sol_orderbook_imbalance_reversion_v1

49

closed trades

35%

win rate

-97.96

total pnl ($)

0.988

weight

7d window — n=14 wr=29% pnl=-37.02 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-01 18:04 (26.1d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_x_sol_imb_1

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

time	sym	side	entry→exit	pnl	close
06-27 14:14	SOL	Sell	71.6812→72.6822	-7.44	stop_loss
06-27 02:43	SOL	Sell	71.7992→72.0828	-2.44	timeout
06-26 13:47	SOL	Sell	69.4446→69.9005	-3.71	timeout
06-25 21:57	SOL	Sell	66.329→67.2637	-7.50	stop_loss
06-25 11:06	SOL	Buy	68.9903→68.0258	-7.45	stop_loss
06-24 20:06	SOL	Buy	65.8099→67.2389	+10.41	take_profit
06-24 12:34	SOL	Buy	69.5274→69.7125	+0.88	timeout
06-23 23:40	SOL	Buy	68.8013→69.3696	+3.73	timeout
06-23 08:13	SOL	Buy	70.3165→69.0861	-9.20	stop_loss
06-22 21:39	SOL	Buy	73.272→72.254	-7.38	stop_loss
06-22 10:21	SOL	Buy	73.9141→73.6569	-2.21	timeout
06-21 20:49	SOL	Buy	74.3932→73.3663	-7.37	stop_loss
06-21 09:21	SOL	Sell	73.078→73.405	-2.66	timeout
06-20 21:23	SOL	Buy	71.3997→72.2262	+5.31	timeout
06-20 05:13	SOL	Sell	71.5193→72.5081	-7.36	stop_loss
06-19 20:43	SOL	Sell	69.2156→68.8883	+1.90	timeout
06-19 07:37	SOL	Buy	68.9203→67.9668	-7.38	stop_loss
06-18 19:47	SOL	Buy	68.8333→69.3016	+2.93	timeout
06-18 04:08	SOL	Buy	72.2508→71.2537	-7.35	stop_loss
06-17 15:38	SOL	Sell	72.3351→73.3346	-7.35	stop_loss
06-17 06:39	SOL	Buy	73.8031→73.401	-3.17	timeout
06-16 18:23	SOL	Buy	73.09→73.6829	+3.62	timeout
06-16 05:20	SOL	Sell	74.2089→73.66	+3.25	timeout
06-15 15:53	SOL	Sell	74.1389→75.1638	-7.37	stop_loss
06-15 04:52	SOL	Sell	71.0483→70.9856	+0.02	timeout
06-14 16:41	SOL	Sell	67.8248→67.6401	+0.88	timeout
06-14 04:31	SOL	Sell	68.7287→68.8243	-1.18	timeout
06-13 15:39	SOL	Sell	67.7558→68.7046	-7.46	stop_loss
06-13 03:40	SOL	Buy	66.694→66.823	+0.54	timeout
06-12 14:52	SOL	Sell	66.859→67.783	-7.34	stop_loss
06-12 03:44	SOL	Buy	66.99→66.853	-1.48	timeout
06-11 13:48	SOL	Sell	65.3992→65.5878	-1.87	timeout
06-10 21:51	SOL	Buy	63.2815→62.4034	-7.38	stop_loss
06-10 09:16	SOL	Buy	64.1646→63.2788	-7.35	stop_loss
06-09 14:02	SOL	Sell	66.1361→65.9469	+0.97	timeout
06-09 00:26	SOL	Sell	67.4019→65.9239	+10.49	take_profit
06-08 12:43	SOL	Sell	66.2211→67.1426	-7.42	stop_loss
06-07 22:13	SOL	Buy	64.3627→65.7641	+10.45	take_profit
06-07 12:34	SOL	Sell	65.1642→63.7366	+10.44	take_profit
06-07 01:08	SOL	Sell	62.1947→63.08	-7.59	stop_loss
06-06 10:19	SOL	Sell	63.1975→61.8203	+10.43	take_profit
06-05 22:06	SOL	Buy	64.6977→63.8035	-7.36	stop_loss
06-05 10:00	SOL	Sell	65.7271→66.6403	-7.41	stop_loss
06-04 21:37	SOL	Buy	68.6933→67.7409	-7.38	stop_loss
06-04 12:29	SOL	Sell	68.4597→69.4211	-7.52	stop_loss
06-03 21:49	SOL	Sell	71.8482→72.8423	-7.38	stop_loss
06-03 12:38	SOL	Sell	74.9648→75.0273	-0.91	timeout
06-03 00:10	SOL	Buy	73.0069→74.5948	+10.43	take_profit
06-02 11:08	SOL	Sell	79.3321→79.3039	-0.27	timeout

Paper (trades.jsonl)

49

closed

35%

win rate

-97.96

total pnl ($)

-39.9 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
SOL	49	35%	-39.9	-97.96

time	sym	side	reason
06-27 12:22	SOL	Sell	circuit_breaker

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 49 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 1)

Postmortem feed (last 10)