btc_fee_spike_funding_low_short · strategy

135

closed trades

44%

win rate

+13.00

total pnl ($)

1.268

weight

7d window — n=32 wr=41% pnl=+6.86 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 05:28	BTC	Sell	59983→60245	-1.85	timeout
06-27 01:24	BTC	Sell	59862→59964	-0.91	timeout
06-26 22:59	BTC	Sell	60012→60017	-0.34	timeout
06-26 20:08	BTC	Sell	59978→59784	+0.84	timeout
06-26 17:39	BTC	Sell	59436→59988	-3.55	timeout
06-26 15:07	BTC	Sell	60052→59674	+1.90	timeout
06-26 04:17	BTC	Sell	58437.1→60227.1	-11.04	stop_loss
06-26 01:10	BTC	Sell	59326→59536	-1.55	timeout
06-25 22:11	BTC	Sell	59969→59901	+0.09	timeout
06-25 13:54	BTC	Sell	61576.9→58502.9	+17.15	take_profit
06-25 09:03	BTC	Sell	60767→61659.1	-5.45	timeout
06-25 01:11	BTC	Sell	59569→60731	-7.14	timeout
06-24 23:10	BTC	Sell	59865→60859	-6.14	timeout
06-24 21:07	BTC	Sell	60893→60708	+0.71	timeout
06-24 17:46	BTC	Sell	62357.9→59245	+17.13	take_profit
06-24 16:06	BTC	Sell	62589.9→60287	+12.55	timeout
06-24 08:56	BTC	Sell	62665.9→62775.1	-0.92	timeout
06-24 02:09	BTC	Sell	62470.9→62847.1	-2.42	timeout
06-24 00:08	BTC	Sell	62269.9→62803.1	-3.32	timeout
06-23 21:13	BTC	Sell	62331.9→62506.1	-1.29	timeout
06-23 17:40	BTC	Sell	62593.9→62567.1	-0.17	timeout
06-23 14:24	BTC	Sell	62194.9→62577.1	-2.48	timeout
06-23 05:19	BTC	Sell	63907.8→63582.2	+1.47	timeout
06-22 23:54	BTC	Sell	64590.8→64011.2	+2.82	timeout
06-22 19:49	BTC	Sell	65470.7→64339.2	+5.74	timeout
06-22 16:03	BTC	Sell	64151.8→64709.2	-3.36	timeout
06-21 23:14	BTC	Sell	64169.8→63676.2	+2.37	timeout
06-21 08:30	BTC	Sell	64197.8→64030.2	+0.62	timeout
06-21 06:27	BTC	Sell	64220.8→64227.2	-0.35	timeout
06-21 03:24	BTC	Sell	63919.8→64405.2	-2.97	timeout
06-20 23:24	BTC	Sell	63874.8→64261.2	-2.43	timeout
06-20 21:22	BTC	Sell	64189.8→63923.2	+1.14	timeout
06-20 02:55	BTC	Sell	63158.8→63334.2	-1.29	timeout
06-19 22:52	BTC	Sell	63090.8→63311.2	-1.53	timeout
06-19 20:31	BTC	Sell	63215.8→63076.2	+0.46	timeout
06-19 18:29	BTC	Sell	62529.9→63096.2	-3.48	timeout
06-19 15:25	BTC	Sell	62406.9→63003.2	-3.68	timeout
06-19 09:18	BTC	Sell	62375.9→62397.1	-0.46	timeout
06-19 05:42	BTC	Sell	62892.9→62601.1	+1.30	timeout
06-19 02:55	BTC	Sell	63088.8→62953.1	+0.42	timeout
06-19 00:26	BTC	Sell	62905.9→62930.1	-0.46	timeout
06-18 21:36	BTC	Sell	63133.8→62960.1	+0.63	timeout
06-18 16:03	BTC	Sell	64146.8→62564.1	+8.25	timeout
06-18 12:51	BTC	Sell	64065.8→64302.2	-1.60	timeout
06-18 04:17	BTC	Sell	64137.8→64038.2	+0.23	timeout
06-18 02:26	BTC	Sell	64357.8→64708.2	-2.21	timeout
06-18 00:20	BTC	Sell	65346.7→64631.2	+3.52	timeout
06-17 22:04	BTC	Sell	65806.7→63963.2	+9.49	timeout
06-17 17:48	BTC	Sell	64826.8→65799.3	-5.55	timeout
06-17 05:29	BTC	Sell	65697.7→65841.3	-1.07	timeout
06-17 01:43	BTC	Sell	65581.7→65743.3	-1.17	timeout
06-16 18:25	BTC	Sell	66551.7→65890.3	+3.18	timeout
06-16 02:45	BTC	Sell	66551.7→65853.3	+3.36	timeout
06-16 00:25	BTC	Sell	66802.7→66213.3	+2.76	timeout
06-15 22:17	BTC	Sell	67152.6→66350.3	+3.88	timeout
06-15 20:10	BTC	Sell	66298.7→66541.3	-1.58	timeout
06-15 16:19	BTC	Sell	65685.7→67087.4	-7.78	timeout
06-14 22:06	BTC	Sell	64012.8→65168.3	-6.62	timeout
06-14 16:26	BTC	Sell	64588.8→64165.2	+1.99	timeout
06-14 05:19	BTC	Sell	64533.8→64329.2	+0.79	timeout
06-14 03:19	BTC	Sell	64226.8→64507.2	-1.85	timeout
06-14 01:18	BTC	Sell	64126.8→64659.2	-3.23	timeout
06-13 22:25	BTC	Sell	63986.8→64443.2	-2.81	timeout
06-13 20:20	BTC	Sell	64131.8→64237.2	-0.89	timeout
06-13 18:17	BTC	Sell	63918.8→64079.2	-1.19	timeout
06-13 16:15	BTC	Sell	63750.8→64044.2	-1.93	timeout
06-13 10:43	BTC	Sell	63586.8→63846.2	-1.73	timeout
06-13 08:40	BTC	Sell	63665.8→63846.2	-1.29	timeout
06-13 02:58	BTC	Sell	63433.8→63629.2	-1.39	timeout
06-13 00:21	BTC	Sell	63672.8→63545.2	+0.40	timeout
06-12 22:08	BTC	Sell	63744.8→63523.2	+0.91	timeout
06-12 20:02	BTC	Sell	63364.8→63613.2	-1.69	timeout
06-12 13:58	BTC	Sell	63067.8→63118.2	-0.58	timeout
06-12 12:04	BTC	Sell	63365.8→63636.2	-1.80	timeout
06-12 07:44	BTC	Sell	63379.8→63037.2	+1.58	timeout
06-12 04:32	BTC	Sell	63561.8→63788.2	-1.55	timeout
06-12 02:32	BTC	Sell	63330.8→63556.2	-1.54	timeout
06-12 00:27	BTC	Sell	63401.8→63506.2	-0.87	timeout
06-11 22:04	BTC	Sell	62662.9→63602.2	-5.54	timeout
06-11 19:43	BTC	Sell	62788.9→63743.2	-5.61	timeout
06-11 05:10	BTC	Sell	61209.9→62597.1	-8.22	timeout
06-11 02:06	BTC	Sell	61788.9→62197.1	-2.62	timeout
06-10 23:44	BTC	Sell	61722.9→61520.1	+0.83	timeout
06-10 21:05	BTC	Sell	62036.9→61648.1	+1.88	timeout
06-10 01:13	BTC	Sell	61777.9→62023.1	-1.72	timeout
06-09 22:13	BTC	Sell	61030.9→62023.1	-6.02	timeout
06-09 19:08	BTC	Sell	62617.9→61816.1	+4.18	timeout
06-09 17:00	BTC	Sell	62778.9→61407.1	+7.35	timeout
06-09 12:40	BTC	Sell	63379.8→62571.1	+4.14	timeout
06-09 09:03	BTC	Sell	62810.9→62823.1	-0.38	timeout
06-08 23:48	BTC	Sell	63430.8→62992.1	+2.11	timeout
06-08 21:43	BTC	Sell	63805.8→63793.2	-0.24	timeout
06-08 19:14	BTC	Sell	63748.8→63412.2	+1.54	timeout
06-08 17:06	BTC	Sell	63097.8→63520.2	-2.64	timeout
06-08 10:04	BTC	Sell	62953.9→63426.2	-2.94	timeout
06-07 20:37	BTC	Sell	62243.9→61704.1	+2.71	timeout
06-07 08:37	BTC	Sell	61196.9→62601.1	-8.35	timeout
06-07 02:11	BTC	Sell	60525→61450.1	-5.65	timeout
06-06 23:03	BTC	Sell	60762→60642	+0.36	timeout
06-06 20:18	BTC	Sell	60898→60595	+1.41	timeout

Paper vs Live

Paper (trades.jsonl)

135

closed

44%

win rate

+13.00

total pnl ($)

+2.7 bps

avg bps net

Live (dry_run=0)

closed

55%

win rate

-15.06

total pnl ($)

-35.6 bps

avg bps net

Live WR is 125% of paper WR (55% vs 44%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	135	44%	+2.7	+13.00

Recent bounces (last 20 of 2)

time	sym	side	reason
06-27 17:01	BTC	Sell	circuit_breaker
06-27 14:09	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…