btc_fee_spike_liquidation_short_v5 · strategy

185

closed trades

44%

win rate

-25.25

total pnl ($)

1.323

weight

7d window — n=67 wr=45% pnl=+13.70 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 15:22	BTC	Sell	64114.8→64970.2	-5.68	timeout
06-22 12:30	BTC	Sell	64081.8→64901.2	-5.45	timeout
06-22 10:09	BTC	Sell	63919.8→64238.2	-2.33	timeout
06-22 04:45	BTC	Sell	63662.8→63939.2	-2.09	timeout
06-22 01:52	BTC	Sell	64177.8→64566.2	-2.76	timeout
06-21 23:36	BTC	Sell	64049.8→63312.2	+4.24	timeout
06-21 21:32	BTC	Sell	64166.8→63725.2	+2.39	timeout
06-21 19:31	BTC	Sell	64057.8→64197.2	-1.24	timeout
06-21 17:03	BTC	Sell	64440.8→64122.2	+1.61	timeout
06-21 14:34	BTC	Sell	63964.8→64001.2	-0.60	timeout
06-21 11:47	BTC	Sell	64235.8→64231.2	-0.34	timeout
06-21 07:45	BTC	Sell	64223.8→64218.2	-0.33	timeout
06-21 05:39	BTC	Sell	64269.8→64317.2	-0.65	timeout
06-21 02:00	BTC	Sell	63908.8→64217.2	-2.28	timeout
06-20 23:42	BTC	Sell	63822.8→64282.2	-3.24	timeout
06-20 21:39	BTC	Sell	64095.8→63929.2	+0.68	timeout
06-20 19:35	BTC	Sell	63332.8→63857.2	-3.68	timeout
06-20 15:18	BTC	Sell	63499.8→64084.2	-4.03	timeout
06-20 12:58	BTC	Sell	63720.8→63623.2	+0.26	timeout
06-20 10:40	BTC	Sell	63527.8→63591.2	-0.75	timeout
06-20 07:22	BTC	Sell	63458.8→63736.2	-2.11	timeout
06-20 04:59	BTC	Sell	63296.8→63542.2	-1.91	timeout
06-20 02:27	BTC	Sell	63045.8→63380.2	-2.48	timeout
06-20 00:19	BTC	Sell	63130.8→63480.2	-2.57	timeout
06-19 22:02	BTC	Sell	63241.8→63060.2	+0.80	timeout
06-19 19:26	BTC	Sell	62722.9→62981.1	-2.00	timeout
06-19 17:20	BTC	Sell	62540.9→63059.2	-3.68	timeout
06-19 15:19	BTC	Sell	62388.9→63138.2	-5.18	timeout
06-19 13:17	BTC	Sell	62731.9→62727.1	-0.35	timeout
06-19 09:08	BTC	Sell	62883.9→62511.1	+1.98	timeout
06-19 06:38	BTC	Sell	62995.9→62708.1	+1.46	timeout
06-19 04:41	BTC	Sell	62765.9→62562.1	+0.93	timeout
06-19 02:33	BTC	Sell	63121.8→62944.1	+0.75	timeout
06-19 00:31	BTC	Sell	62751.9→62991.1	-1.89	timeout
06-18 22:24	BTC	Sell	62697.9→62819.1	-1.15	timeout
06-18 20:05	BTC	Sell	63857.8→63155.2	+4.01	timeout
06-18 17:58	BTC	Sell	63960.8→62571.1	+8.28	timeout
06-18 15:57	BTC	Sell	64172.8→62405.1	+10.60	timeout
06-18 13:56	BTC	Sell	64408.8→64052.2	+1.85	timeout
06-18 11:56	BTC	Sell	63933.8→63931.2	-0.33	timeout
06-18 09:35	BTC	Sell	64309.8→64248.2	+0.03	timeout
06-18 06:27	BTC	Sell	64520.8→63926.2	+3.33	timeout
06-18 04:22	BTC	Sell	64179.8→63967.2	+0.97	timeout
06-18 02:19	BTC	Sell	64267.8→64516.2	-1.89	timeout
06-18 00:26	BTC	Sell	65380.7→64517.2	+4.93	timeout
06-17 22:20	BTC	Sell	65897.7→64122.2	+10.41	timeout
06-17 20:19	BTC	Sell	65241.7→64301.2	+5.41	timeout
06-17 17:37	BTC	Sell	64719.8→65893.3	-7.60	timeout
06-17 15:05	BTC	Sell	64922.8→65142.3	-1.71	timeout
06-17 12:56	BTC	Sell	65582.7→65003.3	+3.19	timeout
06-17 10:49	BTC	Sell	66004.7→64834.2	+6.75	timeout
06-17 08:33	BTC	Sell	65947.7→65135.3	+4.56	timeout
06-17 06:16	BTC	Sell	65716.7→65840.3	-1.11	timeout
06-17 04:08	BTC	Sell	65741.7→65833.3	-0.91	timeout
06-17 02:01	BTC	Sell	65645.7→65898.3	-1.89	timeout
06-16 23:57	BTC	Sell	65890.7→65595.3	+1.46	timeout
06-16 20:38	BTC	Sell	65628.7→65773.3	-1.22	timeout
06-16 18:23	BTC	Sell	66549.7→65929.3	+3.38	timeout
06-16 16:16	BTC	Sell	66573.7→65771.3	+4.48	timeout
06-16 12:33	BTC	Sell	66268.7→66786.3	-3.47	timeout
06-16 09:54	BTC	Sell	66064.7→66546.3	-3.28	timeout
06-16 06:59	BTC	Sell	66222.7→66412.3	-1.52	timeout
06-16 03:13	BTC	Sell	66448.7→65765.3	+3.75	timeout
06-16 00:52	BTC	Sell	66779.7→66300.3	+2.50	timeout
06-15 22:52	BTC	Sell	67092.6→66222.3	+4.84	timeout
06-15 20:46	BTC	Sell	66581.7→66521.3	+0.02	timeout
06-15 18:42	BTC	Sell	66440.7→66792.3	-2.46	timeout
06-15 16:05	BTC	Sell	65675.7→67137.4	-9.26	timeout
06-15 14:01	BTC	Sell	65620.7→66361.3	-4.88	timeout
06-15 11:58	BTC	Sell	65817.7→66200.3	-2.69	timeout
06-15 09:39	BTC	Sell	65693.7→65502.3	+0.80	timeout
06-15 07:34	BTC	Sell	65457.7→65754.3	-2.17	timeout
06-15 04:43	BTC	Sell	65364.7→65637.3	-2.02	timeout
06-14 23:27	BTC	Sell	63776.8→65730.1	-12.61	stop_loss
06-14 23:07	BTC	Sell	63920.8→65372.3	-9.43	timeout
06-14 21:03	BTC	Sell	64080.8→64000.2	+0.15	timeout
06-14 18:27	BTC	Sell	64468.8→63705.2	+4.40	timeout
06-14 16:08	BTC	Sell	64503.8→64035.2	+2.56	timeout
06-14 13:20	BTC	Sell	64277.8→64298.2	-0.49	timeout
06-14 09:19	BTC	Sell	64520.8→64314.2	+0.93	timeout
06-14 07:08	BTC	Sell	64572.8→64219.2	+1.83	timeout
06-14 05:02	BTC	Sell	64440.8→64358.2	+0.15	timeout
06-14 03:00	BTC	Sell	64260.8→64461.2	-1.61	timeout
06-14 00:58	BTC	Sell	64113.8→64548.2	-3.08	timeout
06-13 21:59	BTC	Sell	64296.8→64430.2	-1.18	timeout
06-13 19:56	BTC	Sell	64054.8→64302.2	-1.91	timeout
06-13 16:44	BTC	Sell	63840.8→64038.2	-1.60	timeout
06-13 14:33	BTC	Sell	63779.8→64143.2	-2.63	timeout
06-13 12:18	BTC	Sell	63545.8→63932.2	-2.78	timeout
06-13 09:53	BTC	Sell	63493.8→63733.2	-1.85	timeout
06-13 07:55	BTC	Sell	63782.8→63801.2	-0.45	timeout
06-13 05:53	BTC	Sell	63552.8→63500.2	-0.03	timeout
06-13 03:06	BTC	Sell	63452.8→63689.2	-1.85	timeout
06-13 01:00	BTC	Sell	63666.8→63604.2	+0.05	timeout
06-12 22:57	BTC	Sell	63910.8→63491.2	+2.28	timeout
06-12 20:54	BTC	Sell	63848.8→63399.2	+2.46	timeout
06-12 18:47	BTC	Sell	63438.8→63873.2	-3.09	timeout
06-12 16:03	BTC	Sell	63662.8→63543.2	+0.41	timeout
06-12 13:58	BTC	Sell	63067.8→63119.2	-0.67	timeout
06-12 11:50	BTC	Sell	63287.8→63796.2	-3.56	timeout

Paper vs Live

Paper (trades.jsonl)

185

closed

44%

win rate

-25.25

total pnl ($)

-3.5 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	185	44%	-3.5	-25.25

Recent bounces (last 20 of 6)

time	sym	side	reason
06-22 14:29	BTC	Sell	stale_intent
06-22 12:22	BTC	Sell	stale_intent
06-22 09:37	BTC	Sell	stale_intent
06-22 04:24	BTC	Sell	stale_intent
06-21 23:06	BTC	Sell	stale_intent
06-21 23:06	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…