bluechip_btc_fear_mean_reversion_short · strategy

120

closed trades

48%

win rate

-6.38

total pnl ($)

1.197

weight

7d window — n=21 wr=43% pnl=-8.39 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:24	BTC	Sell	60468→60126	+2.36	timeout
06-27 17:37	BTC	Sell	60229→60564	-3.23	timeout
06-27 09:13	BTC	Sell	60146→60355	-2.18	timeout
06-27 00:58	BTC	Sell	59601→60015	-3.92	timeout
06-26 15:38	BTC	Sell	59355→60462.2	-9.76	stop_loss
06-26 03:45	BTC	Sell	58586.1→59676.8	-9.76	stop_loss
06-26 00:02	BTC	Sell	59566→59757	-2.04	timeout
06-25 13:46	BTC	Sell	61681.9→59707	+15.55	take_profit
06-25 07:56	BTC	Sell	60941→61826.1	-7.71	timeout
06-24 20:06	BTC	Sell	59427→60533.3	-9.78	stop_loss
06-24 15:44	BTC	Sell	62540.9→60545	+15.49	take_profit
06-24 08:13	BTC	Sell	62843.9→62589.1	+1.60	timeout
06-24 00:09	BTC	Sell	62288.9→62844.1	-4.92	timeout
06-23 15:47	BTC	Sell	62354.9→62255.1	+0.34	timeout
06-23 08:18	BTC	Sell	64153.8→62423.1	+13.04	timeout
06-23 00:10	BTC	Sell	64649.8→63941.2	+5.03	timeout
06-22 13:36	BTC	Sell	64089.8→65282.9	-9.73	stop_loss
06-22 07:34	BTC	Sell	64430.8→64278.2	+0.74	timeout
06-21 23:28	BTC	Sell	64109.8→63685.2	+2.86	timeout
06-21 15:24	BTC	Sell	63982.8→64171.2	-1.94	timeout
06-21 07:21	BTC	Sell	64218.8→64214.2	-0.42	timeout
06-20 23:23	BTC	Sell	63889.8→64242.2	-3.21	timeout
06-20 15:16	BTC	Sell	63498.8→64045.2	-4.73	timeout
06-20 07:17	BTC	Sell	63438.8→63657.2	-2.17	timeout
06-19 23:15	BTC	Sell	62955.9→63281.2	-3.02	timeout
06-19 15:10	BTC	Sell	62400.9→63157.2	-6.54	timeout
06-19 07:07	BTC	Sell	63028.8→62787.1	+1.46	timeout
06-18 23:02	BTC	Sell	62576.9→62872.1	-2.83	timeout
06-18 14:58	BTC	Sell	64368.8→63816.2	+3.84	timeout
06-18 06:53	BTC	Sell	64501.8→64045.2	+3.09	timeout
06-17 22:56	BTC	Sell	65889.7→64361.2	+11.15	timeout
06-17 14:50	BTC	Sell	64898.8→65133.3	-2.25	timeout
06-17 06:45	BTC	Sell	65799.7→65613.3	+0.97	timeout
06-16 22:44	BTC	Sell	65784.7→65692.3	+0.28	timeout
06-16 14:39	BTC	Sell	66493.7→65639.3	+6.00	timeout
06-16 06:37	BTC	Sell	66320.7→66488.3	-1.73	timeout
06-15 22:34	BTC	Sell	67207.6→66227.3	+6.86	timeout
06-15 13:20	BTC	Sell	65664.7→66888.8	-9.77	stop_loss
06-15 06:31	BTC	Sell	65685.7→65931.3	-2.32	timeout
06-14 21:40	BTC	Sell	64104.8→65303.9	-9.79	stop_loss
06-14 14:24	BTC	Sell	64465.8→64247.2	+1.24	timeout
06-14 06:23	BTC	Sell	64459.8→64352.2	+0.38	timeout
06-13 22:21	BTC	Sell	64007.8→64443.2	-3.84	timeout
06-13 14:17	BTC	Sell	63788.8→64169.2	-3.42	timeout
06-13 06:58	BTC	Sell	63617.8→63712.2	-1.19	timeout
06-12 22:44	BTC	Sell	63838.8→63494.2	+2.26	timeout
06-12 14:07	BTC	Sell	63227.8→63511.2	-2.67	timeout
06-12 06:04	BTC	Sell	63556.8→63364.2	+1.08	timeout
06-11 19:30	BTC	Sell	62662.9→63831.1	-9.75	stop_loss
06-11 13:58	BTC	Sell	62694.9→63010.2	-2.94	timeout
06-11 03:55	BTC	Sell	61510.9→62659.4	-9.77	stop_loss
06-10 21:55	BTC	Sell	62811.9→61242.1	+12.05	timeout
06-10 13:50	BTC	Sell	61673.9→62365.1	-6.05	timeout
06-09 22:53	BTC	Sell	61178.9→62023.1	-7.37	timeout
06-09 14:55	BTC	Sell	62856.9→61316.1	+11.81	timeout
06-09 06:51	BTC	Sell	62435.9→63255.2	-7.00	timeout
06-08 22:45	BTC	Sell	63658.8→63290.2	+2.45	timeout
06-08 14:45	BTC	Sell	63144.8→63869.2	-6.18	timeout
06-08 06:40	BTC	Sell	63783.8→62929.1	+6.25	timeout
06-07 22:14	BTC	Sell	62141.9→63298.8	-9.76	stop_loss
06-07 14:31	BTC	Sell	62489.9→62210.1	+1.79	timeout
06-07 04:55	BTC	Sell	60769→61904	-9.79	stop_loss
06-06 22:24	BTC	Sell	60664→60511	+0.79	timeout
06-06 14:23	BTC	Sell	61051.9→60871	+1.03	timeout
06-06 06:21	BTC	Sell	61277.9→61095.1	+1.04	timeout
06-05 22:20	BTC	Sell	60986→61537.1	-4.96	timeout
06-05 14:04	BTC	Sell	62620.9→60623	+15.50	take_profit
06-05 06:20	BTC	Sell	63759.8→61716.1	+15.56	take_profit
06-04 22:10	BTC	Sell	63725.8→63260.2	+3.19	timeout
06-04 13:26	BTC	Sell	63544.8→63236.2	+1.96	timeout
06-04 00:38	BTC	Sell	65284.7→63201.2	+15.51	take_profit
06-03 22:27	BTC	Sell	65543.7→65131.3	+2.70	timeout
06-03 10:32	BTC	Sell	66301.7→67277.4	-7.77	timeout
06-03 00:12	BTC	Sell	67607.6→66779.3	+5.68	timeout
06-02 13:08	BTC	Sell	69964.5→68999.4	+6.48	timeout
06-02 07:03	BTC	Sell	70995.5→69746.3	+0.00	stop_loss
06-01 23:10	BTC	Sell	71605.4→71369.6	+1.23	timeout
06-01 02:01	BTC	Sell	73624.3→73278.7	+1.92	timeout
05-31 14:21	BTC	Sell	73935.3→73589.7	+1.89	timeout
05-31 05:44	BTC	Sell	73770.3→74068.7	-2.46	timeout
05-30 15:28	BTC	Sell	73511.3→73915.7	-3.16	timeout
05-30 01:00	BTC	Sell	73332.3→73502.7	-1.60	timeout
05-29 14:23	BTC	Sell	73788.3→72770.6	+6.46	timeout
05-29 06:43	BTC	Sell	73764.3→73656.7	+0.31	timeout
05-28 22:19	BTC	Sell	73131.3→73678.7	-4.15	timeout
05-28 13:57	BTC	Sell	73420.3→72994.6	+2.48	timeout
05-28 03:56	BTC	Sell	74382.3→73085.2	+0.00	stop_loss
05-27 21:50	BTC	Sell	75367.2→74414.7	+5.89	timeout
05-27 13:49	BTC	Sell	75860.2→74905.7	+5.83	timeout
05-27 05:49	BTC	Sell	75893.2→75593.8	+1.49	timeout
05-26 21:49	BTC	Sell	76396.2→75990.8	+2.21	timeout
05-26 13:48	BTC	Sell	76600.2→77152.9	-4.05	timeout
05-26 05:49	BTC	Sell	77265.1→76849.8	+2.24	timeout
05-25 21:48	BTC	Sell	77543.1→77276.9	+1.29	timeout
05-25 13:47	BTC	Sell	77293.1→77285.9	-0.37	timeout
05-25 05:47	BTC	Sell	77069.1→77378.9	-2.43	timeout
05-24 21:46	BTC	Sell	76375.2→76063.8	+1.59	timeout
05-24 13:47	BTC	Sell	76779.2→76953.8	-1.58	timeout
05-24 05:47	BTC	Sell	76692.2→76644.8	-0.12	timeout
05-23 21:46	BTC	Sell	75486.2→76703.8	-8.50	timeout

Paper vs Live

Paper (trades.jsonl)

120

closed

48%

win rate

-6.38

total pnl ($)

-1.4 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	120	48%	-1.2	-6.38

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 02:26	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…