btc_fee_spike_liquidation_cascade_short_v3 · strategy

closed trades

42%

win rate

+37.00

total pnl ($)

1.315

weight

7d window — n=22 wr=55% pnl=+17.38 · 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 05:02	BTC	Sell	59988→60233	-2.00	timeout
06-27 00:05	BTC	Sell	60084→60071	-0.27	timeout
06-26 20:06	BTC	Sell	59868→59731	+0.58	timeout
06-26 15:07	BTC	Sell	60052→59750	+1.66	timeout
06-26 07:17	BTC	Sell	58786.1→60587.3	-12.62	stop_loss
06-26 02:53	BTC	Sell	59366→58465.9	+5.69	timeout
06-25 22:11	BTC	Sell	59969→59900	+0.11	timeout
06-25 13:55	BTC	Sell	61573.9→58495.9	+19.63	take_profit
06-25 09:02	BTC	Sell	60817→61684.1	-6.06	timeout
06-24 22:50	BTC	Sell	60049→60808	-5.44	timeout
06-24 16:07	BTC	Sell	62598.9→60334	+14.10	timeout
06-24 08:58	BTC	Sell	62643.9→62777.1	-1.20	timeout
06-24 00:13	BTC	Sell	62343.9→62831.1	-3.49	timeout
06-23 18:40	BTC	Sell	62270.9→62194.1	+0.14	timeout
06-23 14:24	BTC	Sell	62209.9→62567.1	-2.67	timeout
06-23 05:22	BTC	Sell	63935.8→63544.2	+2.10	timeout
06-23 00:14	BTC	Sell	64653.8→63903.2	+4.27	timeout
06-22 20:05	BTC	Sell	65355.7→64627.2	+4.11	timeout
06-22 16:04	BTC	Sell	64149.8→64714.2	-3.89	timeout
06-21 23:14	BTC	Sell	64168.8→63675.2	+2.71	timeout
06-21 07:25	BTC	Sell	64218.8→64168.2	-0.05	timeout
06-21 03:25	BTC	Sell	63945.8→64406.2	-3.24	timeout
06-20 21:21	BTC	Sell	64190.8→63936.2	+1.22	timeout
06-20 02:56	BTC	Sell	63174.8→63325.2	-1.31	timeout
06-19 19:27	BTC	Sell	62721.9→62931.1	-1.69	timeout
06-19 15:24	BTC	Sell	62383.9→63015.2	-4.43	timeout
06-19 06:36	BTC	Sell	62994.9→62740.1	+1.25	timeout
06-19 01:58	BTC	Sell	62952.9→63008.2	-0.73	timeout
06-18 21:32	BTC	Sell	63149.8→62952.1	+0.87	timeout
06-18 12:48	BTC	Sell	64072.8→64297.2	-1.75	timeout
06-18 02:08	BTC	Sell	64360.8→64571.2	-1.65	timeout
06-17 22:06	BTC	Sell	65806.7→64112.2	+9.94	timeout
06-17 17:48	BTC	Sell	64834.8→65806.3	-6.34	timeout
06-17 01:42	BTC	Sell	65581.7→65733.3	-1.27	timeout
06-16 18:23	BTC	Sell	66534.7→65921.3	+3.34	timeout
06-16 10:05	BTC	Sell	66239.7→66539.3	-2.17	timeout
06-16 00:57	BTC	Sell	66774.7→66228.3	+2.91	timeout
06-15 20:31	BTC	Sell	66500.7→66612.3	-1.02	timeout
06-15 16:18	BTC	Sell	65679.7→67107.4	-9.05	timeout
06-14 22:04	BTC	Sell	63993.8→65288.3	-8.44	timeout
06-14 16:26	BTC	Sell	64579.8→64165.2	+2.22	timeout
06-14 05:19	BTC	Sell	64545.8→64330.2	+0.97	timeout
06-14 01:19	BTC	Sell	64147.8→64651.2	-3.51	timeout
06-13 20:19	BTC	Sell	64145.8→64257.2	-1.05	timeout
06-13 16:15	BTC	Sell	63730.8→64043.2	-2.33	timeout
06-13 08:41	BTC	Sell	63671.8→63854.2	-1.49	timeout
06-13 04:37	BTC	Sell	63508.8→63586.2	-0.85	timeout
06-13 00:21	BTC	Sell	63659.8→63572.2	+0.21	timeout
06-12 20:05	BTC	Sell	63307.8→63615.2	-2.30	timeout
06-12 13:59	BTC	Sell	63077.8→63189.2	-1.05	timeout
06-12 09:40	BTC	Sell	63436.8→63856.2	-2.99	timeout
06-12 04:33	BTC	Sell	63543.8→63755.2	-1.68	timeout
06-12 00:28	BTC	Sell	63350.8→63569.2	-1.71	timeout
06-11 19:44	BTC	Sell	62877.9→63719.2	-5.69	timeout
06-11 05:10	BTC	Sell	61208.9→62597.1	-9.40	timeout
06-11 01:03	BTC	Sell	61815.9→61883.1	-0.79	timeout
06-10 21:04	BTC	Sell	62241.9→61755.1	+2.77	timeout
06-09 22:10	BTC	Sell	60998.9→62023.1	-7.10	timeout
06-09 17:01	BTC	Sell	62749.9→61458.1	+7.89	timeout
06-09 08:57	BTC	Sell	62807.9→62812.1	-0.39	timeout
06-09 03:30	BTC	Sell	63650.8→62804.1	+4.96	timeout
06-08 21:42	BTC	Sell	63791.8→63776.2	-0.26	timeout
06-08 17:06	BTC	Sell	63104.8→63509.2	-2.90	timeout
06-08 09:59	BTC	Sell	63090.8→63454.2	-2.66	timeout
06-07 08:39	BTC	Sell	61265.9→62539.1	-8.68	timeout
06-07 02:11	BTC	Sell	60513→61450.1	-6.54	timeout
06-06 20:19	BTC	Sell	60904→60600	+1.62	timeout
06-06 15:04	BTC	Sell	61141.9→60637	+2.94	timeout
06-06 09:19	BTC	Sell	60893→61195.1	-2.33	timeout
06-06 04:46	BTC	Sell	61688.9→59721	+12.40	timeout
06-05 23:35	BTC	Sell	60841→60559	+1.50	timeout
06-05 19:45	BTC	Sell	61758.9→59764	+12.56	timeout
06-05 14:32	BTC	Sell	62798.9→60332	+15.35	timeout
06-04 21:14	BTC	Sell	64239.8→63772.2	+2.55	timeout
06-04 13:34	BTC	Sell	63707.8→63772.2	-0.78	timeout
06-04 08:47	BTC	Sell	63400.8→63473.2	-0.82	timeout
06-04 02:01	BTC	Sell	65251.7→61995.1	+19.60	take_profit
06-03 23:33	BTC	Sell	66012.7→64578.2	+8.33	timeout
06-03 17:55	BTC	Sell	67061.6→65844.3	+6.91	timeout
06-03 11:15	BTC	Sell	67144.6→67310.4	-1.32	timeout
06-03 08:10	BTC	Sell	66839.7→67116.4	-1.99	timeout
06-03 01:47	BTC	Sell	66975.7→66510.3	+2.42	timeout
06-02 20:28	BTC	Sell	67842.6→66920.3	+5.07	timeout
06-02 14:09	BTC	Sell	69977.5→68494.4	+8.13	timeout
06-02 04:50	BTC	Sell	71345.4→70909.5	+2.11	timeout
06-02 00:00	BTC	Sell	71647.4→71402.6	+1.04	timeout
05-31 22:49	BTC	Sell	73424.3→73932.7	-3.13	timeout
05-31 17:01	BTC	Sell	73893.3→73536.7	+1.58	timeout
05-30 22:27	BTC	Sell	73878.3→73850.7	-0.19	timeout
05-30 03:47	BTC	Sell	73535.3→73536.7	-0.36	timeout
05-29 20:53	BTC	Sell	73046.3→73633.7	-3.57	timeout
05-28 23:20	BTC	Sell	73431.3→73580.7	-1.14	timeout
05-28 18:43	BTC	Sell	73462.3→73581.7	-0.98	timeout

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

+37.00

total pnl ($)

+9.8 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	42%	+9.8	+37.00

Recent bounces (last 20 of 7)

time	sym	side	reason
06-26 23:18	BTC	Sell	stale_intent
06-26 18:20	BTC	Sell	stale_intent
06-26 14:26	BTC	Sell	stale_intent
06-26 09:23	BTC	Sell	stale_intent
06-26 02:25	BTC	Sell	trigger_already_opened
06-24 17:05	BTC	Sell	stale_intent
06-24 10:23	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…