sol_orderbook_imbalance_reversal_v1 · strategy

closed trades

39%

win rate

-132.56

total pnl ($)

1.124

weight

7d window — n=22 wr=45% pnl=-16.14 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-01 15:53 (29.1d ago) · src: backtest-gate-results.jsonl

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

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 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 11:48	SOL	Buy	73.385→73.566	+0.79	timeout
06-30 00:32	SOL	Buy	75.3513→74.2407	-7.83	stop_loss
06-29 13:46	SOL	Buy	73.7671→72.7427	-7.39	stop_loss
06-29 06:23	SOL	Buy	71.3687→72.9171	+10.39	take_profit
06-28 22:49	SOL	Buy	70.4306→70.4194	-0.51	timeout
06-28 16:40	SOL	Buy	71.7768→71.2223	-4.30	timeout
06-28 08:40	SOL	Buy	70.4726→72.0092	+10.45	take_profit
06-28 02:17	SOL	Buy	70.5276→70.8904	+2.13	timeout
06-27 17:04	SOL	Buy	72.8619→71.8533	-7.38	stop_loss
06-27 08:52	SOL	Buy	71.8088→72.0342	+1.12	timeout
06-27 01:47	SOL	Buy	71.7328→71.5103	-2.00	timeout
06-26 16:00	SOL	Buy	71.8778→73.535	+11.08	take_profit
06-26 10:39	SOL	Buy	69.6895→68.7283	-7.36	stop_loss
06-26 02:12	SOL	Buy	67.6181→66.6656	-7.49	stop_loss
06-25 21:30	SOL	Buy	66.486→66.763	+1.64	timeout
06-25 13:41	SOL	Buy	67.8792→66.8965	-7.69	stop_loss
06-25 08:23	SOL	Buy	68.9713→69.0416	+0.04	timeout
06-24 20:06	SOL	Buy	65.9459→67.3799	+10.43	take_profit
06-24 15:42	SOL	Buy	68.6393→67.675	-7.48	stop_loss
06-24 10:37	SOL	Buy	69.4244→69.0436	-3.18	timeout
06-24 04:08	SOL	Buy	69.8045→69.4376	-3.05	timeout
06-23 21:21	SOL	Buy	68.8183→69.0756	+1.45	timeout
06-23 14:44	SOL	Buy	69.1734→69.2736	+0.31	timeout
06-23 06:20	SOL	Buy	71.0997→70.1184	-7.34	stop_loss
06-22 22:28	SOL	Buy	72.4059→71.4016	-7.38	stop_loss
06-22 14:30	SOL	Buy	74.5872→73.5552	-7.37	stop_loss
06-22 11:05	SOL	Buy	74.0651→73.8489	-1.92	timeout
06-22 01:11	SOL	Buy	72.9999→73.345	+1.92	timeout
06-21 18:51	SOL	Buy	74.0811→74.1789	+0.19	timeout
06-21 11:29	SOL	Buy	73.0079→73.524	+3.07	timeout
06-21 01:46	SOL	Buy	73.7131→73.106	-4.59	timeout
06-20 18:43	SOL	Buy	71.8098→71.8012	-0.53	timeout
06-20 12:25	SOL	Buy	71.3237→71.7792	+2.74	timeout
06-20 05:08	SOL	Buy	69.9715→71.4983	+10.46	take_profit
06-19 22:36	SOL	Buy	68.7743→69.2636	+3.12	timeout
06-19 16:23	SOL	Buy	68.4673→69.4276	+6.57	timeout
06-19 10:02	SOL	Buy	68.6643→68.2388	-3.54	timeout
06-19 02:47	SOL	Buy	69.5864→69.4816	-1.22	timeout
06-18 20:07	SOL	Buy	68.9513→69.7165	+5.08	timeout
06-18 13:58	SOL	Buy	71.4067→70.9594	-3.57	timeout
06-18 03:22	SOL	Buy	72.2758→72.1702	-1.17	timeout
06-17 19:20	SOL	Buy	73.347→72.335	-7.35	stop_loss
06-17 14:41	SOL	Buy	72.1278→72.2272	+0.26	timeout
06-17 06:46	SOL	Buy	73.552→73.339	-1.90	timeout
06-17 00:54	SOL	Buy	73.9181→73.317	-4.51	timeout
06-16 17:27	SOL	Buy	72.8219→73.279	+2.70	timeout
06-16 11:20	SOL	Buy	74.6992→74.8148	+0.31	timeout
06-16 02:27	SOL	Buy	73.9671→72.9466	-7.35	stop_loss
06-15 21:08	SOL	Buy	75.3183→74.6878	-4.64	timeout
06-15 13:20	SOL	Buy	72.6099→74.1869	+10.41	take_profit
06-15 05:33	SOL	Buy	71.2567→71.0993	-1.57	timeout
06-14 21:25	SOL	Buy	67.7222→69.2156	+10.59	take_profit
06-14 17:15	SOL	Buy	67.6852→67.5989	-1.07	timeout
06-14 10:26	SOL	Buy	68.1982→68.4297	+1.25	timeout
06-13 17:28	SOL	Buy	68.2352→68.1328	-1.19	timeout
06-13 10:41	SOL	Buy	67.1861→67.4239	+1.33	timeout
06-13 03:33	SOL	Buy	66.992→66.748	-2.26	timeout
06-12 19:02	SOL	Buy	67.1381→67.0769	-0.88	timeout
06-12 11:30	SOL	Buy	66.909→66.946	-0.19	timeout
06-12 05:22	SOL	Buy	67.0161→66.785	-2.18	timeout
06-11 23:19	SOL	Buy	66.877→66.743	-1.47	timeout
06-11 16:22	SOL	Buy	65.3608→65.5042	+0.63	timeout
06-11 08:17	SOL	Buy	65.1458→65.1632	-0.33	timeout
06-10 21:51	SOL	Buy	63.2455→62.3714	-7.35	stop_loss
06-10 17:31	SOL	Buy	64.7827→63.8885	-7.35	stop_loss
06-10 09:19	SOL	Buy	64.0866→63.2009	-7.35	stop_loss
06-09 20:25	SOL	Buy	64.8397→65.5232	+4.83	timeout
06-09 14:16	SOL	Buy	65.9949→65.0847	-7.34	stop_loss
06-09 07:34	SOL	Buy	66.642→66.808	+0.79	timeout
06-09 00:09	SOL	Buy	67.4221→66.4888	-7.34	stop_loss
06-08 17:11	SOL	Buy	67.4211→66.4908	-7.35	stop_loss
06-08 12:07	SOL	Buy	65.6909→66.1731	+3.23	timeout
06-08 03:22	SOL	Buy	66.0599→66.48	+2.75	timeout
06-07 19:01	SOL	Buy	65.4648→64.549	-7.41	stop_loss
06-07 12:34	SOL	Buy	64.5837→63.6726	-7.47	stop_loss
06-07 07:36	SOL	Buy	63.7236→64.9263	+9.02	timeout
06-07 01:04	SOL	Buy	61.5592→62.5506	+7.63	timeout
06-06 18:19	SOL	Buy	61.4042→61.5348	+0.64	timeout
06-06 10:07	SOL	Buy	62.8154→61.9477	-7.33	stop_loss
06-06 03:24	SOL	Buy	63.8296→62.9491	-7.31	stop_loss
06-05 19:16	SOL	Buy	62.3494→61.471	-7.49	stop_loss
06-05 13:55	SOL	Buy	65.8049→64.8888	-7.40	stop_loss
06-05 07:07	SOL	Buy	64.9667→64.0643	-7.39	stop_loss
06-05 01:03	SOL	Buy	68.6483→67.701	-7.34	stop_loss
06-04 20:17	SOL	Buy	69.2264→68.9677	-2.31	timeout
06-04 12:36	SOL	Buy	68.4523→69.9385	+10.41	take_profit
06-04 07:58	SOL	Buy	70.3155→69.3439	-7.33	stop_loss
06-04 00:25	SOL	Buy	71.7548→71.5343	-1.95	timeout
06-03 19:55	SOL	Buy	72.6699→71.6554	-7.41	stop_loss
06-03 11:00	SOL	Buy	75.2453→75.5737	+1.73	timeout
06-03 03:35	SOL	Buy	74.5762→73.5422	-7.37	stop_loss
06-02 18:53	SOL	Buy	76.8515→75.7807	-7.41	stop_loss
06-02 11:37	SOL	Buy	79.731→78.8722	-5.84	timeout

Paper vs Live

Paper (trades.jsonl)

closed

39%

win rate

-132.56

total pnl ($)

-28.6 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 ($)
SOL	93	39%	-28.6	-132.56

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…