	Buy	63847→63879.5	-0.19	timeout
06-20 18:56	BTCUSDT	Buy	63848.7→63742.1	-1.28	timeout
06-20 17:50	BTCUSDT	Buy	64015.9→63811.4	-2.05	timeout
06-20 16:15	BTCUSDT	Buy	63996.5→63951.3	-0.81	timeout
06-20 15:19	BTCUSDT	Buy	63294.4→64174.1	+6.50	timeout
06-20 14:38	BTCUSDT	Buy	63447.8→63395.5	-0.87	timeout
06-20 14:04	BTCUSDT	Buy	63610.9→63335.7	-2.62	timeout
06-20 13:30	BTCUSDT	Buy	63734→63311.7	-3.76	timeout
06-20 12:50	BTCUSDT	Buy	63758.9→63545.6	-2.12	timeout
06-20 12:18	BTCUSDT	Buy	63692.8→63723.5	-0.21	timeout
06-20 11:24	BTCUSDT	Buy	63649.1→63692.7	-0.11	timeout
06-20 10:50	BTCUSDT	Buy	63671.8→63619.2	-0.87	timeout
06-20 10:06	BTCUSDT	Buy	63460.6→63722	+1.61	timeout
06-20 09:13	BTCUSDT	Buy	63538.2→63489.3	-0.84	timeout
06-20 08:20	BTCUSDT	Buy	63728.5→63514.1	-2.14	timeout
06-20 07:22	BTCUSDT	Buy	63713.9→63715.1	-0.44	timeout
06-20 06:51	BTCUSDT	Buy	63611.6→63696.8	+0.22	timeout
06-20 05:59	BTCUSDT	Buy	63567.9→63630.4	+0.04	timeout
06-20 05:22	BTCUSDT	Buy	63474.7→63681.3	+1.18	timeout
06-20 04:47	BTCUSDT	Buy	63456.7→63501.4	-0.10	timeout
06-20 03:40	BTCUSDT	Buy	63368.2→63462.1	+0.29	timeout
06-20 03:03	BTCUSDT	Buy	63538.5→63331.1	-2.08	timeout
06-20 02:26	BTCUSDT	Buy	63394.8→63365.5	-0.68	timeout
06-20 01:28	BTCUSDT	Buy	63585.4→63425.8	-1.71	timeout
06-20 00:33	BTCUSDT	Buy	63338→63609.4	+1.69	timeout
06-19 23:41	BTCUSDT	Buy	63330.3→63281.2	-0.84	timeout
06-19 22:58	BTCUSDT	Buy	63059.4→63278.4	+1.28	timeout
06-19 22:04	BTCUSDT	Buy	63155.2→63012.1	-1.59	timeout
06-19 21:30	BTCUSDT	Buy	63067.9→63098.6	-0.21	timeout
06-19 20:55	BTCUSDT	Buy	63096.2→63142.6	-0.08	timeout
06-19 20:00	BTCUSDT	Buy	63081.4→62998.2	-1.11	timeout
06-19 19:29	BTCUSDT	Buy	63115.7→62953.9	-1.73	timeout
06-19 18:16	BTCUSDT	Buy	62988.1→63102.4	+0.46	timeout
06-19 17:34	BTCUSDT	Buy	63268.7→62994.2	-2.62	timeout
06-19 16:30	BTCUSDT	Buy	63046.7→63266.8	+1.30	timeout
06-19 15:41	BTCUSDT	Buy	63336.7→63126.9	-2.10	timeout
06-19 14:41	BTCUSDT	Buy	62959.2→63324.2	+2.45	timeout
06-19 14:09	BTCUSDT	Buy	62855.4→63091.1	+1.43	timeout
06-19 13:26	BTCUSDT	Buy	62515.6→62710.9	+1.12	timeout
06-19 12:42	BTCUSDT	Buy	62639.6→62525.1	-1.36	timeout
06-19 11:52	BTCUSDT	Buy	62509.6→62574.9	+0.08	timeout
06-19 11:21	BTCUSDT	Buy	62432.6→62601.3	+0.90	timeout
06-19 10:45	BTCUSDT	Buy	62408.4→62376.3	-0.70	timeout
06-19 09:53	BTCUSDT	Buy	62645.7→62305.1	-3.16	timeout
06-19 09:19	BTCUSDT	Buy	62618.3→62388.1	-2.28	timeout
06-19 08:35	BTCUSDT	Buy	62628.3→62627.9	-0.45	timeout
06-19 07:57	BTCUSDT	Buy	62870.7→62564.9	-2.87	timeout
06-19 07:23	BTCUSDT	Buy	62806.8→62743.8	-0.95	timeout
06-19 06:45	BTCUSDT	Buy	62648.5→62764.5	+0.48	timeout
06-19 05:48	BTCUSDT	Buy	62599.6→62663.2	+0.06	timeout
06-19 05:06	BTCUSDT	Buy	62664.7→62574.3	-1.17	timeout
06-19 04:28	BTCUSDT	Buy	62795.9→62687.5	-1.31	timeout
06-19 03:40	BTCUSDT	Buy	62906→62609.8	-2.80	timeout
06-19 02:58	BTCUSDT	Buy	63011.5→62953.4	-0.91	timeout

Paper vs Live

Paper (trades.jsonl)

471

closed

32%

win rate

-279.12

total pnl ($)

-11.8 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 ($)
BTCUSDT	471	32%	-11.8	-279.12

Recent bounces (last 20 of 14)

time	sym	side	reason
06-22 06:39	BTCUSDT	Buy	router_blocked
06-22 06:05	BTCUSDT	Buy	router_blocked
06-22 05:19	BTCUSDT	Buy	router_blocked
06-22 04:47	BTCUSDT	Buy	router_blocked
06-22 04:16	BTCUSDT	Buy	stale_intent
06-22 03:19	BTCUSDT	Buy	stale_intent
06-22 02:22	BTCUSDT	Buy	router_blocked
06-22 01:54	BTCUSDT	Buy	router_blocked
06-22 01:06	BTCUSDT	Buy	router_blocked
06-22 00:33	BTCUSDT	Buy	router_blocked
06-22 00:03	BTCUSDT	Buy	stale_intent
06-21 22:46	BTCUSDT	Buy	router_blocked
06-21 22:12	BTCUSDT	Buy	router_blocked
06-21 21:38	BTCUSDT	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…