triple_orderbook_imbalance_short · strategy

199

closed trades

34%

win rate

-78.34

total pnl ($)

1.218

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 12:14:08 (23.2d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: strategies_batch_amy

n: 510 · wr: 43.9% · total_bps: -493.8 · mean_bps: -0.97 · sharpe: -0.03 · max_dd_bps: -1774.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-01 05:26	BTC	Sell	73398.3→73373.7	-0.28	timeout
06-01 03:15	BTC	Sell	73515.3→73870.7	-2.86	timeout
06-01 01:38	BTC	Sell	73870.3→73613.7	+1.29	timeout
06-01 00:19	BTC	Sell	73905.3→73721.7	+0.79	timeout
05-31 22:50	BTC	Sell	73818.3→73927.7	-1.19	timeout
05-31 22:06	BTC	Sell	73707.3→73752.7	-0.76	timeout
05-31 20:44	BTC	Sell	73515.3→73670.7	-1.51	timeout
05-31 19:14	BTC	Sell	73651.3→73579.7	+0.04	timeout
05-31 18:16	BTC	Sell	73524.3→73620.7	-1.10	timeout
05-31 17:10	BTC	Sell	73669.3→73449.7	+1.04	timeout
05-31 16:27	BTC	Sell	73727.3→73562.7	+0.67	timeout
05-31 15:29	BTC	Sell	73573.3→73728.7	-1.50	timeout
05-31 14:26	BTC	Sell	73944.3→73546.7	+2.24	timeout
05-31 13:41	BTC	Sell	73925.3→73866.7	-0.05	timeout
05-31 13:04	BTC	Sell	73851.3→73877.7	-0.62	timeout
05-31 12:06	BTC	Sell	73889.3→73862.7	-0.26	timeout
05-31 11:20	BTC	Sell	73757.3→73884.7	-1.31	timeout
05-31 10:35	BTC	Sell	73931.3→73794.7	+0.48	timeout
05-31 09:45	BTC	Sell	73849.3→73952.7	-1.14	timeout
05-31 08:59	BTC	Sell	73840.3→73928.7	-1.04	timeout
05-31 07:56	BTC	Sell	74027.3→73851.7	+0.74	timeout
05-31 07:04	BTC	Sell	73968.3→73956.7	-0.37	timeout
05-31 06:33	BTC	Sell	74116.3→74068.7	-0.13	timeout
05-31 05:38	BTC	Sell	74170.3→74104.7	-0.01	timeout
05-31 04:27	BTC	Sell	74158.3→74178.7	-0.59	timeout
05-31 02:50	BTC	Sell	74065.3→73941.7	+0.39	timeout
05-31 01:40	BTC	Sell	73907.3→74091.7	-1.69	timeout
05-31 00:43	BTC	Sell	73771.3→73929.7	-1.52	timeout
05-30 20:59	BTC	Sell	73976.3→73932.7	-0.15	timeout
05-30 19:55	BTC	Sell	73990.3→73999.7	-0.51	timeout
05-30 18:48	BTC	Sell	73947.3→74018.7	-0.93	timeout
05-30 17:12	BTC	Sell	73931.3→73863.7	+0.01	timeout
05-30 15:55	BTC	Sell	73889.3→73932.7	-0.74	timeout
05-30 15:00	BTC	Sell	73814.3→73907.7	-1.08	timeout
05-30 13:35	BTC	Sell	73642.3→73680.7	-0.71	timeout
05-30 11:43	BTC	Sell	73617.3→73600.7	-0.33	timeout
05-30 10:40	BTC	Sell	73526.3→73602.7	-0.97	timeout
05-30 08:51	BTC	Sell	73498.3→73492.7	-0.41	timeout
05-30 07:37	BTC	Sell	73636.3→73456.7	+0.77	timeout
05-30 05:18	BTC	Sell	73387.3→73513.7	-1.31	timeout
05-30 03:11	BTC	Sell	73646.3→73750.7	-1.16	timeout
05-30 00:04	BTC	Sell	73420.3→73403.7	-0.33	timeout
05-29 22:48	BTC	Sell	73536.3→73477.7	-0.05	timeout
05-29 21:52	BTC	Sell	73634.3→73427.7	+0.96	timeout
05-29 20:49	BTC	Sell	73631.3→73691.7	-0.86	timeout
05-29 19:47	BTC	Sell	73543.3→73635.7	-1.08	timeout
05-29 18:19	BTC	Sell	74214.3→73895.7	+1.70	timeout
05-29 16:33	BTC	Sell	73983.3→73873.7	+0.29	timeout
05-29 15:23	BTC	Sell	72711.4→73567.7	-6.34	timeout
05-29 14:18	BTC	Sell	73091.3→72874.6	+1.03	timeout
05-29 12:48	BTC	Sell	73470.3→73238.7	+1.13	timeout
05-29 12:08	BTC	Sell	73619.3→73348.7	+1.39	timeout
05-29 11:11	BTC	Sell	73655.3→73604.7	-0.10	timeout
05-29 10:30	BTC	Sell	73852.3→73581.7	+1.38	timeout
05-29 09:45	BTC	Sell	73776.3→73797.7	-0.59	timeout
05-29 09:04	BTC	Sell	73656.3→73654.7	-0.44	timeout
05-29 08:13	BTC	Sell	73774.3→73665.7	+0.29	timeout
05-29 07:34	BTC	Sell	73678.3→73525.7	+0.59	timeout
05-29 05:02	BTC	Sell	73301.3→73387.7	-1.03	timeout
05-29 05:02	BTC	Sell	73301.3→73225.7	+0.07	timeout
05-29 03:40	BTC	Sell	73429.3→73301.7	+0.42	timeout
05-29 02:50	BTC	Sell	73458.3→73336.7	+0.38	timeout
05-29 02:02	BTC	Sell	73756.3→73566.7	+0.84	timeout
05-29 01:17	BTC	Sell	73781.3→73745.7	-0.20	timeout
05-29 00:38	BTC	Sell	73614.3→73803.7	-1.73	timeout
05-28 23:50	BTC	Sell	73537.3→73525.7	-0.36	timeout
05-28 22:44	BTC	Sell	73900.3→73482.7	+2.38	timeout
05-28 22:04	BTC	Sell	73539.3→73773.7	-2.04	timeout
05-28 21:29	BTC	Sell	73642.3→73693.7	-0.79	timeout
05-28 20:57	BTC	Sell	73395.3→73570.7	-1.64	timeout
05-28 20:04	BTC	Sell	73498.3→73337.7	+0.65	timeout
05-28 19:06	BTC	Sell	73578.3→73557.7	-0.30	timeout
05-28 18:25	BTC	Sell	73311.3→73608.7	-2.47	timeout
05-28 17:51	BTC	Sell	73353.3→73606.7	-2.17	timeout
05-28 16:48	BTC	Sell	73031.3→73343.7	-2.58	timeout
05-28 16:02	BTC	Sell	73002.3→72814.6	+0.84	timeout
05-28 15:29	BTC	Sell	72945.4→72958.6	-0.54	timeout
05-28 14:50	BTC	Sell	72920.4→72850.6	+0.03	timeout
05-28 14:05	BTC	Sell	73330.3→72713	+0.00	stop_loss
05-28 13:30	BTC	Sell	73460.3→73053.7	+2.32	timeout
05-28 12:55	BTC	Sell	73483.3→73488.7	-0.48	timeout
05-28 12:08	BTC	Sell	73339.3→73472.7	-1.36	timeout
05-28 11:26	BTC	Sell	73346.3→73369.7	-0.61	timeout
05-28 10:44	BTC	Sell	73456.3→73476.7	-0.59	timeout
05-28 10:06	BTC	Sell	73316.3→73492.7	-1.65	timeout
05-28 09:23	BTC	Sell	73295.3→73381.7	-1.04	timeout
05-28 08:49	BTC	Sell	73382.3→73334.7	-0.13	timeout
05-28 07:56	BTC	Sell	73100.3→73393.7	-2.46	timeout
05-28 07:24	BTC	Sell	72913.4→73284.7	-3.00	timeout
05-28 06:46	BTC	Sell	72986.4→73097.7	-1.21	timeout
05-28 06:15	BTC	Sell	72995.4→72963.6	-0.23	timeout
05-28 05:39	BTC	Sell	73065.3→72985.6	+0.10	timeout
05-28 04:02	BTC	Sell	73421.3→72803	+0.00	stop_loss
05-28 03:18	BTC	Sell	74168.3→73519.4	+0.00	stop_loss
05-28 03:18	BTC	Sell	74316.3→73690.5	+0.00	stop_loss
05-28 03:02	BTC	Sell	74253.3→74193.7	-0.05	timeout
05-28 02:31	BTC	Sell	74312.3→74147.7	+0.66	timeout
05-28 02:01	BTC	Sell	74533.3→74335.7	+0.88	timeout
05-28 01:30	BTC	Sell	74450.3→74240.7	+0.96	timeout
05-28 00:57	BTC	Sell	74414.3→74467.7	-0.81	timeout

Paper vs Live

Paper (trades.jsonl)

199

closed

34%

win rate

-78.34

total pnl ($)

-8.4 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 ($)
BTC	199	34%	-8.3	-78.34

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…