sustained_imbalance_momentum_long

not live
32
closed trades
38%
win rate
-8.06
total pnl ($)
1.295
weight
7d window — n=3 wr=67% pnl=+11.66  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-04 08:16:09 (23.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: apa
n: 18  ·  wr: 55.6%  ·  total_bps: -139.6  ·  mean_bps: -7.76  ·  sharpe: -0.15  ·  max_dd_bps: -243.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 32 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 22:07BTCBuy60647→61016.9+2.61timeout
06-24 20:06BTCBuy59515→60721+9.69take_profit
06-23 12:22BTCBuy62383.1→62356.9-0.65timeout
06-20 03:47BTCBuy63554.2→63433.8-1.40timeout
06-13 22:34BTCBuy64210.2→64492.8+1.75timeout
06-12 22:54BTCBuy63386.2→63478.8+0.28timeout
06-12 20:47BTCBuy63873.2→63511.8-3.28timeout
06-12 02:45BTCBuy63651.2→63589.8-0.94timeout
06-12 00:04BTCBuy63566.2→63534.8-0.70timeout
06-11 04:28BTCBuy62039.1→62586.9+3.95timeout
06-10 22:20BTCBuy61629.1→61037.4-5.25stop_loss
06-10 15:58BTCBuy62114.1→62667.9+4.02timeout
06-10 09:14BTCBuy61605.1→61013.4-5.25stop_loss
06-09 08:42BTCBuy63318.2→62972.9-3.18timeout
06-06 04:09BTCBuy60926→60340.8-5.25stop_loss
06-05 13:48BTCBuy62111.1→61514.2-5.26stop_loss
06-04 12:33BTCBuy62389.1→63630.8+9.50take_profit
06-02 04:55BTCBuy70650.5→70830.5+0.81timeout
05-28 18:08BTCBuy72805.4→73662.7+5.43timeout
05-28 01:40BTCBuy74297.3→74195.7-1.14timeout
05-27 12:47BTCBuy75849.2→75754.8-1.07timeout
05-27 11:09BTCBuy75740.2→75911.8+0.69timeout
05-27 05:04BTCBuy75890.2→75570.8-2.55timeout
05-27 01:13BTCBuy75891.2→76025.8+0.44timeout
05-26 19:21BTCBuy76234.2→75845.8-3.00timeout
05-26 18:50BTCBuy76402.2→75912.8-3.66timeout
05-26 14:13BTCBuy77000.1→77296.9+1.47timeout
05-26 09:59BTCBuy76666.2→76634.8-0.65timeout
05-25 21:45BTCBuy77370.9→77260.1-1.17timeout
05-25 21:11BTCBuy77412.9→77302.1-1.17timeout
05-25 20:29BTCBuy77596.9→77395.1-1.76timeout
05-25 13:21BTCBuy77397.9→77255.1-1.38timeout

Paper vs Live

Paper (trades.jsonl)
32
closed
38%
win rate
-8.06
total pnl ($)
-5.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3238%-5.0-8.06

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems