btc_fee_high_zscore_gate_fear_long · strategy

109

closed trades

45%

win rate

-229.71

total pnl ($)

0.786

weight

7d window — n=37 wr=51% pnl=-73.65 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 14:24	BTC	Buy	59984→60010	-0.25	timeout
06-26 10:03	BTC	Buy	59380→59647	+1.78	timeout
06-26 06:28	BTC	Buy	59809→59893	+0.25	timeout
06-26 03:06	BTC	Buy	59326→58641.1	-6.20	timeout
06-25 23:52	BTC	Buy	59294→59783	+3.68	timeout
06-25 13:53	BTC	Buy	61285.1→58767.7	-20.98	stop_loss
06-25 13:48	BTC	Buy	61902.1→59386.3	-20.75	stop_loss
06-25 05:25	BTC	Buy	60806→61626.9	+6.31	timeout
06-25 01:40	BTC	Buy	59401→60811	+11.42	timeout
06-24 23:00	BTC	Buy	61073.1→60800	-2.66	timeout
06-24 16:32	BTC	Buy	62691.1→60489	-17.95	timeout
06-24 15:47	BTC	Buy	62880.1→60327.8	-20.73	stop_loss
06-24 10:40	BTC	Buy	62637.1→62568.9	-1.00	timeout
06-24 05:50	BTC	Buy	62627.1→62859.9	+1.39	timeout
06-24 02:35	BTC	Buy	62278.1→62677.9	+2.74	timeout
06-23 23:03	BTC	Buy	62412.1→62564.9	+0.78	timeout
06-23 19:25	BTC	Buy	62514.1→62283.9	-2.30	timeout
06-23 16:11	BTC	Buy	62837.1→62747.9	-1.15	timeout
06-23 12:00	BTC	Buy	64048.2→62470.9	-12.70	timeout
06-23 06:08	BTC	Buy	64281.2→63266.8	-8.35	timeout
06-23 02:43	BTC	Buy	64516.2→64188.8	-2.99	timeout
06-22 23:11	BTC	Buy	65012.3→63958.8	-8.55	timeout
06-22 20:05	BTC	Buy	64726.2→64627.8	-1.22	timeout
06-22 15:43	BTC	Buy	64237.2→65039.7	+5.82	timeout
06-22 02:37	BTC	Buy	64131.2→64506.8	+2.45	timeout
06-21 23:16	BTC	Buy	64186.2→63674.8	-4.43	timeout
06-21 19:34	BTC	Buy	64233.2→64172.8	-0.91	timeout
06-21 16:34	BTC	Buy	63982.2→64068.8	+0.24	timeout
06-21 08:07	BTC	Buy	64230.2→64086.8	-1.59	timeout
06-21 04:02	BTC	Buy	63927.2→64385.8	+3.14	timeout
06-21 00:50	BTC	Buy	63987.2→64274.8	+1.78	timeout
06-20 21:36	BTC	Buy	63406.2→63926.8	+3.66	timeout
06-20 17:19	BTC	Buy	63493.2→63883.8	+2.62	timeout
06-20 04:52	BTC	Buy	63174.2→63550.8	+2.53	timeout
06-20 00:54	BTC	Buy	63064.2→63507.8	+3.07	timeout
06-19 20:30	BTC	Buy	62533.1→63066.8	+3.81	timeout
06-19 17:26	BTC	Buy	62395.1→62898.9	+3.59	timeout
06-19 08:37	BTC	Buy	63001.1→62655.9	-3.15	timeout
06-19 04:55	BTC	Buy	63101.2→62466.9	-5.46	timeout
06-19 01:54	BTC	Buy	62635.1→62952.9	+2.12	timeout
06-18 23:33	BTC	Buy	63171.2→62895.9	-2.61	timeout
06-18 18:03	BTC	Buy	64154.2→62603.9	-12.44	timeout
06-18 14:47	BTC	Buy	64067.2→63897.8	-1.76	timeout
06-18 04:03	BTC	Buy	64382.2→64242.8	-1.54	timeout
06-18 00:05	BTC	Buy	65816.3→64592.8	-9.76	timeout
06-17 19:48	BTC	Buy	64842.2→64181.8	-5.54	timeout
06-17 07:31	BTC	Buy	65710.3→65499.7	-2.05	timeout
06-17 03:43	BTC	Buy	65589.3→65803.7	+1.17	timeout
06-16 20:23	BTC	Buy	66545.3→65787.7	-6.17	timeout
06-16 05:48	BTC	Buy	66362.3→66035.7	-2.89	timeout
06-16 02:02	BTC	Buy	66769.3→66246.7	-4.37	timeout
06-15 22:42	BTC	Buy	66517.3→66271.7	-2.31	timeout
06-15 18:19	BTC	Buy	65704.3→66803.7	+7.88	timeout
06-15 11:57	BTC	Buy	65938.3→66211.7	+1.63	timeout
06-15 08:27	BTC	Buy	65742.3→65668.7	-1.01	timeout
06-15 05:14	BTC	Buy	64075.2→65656.7	+11.89	timeout
06-15 00:02	BTC	Buy	64031.2→65711.7	+12.67	timeout
06-14 18:55	BTC	Buy	64524.2→63782.8	-6.22	timeout
06-14 06:58	BTC	Buy	64448.2→64258.8	-1.92	timeout
06-14 03:22	BTC	Buy	64159.2→64502.8	+2.24	timeout
06-13 22:21	BTC	Buy	64105.2→64427.8	+2.06	timeout
06-13 12:50	BTC	Buy	63633.2→64072.8	+2.98	timeout
06-12 23:55	BTC	Buy	63763.2→63565.8	-2.01	timeout
06-12 14:11	BTC	Buy	63306.2→63412.8	+0.37	timeout
06-12 07:27	BTC	Buy	63359.2→62985.9	-3.41	timeout
06-12 04:22	BTC	Buy	63457.2→63631.8	+0.90	timeout
06-12 01:16	BTC	Buy	62459.1→63477.8	+7.66	timeout
06-11 21:39	BTC	Buy	62815.1→63477.8	+4.78	timeout
06-11 15:01	BTC	Buy	62717.1→62654.9	-0.98	timeout
06-11 05:15	BTC	Buy	61561.1→62585.9	+7.82	timeout
06-11 01:58	BTC	Buy	61983.1→62190.9	+1.21	timeout
06-10 23:04	BTC	Buy	62156.1→61323.9	-7.14	timeout
06-10 03:14	BTC	Buy	61777.1→62016.9	+1.53	timeout
06-10 00:10	BTC	Buy	60946→62016.9	+8.37	timeout
06-09 19:01	BTC	Buy	62717.1→61719.9	-8.43	timeout
06-09 11:01	BTC	Buy	62897.1→62747.9	-1.62	timeout
06-09 07:59	BTC	Buy	63062.2→63173.8	+0.43	timeout
06-09 02:42	BTC	Buy	63487.2→62627.9	-7.21	timeout
06-08 23:41	BTC	Buy	63802.2→63095.8	-5.99	timeout
06-08 19:04	BTC	Buy	63046.2→63501.8	+3.14	timeout
06-08 12:03	BTC	Buy	63087.2→63172.8	+0.23	timeout
06-07 22:15	BTC	Buy	61984.1→63961.8	+15.51	take_profit
06-07 10:58	BTC	Buy	61529.1→62437.9	+6.94	timeout
06-07 05:29	BTC	Buy	60867→61710.9	+6.49	timeout
06-07 01:51	BTC	Buy	60574→61410.9	+6.44	timeout
06-06 22:19	BTC	Buy	60953→60686	-2.62	timeout
06-06 11:28	BTC	Buy	60761→60726	-0.72	timeout
06-06 06:52	BTC	Buy	61798.1→60823	-8.35	timeout
06-06 00:59	BTC	Buy	61390.1→61267.9	-1.45	timeout
06-05 21:50	BTC	Buy	61251.1→61765.9	+3.74	timeout
06-05 06:24	BTC	Buy	63653.2→61066.4	-20.75	stop_loss
06-05 02:52	BTC	Buy	64036.2→62697.9	-10.88	timeout
06-04 22:11	BTC	Buy	64345.2→63269.8	-8.79	timeout
06-04 15:59	BTC	Buy	63577.2→63927.8	+2.26	timeout
06-04 15:04	BTC	Buy	63854.2→63928.8	+0.14	timeout
06-04 10:51	BTC	Buy	63481.2→62446.9	-8.56	timeout
06-04 01:21	BTC	Buy	65389.3→62735.5	-20.74	stop_loss
06-04 00:29	BTC	Buy	66049.3→63369.1	-20.73	stop_loss
06-03 23:05	BTC	Buy	66743.3→64681.8	-15.91	timeout
06-03 18:08	BTC	Buy	67407.4→66013.7	-10.81	timeout

Paper vs Live

Paper (trades.jsonl)

109

closed

45%

win rate

-229.71

total pnl ($)

-42.1 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	109	45%	-42.1	-229.71

Recent bounces (last 20 of 12)

time	sym	side	reason
06-26 17:14	BTC	Buy	stale_intent
06-26 02:07	BTC	Buy	below_min_notional_skip
06-25 22:30	BTC	Buy	below_min_notional_skip
06-25 19:08	BTC	Buy	below_min_notional_skip
06-25 15:59	BTC	Buy	below_min_notional_skip
06-25 12:58	BTC	Buy	below_min_notional_skip
06-25 07:43	BTC	Buy	below_min_notional_skip
06-24 21:30	BTC	Buy	below_min_notional_skip
06-24 15:15	BTC	Buy	stale_intent
06-24 12:11	BTC	Buy	stale_intent
06-24 12:10	BTC	Buy	stale_intent
06-24 08:47	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…