sustained_ob_imbalance_long

not live
14
closed trades
21%
win rate
-17.10
total pnl ($)
1.027
weight
7d window — n=3 wr=33% pnl=-3.45  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 22:47 (33.0d ago) · src: backtest-gate-results.jsonl
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_aml
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=227.948

Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-19 16:31BTCUSDTBuy63162.1→63236.6+0.14timeout
06-17 12:20BTCUSDTBuy64887→64781.9-1.26timeout
06-15 20:41BTCUSDTBuy66872.5→66621.9-2.33timeout
06-14 19:37BTCUSDTBuy63728.7→63781-0.04timeout
06-12 02:10BTCUSDTBuy63639.6→63647.4-0.40timeout
06-10 17:14BTCUSDTBuy62356.7→62045-2.95timeout
06-09 20:25BTCUSDTBuy61688.8→62013.4+2.19timeout
06-09 11:44BTCUSDTBuy62712.9→62595.8-1.38timeout
06-08 22:52BTCUSDTBuy63667.3→63275.7-3.53timeout
06-08 12:05BTCUSDTBuy63415.8→62718.7-5.95stop_loss
06-08 03:00BTCUSDTBuy62790.3→63083.4+1.88timeout
06-07 21:53BTCUSDTBuy61834.9→61635.7-2.06timeout
05-15 12:35BTCUSDTBuy80617.2→80576.9-0.70timeout
05-15 12:35BTCUSDTBuy80617.2→80576.9-0.71timeout

Paper vs Live

Paper (trades.jsonl)
14
closed
21%
win rate
-17.10
total pnl ($)
-24.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT1421%-24.4-17.10

Recent bounces (last 20 of 1)

timesymsidereason
06-21 22:07BTCUSDTBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems