btc_fee_mempool_panic_cascade · strategy

closed trades

48%

win rate

+2.95

total pnl ($)

1.241

weight

7d window — n=22 wr=36% pnl=+3.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 15:20:47 (35.6d ago) · src: canon

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

n: 47 · wr: 40.4% · total_bps: -332.6 · mean_bps: -7.08 · sharpe: -0.14 · max_dd_bps: -532.2

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

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-23 01:30	BTC	Sell	64012.8→64164.2	-0.65	timeout
06-22 20:02	BTC	Sell	64634.8→64586.2	-0.03	timeout
06-22 15:55	BTC	Sell	65451.7→64791.2	+1.84	timeout
06-21 19:10	BTC	Sell	64159.8→64144.2	-0.13	timeout
06-21 02:51	BTC	Sell	64284.8→64246.2	-0.06	timeout
06-20 20:24	BTC	Sell	63810.8→63918.2	-0.52	timeout
06-20 17:24	BTC	Sell	64195.8→63880.2	+0.80	timeout
06-19 22:59	BTC	Sell	63232.8→63294.2	-0.37	timeout
06-19 19:28	BTC	Sell	62863.9→62960.1	-0.49	timeout
06-19 15:22	BTC	Sell	62687.9→63034.2	-1.29	timeout
06-19 11:15	BTC	Sell	62436.9→62468.1	-0.28	timeout
06-19 01:44	BTC	Sell	62882.9→62888.1	-0.20	timeout
06-18 20:38	BTC	Sell	62737.9→63115.2	-1.39	timeout
06-18 17:34	BTC	Sell	63203.8→62699.1	+1.41	timeout
06-18 00:29	BTC	Sell	64312.8→64546.2	-0.91	timeout
06-17 21:26	BTC	Sell	64787.8→64287.2	+1.36	timeout
06-17 18:05	BTC	Sell	65801.7→64783.2	+2.92	take_profit
06-17 14:02	BTC	Sell	64774.8→65217.3	-1.55	timeout
06-17 10:07	BTC	Sell	65442.7→64853.2	+1.62	timeout
06-17 01:27	BTC	Sell	65688.7→65538.3	+0.28	timeout
06-16 14:23	BTC	Sell	66618.7→65592.3	+2.90	take_profit
06-16 06:57	BTC	Sell	65801.7→66429.3	-2.09	timeout
06-15 23:58	BTC	Sell	66342.7→66316.3	-0.10	timeout
06-15 19:57	BTC	Sell	66829.7→66596.3	+0.52	timeout
06-15 16:32	BTC	Sell	66470.7→67233.4	-2.47	timeout
06-15 13:19	BTC	Sell	66069.7→66762.3	-2.28	timeout
06-14 12:39	BTC	Sell	64606.8→64313.2	+0.73	timeout
06-14 03:16	BTC	Sell	64643.8→64471.2	+0.35	timeout
06-13 23:14	BTC	Sell	64220.8→64435.2	-0.85	timeout
06-13 19:34	BTC	Sell	64091.8→64160.2	-0.39	timeout
06-13 16:21	BTC	Sell	64098.8→64014.2	+0.08	timeout
06-13 07:04	BTC	Sell	63524.8→63678.2	-0.66	timeout
06-13 04:44	BTC	Sell	63602.8→63606.2	-0.19	timeout
06-12 21:39	BTC	Sell	63676.8→63550.2	+0.22	timeout
06-12 18:26	BTC	Sell	63859.8→63708.2	+0.30	timeout
06-12 15:10	BTC	Sell	63427.8→64081.2	-2.24	timeout
06-12 01:06	BTC	Sell	63395.8→63466.2	-0.40	timeout
06-11 22:01	BTC	Sell	63517.8→63517.2	-0.17	timeout
06-11 17:32	BTC	Sell	62559.9→63383.8	-2.81	stop_loss
06-11 15:54	BTC	Sell	63163.8→62608.1	+1.58	timeout
06-11 00:07	BTC	Sell	61226.9→61650.1	-1.56	timeout
06-10 20:58	BTC	Sell	61848.9→61768.1	+0.08	timeout
06-10 15:54	BTC	Sell	61932.9→62746.5	-2.81	stop_loss
06-09 21:35	BTC	Sell	61939.9→62023.1	-0.45	timeout
06-09 17:17	BTC	Sell	61011.9→61812	-2.80	stop_loss
06-09 13:14	BTC	Sell	62506.9→62537.1	-0.28	timeout
06-09 05:13	BTC	Sell	62881.9→63187.2	-1.15	timeout
06-08 18:15	BTC	Sell	63779.8→63581.2	+0.45	timeout
06-08 11:37	BTC	Sell	63049.8→63877.1	-2.80	stop_loss
06-08 06:13	BTC	Sell	62905.9→62932.1	-0.26	timeout
06-07 04:56	BTC	Sell	61497.9→61856.1	-1.35	timeout
06-06 18:24	BTC	Sell	60681→60498	+0.42	timeout
06-06 15:22	BTC	Sell	60926→60551	+1.05	timeout
06-06 10:30	BTC	Sell	61233.9→60290	+2.90	take_profit
06-06 04:30	BTC	Sell	60724→59786	+2.91	take_profit
06-06 00:04	BTC	Sell	60575→61370.7	-2.81	stop_loss
06-05 19:48	BTC	Sell	59664→60447.2	-2.81	stop_loss
06-05 18:35	BTC	Sell	60869→60158	+2.16	timeout
06-05 13:57	BTC	Sell	61816.9→60864	+2.90	take_profit
06-05 10:34	BTC	Sell	62686.9→62571.1	+0.19	timeout
06-05 01:11	BTC	Sell	63622.8→63154.2	+1.29	timeout
06-04 20:21	BTC	Sell	63433.8→63346.2	+0.10	timeout
06-04 16:12	BTC	Sell	64416.8→63731.2	+1.95	timeout
06-04 10:02	BTC	Sell	63597.8→63170.2	+1.16	timeout
06-04 09:23	BTC	Sell	63612.8→63036.2	+1.63	timeout
06-04 01:51	BTC	Sell	63287.8→62312.1	+2.90	take_profit
06-03 22:41	BTC	Sell	65277.7→65105.3	+0.35	timeout
06-03 20:55	BTC	Sell	65987.7→64970.2	+2.91	take_profit
06-03 17:32	BTC	Sell	66514.7→65915.3	+1.62	timeout
06-03 12:43	BTC	Sell	67256.6→66910.3	+0.85	timeout
06-03 07:40	BTC	Sell	66919.7→67192.4	-0.99	timeout
06-03 05:13	BTC	Sell	66397.7→67269	-2.80	stop_loss
06-02 22:52	BTC	Sell	67517.6→66396.3	+3.14	take_profit
06-02 19:33	BTC	Sell	67501.6→66461.3	+2.90	take_profit
06-02 16:26	BTC	Sell	67921.6→67779.4	+0.24	timeout
06-02 11:46	BTC	Sell	69365.5→69466.5	-0.47	timeout
06-01 05:18	BTC	Sell	73806.3→73450.7	+0.79	timeout
05-31 19:45	BTC	Sell	73696.3→73510.7	+0.32	timeout
05-31 13:23	BTC	Sell	73877.3→73969.7	-0.43	timeout
05-30 18:38	BTC	Sell	73933.3→74019.7	-0.41	timeout
05-29 22:28	BTC	Sell	73679.3→73488.7	+0.34	timeout
05-29 15:33	BTC	Sell	72983.4→73940.6	-2.80	stop_loss
05-28 22:06	BTC	Sell	73302.3→73747.7	-1.39	timeout
05-28 18:34	BTC	Sell	73211.3→73662.7	-1.41	timeout
05-28 15:03	BTC	Sell	73456.3→72985.6	+1.11	timeout
05-28 01:13	BTC	Sell	74395.3→74409.7	-0.22	timeout
05-27 21:02	BTC	Sell	74996.2→75180.8	-0.67	timeout
05-27 17:47	BTC	Sell	75254.2→74891.7	+0.78	timeout
05-27 11:04	BTC	Sell	75709.2→75945.8	-0.81	timeout
05-26 21:57	BTC	Sell	76038.2→75852.8	+0.31	timeout
05-26 18:57	BTC	Sell	76458.2→75898.8	+1.29	timeout
05-26 13:44	BTC	Sell	77188.1→76842.8	+0.72	timeout
05-25 14:03	BTC	Sell	77269.1→77273.9	-0.19	timeout
05-17 14:57	BTC	Sell	78305.1→78033.9	+0.51	timeout
05-17 08:37	BTC	Sell	78069.1→78026.9	-0.07	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

+2.95

total pnl ($)

+1.5 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	95	48%	+1.5	+2.95

Recent bounces (last 20 of 2)

time	sym	side	reason
06-22 23:57	BTC	Sell	stale_intent
06-22 14:22	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…