btc_fee_spike_liquidation_cascade_short_v4 · strategy

100

closed trades

51%

win rate

+74.78

total pnl ($)

1.075

weight

7d window — n=22 wr=41% pnl=-8.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 03:26	BTC	Sell	60363→59835	+3.12	timeout
06-29 17:15	BTC	Sell	59049→60575.3	-10.68	stop_loss
06-29 16:24	BTC	Sell	59891→59660	+1.22	timeout
06-29 09:04	BTC	Sell	59433→59849	-3.12	timeout
06-28 23:37	BTC	Sell	59899→59728	+0.80	timeout
06-28 04:50	BTC	Sell	60259→60151	+0.36	timeout
06-27 22:05	BTC	Sell	60480→60044	+2.51	timeout
06-27 07:02	BTC	Sell	59988→60330	-2.64	timeout
06-27 01:55	BTC	Sell	59996→59921	+0.14	timeout
06-26 22:02	BTC	Sell	59905→59909	-0.37	timeout
06-26 17:08	BTC	Sell	60053→60115	-0.74	timeout
06-26 06:39	BTC	Sell	58772.1→60283.1	-10.64	stop_loss
06-26 04:52	BTC	Sell	59397→59873	-3.57	timeout
06-26 00:13	BTC	Sell	59675→59785	-1.09	timeout
06-25 13:53	BTC	Sell	61565.9→59109	+15.60	take_profit
06-24 23:07	BTC	Sell	60928→60906	-0.24	timeout
06-24 20:50	BTC	Sell	59674→61203.6	-10.62	stop_loss
06-24 16:46	BTC	Sell	62599.9→60098	+15.58	take_profit
06-24 10:56	BTC	Sell	62660.9→62436.1	+1.09	timeout
06-24 02:10	BTC	Sell	62281.9→62834.1	-3.90	timeout
06-23 20:39	BTC	Sell	62297.9→62454.1	-1.36	timeout
06-23 16:23	BTC	Sell	62374.9→62575.1	-1.65	timeout
06-23 07:21	BTC	Sell	63929.8→63049.2	+5.16	timeout
06-23 02:17	BTC	Sell	64671.8→64133.2	+2.97	timeout
06-22 22:04	BTC	Sell	65381.7→64355.2	+5.92	timeout
06-22 18:02	BTC	Sell	64149.8→64640.2	-3.41	timeout
06-22 01:12	BTC	Sell	64181.8→63849.2	+1.73	timeout
06-21 09:24	BTC	Sell	64217.8→63988.2	+1.11	timeout
06-21 05:24	BTC	Sell	63919.8→64260.2	-2.49	timeout
06-20 23:19	BTC	Sell	64208.8→64255.2	-0.65	timeout
06-20 04:55	BTC	Sell	63158.8→63543.2	-2.80	timeout
06-19 21:26	BTC	Sell	62721.9→63156.2	-3.12	timeout
06-19 17:23	BTC	Sell	62318.9→63016.2	-4.84	timeout
06-19 07:40	BTC	Sell	62892.9→62508.1	+2.07	timeout
06-19 02:40	BTC	Sell	62693.9→62894.1	-1.66	timeout
06-18 23:31	BTC	Sell	63279.8→62892.1	+2.08	timeout
06-18 14:46	BTC	Sell	64090.8→63913.2	+0.65	timeout
06-18 04:06	BTC	Sell	64328.8→64199.2	+0.45	timeout
06-18 00:08	BTC	Sell	65773.7→64586.2	+6.88	timeout
06-17 19:51	BTC	Sell	64828.8→64084.2	+4.23	timeout
06-17 03:44	BTC	Sell	65618.7→65792.3	-1.41	timeout
06-16 20:21	BTC	Sell	66631.7→65789.3	+4.72	timeout
06-16 12:06	BTC	Sell	66231.7→66378.3	-1.23	timeout
06-16 02:58	BTC	Sell	66775.7→65715.3	+5.98	timeout
06-15 22:31	BTC	Sell	66500.7→66129.3	+1.89	timeout
06-15 18:21	BTC	Sell	65685.7→66816.3	-7.22	timeout
06-15 05:17	BTC	Sell	64387.8→65694.3	-8.47	timeout
06-14 21:50	BTC	Sell	64018.8→65661.1	-10.61	stop_loss
06-14 18:26	BTC	Sell	64573.8→63707.2	+5.03	timeout
06-14 07:22	BTC	Sell	64526.8→64317.2	+0.94	timeout
06-14 03:13	BTC	Sell	64143.8→64478.2	-2.45	timeout
06-13 22:20	BTC	Sell	64143.8→64402.2	-1.96	timeout
06-13 18:16	BTC	Sell	63733.8→64059.2	-2.40	timeout
06-13 10:46	BTC	Sell	63609.8→63860.2	-1.91	timeout
06-13 06:32	BTC	Sell	63526.8→63664.2	-1.22	timeout
06-13 02:24	BTC	Sell	63678.8→63749.2	-0.80	timeout
06-12 22:07	BTC	Sell	63413.8→63512.2	-0.97	timeout
06-12 15:28	BTC	Sell	62978.9→64181.2	-7.99	timeout
06-12 11:39	BTC	Sell	63440.8→63672.2	-1.80	timeout
06-12 06:32	BTC	Sell	63561.8→63025.2	+3.03	timeout
06-12 02:27	BTC	Sell	63401.8→63541.2	-1.21	timeout
06-11 21:36	BTC	Sell	62850.9→63451.2	-4.14	timeout
06-11 15:02	BTC	Sell	62729.9→62638.1	+0.25	timeout
06-11 03:56	BTC	Sell	61209.9→62778.5	-10.59	stop_loss
06-11 03:07	BTC	Sell	61820.9→62044.1	-1.78	timeout
06-10 23:05	BTC	Sell	62036.9→61314.1	+4.30	timeout
06-10 00:12	BTC	Sell	61051.9→62023.1	-6.75	timeout
06-09 19:00	BTC	Sell	62753.9→61735.1	+6.16	timeout
06-09 11:03	BTC	Sell	62806.9→62660.1	+0.56	timeout
06-09 04:20	BTC	Sell	63182.8→62837.1	+1.83	timeout
06-08 23:41	BTC	Sell	63793.8→63145.2	+3.71	timeout
06-08 19:06	BTC	Sell	63103.8→63502.2	-2.87	timeout
06-08 12:05	BTC	Sell	62929.9→62986.1	-0.71	timeout
06-07 22:14	BTC	Sell	62190.9→63784.1	-10.61	stop_loss
06-07 08:47	BTC	Sell	61256.9→62828.5	-10.63	stop_loss
06-07 04:04	BTC	Sell	60554→61539.1	-6.86	timeout
06-06 22:19	BTC	Sell	60904→60730	+0.76	timeout
06-06 17:03	BTC	Sell	61236.9→60768	+2.70	timeout
06-06 11:01	BTC	Sell	60885→60566	+1.73	timeout
06-06 05:58	BTC	Sell	61614.9→60915	+4.18	timeout
06-06 01:31	BTC	Sell	60770→61261.1	-3.59	timeout
06-05 18:52	BTC	Sell	61798.9→59332	+15.62	take_profit
06-05 15:39	BTC	Sell	62592.9→60090	+15.62	take_profit
06-05 12:35	BTC	Sell	63063.8→61706.1	+8.26	timeout
06-05 06:24	BTC	Sell	63716.8→61172.1	+15.60	take_profit
06-05 02:38	BTC	Sell	63966.8→62906.1	+6.27	timeout
06-04 22:09	BTC	Sell	64271.8→63304.2	+5.65	timeout
06-04 15:33	BTC	Sell	63804.8→63909.2	-0.98	timeout
06-04 10:49	BTC	Sell	63506.8→62384.1	+6.68	timeout
06-04 01:51	BTC	Sell	64975.8→62382.1	+15.61	take_profit
06-04 00:29	BTC	Sell	66056.7→63420.2	+15.60	take_profit
06-03 19:50	BTC	Sell	67072.6→65651.3	+8.13	timeout
06-03 13:16	BTC	Sell	67204.6→67145.4	+0.00	timeout
06-03 10:15	BTC	Sell	66789.7→67259.4	-3.14	timeout
06-03 04:01	BTC	Sell	67167.6→65936.3	+6.98	timeout
06-02 23:07	BTC	Sell	67990.6→66539.3	+8.18	timeout
06-02 17:15	BTC	Sell	69544.5→67478.4	+11.53	timeout
05-30 23:16	BTC	Sell	73987.3→73802.7	+0.67	timeout
05-29 01:19	BTC	Sell	73420.3→73706.7	-1.88	timeout
05-28 20:42	BTC	Sell	73495.3→73669.7	-1.27	timeout

Paper vs Live

Paper (trades.jsonl)

100

closed

51%

win rate

+74.78

total pnl ($)

+18.6 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	100	51%	+18.6	+74.78

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…