orderbook_imbalance_fade · strategy

960

closed trades

35%

win rate

-549.13

total pnl ($)

0.250

weight

7d window — n=148 wr=33% pnl=-93.69 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 08:19:51 (18.2d ago) · src: canon

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

n: 2198 · wr: 42.2% · total_bps: -9760.2 · mean_bps: -4.44 · sharpe: -0.09 · max_dd_bps: -11260.3

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 11:36	AVAX	Sell	6.30262→6.36697	-5.55	stop_loss
06-22 10:35	BTC	Sell	64119.8→64145.2	-0.64	timeout
06-22 09:01	BTC	Sell	64160.8→64143.2	-0.31	timeout
06-22 07:27	ETH	Sell	1735.93→1747.67	-3.83	timeout
06-22 05:52	DOGE	Sell	0.0831082→0.0832908	-1.55	timeout
06-22 04:17	BTC	Sell	64204.8→63962.2	+1.44	timeout
06-22 02:51	BTC	Sell	64555.8→64278.2	+1.70	timeout
06-22 01:23	ETH	Sell	1720.93→1737.74	-5.33	stop_loss
06-22 00:18	BTC	Sell	63700.8→63628.2	+0.12	timeout
06-21 22:45	BTC	Sell	63804.8→63671.2	+0.60	timeout
06-21 21:09	OP	Sell	0.101565→0.100035	+7.08	take_profit
06-21 19:38	SOL	Sell	74.2769→74.2681	-0.39	timeout
06-21 18:03	DOGE	Sell	0.0836041→0.0831758	+2.11	timeout
06-21 16:27	DOGE	Sell	0.0834501→0.0834579	-0.50	timeout
06-21 14:53	DOGE	Sell	0.0833312→0.0833468	-0.54	timeout
06-21 13:23	BNB	Sell	585.354→587.997	-2.70	timeout
06-21 11:59	XRP	Sell	1.14751→1.14169	+2.09	timeout
06-21 10:37	ETH	Sell	1730.83→1732.77	-1.01	timeout
06-21 09:21	AVAX	Sell	6.27793→6.28407	-0.94	timeout
06-21 08:10	BTC	Sell	64212.8→64084.2	+0.56	timeout
06-21 06:59	ETH	Sell	1732.23→1735.17	-1.30	timeout
06-21 05:51	SOL	Sell	73.531→73.105	+2.45	timeout
06-21 04:41	XRP	Sell	1.14761→1.14999	-1.49	timeout
06-21 03:34	BTC	Sell	64200.8→64331.2	-1.47	timeout
06-21 02:26	ETH	Sell	1734.33→1736.17	-0.98	timeout
06-21 01:19	BTC	Sell	64210.8→64226.2	-0.57	timeout
06-21 00:11	AVAX	Sell	6.22754→6.25396	-2.57	timeout
06-20 23:02	ETH	Sell	1732.93→1742.87	-3.32	timeout
06-20 21:54	ETH	Sell	1729.73→1735.37	-2.08	timeout
06-20 20:45	ETH	Sell	1728.83→1728.17	-0.26	timeout
06-20 19:35	AVAX	Sell	6.11097→6.09262	+1.06	timeout
06-20 18:17	BTC	Sell	63883.8→63836.2	-0.08	timeout
06-20 17:01	BTC	Sell	63991.8→63959.2	-0.19	timeout
06-20 15:49	OP	Sell	0.101425→0.101485	-0.80	timeout
06-20 14:46	BTC	Sell	63424.8→64034.2	-5.25	stop_loss
06-20 13:43	BTC	Sell	63586.8→63431.2	+0.78	timeout
06-20 12:37	BTC	Sell	63671.8→63606.2	+0.07	timeout
06-20 11:31	SOL	Sell	71.5693→71.6087	-0.72	timeout
06-20 10:26	BTC	Sell	63509.8→63640.2	-1.47	timeout
06-20 09:19	BTC	Sell	63516.8→63492.2	-0.25	timeout
06-20 08:15	BTC	Sell	63646.8→63534.2	+0.44	timeout
06-20 07:06	SOL	Sell	71.8582→71.6537	+0.98	timeout
06-20 05:58	BTC	Sell	63536.8→63656.2	-1.39	timeout
06-20 04:51	BTC	Sell	63430.8→63553.2	-1.41	timeout
06-20 03:46	BTC	Sell	63371.8→63447.2	-1.05	timeout
06-20 02:42	BTC	Sell	63504.8→63349.2	+0.78	timeout
06-20 01:38	SOL	Sell	69.9225→69.8925	-0.23	timeout
06-20 00:34	SOL	Sell	69.4646→70.1476	-5.36	stop_loss
06-19 23:35	BTC	Sell	63231.8→63333.2	-1.25	timeout
06-19 22:31	ETH	Sell	1704.63→1707.97	-1.43	timeout
06-19 21:30	ETH	Sell	1702.63→1704.97	-1.14	timeout
06-19 20:25	XRP	Sell	1.13012→1.12978	-0.30	timeout
06-19 19:17	XRP	Sell	1.13242→1.13178	-0.17	timeout
06-19 18:11	BTC	Sell	62971.9→63118.2	-1.61	timeout
06-19 17:02	BTC	Sell	63225.8→62938.1	+1.82	timeout
06-19 15:57	BTC	Sell	63188.8→63184.2	-0.41	timeout
06-19 14:48	BTC	Sell	63233.8→63327.2	-1.19	timeout
06-19 13:45	BTC	Sell	62723.9→63326.8	-5.26	stop_loss
06-19 12:49	ETH	Sell	1692.83→1679.97	+3.35	timeout
06-19 11:44	XRP	Sell	1.12192→1.12788	-3.11	timeout
06-19 10:38	ETH	Sell	1693.23→1688.37	+0.99	timeout
06-19 09:36	BTC	Sell	62641.9→62442.1	+1.14	timeout
06-19 08:29	ETH	Sell	1695.43→1695.77	-0.55	timeout
06-19 07:29	BTC	Sell	62798.9→62747.1	-0.04	timeout
06-19 06:25	BTC	Sell	62588.9→62802.1	-2.16	timeout
06-19 05:20	BTC	Sell	62728.9→62577.1	+0.76	timeout
06-19 04:20	XRP	Sell	1.13952→1.13558	+1.27	timeout
06-19 03:19	SOL	Sell	69.6526→68.6263	+6.92	take_profit
06-19 02:54	ETH	Sell	1711.73→1705.97	+1.24	timeout
06-19 01:53	XRP	Sell	1.14751→1.14979	-1.44	timeout
06-19 00:51	ETH	Sell	1710.83→1715.77	-1.89	timeout
06-18 23:51	BTC	Sell	62830.9→62917.1	-1.14	timeout
06-18 22:51	XRP	Sell	1.14371→1.14729	-2.01	timeout
06-18 21:48	BTC	Sell	63061.8→62928.1	+0.61	timeout
06-18 20:45	ADA	Sell	0.162919→0.163651	-2.69	timeout
06-18 19:43	ETH	Sell	1684.63→1701.02	-5.31	stop_loss
06-18 18:57	BTC	Sell	62496.9→62625.1	-1.49	timeout
06-18 17:56	BTC	Sell	62658.9→62537.1	+0.51	timeout
06-18 16:56	BTC	Sell	62476.9→62648.1	-1.83	timeout
06-18 15:40	BTC	Sell	63629.8→62677.1	+7.04	take_profit
06-18 14:46	LTC	Sell	43.916→44.077	-2.28	timeout
06-18 13:31	DOGE	Sell	0.0845609→0.0847152	-1.37	timeout
06-18 12:21	LINK	Sell	7.9817→8.06204	-5.48	stop_loss
06-18 11:52	BTC	Sell	64053.8→63912.2	+0.66	timeout
06-18 10:47	SOL	Sell	71.9302→71.1417	+5.03	timeout
06-18 09:41	BTC	Sell	64512.8→64262.2	+1.49	timeout
06-18 08:31	ADA	Sell	0.166468→0.167132	-2.44	timeout
06-18 07:19	ETH	Sell	1724.93→1737.97	-4.23	timeout
06-18 06:07	ETH	Sell	1723.83→1727.17	-1.42	timeout
06-18 05:02	SOL	Sell	71.6463→70.9106	+4.68	timeout
06-18 03:52	BTC	Sell	64682.8→64310.2	+2.43	timeout
06-18 02:42	BNB	Sell	601.56→601.74	-0.60	timeout
06-18 01:28	ETH	Sell	1753.42→1756.88	-1.43	timeout
06-18 00:17	BTC	Sell	64376.8→64616.2	-2.31	timeout
06-17 23:05	BTC	Sell	63988.8→64336.2	-3.16	timeout
06-17 21:54	ETH	Sell	1740.13→1737.57	+0.28	timeout
06-17 20:40	ETH	Sell	1733.83→1739.37	-2.05	timeout
06-17 19:20	ADA	Sell	0.169048→0.166592	+6.82	take_profit
06-17 18:43	XRP	Sell	1.2042→1.21661	-5.60	stop_loss
06-17 17:39	BTC	Sell	65983.7→65912.3	+0.10	timeout

Paper vs Live

Paper (trades.jsonl)

960

closed

35%

win rate

-549.13

total pnl ($)

-12.2 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	291	43%	-6.7	-95.48
ETH	150	34%	-12.3	-87.50
SOL	107	36%	-11.9	-59.71
XRP	84	33%	-17.5	-69.04
DOGE	68	25%	-11.9	-33.93
ADA	47	38%	-6.9	-15.13
BNB	39	23%	-23.7	-45.03
AVAX	32	28%	-19.1	-27.69
LINK	29	31%	-16.1	-20.94
SUI	22	27%	-12.6	-8.13
DOT	21	29%	-22.9	-20.57
BCH	14	29%	-37.8	-20.79
ARB	12	33%	-18.0	-8.10
LTC	12	17%	-19.6	-9.81
OP	9	11%	-5.3	-1.36
NEAR	9	0%	-110.0	-16.50
APT	6	17%	-22.7	-2.26
TRX	5	60%	-26.0	-6.51
ATOM	3	67%	-4.5	-0.66

Recent bounces (last 20 of 7)

time	sym	side	reason
06-22 12:26	ADA	Sell	trigger_already_opened
06-22 09:54	BTC	Sell	stale_intent
06-22 06:43	ETH	Sell	stale_intent
06-22 05:15	DOGE	Sell	stale_intent
06-22 03:45	BTC	Sell	stale_intent
06-21 23:33	BTC	Sell	stale_intent
06-21 22:07	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…