btc_fee_spike_funding_short_v2 · strategy

closed trades

51%

win rate

+257.47

total pnl ($)

1.782

weight

7d window — n=17 wr=53% pnl=+84.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 67 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 23:58	BTC	Sell	60054→59997	-0.02	timeout
06-27 17:54	BTC	Sell	59951→60587	-5.76	timeout
06-27 09:07	BTC	Sell	60051→60456	-3.82	timeout
06-26 16:22	BTC	Sell	59774→60043	-2.61	timeout
06-26 06:39	BTC	Sell	58467.1→60261.1	-15.79	stop_loss
06-26 03:02	BTC	Sell	60797→58345.9	+19.66	timeout
06-25 13:55	BTC	Sell	61566.9→58492.9	+24.50	take_profit
06-25 07:16	BTC	Sell	60050→61889	-15.78	stop_loss
06-24 17:20	BTC	Sell	62598.9→59470	+24.49	take_profit
06-24 17:20	BTC	Sell	62662.9→59533	+24.42	take_profit
06-24 15:13	BTC	Sell	62338.9→60865	+11.31	timeout
06-24 08:23	BTC	Sell	62354.9→62679.1	-2.97	timeout
06-23 17:55	BTC	Sell	64597.8→62334.1	+17.07	timeout
06-23 10:03	BTC	Sell	64151.8→62541.1	+11.89	timeout
06-22 17:13	BTC	Sell	64168.8→64668.2	-4.34	timeout
06-21 21:24	BTC	Sell	63919.8→63658.2	+1.60	timeout
06-21 15:20	BTC	Sell	64280.8→64181.2	+0.26	timeout
06-20 16:52	BTC	Sell	63069.8→64012.2	-7.87	timeout
06-20 09:23	BTC	Sell	62304.9→63534.2	-10.20	timeout
06-19 23:39	BTC	Sell	62881.9→63313.2	-3.85	timeout
06-19 15:33	BTC	Sell	63164.8→63132.2	-0.29	timeout
06-19 06:46	BTC	Sell	64091.8→62748.1	+9.99	timeout
06-18 15:58	BTC	Sell	65550.7→62277.1	+24.23	take_profit
06-18 11:48	BTC	Sell	64835.8→63920.2	+6.65	timeout
06-17 19:41	BTC	Sell	65598.7→64194.2	+10.26	timeout
06-17 12:22	BTC	Sell	66608.7→64691.2	+14.00	timeout
06-17 04:05	BTC	Sell	66241.7→65831.3	+2.69	timeout
06-16 16:14	BTC	Sell	67241.6→65780.3	+10.51	timeout
06-16 10:19	BTC	Sell	65697.7→66579.3	-7.11	timeout
06-15 10:27	BTC	Sell	64572.8→65720.3	-9.34	timeout
06-15 03:46	BTC	Sell	64016.8→65987.3	-15.83	stop_loss
06-14 22:47	BTC	Sell	64482.8→65425.3	-7.71	timeout
06-14 10:15	BTC	Sell	63730.8→64501.2	-6.46	timeout
06-14 02:40	BTC	Sell	63671.8→64504.2	-7.01	timeout
06-13 20:35	BTC	Sell	63495.8→64231.2	-6.23	timeout
06-13 07:57	BTC	Sell	63096.8→63809.2	-5.99	timeout
06-13 01:46	BTC	Sell	63377.8→63774.2	-3.49	timeout
06-12 19:41	BTC	Sell	63744.8→63704.2	-0.12	timeout
06-12 07:03	BTC	Sell	62682.9→63034.2	-3.21	timeout
06-11 17:32	BTC	Sell	61566.9→63453.9	-15.71	stop_loss
06-11 15:05	BTC	Sell	62021.9→62628.1	-5.24	timeout
06-10 19:13	BTC	Sell	61785.9→61773.1	-0.28	timeout
06-10 13:04	BTC	Sell	62558.9→61478.1	+8.16	timeout
06-10 06:41	BTC	Sell	63307.8→62023.1	+9.63	timeout
06-09 17:07	BTC	Sell	63548.8→61520.1	+15.58	timeout
06-09 11:03	BTC	Sell	63043.8→62660.1	+2.53	timeout
06-09 04:00	BTC	Sell	63118.8→62852.1	+1.66	timeout
06-07 22:14	BTC	Sell	61778.9→63671	-15.77	stop_loss
06-07 09:03	BTC	Sell	61196.9→62810.1	-13.67	timeout
06-07 08:03	BTC	Sell	60601→62457.3	-15.80	stop_loss
06-07 02:57	BTC	Sell	60989→61513.1	-4.68	timeout
06-06 12:53	BTC	Sell	62006.9→61063.1	+7.10	timeout
06-05 20:31	BTC	Sell	59365→61183.6	-15.77	stop_loss
06-05 15:39	BTC	Sell	63250.8→60093	+24.48	take_profit
06-05 13:57	BTC	Sell	64107.8→60908	+24.52	take_profit
06-05 06:54	BTC	Sell	64095.8→61991.1	+15.90	timeout
06-04 02:01	BTC	Sell	65209.7→61955.1	+24.51	take_profit
06-04 00:26	BTC	Sell	67014.6→63670.2	+24.49	take_profit
06-04 00:26	BTC	Sell	67197.6→63843.2	+24.50	take_profit
06-03 17:03	BTC	Sell	67502.6→65954.3	+11.08	timeout
06-02 19:33	BTC	Sell	69976.5→66483.3	+24.51	take_profit
06-02 14:23	BTC	Sell	71521.4→67946.4	+24.58	take_profit
06-02 12:47	BTC	Sell	72133.4→69113.5	+20.63	timeout
06-02 04:29	BTC	Sell	73375.3→70970.5	+16.09	timeout
05-31 10:30	BTC	Sell	73611.3→73783.7	-1.49	timeout
05-30 14:52	BTC	Sell	72952.4→73913.7	-6.89	timeout
05-29 14:19	BTC	Sell	73534.3→72736.6	+5.07	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

+257.47

total pnl ($)

+76.7 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	67	51%	+76.7	+257.47

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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