orderbook_imb_momentum_long · strategy

133

closed trades

31%

win rate

-51.21

total pnl ($)

1.231

weight

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

Backtest evidence run: 2026-05-24 00:41 (30.3d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_axf

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=232.025

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 02:14	BTC	Buy	73435.3→73531.7	+0.20	timeout
06-01 01:05	BTC	Buy	73895.3→73726.7	-1.59	timeout
05-31 19:34	BTC	Buy	73578.3→73444.7	-1.36	timeout
05-31 18:14	BTC	Buy	73666.3→73658.7	-0.50	timeout
05-31 16:59	BTC	Buy	73587.3→73507.7	-0.99	timeout
05-31 15:24	BTC	Buy	73665.3→73703.7	-0.19	timeout
05-31 13:36	BTC	Buy	73850.3→73937.7	+0.14	timeout
05-31 05:13	BTC	Buy	74142.3→74161.7	-0.32	timeout
05-31 02:10	BTC	Buy	74061.3→74086.7	-0.28	timeout
05-31 00:53	BTC	Buy	73897.3→73924.7	-0.27	timeout
05-30 15:34	BTC	Buy	73855.3→73886.7	-0.24	timeout
05-30 12:37	BTC	Buy	73563.3→73648.7	+0.13	timeout
05-30 12:00	BTC	Buy	73559.3→73586.7	-0.27	timeout
05-30 10:44	BTC	Buy	73592.3→73623.7	-0.24	timeout
05-30 08:12	BTC	Buy	73456.3→73504.7	-0.12	timeout
05-30 06:59	BTC	Buy	73564.3→73549.7	-0.55	timeout
05-30 06:13	BTC	Buy	73526.3→73510.7	-0.56	timeout
05-30 00:29	BTC	Buy	73428.3→73439.7	-0.37	timeout
05-29 23:05	BTC	Buy	73439.3→73427.7	-0.53	timeout
05-29 20:37	BTC	Buy	73550.3→73663.7	+0.32	timeout
05-29 19:17	BTC	Buy	73543.3→73370.7	-1.63	timeout
05-29 18:06	BTC	Buy	74186.3→73924.7	-2.22	timeout
05-29 16:56	BTC	Buy	73527.3→73981.7	+2.64	timeout
05-29 15:11	BTC	Buy	72627.4→73724.7	+7.10	take_profit
05-29 14:35	BTC	Buy	73114.3→72854.6	-2.23	timeout
05-29 09:09	BTC	Buy	73768.3→73722.7	-0.76	timeout
05-29 04:10	BTC	Buy	73286.3→73206.7	-1.00	timeout
05-29 02:15	BTC	Buy	73493.3→73623.7	+0.43	timeout
05-29 01:20	BTC	Buy	73754.3→73633.7	-1.27	timeout
05-29 00:02	BTC	Buy	73659.3→73676.7	-0.34	timeout
05-28 22:48	BTC	Buy	73673.3→73516.7	-1.52	timeout
05-28 22:09	BTC	Buy	73758.3→73718.7	-0.72	timeout
05-28 20:24	BTC	Buy	73409.3→73578.7	+0.70	timeout
05-28 19:25	BTC	Buy	73645.3→73502.7	-1.42	timeout
05-28 18:32	BTC	Buy	73543.3→73613.7	+0.03	timeout
05-28 15:56	BTC	Buy	72883.4→72885.6	-0.44	timeout
05-28 15:19	BTC	Buy	72757.4→72741.6	-0.56	timeout
05-28 14:37	BTC	Buy	72640.4→72916.6	+1.45	timeout
05-28 11:17	BTC	Buy	73542.3→73384.7	-1.52	timeout
05-28 10:14	BTC	Buy	73441.3→73539.7	+0.22	timeout
05-28 08:00	BTC	Buy	73237.3→73413.7	+0.75	timeout
05-28 05:33	BTC	Buy	73096.3→72903.6	-1.77	timeout
05-28 04:38	BTC	Buy	73128.3→73038.7	-1.06	timeout
05-28 03:56	BTC	Buy	73716.3→73096.2	-4.66	stop_loss
05-28 03:09	BTC	Buy	74215.3→74228.7	-0.36	timeout
05-28 02:28	BTC	Buy	74303.3→74154.7	-1.45	timeout
05-28 01:50	BTC	Buy	74291.3→74318.7	-0.27	timeout
05-28 01:05	BTC	Buy	74525.3→74482.7	-0.74	timeout
05-28 00:16	BTC	Buy	74398.3→74437.7	-0.19	timeout
05-27 23:40	BTC	Buy	74404.3→74303.7	-1.13	timeout
05-27 22:31	BTC	Buy	74534.3→74520.7	-0.54	timeout
05-27 21:27	BTC	Buy	75242.2→75138.8	-1.14	timeout
05-27 20:50	BTC	Buy	75374.2→75247.8	-1.29	timeout
05-27 20:13	BTC	Buy	74960.3→75239.8	+1.41	timeout
05-27 19:34	BTC	Buy	74995.3→74995.7	-0.45	timeout
05-27 18:44	BTC	Buy	74700.3→74949.7	+1.22	timeout
05-27 17:35	BTC	Buy	75288.2→74922.7	-2.88	timeout
05-27 16:55	BTC	Buy	75032.2→75255.8	+1.04	timeout
05-27 16:16	BTC	Buy	75244.2→75240.8	-0.47	timeout
05-27 15:45	BTC	Buy	75083.2→75211.8	+0.41	timeout
05-27 14:33	BTC	Buy	75195.2→74869.7	-2.61	timeout
05-27 13:56	BTC	Buy	75211.2→74929.7	-2.32	timeout
05-27 13:04	BTC	Buy	75843.2→75615.8	-1.95	timeout
05-27 12:32	BTC	Buy	75704.2→75886.8	+0.76	timeout
05-27 11:51	BTC	Buy	75973.2→75753.8	-1.89	timeout
05-27 11:14	BTC	Buy	75858.2→75937.8	+0.08	timeout
05-27 10:43	BTC	Buy	75843.2→75846.8	-0.42	timeout
05-27 10:08	BTC	Buy	75929.2→75879.8	-0.77	timeout
05-27 09:09	BTC	Buy	75946.2→75750.8	-1.73	timeout
05-27 08:31	BTC	Buy	75933.2→75978.8	-0.15	timeout
05-27 07:48	BTC	Buy	75777.2→75877.8	+0.22	timeout
05-27 07:06	BTC	Buy	75731.2→75789.8	-0.06	timeout
05-27 06:25	BTC	Buy	75663.2→75683.8	-0.31	timeout
05-27 05:41	BTC	Buy	75572.2→75637.8	-0.01	timeout
05-27 05:02	BTC	Buy	75285.2→75581.8	+1.52	timeout
05-27 03:02	BTC	Buy	75698.2→75811.8	+0.30	timeout
05-27 01:50	BTC	Buy	75826.2→75933.8	+0.26	timeout
05-27 01:10	BTC	Buy	75872.2→76014.8	+0.49	timeout
05-27 00:38	BTC	Buy	75920.2→75926.8	-0.41	timeout
05-26 23:59	BTC	Buy	75860.2→75896.8	-0.21	timeout
05-26 23:18	BTC	Buy	75645.2→75906.8	+1.28	timeout
05-26 22:32	BTC	Buy	75896.2→75791.8	-1.14	timeout
05-26 21:26	BTC	Buy	76062.2→76012.8	-0.78	timeout
05-26 20:55	BTC	Buy	76011.2→76045.8	-0.22	timeout
05-26 20:18	BTC	Buy	75969.2→76081.8	+0.29	timeout
05-26 19:41	BTC	Buy	75838.2→75941.8	+0.23	timeout
05-26 19:08	BTC	Buy	76019.2→75839.8	-1.63	timeout
05-26 18:33	BTC	Buy	75894.2→76061.8	+0.65	timeout
05-26 17:51	BTC	Buy	76230.2→76039.8	-1.70	timeout
05-26 17:16	BTC	Buy	76541.2→76418.8	-1.25	timeout
05-26 16:33	BTC	Buy	76401.2→76548.8	+0.52	timeout
05-26 16:02	BTC	Buy	76434.2→76493.8	-0.06	timeout
05-26 15:07	BTC	Buy	77266.1→76749.8	-3.79	timeout
05-26 14:26	BTC	Buy	77258.1→77978.9	+4.21	timeout
05-26 13:49	BTC	Buy	76909.2→77333.9	+2.31	timeout
05-26 13:15	BTC	Buy	77047.1→77052.9	-0.41	timeout
05-26 12:42	BTC	Buy	76940.2→77039.9	+0.20	timeout
05-26 12:11	BTC	Buy	77206.1→76902.8	-2.41	timeout
05-26 11:37	BTC	Buy	77383.1→77185.9	-1.73	timeout
05-26 10:55	BTC	Buy	76888.2→77462.9	+3.29	timeout

Paper vs Live

Paper (trades.jsonl)

133

closed

31%

win rate

-51.21

total pnl ($)

-7.7 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	133	31%	-7.7	-51.21

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…