btc_fee_spike_basis_mean_reversion · strategy

closed trades

46%

win rate

-134.61

total pnl ($)

0.956

weight

7d window — n=23 wr=57% pnl=-45.02 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 10:35	BTC	Buy	60272→60392	+0.43	timeout
06-27 05:54	BTC	Buy	59943→60217	+1.44	timeout
06-26 23:11	BTC	Buy	59865→60036	+0.78	timeout
06-26 19:24	BTC	Buy	59439→59862	+2.46	timeout
06-26 13:18	BTC	Buy	60280→58734.7	-10.63	stop_loss
06-26 10:08	BTC	Buy	59374→59767	+2.27	timeout
06-26 02:16	BTC	Buy	59954→58414.9	-10.62	stop_loss
06-26 01:33	BTC	Buy	59505→59244	-2.10	timeout
06-25 22:29	BTC	Buy	59305→59758	+2.69	timeout
06-25 13:44	BTC	Buy	61582.1→60006	-10.58	stop_loss
06-25 13:44	BTC	Buy	61644.1→60065.9	-10.57	stop_loss
06-25 09:42	BTC	Buy	60802→61734.9	+5.78	timeout
06-25 05:18	BTC	Buy	60777→61633.9	+5.29	timeout
06-25 01:10	BTC	Buy	59925→60721	+4.96	timeout
06-24 16:46	BTC	Buy	61608.1→60031	-10.58	stop_loss
06-24 14:19	BTC	Buy	62578.1→60966.5	-10.61	stop_loss
06-24 11:28	BTC	Buy	62635.1→62364.9	-2.08	timeout
06-24 07:00	BTC	Buy	62545.1→62748.9	+0.93	timeout
06-24 01:12	BTC	Buy	62508.1→62945.9	+2.43	timeout
06-23 20:26	BTC	Buy	62357.1→62458.9	+0.30	timeout
06-23 17:03	BTC	Buy	62361.1→62469.9	+0.33	timeout
06-23 14:12	BTC	Buy	63174.2→62507.9	-4.57	timeout
06-20 13:24	BTC	Buy	63703.2→63324.8	-2.75	timeout
06-19 17:23	BTC	Buy	62316.1→63010.8	+4.10	timeout
06-17 13:34	BTC	Buy	65806.3→64978.8	-5.40	timeout
06-16 17:04	BTC	Buy	66817.3→65753.7	-6.75	timeout
06-16 12:05	BTC	Buy	66245.3→66386.7	+0.47	timeout
06-16 08:07	BTC	Buy	66342.3→66340.7	-0.35	timeout
06-16 03:28	BTC	Buy	66547.3→65933.7	-4.04	timeout
06-15 23:12	BTC	Buy	66599.3→66232.7	-2.57	timeout
06-15 19:12	BTC	Buy	65961.3→66831.7	+4.90	timeout
06-15 15:07	BTC	Buy	65772.3→66586.7	+4.60	timeout
06-15 10:28	BTC	Buy	65654.3→65704.7	-0.05	timeout
06-15 06:13	BTC	Buy	65187.3→65879.7	+3.88	timeout
06-15 02:01	BTC	Buy	63723.2→65445.7	+10.44	timeout
06-14 21:20	BTC	Buy	64302.2→64744.8	+2.39	timeout
06-14 17:17	BTC	Buy	64380.2→63947.8	-3.07	timeout
06-14 12:37	BTC	Buy	64434.2→64328.8	-1.01	timeout
06-14 06:40	BTC	Buy	64495.2→64220.8	-2.06	timeout
06-14 02:30	BTC	Buy	64184.2→64513.8	+1.70	timeout
06-13 19:58	BTC	Buy	63946.2→64283.8	+1.75	timeout
06-13 15:10	BTC	Buy	63686.2→64206.8	+2.90	timeout
06-13 10:09	BTC	Buy	63796.2→63736.8	-0.75	timeout
06-13 06:00	BTC	Buy	63519.2→63561.8	-0.09	timeout
06-13 01:37	BTC	Buy	63811.2→63669.8	-1.27	timeout
06-12 20:47	BTC	Buy	63445.2→63497.8	-0.03	timeout
06-12 16:42	BTC	Buy	63370.2→63872.8	+2.80	timeout
06-12 13:06	BTC	Buy	63621.2→63394.8	-1.80	timeout
06-12 08:14	BTC	Buy	63698.2→63284.8	-2.98	timeout
06-12 02:29	BTC	Buy	63396.2→63509.8	+0.33	timeout
06-11 22:15	BTC	Buy	62843.1→63575.8	+4.27	timeout
06-11 18:01	BTC	Buy	62909.1→63658.8	+4.38	timeout
06-11 14:00	BTC	Buy	62596.1→63013.8	+2.28	timeout
06-11 07:06	BTC	Buy	61314.1→62625.9	+8.16	timeout
06-11 01:59	BTC	Buy	61942.1→62193.9	+1.26	timeout
06-10 22:01	BTC	Buy	62040.1→61212.9	-5.70	timeout
06-10 16:51	BTC	Buy	61246.1→61913.9	+3.98	timeout
06-10 01:46	BTC	Buy	61669.1→62016.9	+1.93	timeout
06-09 16:05	BTC	Buy	62514.1→60912.5	-10.63	stop_loss
06-09 14:39	BTC	Buy	62955.1→61344.2	-10.60	stop_loss
06-09 12:12	BTC	Buy	62932.1→62729.9	-1.63	timeout
06-09 08:08	BTC	Buy	63061.2→62886.9	-1.48	timeout
06-09 04:06	BTC	Buy	63401.2→62769.9	-4.34	timeout
06-08 20:32	BTC	Buy	63177.2→63216.8	-0.12	timeout
06-08 15:59	BTC	Buy	63285.2→63734.8	+2.44	timeout
06-08 11:40	BTC	Buy	63075.2→63715.8	+3.70	timeout
06-08 07:34	BTC	Buy	63214.2→63173.8	-0.62	timeout
06-08 01:55	BTC	Buy	62154.1→63110.8	+5.78	timeout
06-07 21:52	BTC	Buy	61806.1→61638.9	-1.44	timeout
06-07 17:15	BTC	Buy	62819.1→62284.9	-3.77	timeout
06-07 13:17	BTC	Buy	61854.1→61682.9	-1.47	timeout
06-07 09:12	BTC	Buy	61276.1→62765.9	+9.38	timeout
06-07 04:35	BTC	Buy	60667→61626.9	+5.97	timeout
06-07 00:22	BTC	Buy	60651→60821	+0.75	timeout
06-06 20:21	BTC	Buy	60908→60554	-2.67	timeout
06-06 13:29	BTC	Buy	60743→60863	+0.44	timeout
06-06 04:03	BTC	Buy	60083→60669	+3.54	timeout
06-05 14:06	BTC	Buy	62012.1→60422.8	-10.61	stop_loss
06-05 13:56	BTC	Buy	62534.1→60933.5	-10.60	stop_loss
06-05 06:20	BTC	Buy	63323.2→61702	-10.59	stop_loss
06-05 06:03	BTC	Buy	63639.2→62010.9	-10.59	stop_loss
06-05 04:32	BTC	Buy	63484.2→63049.8	-3.08	timeout
06-05 00:23	BTC	Buy	63699.2→63845.8	+0.55	timeout
06-04 21:46	BTC	Buy	63637.2→63436.8	-1.61	timeout
06-04 11:10	BTC	Buy	63813.2→62179.8	-10.59	stop_loss
06-04 10:52	BTC	Buy	63337.2→62442.9	-5.98	timeout
06-04 00:29	BTC	Buy	64998.2→63335.1	-10.59	stop_loss
06-03 23:18	BTC	Buy	66019.3→64326.6	-10.62	stop_loss
06-03 19:54	BTC	Buy	67045.4→65324.1	-10.65	stop_loss
06-03 13:20	BTC	Buy	67126.4→67225.6	+0.23	timeout
06-03 10:15	BTC	Buy	66761.3→67295.6	+2.80	timeout
06-03 03:50	BTC	Buy	67264.4→65539.9	-10.62	stop_loss
06-02 11:44	BTC	Buy	70977.5→69479.5	-8.84	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-134.61

total pnl ($)

-36.1 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	93	46%	-36.1	-134.61

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…