orderbook_imbalance_trend_long · strategy

196

closed trades

32%

win rate

-130.97

total pnl ($)

1.106

weight

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

Backtest evidence run: 2026-05-22 18:24 (30.6d ago) · src: backtest-gate-results.jsonl

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

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=230.763

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 06:30	BTC	Buy	73338.7→73157.3	-1.69	timeout
06-01 05:31	BTC	Buy	73406.7→73358.3	-0.78	timeout
06-01 04:03	BTC	Buy	73843.7→73801.3	-0.74	timeout
06-01 02:33	BTC	Buy	73584.7→73447.3	-1.39	timeout
06-01 00:50	BTC	Buy	73672.7→73943.3	+1.39	timeout
05-31 23:17	BTC	Buy	73866.7→73899.3	-0.23	timeout
05-31 22:28	BTC	Buy	73617.7→73896.3	+1.44	timeout
05-31 21:31	BTC	Buy	73679.7→73611.3	-0.91	timeout
05-31 19:35	BTC	Buy	73645.7→73459.3	-1.72	timeout
05-31 18:36	BTC	Buy	73658.7→73634.3	-0.62	timeout
05-31 17:40	BTC	Buy	73494.7→73679.3	+0.80	timeout
05-31 16:43	BTC	Buy	73595.7→73498.3	-1.11	timeout
05-31 15:46	BTC	Buy	73640.7→73622.3	-0.58	timeout
05-31 14:42	BTC	Buy	73851.7→73633.3	-1.93	timeout
05-31 13:57	BTC	Buy	73886.7→73825.3	-0.87	timeout
05-31 12:49	BTC	Buy	73892.7→73919.3	-0.28	timeout
05-31 11:25	BTC	Buy	73739.7→73890.3	+0.57	timeout
05-31 10:40	BTC	Buy	73961.7→73791.3	-1.61	timeout
05-31 09:49	BTC	Buy	73823.7→73957.3	+0.45	timeout
05-31 08:26	BTC	Buy	73868.7→73939.3	+0.02	timeout
05-31 07:17	BTC	Buy	73979.7→73918.3	-0.87	timeout
05-31 06:44	BTC	Buy	74068.7→74040.3	-0.64	timeout
05-31 05:35	BTC	Buy	74126.7→74118.3	-0.51	timeout
05-31 04:07	BTC	Buy	74059.7→74121.3	-0.04	timeout
05-31 02:40	BTC	Buy	74068.7→73899.3	-1.60	timeout
05-31 00:56	BTC	Buy	73817.7→73996.3	+0.76	timeout
05-30 20:08	BTC	Buy	73970.7→73952.3	-0.58	timeout
05-30 18:44	BTC	Buy	73920.7→74040.3	+0.35	timeout
05-30 17:29	BTC	Buy	73873.7→73903.3	-0.25	timeout
05-30 16:13	BTC	Buy	73924.7→73929.3	-0.42	timeout
05-30 15:12	BTC	Buy	73977.7→73915.3	-0.88	timeout
05-30 14:09	BTC	Buy	73759.7→73927.3	+0.68	timeout
05-30 12:27	BTC	Buy	73562.7→73629.3	+0.00	timeout
05-30 10:31	BTC	Buy	73521.7→73613.3	+0.17	timeout
05-30 05:38	BTC	Buy	73200.7→73537.3	+1.85	timeout
05-30 02:54	BTC	Buy	73599.7→73745.3	+0.54	timeout
05-30 01:59	BTC	Buy	73508.7→73614.3	+0.27	timeout
05-30 00:26	BTC	Buy	73346.7→73458.3	+0.31	timeout
05-29 22:44	BTC	Buy	73568.7→73435.3	-1.36	timeout
05-29 20:46	BTC	Buy	73639.7→73703.3	-0.02	timeout
05-29 19:44	BTC	Buy	73764.7→73647.3	-1.25	timeout
05-29 18:26	BTC	Buy	74163.7→73831.3	-2.70	timeout
05-29 17:08	BTC	Buy	73829.7→73993.3	+0.65	timeout
05-29 16:06	BTC	Buy	73322.7→73810.3	+2.87	timeout
05-29 14:55	BTC	Buy	73131.7→72921.4	-1.89	timeout
05-29 13:50	BTC	Buy	73215.7→73183.3	-0.67	timeout
05-29 12:29	BTC	Buy	73535.7→73284.3	-2.16	timeout
05-29 11:54	BTC	Buy	73610.7→73386.3	-1.98	timeout
05-29 10:58	BTC	Buy	73699.7→73635.3	-0.89	timeout
05-29 10:18	BTC	Buy	73811.7→73613.3	-1.80	timeout
05-29 09:27	BTC	Buy	73765.7→73817.3	-0.10	timeout
05-29 08:50	BTC	Buy	73373.7→73700.3	+1.78	timeout
05-29 08:08	BTC	Buy	73746.7→73662.3	-1.02	timeout
05-29 04:59	BTC	Buy	73264.7→73387.3	+0.38	timeout
05-29 04:18	BTC	Buy	73396.7→73223.3	-1.64	timeout
05-29 04:18	BTC	Buy	73396.7→73218.3	-1.67	timeout
05-29 03:33	BTC	Buy	73429.7→73403.3	-0.63	timeout
05-29 02:42	BTC	Buy	73481.7→73326.3	-1.51	timeout
05-29 02:00	BTC	Buy	73748.7→73568.3	-1.68	timeout
05-29 01:24	BTC	Buy	73822.7→73579.3	-2.10	timeout
05-29 00:45	BTC	Buy	73557.7→73781.3	+1.06	timeout
05-29 00:04	BTC	Buy	73523.7→73621.3	+0.21	timeout
05-28 23:27	BTC	Buy	73607.7→73582.3	-0.63	timeout
05-28 22:44	BTC	Buy	73883.7→73474.3	-3.23	timeout
05-28 22:09	BTC	Buy	73622.7→73710.3	+0.14	timeout
05-28 20:24	BTC	Buy	73482.7→73570.3	+0.14	timeout
05-28 19:30	BTC	Buy	73586.7→73537.3	-0.79	timeout
05-28 18:38	BTC	Buy	73453.7→73569.3	+0.33	timeout
05-28 17:59	BTC	Buy	73407.7→73526.3	+0.35	timeout
05-28 17:08	BTC	Buy	72849.6→73451.3	+3.67	timeout
05-28 16:36	BTC	Buy	72906.6→73190.3	+1.49	timeout
05-28 15:59	BTC	Buy	72996.6→72878.4	-1.27	timeout
05-28 14:46	BTC	Buy	73385.7→72680	-5.26	stop_loss
05-28 14:35	BTC	Buy	72894.6→72891.4	-0.48	timeout
05-28 13:13	BTC	Buy	73406.7→73314.3	-1.08	timeout
05-28 12:34	BTC	Buy	73350.7→73446.3	+0.20	timeout
05-28 12:03	BTC	Buy	73407.7→73398.3	-0.52	timeout
05-28 11:28	BTC	Buy	73349.7→73319.3	-0.66	timeout
05-28 10:46	BTC	Buy	73490.7→73524.3	-0.22	timeout
05-28 10:14	BTC	Buy	73276.7→73532.3	+1.30	timeout
05-28 09:37	BTC	Buy	73236.7→73420.3	+0.80	timeout
05-28 09:06	BTC	Buy	73363.7→73322.3	-0.73	timeout
05-28 08:27	BTC	Buy	73222.7→73254.3	-0.23	timeout
05-28 07:29	BTC	Buy	72900.6→73211.3	+1.68	timeout
05-28 06:39	BTC	Buy	72957.6→72801.4	-1.52	timeout
05-28 06:00	BTC	Buy	73125.7→72945.4	-1.68	timeout
05-28 05:20	BTC	Buy	72945.6→72938.4	-0.50	timeout
05-28 04:02	BTC	Buy	73447.7→72740	-5.27	stop_loss
05-28 03:18	BTC	Buy	74167.7→73432.6	-5.41	stop_loss
05-28 03:18	BTC	Buy	74181.7→73467.6	-5.26	stop_loss
05-28 02:55	BTC	Buy	74253.7→74323.3	+0.02	timeout
05-28 02:22	BTC	Buy	74281.7→74160.3	-1.27	timeout
05-28 01:51	BTC	Buy	74441.7→74300.3	-1.40	timeout
05-28 01:13	BTC	Buy	74415.7→74415.3	-0.45	timeout
05-28 00:40	BTC	Buy	74304.7→74492.3	+0.81	timeout
05-28 00:01	BTC	Buy	74399.7→74463.3	-0.03	timeout
05-27 23:30	BTC	Buy	74466.7→74278.3	-1.72	timeout
05-27 23:00	BTC	Buy	74363.7→74326.3	-0.70	timeout
05-27 21:44	BTC	Buy	75123.8→74373.1	-5.45	stop_loss
05-27 21:38	BTC	Buy	75226.8→74917.3	-2.51	timeout

Paper vs Live

Paper (trades.jsonl)

196

closed

32%

win rate

-130.97

total pnl ($)

-13.3 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	196	32%	-13.3	-130.97

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…