btc_fee_spike_event_short · strategy

346

closed trades

45%

win rate

-24.80

total pnl ($)

1.267

weight

7d window — n=90 wr=41% pnl=+8.38 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 01:41:31 (30.6d ago) · src: canon

verdict: INSUFFICIENT_HISTORY · strict: STRICT-FAIL · batch: x2189875_29133

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

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
06-26 14:22	BTC	Sell	60284→59984	+1.03	timeout
06-26 12:22	BTC	Sell	60018→59544	+1.76	timeout
06-26 10:53	BTC	Sell	59851→59357	+1.85	timeout
06-26 06:44	BTC	Sell	59283→60388.2	-4.89	stop_loss
06-26 06:07	BTC	Sell	59785→59755	-0.10	timeout
06-26 04:09	BTC	Sell	59979→59917	+0.03	timeout
06-26 01:05	BTC	Sell	59314→59454	-0.81	timeout
06-26 00:02	BTC	Sell	59565→59769	-1.08	timeout
06-25 23:00	BTC	Sell	59294→59808	-2.39	timeout
06-25 21:51	BTC	Sell	59361→59973	-2.80	timeout
06-25 20:36	BTC	Sell	59817→59510	+1.06	timeout
06-25 13:48	BTC	Sell	61348.9→59373	+7.83	take_profit
06-25 13:48	BTC	Sell	61327.9→59369	+7.76	take_profit
06-25 13:46	BTC	Sell	61700.9→59709	+7.84	take_profit
06-25 13:46	BTC	Sell	61724.9→59753	+7.75	take_profit
06-25 12:56	BTC	Sell	61781.9→61162.1	+2.28	timeout
06-25 07:38	BTC	Sell	60775→61907	-4.88	stop_loss
06-25 07:23	BTC	Sell	60888→61762.1	-3.82	timeout
06-25 05:56	BTC	Sell	61027.9→61588.1	-2.52	timeout
06-25 04:47	BTC	Sell	60804→61001	-1.04	timeout
06-25 03:24	BTC	Sell	60784→60794	-0.27	timeout
06-24 22:08	BTC	Sell	60342→61013.1	-3.02	timeout
06-24 20:49	BTC	Sell	59998→61117.6	-4.91	stop_loss
06-24 20:31	BTC	Sell	59734→60856.5	-4.93	stop_loss
06-24 20:06	BTC	Sell	59616→60727.4	-4.89	stop_loss
06-24 17:48	BTC	Sell	61016.9→59068	+7.75	take_profit
06-24 15:46	BTC	Sell	62419.9→60425	+7.76	take_profit
06-24 15:37	BTC	Sell	62662.9→60663	+7.74	take_profit
06-24 15:33	BTC	Sell	62666.9→60664	+7.76	take_profit
06-24 14:19	BTC	Sell	62901.9→60878	+7.82	take_profit
06-24 13:47	BTC	Sell	62702.9→61398.1	+4.98	timeout
06-24 09:40	BTC	Sell	62786.9→62641.1	+0.36	timeout
06-24 08:38	BTC	Sell	62650.9→62703.1	-0.42	timeout
06-24 03:48	BTC	Sell	62596.9→62775.1	-0.93	timeout
06-24 01:20	BTC	Sell	62278.9→62772.1	-2.20	timeout
06-23 23:28	BTC	Sell	62615.9→62655.1	-0.38	timeout
06-23 20:43	BTC	Sell	62546.9→62450.1	+0.16	timeout
06-23 19:29	BTC	Sell	62028.9→62415.1	-1.78	timeout
06-23 18:04	BTC	Sell	62446.9→62368.1	+0.09	timeout
06-23 16:57	BTC	Sell	62295.9→62516.1	-1.11	timeout
06-23 15:42	BTC	Sell	62322.9→62255.1	+0.04	timeout
06-23 14:10	BTC	Sell	62809.9→62542.1	+0.83	timeout
06-23 08:27	BTC	Sell	64031.8→61984.1	+7.76	take_profit
06-23 05:09	BTC	Sell	63993.8→63640.2	+1.16	timeout
06-23 04:05	BTC	Sell	64342.8→64039.2	+0.95	timeout
06-23 00:55	BTC	Sell	64337.8→64098.2	+0.70	timeout
06-22 23:44	BTC	Sell	64378.8→63971.2	+1.35	timeout
06-22 22:02	BTC	Sell	64700.8→64341.2	+1.16	timeout
06-22 20:45	BTC	Sell	64901.8→64451.2	+1.51	timeout
06-22 19:40	BTC	Sell	65235.7→64395.2	+3.00	timeout
06-22 18:03	BTC	Sell	64708.8→64672.2	-0.08	timeout
06-22 13:36	BTC	Sell	64140.8→65334.9	-4.87	stop_loss
06-22 13:36	BTC	Sell	64124.8→65318.9	-4.87	stop_loss
06-22 13:12	BTC	Sell	64140.8→65103.3	-3.96	timeout
06-22 10:08	BTC	Sell	63901.8→64233.2	-1.51	timeout
06-22 02:28	BTC	Sell	64067.8→64568.2	-2.17	timeout
06-21 23:24	BTC	Sell	64115.8→63755.2	+1.18	timeout
06-21 22:18	BTC	Sell	64140.8→63721.2	+1.41	timeout
06-21 21:14	BTC	Sell	64170.8→63564.2	+2.14	timeout
06-21 19:58	BTC	Sell	64059.8→64180.2	-0.70	timeout
06-21 18:46	BTC	Sell	64022.8→64124.2	-0.63	timeout
06-21 17:02	BTC	Sell	64426.8→64117.2	+0.97	timeout
06-21 14:37	BTC	Sell	63921.8→64023.2	-0.63	timeout
06-21 11:46	BTC	Sell	64232.8→64231.2	-0.23	timeout
06-21 08:44	BTC	Sell	64216.8→63924.2	+0.93	timeout
06-21 07:44	BTC	Sell	64222.8→64194.2	-0.11	timeout
06-21 06:42	BTC	Sell	64273.8→64291.2	-0.29	timeout
06-21 05:39	BTC	Sell	64270.8→64333.2	-0.47	timeout
06-21 03:09	BTC	Sell	63902.8→64236.2	-1.53	timeout
06-21 00:13	BTC	Sell	63812.8→64231.2	-1.86	timeout
06-20 23:07	BTC	Sell	63900.8→64261.2	-1.63	timeout
06-20 21:59	BTC	Sell	64096.8→63992.2	+0.18	timeout
06-20 20:38	BTC	Sell	63417.8→63849.2	-1.93	timeout
06-20 19:34	BTC	Sell	63354.8→63858.2	-2.21	timeout
06-20 16:23	BTC	Sell	63618.8→64048.2	-1.90	timeout
06-20 15:17	BTC	Sell	63486.8→63985.2	-2.18	timeout
06-20 12:57	BTC	Sell	63723.8→63622.2	+0.18	timeout
06-20 10:39	BTC	Sell	63518.8→63581.2	-0.46	timeout
06-20 07:32	BTC	Sell	63496.8→63754.2	-1.24	timeout
06-20 06:29	BTC	Sell	63589.8→63676.2	-0.56	timeout
06-20 05:24	BTC	Sell	63274.8→63702.2	-1.91	timeout
06-20 04:01	BTC	Sell	63056.8→63440.2	-1.75	timeout
06-20 01:20	BTC	Sell	62992.9→63472.2	-2.13	timeout
06-19 23:51	BTC	Sell	63113.8→63284.2	-0.90	timeout
06-19 22:45	BTC	Sell	63201.8→63299.2	-0.60	timeout
06-19 21:40	BTC	Sell	63080.8→63098.2	-0.29	timeout
06-19 20:32	BTC	Sell	63146.8→63032.2	+0.23	timeout
06-19 18:22	BTC	Sell	62528.9→63145.2	-2.69	timeout
06-19 17:07	BTC	Sell	62494.9→62988.1	-2.20	timeout
06-19 16:05	BTC	Sell	62394.9→63158.2	-3.28	timeout
06-19 14:48	BTC	Sell	62639.9→63319.2	-2.95	timeout
06-19 13:47	BTC	Sell	62503.9→63202.2	-3.03	timeout
06-19 09:08	BTC	Sell	62885.9→62506.1	+1.27	timeout
06-19 07:42	BTC	Sell	62858.9→62501.1	+1.19	timeout
06-19 06:29	BTC	Sell	62903.9→62809.1	+0.15	timeout
06-19 05:28	BTC	Sell	62813.9→62582.1	+0.69	timeout
06-19 04:09	BTC	Sell	62895.9→62740.1	+0.39	timeout
06-19 02:50	BTC	Sell	63030.8→62896.1	+0.30	timeout
06-19 00:46	BTC	Sell	62759.9→63025.2	-1.29	timeout
06-18 23:42	BTC	Sell	62568.9→62900.1	-1.56	timeout

Paper vs Live

Paper (trades.jsonl)

346

closed

45%

win rate

-24.80

total pnl ($)

-2.9 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	346	45%	-2.9	-24.80

Recent bounces (last 20 of 17)

time	sym	side	reason
06-26 14:10	BTC	Sell	stale_intent
06-26 11:01	BTC	Sell	trigger_already_opened
06-26 08:37	BTC	Sell	stale_intent
06-26 00:13	BTC	Sell	trigger_already_opened
06-25 22:13	BTC	Sell	trigger_already_opened
06-25 18:06	BTC	Sell	trigger_already_opened
06-25 01:26	BTC	Sell	trigger_already_opened
06-24 19:31	BTC	Sell	trigger_already_opened
06-24 18:24	BTC	Sell	trigger_already_opened
06-24 18:24	BTC	Sell	trigger_already_opened
06-24 16:23	BTC	Sell	stale_intent
06-24 16:23	BTC	Sell	stale_intent
06-24 13:08	BTC	Sell	stale_intent
06-24 12:10	BTC	Sell	stale_intent
06-24 12:10	BTC	Sell	stale_intent
06-24 11:12	BTC	Sell	trigger_already_opened
06-24 08:00	BTC	Sell	trigger_already_opened

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…