orderbook_imbalance_follow_btc · strategy

257

closed trades

37%

win rate

-128.09

total pnl ($)

1.224

weight

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

Backtest evidence run: 2026-05-19 21:49 (38.6d ago) · src: backtest-gate-results.jsonl

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

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=227.909

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 03:45	BTC	Buy	73461.3→73842.7	+2.14	timeout
06-01 02:35	BTC	Sell	73907.3→73471.7	+2.50	timeout
06-01 02:00	BTC	Buy	73971.3→73275.3	-5.16	stop_loss
05-31 23:42	BTC	Buy	73659.3→73507.7	-1.48	timeout
05-31 22:48	BTC	Sell	73680.3→73956.7	-2.33	timeout
05-31 19:51	BTC	Buy	73661.3→73503.7	-1.52	timeout
05-31 19:01	BTC	Sell	73524.3→73602.7	-0.98	timeout
05-31 18:21	BTC	Buy	73586.3→73616.7	-0.25	timeout
05-31 16:29	BTC	Buy	73578.3→73595.7	-0.34	timeout
05-31 15:54	BTC	Sell	73841.3→73635.7	+0.95	timeout
05-31 14:01	BTC	Sell	73917.3→73803.7	+0.32	timeout
05-31 13:16	BTC	Buy	73876.3→73940.7	-0.02	timeout
05-31 13:10	BTC	Sell	73889.3→73900.7	-0.52	timeout
05-31 12:11	BTC	Buy	73823.3→73888.7	-0.02	timeout
05-31 11:19	BTC	Sell	73934.3→73891.7	-0.15	timeout
05-31 10:27	BTC	Sell	73936.3→73772.7	+0.67	timeout
05-31 09:41	BTC	Sell	73862.3→74003.7	-1.39	timeout
05-31 09:35	BTC	Buy	73802.3→73945.7	+0.51	timeout
05-31 08:37	BTC	Sell	74045.3→73872.7	+0.73	timeout
05-31 08:17	BTC	Buy	73972.3→73923.7	-0.79	timeout
05-31 07:33	BTC	Sell	74116.3→73832.7	+1.48	timeout
05-31 07:09	BTC	Buy	74160.3→73971.7	-1.73	timeout
05-31 05:42	BTC	Buy	74116.3→74092.7	-0.61	timeout
05-31 03:48	BTC	Sell	74093.3→74156.7	-0.87	timeout
05-31 02:57	BTC	Buy	73984.3→74048.7	-0.02	timeout
05-31 02:40	BTC	Sell	73909.3→73907.7	-0.43	timeout
05-31 01:55	BTC	Buy	73820.3→74033.7	+0.99	timeout
05-31 01:43	BTC	Sell	73771.3→74073.7	-2.49	timeout
05-30 20:55	BTC	Sell	73990.3→73932.7	-0.05	timeout
05-30 18:12	BTC	Sell	73931.3→73998.7	-0.90	timeout
05-30 17:46	BTC	Buy	73864.3→73955.7	+0.16	timeout
05-30 16:28	BTC	Buy	73976.3→73884.7	-1.08	timeout
05-30 16:00	BTC	Sell	73814.3→73895.7	-0.99	timeout
05-30 14:07	BTC	Buy	73563.3→73895.7	+1.80	timeout
05-30 13:01	BTC	Buy	73605.3→73682.7	+0.07	timeout
05-30 12:43	BTC	Sell	73617.3→73650.7	-0.67	timeout
05-30 11:54	BTC	Buy	73573.3→73557.7	-0.56	timeout
05-30 11:40	BTC	Sell	73526.3→73594.7	-0.91	timeout
05-30 09:51	BTC	Sell	73498.3→73554.7	-0.83	timeout
05-30 07:42	BTC	Buy	73528.3→73466.7	-0.87	timeout
05-30 02:36	BTC	Buy	73388.3→73673.7	+1.49	timeout
05-30 01:31	BTC	Sell	73358.3→73607.7	-2.15	timeout
05-30 00:25	BTC	Buy	73468.3→73472.7	-0.42	timeout
05-29 23:02	BTC	Buy	73626.3→73387.7	-2.07	timeout
05-29 21:49	BTC	Sell	73631.3→73458.7	+0.73	timeout
05-29 18:52	BTC	Buy	74155.3→73453.4	-5.19	stop_loss
05-29 18:26	BTC	Buy	73527.3→73845.7	+1.71	timeout
05-29 17:42	BTC	Sell	73844.3→74257.7	-3.24	timeout
05-29 17:15	BTC	Buy	73680.3→74248.7	+3.40	timeout
05-29 16:14	BTC	Buy	72988.4→73947.7	+6.12	timeout
05-29 15:08	BTC	Buy	73171.3→73534.7	+2.03	timeout
05-29 14:26	BTC	Sell	73243.3→72547.9	+0.00	stop_loss
05-29 13:48	BTC	Sell	73470.3→73253.7	+1.03	timeout
05-29 13:32	BTC	Buy	73482.3→72890.6	-4.48	timeout
05-29 13:08	BTC	Sell	73619.3→73179.7	+2.54	timeout
05-29 12:34	BTC	Buy	73547.3→73264.7	-2.37	timeout
05-29 11:30	BTC	Sell	73852.3→73535.7	+1.70	timeout
05-29 11:18	BTC	Buy	73806.3→73634.7	-1.62	timeout
05-29 10:45	BTC	Sell	73776.3→73566.7	+0.97	timeout
05-29 10:10	BTC	Buy	73670.3→73653.7	-0.57	timeout
05-29 10:04	BTC	Sell	73656.3→73661.7	-0.48	timeout
05-29 09:18	BTC	Sell	73778.3→73811.7	-0.67	timeout
05-29 09:08	BTC	Buy	73739.3→73676.7	-0.88	timeout
05-29 08:34	BTC	Sell	73678.3→73777.7	-1.12	timeout
05-29 06:02	BTC	Sell	73301.3→73387.7	-1.03	timeout
05-29 05:40	BTC	Buy	73286.3→73387.7	+0.23	timeout
05-29 04:55	BTC	Buy	73217.3→73387.7	+0.70	timeout
05-29 03:44	BTC	Buy	73486.3→73334.7	-1.49	timeout
05-29 02:25	BTC	Buy	73825.3→73458.7	-2.95	timeout
05-29 01:43	BTC	Buy	73561.3→73492.7	-0.93	timeout
05-29 01:38	BTC	Sell	73614.3→73461.7	+0.60	timeout
05-29 00:38	BTC	Buy	73532.3→73776.7	+1.20	timeout
05-28 23:44	BTC	Sell	73900.3→73586.7	+1.68	timeout
05-28 23:39	BTC	Buy	73758.3→73595.7	-1.56	timeout
05-28 23:04	BTC	Sell	73539.3→73523.7	-0.33	timeout
05-28 22:42	BTC	Buy	73659.3→73480.7	-1.68	timeout
05-28 21:50	BTC	Buy	73468.3→73818.7	+1.92	timeout
05-28 21:25	BTC	Sell	73495.3→73723.7	-1.99	timeout
05-28 21:09	BTC	Buy	73501.3→73623.7	+0.37	timeout
05-28 19:55	BTC	Buy	73471.3→73453.7	-0.58	timeout
05-28 19:46	BTC	Sell	73636.3→73447.7	+0.84	timeout
05-28 18:47	BTC	Buy	73419.3→73604.7	+0.80	timeout
05-28 18:11	BTC	Buy	72924.4→73661.7	+4.59	timeout
05-28 17:57	BTC	Sell	72909.4→73496.7	-4.47	timeout
05-28 16:57	BTC	Buy	72946.4→73423.7	+2.81	timeout
05-28 16:43	BTC	Sell	72846.4→73335.7	-3.80	timeout
05-28 15:30	BTC	Buy	73094.3→72956.6	-1.40	timeout
05-28 14:05	BTC	Sell	73330.3→72618.9	+0.00	stop_loss
05-28 14:05	BTC	Sell	73441.3→72743	+0.00	stop_loss
05-28 14:05	BTC	Buy	73466.3→72773	-5.18	stop_loss
05-28 13:59	BTC	Sell	73469.3→73003.7	+2.73	timeout
05-28 12:47	BTC	Buy	73524.3→73499.7	-0.63	timeout
05-28 12:00	BTC	Buy	73511.3→73466.7	-0.76	timeout
05-28 11:44	BTC	Sell	73456.3→73436.7	-0.31	timeout
05-28 11:18	BTC	Buy	73298.3→73380.7	+0.11	timeout
05-28 11:06	BTC	Sell	73316.3→73401.7	-1.03	timeout
05-28 10:23	BTC	Sell	73295.3→73338.7	-0.75	timeout
05-28 09:26	BTC	Buy	73236.3→73378.7	+0.52	timeout
05-28 09:07	BTC	Sell	73143.3→73353.7	-1.89	timeout
05-28 08:45	BTC	Buy	73099.3→73257.7	+0.63	timeout

Paper vs Live

Paper (trades.jsonl)

257

closed

37%

win rate

-128.09

total pnl ($)

-10.3 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	257	37%	-10.3	-128.09

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…