sol_orderbook_price_reversal_v1 · strategy

closed trades

40%

win rate

-78.29

total pnl ($)

1.280

weight

7d window — n=15 wr=53% pnl=+5.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 03:17	SOL	Buy	70.5126→70.8074	+1.66	timeout
06-27 18:13	SOL	Sell	72.5421→72.0588	+2.88	timeout
06-27 08:42	SOL	Sell	72.1802→71.9918	+0.85	timeout
06-27 00:36	SOL	Sell	72.2492→71.6808	+3.47	timeout
06-26 13:53	SOL	Sell	69.1086→70.0975	-7.60	stop_loss
06-25 23:30	SOL	Buy	66.951→68.6067	+11.91	take_profit
06-25 13:40	SOL	Buy	68.0922→67.1523	-7.35	stop_loss
06-25 05:17	SOL	Buy	67.5161→68.9747	+10.37	timeout
06-24 17:20	SOL	Buy	66.358→65.4414	-7.36	stop_loss
06-24 07:35	SOL	Buy	69.6184→69.4446	-1.66	timeout
06-23 23:29	SOL	Buy	68.8853→69.4736	+3.86	timeout
06-23 13:41	SOL	Buy	68.7013→68.8407	+0.62	timeout
06-23 05:07	SOL	Buy	71.8748→71.3913	-3.77	timeout
06-22 21:00	SOL	Buy	72.9239→72.7761	-1.44	timeout
06-21 20:33	SOL	Sell	73.9699→74.0891	-1.23	timeout
06-21 09:36	SOL	Sell	72.9861→74.0071	-7.44	stop_loss
06-21 03:31	SOL	Sell	73.463→73.495	-0.65	timeout
06-20 18:47	SOL	Sell	71.8202→71.8238	-0.45	timeout
06-20 09:11	SOL	Sell	72.2182→71.4117	+5.16	timeout
06-19 11:29	SOL	Buy	68.4303→68.3128	-1.30	timeout
06-19 02:42	SOL	Buy	69.4054→69.4836	+0.09	timeout
06-18 15:18	SOL	Buy	71.0327→70.0454	-7.40	stop_loss
06-18 09:09	SOL	Buy	70.6946→71.9072	+8.13	timeout
06-17 22:03	SOL	Buy	72.0308→71.0368	-7.35	stop_loss
06-17 14:58	SOL	Buy	72.1758→72.3411	+0.72	timeout
06-17 06:32	SOL	Sell	74.1249→73.278	+5.26	timeout
06-16 20:03	SOL	Buy	73.455→73.7569	+1.60	timeout
06-16 06:46	SOL	Sell	73.202→74.2182	-7.40	stop_loss
06-16 00:43	SOL	Sell	74.9788→74.3101	+4.01	timeout
06-15 13:18	SOL	Sell	72.8871→73.897	-7.38	stop_loss
06-15 05:15	SOL	Sell	70.9504→70.9866	-0.68	timeout
06-14 19:16	SOL	Buy	67.4221→67.5889	+0.83	timeout
06-14 08:50	SOL	Sell	68.4667→68.2892	+0.83	timeout
06-13 21:42	SOL	Sell	68.1938→69.1649	-7.58	stop_loss
06-13 10:45	SOL	Sell	66.92→67.4971	-4.77	timeout
06-12 14:52	SOL	Sell	66.874→67.804	-7.39	stop_loss
06-12 07:15	SOL	Sell	66.928→66.1519	+5.35	timeout
06-11 22:37	SOL	Sell	66.767→66.932	-1.66	timeout
06-11 09:06	SOL	Sell	65.0502→65.1988	-1.57	timeout
06-10 21:06	SOL	Buy	63.8496→62.9601	-7.39	stop_loss
06-10 11:04	SOL	Buy	63.8096→62.9261	-7.36	stop_loss
06-09 14:15	SOL	Buy	66.1779→65.2526	-7.44	stop_loss
06-09 08:34	SOL	Sell	66.622→66.695	-1.00	timeout
06-08 22:43	SOL	Sell	67.2889→67.0601	+1.23	timeout
06-08 11:21	SOL	Sell	65.8601→66.7724	-7.38	stop_loss
06-08 05:51	SOL	Sell	65.9031→65.1388	+5.29	timeout
06-07 19:18	SOL	Sell	65.4452→63.8256	+11.88	take_profit
06-07 12:11	SOL	Sell	65.6671→64.0446	+11.85	take_profit
06-07 01:35	SOL	Buy	62.2423→63.7824	+11.92	take_profit
06-06 20:39	SOL	Buy	61.5422→61.5858	-0.06	timeout
06-06 10:01	SOL	Buy	63.2585→62.3834	-7.35	stop_loss
06-06 02:07	SOL	Buy	64.4057→63.5127	-7.36	stop_loss
06-05 16:43	SOL	Buy	65.3508→64.4481	-7.36	stop_loss
06-05 12:25	SOL	Buy	65.7499→66.1501	+2.64	timeout
06-05 01:03	SOL	Buy	68.6893→67.7359	-7.38	stop_loss
06-04 17:42	SOL	Buy	69.4144→68.4565	-7.35	stop_loss
06-04 08:13	SOL	Buy	69.4504→68.4895	-7.36	stop_loss
06-04 00:29	SOL	Buy	71.9248→70.9239	-7.37	stop_loss
06-03 19:55	SOL	Buy	72.6819→71.6784	-7.33	stop_loss
06-03 08:56	SOL	Buy	73.8961→74.9917	+6.96	timeout
06-02 19:31	SOL	Buy	76.3004→75.2421	-7.39	stop_loss
06-02 09:25	SOL	Buy	79.871→78.7688	-7.34	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-78.29

total pnl ($)

-25.4 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	62	40%	-25.4	-78.29

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…