orderflow_imbalance_breakout · strategy

224

closed trades

33%

win rate

-121.94

total pnl ($)

1.098

weight

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

Backtest evidence run: 2026-05-20 13:06 (32.8d ago) · src: backtest-gate-results.jsonl

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

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=228.544

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 04:34	BTC	Buy	73920.3→73431.7	-3.76	timeout
06-01 03:20	BTC	Buy	73470.3→73922.7	+2.63	timeout
06-01 02:25	BTC	Buy	73624.3→73474.7	-1.47	timeout
06-01 00:35	BTC	Buy	73657.3→73886.7	+1.11	timeout
05-31 22:34	BTC	Buy	73601.3→73960.7	+1.99	timeout
05-31 21:28	BTC	Buy	73678.3→73618.7	-0.85	timeout
05-31 20:26	BTC	Buy	73445.3→73672.7	+1.10	timeout
05-31 19:26	BTC	Buy	73631.3→73452.7	-1.66	timeout
05-31 18:14	BTC	Buy	73488.3→73659.7	+0.71	timeout
05-31 16:44	BTC	Buy	73605.3→73501.7	-1.16	timeout
05-31 15:54	BTC	Buy	73665.3→73634.7	-0.66	timeout
05-31 15:16	BTC	Buy	73655.3→73654.7	-0.46	timeout
05-31 14:38	BTC	Buy	73849.3→73654.7	-1.77	timeout
05-31 13:59	BTC	Buy	73880.3→73837.7	-0.74	timeout
05-31 13:08	BTC	Buy	73865.3→73856.7	-0.51	timeout
05-31 12:02	BTC	Buy	73909.3→73896.7	-0.54	timeout
05-31 11:30	BTC	Buy	73775.3→73946.7	+0.71	timeout
05-31 10:57	BTC	Buy	73812.3→73862.7	-0.11	timeout
05-31 10:19	BTC	Buy	73938.3→73785.7	-1.49	timeout
05-31 09:46	BTC	Buy	73819.3→73957.7	+0.48	timeout
05-31 09:13	BTC	Buy	73870.3→73888.7	-0.33	timeout
05-31 08:35	BTC	Buy	73803.3→73891.7	+0.14	timeout
05-31 07:30	BTC	Buy	73996.3→73875.7	-1.27	timeout
05-31 06:55	BTC	Buy	74032.3→74035.7	-0.43	timeout
05-31 06:23	BTC	Buy	74148.3→74003.7	-1.43	timeout
05-31 05:21	BTC	Buy	74158.3→74157.7	-0.46	timeout
05-31 04:09	BTC	Buy	74042.3→74114.7	+0.04	timeout
05-31 03:16	BTC	Buy	74160.3→74092.7	-0.91	timeout
05-31 02:15	BTC	Buy	74119.3→74169.7	-0.11	timeout
05-31 01:31	BTC	Buy	73936.3→74153.7	+1.02	timeout
05-31 00:55	BTC	Buy	73820.3→74002.7	+0.78	timeout
05-30 22:17	BTC	Buy	73954.3→73864.7	-1.06	timeout
05-30 20:41	BTC	Buy	73990.3→73897.7	-1.08	timeout
05-30 17:20	BTC	Buy	73905.3→73910.7	-0.42	timeout
05-30 16:47	BTC	Buy	73880.3→73881.7	-0.45	timeout
05-30 16:13	BTC	Buy	73917.3→73936.7	-0.32	timeout
05-30 15:39	BTC	Buy	73985.3→73851.7	-1.36	timeout
05-30 14:45	BTC	Buy	73718.3→73958.7	+1.17	timeout
05-30 13:03	BTC	Buy	73564.3→73717.7	+0.59	timeout
05-30 12:18	BTC	Buy	73575.3→73585.7	-0.38	timeout
05-30 11:41	BTC	Buy	73601.3→73601.7	-0.45	timeout
05-30 11:03	BTC	Buy	73562.3→73617.7	-0.08	timeout
05-30 10:13	BTC	Buy	73496.3→73608.7	+0.31	timeout
05-30 08:15	BTC	Buy	73502.3→73521.7	-0.32	timeout
05-30 06:15	BTC	Buy	73468.3→73509.7	-0.17	timeout
05-30 04:32	BTC	Buy	73611.3→73275.7	-2.73	timeout
05-30 01:02	BTC	Buy	73411.3→73446.7	-0.21	timeout
05-29 23:58	BTC	Buy	73441.3→73434.7	-0.50	timeout
05-29 22:44	BTC	Buy	73561.3→73442.7	-1.26	timeout
05-29 21:40	BTC	Buy	73664.3→73557.7	-1.18	timeout
05-29 20:38	BTC	Buy	73659.3→73678.7	-0.32	timeout
05-29 18:51	BTC	Buy	74011.3→73472.7	-4.09	timeout
05-29 18:08	BTC	Buy	73968.3→73985.7	-0.34	timeout
05-29 17:34	BTC	Buy	74019.3→74246.7	+1.08	timeout
05-29 16:59	BTC	Buy	73771.3→74080.7	+1.64	timeout
05-29 16:24	BTC	Buy	73573.3→73603.7	-0.25	timeout
05-29 15:14	BTC	Buy	72988.4→73645.7	+4.05	timeout
05-29 13:07	BTC	Buy	73341.3→73211.7	-1.33	timeout
05-29 12:17	BTC	Buy	73624.3→73370.7	-2.17	timeout
05-29 11:33	BTC	Buy	73547.3→73505.7	-0.73	timeout
05-29 10:46	BTC	Buy	73786.3→73574.7	-1.89	timeout
05-29 10:12	BTC	Buy	73795.3→73662.7	-1.35	timeout
05-29 09:39	BTC	Buy	73768.3→73810.7	-0.17	timeout
05-29 09:01	BTC	Buy	73616.3→73616.7	-0.45	timeout
05-29 08:29	BTC	Buy	73720.3→73765.7	-0.14	timeout
05-29 07:41	BTC	Buy	73649.3→73423.7	-1.99	timeout
05-29 05:15	BTC	Buy	73223.3→73394.7	+0.71	timeout
05-29 04:31	BTC	Buy	73333.3→73397.7	-0.02	timeout
05-29 03:49	BTC	Buy	73348.3→73319.7	-0.65	timeout
05-29 01:48	BTC	Buy	73747.3→73519.7	-2.00	timeout
05-29 01:17	BTC	Buy	73748.3→73745.7	-0.47	timeout
05-29 00:45	BTC	Buy	73550.3→73788.7	+1.16	timeout
05-28 23:59	BTC	Buy	73432.3→73619.7	+0.82	timeout
05-28 23:27	BTC	Buy	73600.3→73589.7	-0.53	timeout
05-28 22:55	BTC	Buy	73835.3→73492.7	-2.78	timeout
05-28 21:34	BTC	Buy	73636.3→73703.7	+0.00	timeout
05-28 20:53	BTC	Buy	73467.3→73653.7	+0.81	timeout
05-28 20:15	BTC	Buy	73410.3→73416.7	-0.41	timeout
05-28 19:43	BTC	Buy	73574.3→73409.7	-1.58	timeout
05-28 19:05	BTC	Buy	73576.3→73521.7	-0.83	timeout
05-28 18:34	BTC	Buy	73445.3→73606.7	+0.64	timeout
05-28 17:49	BTC	Buy	73312.3→73628.7	+1.70	timeout
05-28 17:17	BTC	Buy	73084.3→73403.7	+1.73	timeout
05-28 16:39	BTC	Buy	72899.4→73195.7	+1.58	timeout
05-28 16:05	BTC	Buy	73138.3→72831.6	-2.55	timeout
05-28 15:28	BTC	Buy	72957.4→72914.6	-0.75	timeout
05-28 14:55	BTC	Buy	72924.4→72985.6	-0.04	timeout
05-28 14:23	BTC	Buy	73128.3→73059.7	-0.92	timeout
05-28 13:36	BTC	Buy	73516.3→72892.1	-4.70	stop_loss
05-28 13:18	BTC	Buy	73308.3→73209.7	-1.13	timeout
05-28 12:45	BTC	Buy	73413.3→73464.7	-0.10	timeout
05-28 12:12	BTC	Buy	73342.3→73446.7	+0.26	timeout
05-28 11:40	BTC	Buy	73458.3→73375.7	-1.01	timeout
05-28 11:04	BTC	Buy	73493.3→73394.7	-1.12	timeout
05-28 10:28	BTC	Buy	73368.3→73348.7	-0.58	timeout
05-28 09:48	BTC	Buy	73298.3→73534.7	+1.16	timeout
05-28 09:12	BTC	Buy	73416.3→73273.7	-1.42	timeout
05-28 08:33	BTC	Buy	73291.3→73222.7	-0.92	timeout
05-28 08:00	BTC	Buy	73192.3→73462.7	+1.40	timeout
05-28 07:16	BTC	Buy	72971.4→73243.7	+1.41	timeout

Paper vs Live

Paper (trades.jsonl)

224

closed

33%

win rate

-121.94

total pnl ($)

-10.9 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	224	33%	-10.9	-121.94

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…