orderbook_imbalance_extreme_v1

not live
142
closed trades
43%
win rate
-161.28
total pnl ($)
1.031
weight
7d window — n=40 wr=38% pnl=-31.81  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-01 18:40 (25.5d ago) · src: backtest-gate-results.jsonl
verdict: ERROR  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_micro_2
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=239.977

Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 05:21ETHSell1575.74→1579.06-1.51timeout
06-27 00:35SOLBuy72.5749→71.6203-7.00timeout
06-26 19:53BTCSell59575→59873-2.92timeout
06-26 15:24ETHSell1548.95→1577.95-9.81stop_loss
06-26 07:41BTCBuy59318→60676+11.00timeout
06-26 07:03SOLSell69.1216→70.4288-9.90stop_loss
06-26 02:12ETHBuy1568.86→1539.38-9.83stop_loss
06-25 22:06SOLSell66.488→67.1991-5.81timeout
06-25 13:46BTCBuy60921→59788.1-9.75stop_loss
06-25 13:44ETHSell1642.64→1590.36+15.45take_profit
06-25 07:21BTCBuy60836→61793.9+7.43timeout
06-25 05:02SOLSell67.5759→68.8597-9.95stop_loss
06-25 03:32ETHSell1610.54→1618.96-3.05timeout
06-24 16:57SOLSell68.4507→66.2759+15.44take_profit
06-24 15:32BTCBuy61836.1→60686.6-9.74stop_loss
06-24 15:26ETHSell1667.63→1642.96+6.95timeout
06-24 09:11SOLSell69.3526→69.3634-0.57timeout
06-24 07:16BTCSell62884.9→62770.1+0.48timeout
06-24 03:28ETHBuy1664.77→1661.43-1.45timeout
06-23 21:09SOLSell68.7397→69.1204-3.28timeout
06-23 18:58BTCBuy62233.1→62207.9-0.66timeout
06-23 13:43ETHSell1687.33→1657.07+8.50timeout
06-23 08:13SOLSell71.7042→69.4104+15.55take_profit
06-23 06:18BTCBuy64230.2→63033.3-9.78stop_loss
06-23 01:32ETHBuy1731.97→1733.93+0.13timeout
06-22 20:23SOLSell74.0819→72.6119+9.43timeout
06-22 18:46BTCBuy65053.3→64392.8-5.54timeout
06-22 13:19ETHBuy1744.77→1763.32+4.83timeout
06-22 08:14SOLSell74.0489→74.2281-1.62timeout
06-22 06:43BTCBuy63901.2→64004.8+0.36timeout
06-21 23:56ETHBuy1726.97→1706.03-6.49timeout
06-21 18:59SOLSell73.607→74.1491-4.10timeout
06-21 18:28BTCSell63975.8→64015.2-0.78timeout
06-21 11:53ETHBuy1731.37→1724.33-2.48timeout
06-21 06:23BTCBuy64254.2→64222.8-0.70timeout
06-21 06:18SOLSell73.138→73.193-0.82timeout
06-20 22:33ETHBuy1731.17→1743.13+2.98timeout
06-20 18:18BTCBuy63734.2→63837.8+0.36timeout
06-20 14:09SOLBuy71.8908→70.5361-9.88stop_loss
06-20 09:19ETHSell1707.83→1724.27-5.24timeout
06-20 06:00BTCBuy63536.2→63649.8+0.44timeout
06-20 05:10SOLBuy69.6314→71.8572+15.52take_profit
06-19 21:15ETHBuy1705.17→1707.53+0.24timeout
06-19 17:10BTCSell62441.9→62930.1-4.36timeout
06-19 15:09SOLSell68.3457→69.1184-6.12timeout
06-19 09:28ETHBuy1699.87→1690.43-3.23timeout
06-19 05:21BTCSell62786.9→62573.1+1.24timeout
06-19 02:05SOLSell69.7355→70.0215-2.46timeout
06-18 17:37BTCSell63967.8→62628.1+9.96timeout
06-18 15:40ETHBuy1738.97→1706.38-9.81stop_loss
06-18 14:21SOLSell71.7662→71.2927+2.82timeout
06-18 05:12BTCSell64288.8→63917.2+2.45timeout
06-18 05:05ETHBuy1754.98→1722.17-9.79stop_loss
06-18 02:04SOLSell71.8012→72.2948-3.91timeout
06-17 17:55ETHSell1761.02→1794.08-9.81stop_loss
06-17 16:51BTCBuy64829.2→65894.7+7.76timeout
06-17 13:47SOLSell73.342→72.6459+4.26timeout
06-17 07:39ETHBuy1786.68→1787.22-0.32timeout
06-17 04:57BTCSell65733.7→65900.3-1.71timeout
06-16 22:41SOLSell73.212→73.7931-4.41timeout
06-16 14:32BTCBuy66588.3→65350-9.76stop_loss
06-16 14:32ETHBuy1798.58→1764.94-9.81stop_loss
06-16 08:10SOLSell73.288→74.6685-9.86stop_loss
06-16 05:23ETHSell1787.42→1764.18+6.05timeout
06-16 04:19BTCSell66329.7→66100.3+1.27timeout
06-15 16:14SOLBuy73.567→75.9256+15.59take_profit
06-15 13:25BTCSell65719.7→66943.8-9.77stop_loss
06-15 12:38ETHSell1736.23→1768.86-9.84stop_loss
06-15 07:37SOLBuy70.9806→71.2313+1.29timeout
06-15 04:47ETHSell1725.23→1717.87+1.70timeout
06-15 04:09BTCSell65022.7→65775.3-6.23timeout
06-14 19:10SOLSell67.6948→67.4631+1.20timeout
06-14 16:21ETHBuy1676.57→1664.83-3.96timeout
06-14 15:35BTCBuy64435.2→64023.8-3.65timeout
06-14 06:17SOLSell68.7867→68.4093+2.27timeout
06-14 03:31BTCBuy64248.2→64517.8+1.65timeout
06-14 03:03ETHSell1676.03→1682.57-2.39timeout
06-13 17:54SOLBuy67.7932→67.9608+0.81timeout
06-13 15:24BTCBuy63793.2→64270.8+3.29timeout
06-13 14:35ETHBuy1675.87→1679.53+0.62timeout
06-13 04:34SOLSell66.451→66.86-3.56timeout
06-13 03:00BTCBuy63446.2→63645.8+1.12timeout
06-13 00:00ETHSell1667.83→1665.77+0.21timeout
06-12 15:00SOLSell66.769→68.0312-9.87stop_loss
06-12 14:51BTCBuy63394.2→63598.8+1.15timeout
06-12 09:48ETHBuy1671.77→1684.43+3.33timeout
06-12 04:21SOLSell66.965→66.977-0.53timeout
06-12 02:27BTCBuy63387.2→63530.8+0.65timeout
06-11 19:45ETHBuy1653.67→1683.83+8.64timeout
06-11 16:14SOLSell65.3592→65.7639-3.51timeout
06-11 14:05BTCBuy62731.1→62957.9+1.33timeout
06-11 07:15ETHBuy1637.26→1653.03+4.33timeout
06-11 02:02BTCBuy61777.1→62213.9+3.08timeout
06-11 01:39SOLSell63.3115→64.5079-9.90stop_loss
06-10 16:14ETHBuy1621.06→1651.73+8.97timeout
06-10 13:50BTCSell61674.9→62360.1-6.00timeout
06-10 13:45SOLBuy63.3975→65.4102+15.42take_profit
06-09 23:32ETHBuy1644.66→1655.63+2.90timeout
06-09 20:10SOLSell65.5502→65.5428-0.41timeout
06-09 14:20BTCBuy62835.1→61666.1-9.75stop_loss

Paper vs Live

Paper (trades.jsonl)
142
closed
43%
win rate
-161.28
total pnl ($)
-22.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4844%-38.7-93.18
SOL4738%-9.5-21.95
ETH4747%-19.7-46.15

Recent bounces (last 20 of 6)

timesymsidereason
06-26 23:39ETHSellstale_intent
06-26 14:08BTCSellstale_intent
06-25 16:22SOLSellstale_intent
06-25 01:25BTCBuybelow_min_notional_skip
06-24 13:41BTCBuystale_intent
06-24 09:41ETHSellstale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems