orderbook_imb_momentum_breakout_long · strategy

103

closed trades

50%

win rate

-27.26

total pnl ($)

0.902

weight

7d window — n=24 wr=46% pnl=-36.03 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 03:48	BTCUSDT	Buy	60515.1→59633.4	-6.17	timeout
06-29 22:29	BTCUSDT	Buy	59587.6→60407	+5.16	timeout
06-29 14:11	BTCUSDT	Buy	60232.2→59084.7	-7.99	stop_loss
06-29 10:50	BTCUSDT	Buy	59810.9→60070.3	+1.34	timeout
06-29 08:31	BTCUSDT	Buy	59529.2→59766.3	+1.22	timeout
06-28 14:51	BTCUSDT	Buy	60385→60039.4	-2.66	timeout
06-28 12:24	BTCUSDT	Buy	59911.8→60210.9	+1.63	timeout
06-28 05:17	BTCUSDT	Buy	60029.2→59964.1	-0.79	timeout
06-27 06:59	BTCUSDT	Buy	60047.2→60328.5	+1.51	timeout
06-27 02:08	BTCUSDT	Buy	59802.8→59944.4	+0.58	timeout
06-26 22:45	BTCUSDT	Buy	60069.7→59915.1	-1.40	timeout
06-26 13:19	BTCUSDT	Buy	59711.4→58561.5	-8.06	stop_loss
06-26 02:16	BTCUSDT	Buy	59696.7→58530.5	-8.17	stop_loss
06-26 00:04	BTCUSDT	Buy	59664→59823.8	+0.70	timeout
06-25 21:00	BTCUSDT	Buy	59343.7→59432.4	+0.23	timeout
06-25 13:44	BTCUSDT	Buy	61290.3→60123.1	-7.97	stop_loss
06-25 02:10	BTCUSDT	Buy	60793.2→60786.8	-0.40	timeout
06-24 23:14	BTCUSDT	Buy	59797.2→60830.3	+6.57	timeout
06-24 13:22	BTCUSDT	Buy	62939.7→61731	-8.04	stop_loss
06-24 11:24	BTCUSDT	Buy	62853→62360.2	-3.50	timeout
06-24 05:04	BTCUSDT	Buy	62539.1→62718.9	+0.78	timeout
06-23 21:39	BTCUSDT	Buy	62353.4→62527.8	+0.76	timeout
06-23 18:35	BTCUSDT	Buy	62359.7→62258.6	-1.01	timeout
06-23 14:57	BTCUSDT	Buy	62433.5→62435.1	-0.34	timeout
06-23 04:41	BTCUSDT	Buy	63914.9→63799	-1.09	timeout
06-22 23:23	BTCUSDT	Buy	64535.7→63962.2	-3.92	timeout
06-22 20:58	BTCUSDT	Buy	64966.7→64378.8	-3.98	timeout
06-22 16:28	BTCUSDT	Buy	64177.4→64622.6	+2.42	timeout
06-22 13:32	BTCUSDT	Buy	64323.7→65029.9	+4.00	timeout
06-22 09:36	BTCUSDT	Buy	64250.7→64074.7	-1.47	timeout
06-22 06:05	BTCUSDT	Buy	63465.1→64136.5	+3.87	timeout
06-22 01:26	BTCUSDT	Buy	64221.9→64665.6	+2.39	timeout
06-21 21:07	BTCUSDT	Buy	64211.4→63729.1	-3.37	timeout
06-21 16:22	BTCUSDT	Buy	64299.9→64211.1	-0.92	timeout
06-21 07:47	BTCUSDT	Buy	64302.9→64186.2	-1.08	timeout
06-21 04:39	BTCUSDT	Buy	64250→64499.9	+1.20	timeout
06-20 20:06	BTCUSDT	Buy	63320.7→63905.2	+3.34	timeout
06-20 17:27	BTCUSDT	Buy	63684.7→63857.2	+0.72	timeout
06-20 13:27	BTCUSDT	Buy	63734.8→63260.2	-3.35	timeout
06-20 10:52	BTCUSDT	Buy	63569→63593.3	-0.22	timeout
06-20 02:35	BTCUSDT	Buy	63044.8→63428.2	+2.07	timeout
06-19 22:54	BTCUSDT	Buy	63045.8→63297.3	+1.23	timeout
06-19 19:52	BTCUSDT	Buy	63168.2→63049.8	-1.12	timeout
06-19 12:35	BTCUSDT	Buy	62772.3→62435.2	-2.49	timeout
06-19 07:42	BTCUSDT	Buy	62874.1→62480.7	-2.85	timeout
06-19 02:06	BTCUSDT	Buy	63124.5→63057.4	-0.76	timeout
06-18 22:51	BTCUSDT	Buy	62662.1→62815.8	+0.64	timeout
06-17 19:50	BTCUSDT	Buy	65273.7→64033.2	-7.96	stop_loss
06-17 19:29	BTCUSDT	Buy	65582.3→64319	-8.07	stop_loss
06-17 16:55	BTCUSDT	Buy	64809.4→65908.1	+6.41	timeout
06-17 08:19	BTCUSDT	Buy	65875.8→65226.5	-4.30	timeout
06-17 02:24	BTCUSDT	Buy	65785→66063.6	+1.33	timeout
06-15 22:10	BTCUSDT	Buy	67202.3→66387.7	-5.22	timeout
06-15 17:34	BTCUSDT	Buy	66246.6→66718.3	+2.47	timeout
06-15 11:54	BTCUSDT	Buy	65815.2→66173.2	+1.82	timeout
06-15 07:08	BTCUSDT	Buy	65476.5→65747.2	+1.29	timeout
06-15 02:27	BTCUSDT	Buy	63912.8→65642.5	+10.46	timeout
06-14 22:18	BTCUSDT	Buy	64089.6→65037.4	+5.55	timeout
06-14 19:06	BTCUSDT	Buy	64349.9→63765.2	-4.01	timeout
06-14 14:37	BTCUSDT	Buy	64489.5→63912.6	-3.94	timeout
06-14 11:08	BTCUSDT	Buy	64375.1→64460.6	+0.17	timeout
06-14 03:49	BTCUSDT	Buy	64495.2→64432.2	-0.74	timeout
06-13 23:41	BTCUSDT	Buy	64103→64429.4	+1.67	timeout
06-13 18:12	BTCUSDT	Buy	63947.8→64026.7	+0.13	timeout
06-13 16:11	BTCUSDT	Buy	63753.1→64061	+1.57	timeout
06-13 13:25	BTCUSDT	Buy	63719.6→64163.4	+2.41	timeout
06-13 09:09	BTCUSDT	Buy	63692.9→63754.4	+0.01	timeout
06-13 01:25	BTCUSDT	Buy	63697.3→63577.7	-1.13	timeout
06-12 22:13	BTCUSDT	Buy	63876.2→63463	-2.96	timeout
06-12 20:14	BTCUSDT	Buy	63407.9→63526.1	+0.39	timeout
06-12 16:19	BTCUSDT	Buy	63749.8→63755.8	-0.34	timeout
06-12 11:22	BTCUSDT	Buy	63484.8→63775.4	+1.46	timeout
06-12 08:00	BTCUSDT	Buy	63429.6→63058.6	-2.73	timeout
06-12 04:43	BTCUSDT	Buy	63500.6→63668.8	+0.69	timeout
06-11 23:31	BTCUSDT	Buy	63100.4→63357	+1.24	timeout
06-11 17:45	BTCUSDT	Buy	63100.3→63381.5	+1.40	timeout
06-11 15:00	BTCUSDT	Buy	62911.2→62722.1	-1.58	timeout
06-11 09:26	BTCUSDT	Buy	62082.5→62770	+4.04	timeout
06-11 07:17	BTCUSDT	Buy	62088.1→62656.4	+3.27	timeout
06-11 02:21	BTCUSDT	Buy	61781.8→62165.7	+2.12	timeout
06-10 23:48	BTCUSDT	Buy	61962.6→61473.7	-3.50	timeout
06-10 21:19	BTCUSDT	Buy	62029.5→61560.4	-3.39	timeout
06-10 17:40	BTCUSDT	Buy	60973.5→61740.6	+4.66	timeout
06-10 00:55	BTCUSDT	Buy	61694.9→62013.4	+1.72	timeout
06-09 22:36	BTCUSDT	Buy	61288.1→62013.4	+4.39	timeout
06-09 14:35	BTCUSDT	Buy	62549.3→61360.1	-7.97	stop_loss
06-09 14:20	BTCUSDT	Buy	62839→61645.3	-7.96	stop_loss
06-09 00:58	BTCUSDT	Buy	63465→62476	-6.59	timeout
06-09 00:31	BTCUSDT	Buy	63696→62485.7	-7.97	stop_loss
06-08 19:17	BTCUSDT	Buy	63705.8→63359.9	-2.54	timeout
06-08 17:15	BTCUSDT	Buy	63477.9→63347.5	-1.20	timeout
06-08 09:04	BTCUSDT	Buy	63007.7→63221.1	+0.98	timeout
06-08 07:03	BTCUSDT	Buy	63437.3→62861.2	-4.00	timeout
06-07 22:15	BTCUSDT	Buy	62253.1→64226.8	+12.32	take_profit
06-07 22:14	BTCUSDT	Buy	61740.9→63694.3	+12.30	take_profit
06-07 22:14	BTCUSDT	Buy	61306.7→63254.1	+12.35	take_profit
06-07 16:30	BTCUSDT	Buy	62510.7→62109	-2.95	timeout
06-07 13:03	BTCUSDT	Buy	62115.4→61753.6	-2.69	timeout
06-07 09:50	BTCUSDT	Buy	61615.2→62436.1	+4.97	timeout
06-07 02:41	BTCUSDT	Buy	60629.2→61216.9	+3.50	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

50%

win rate

-27.26

total pnl ($)

-6.5 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	103	50%	-6.5	-27.26

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…