btc_fee_spike_mean_rev · strategy

closed trades

48%

win rate

+78.97

total pnl ($)

1.394

weight

7d window — n=18 wr=56% pnl=+22.06 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 19:43	BTC	Sell	64230.8→64408.2	-1.81	timeout
06-22 05:08	BTC	Sell	64161.8→64192.2	-0.68	timeout
06-21 23:04	BTC	Sell	64359.8→63657.2	+5.00	timeout
06-21 15:36	BTC	Sell	64299.8→64164.2	+0.58	timeout
06-21 09:20	BTC	Sell	63928.8→63940.2	-0.46	timeout
06-21 03:24	BTC	Sell	64177.8→64422.2	-2.35	timeout
06-20 21:19	BTC	Sell	63486.8→63943.2	-4.05	timeout
06-20 04:54	BTC	Sell	63057.8→63574.2	-4.55	timeout
06-19 21:26	BTC	Sell	62388.9→63177.2	-6.74	timeout
06-19 11:42	BTC	Sell	62897.9→62634.1	+1.61	timeout
06-19 03:35	BTC	Sell	63189.8→62740.1	+3.09	timeout
06-18 18:50	BTC	Sell	64083.8→62756.1	+9.79	timeout
06-18 06:08	BTC	Sell	65265.7→63893.2	+10.07	timeout
06-17 23:51	BTC	Sell	64826.8→64458.2	+2.41	timeout
06-17 07:41	BTC	Sell	65586.7→65500.3	+0.21	timeout
06-17 00:24	BTC	Sell	66531.7→65691.3	+5.90	timeout
06-16 10:40	BTC	Sell	66270.7→66572.3	-2.70	timeout
06-16 04:19	BTC	Sell	67071.6→66100.3	+6.77	timeout
06-15 22:19	BTC	Sell	65685.7→66342.3	-5.43	timeout
06-15 09:15	BTC	Sell	64115.8→65658.3	-12.49	timeout
06-14 22:27	BTC	Sell	64572.8→65133.3	-4.77	timeout
06-14 09:05	BTC	Sell	64286.8→64455.2	-1.73	timeout
06-14 02:24	BTC	Sell	64092.8→64549.2	-4.02	timeout
06-13 16:50	BTC	Sell	63619.8→63903.2	-2.68	timeout
06-13 04:03	BTC	Sell	63496.8→63547.2	-0.85	timeout
06-12 19:59	BTC	Sell	63083.8→63599.2	-4.53	timeout
06-12 13:49	BTC	Sell	63410.8→63125.2	+1.84	timeout
06-12 07:43	BTC	Sell	63760.8→63054.2	+5.11	timeout
06-12 01:39	BTC	Sell	62813.9→63324.2	-4.46	timeout
06-11 18:58	BTC	Sell	62748.9→63504.2	-6.40	timeout
06-11 09:12	BTC	Sell	61517.9→62819.1	-10.97	timeout
06-11 03:05	BTC	Sell	62050.9→62148.1	-1.20	timeout
06-10 05:56	BTC	Sell	61698.9→62023.1	-3.13	timeout
06-09 23:55	BTC	Sell	62595.9→62023.1	+4.07	timeout
06-09 17:53	BTC	Sell	63405.8→61655.1	+13.39	timeout
06-09 11:43	BTC	Sell	63121.8→62626.1	+3.45	timeout
06-09 04:45	BTC	Sell	63611.8→63236.2	+2.50	timeout
06-08 22:43	BTC	Sell	63182.8→63272.2	-1.14	timeout
06-08 15:43	BTC	Sell	63083.8→63827.2	-6.32	timeout
06-07 22:15	BTC	Sell	61982.9→63885.1	-15.80	stop_loss
06-07 14:38	BTC	Sell	61213.9→62237.1	-8.80	timeout
06-07 07:59	BTC	Sell	60565→62423.3	-15.83	stop_loss
06-07 02:19	BTC	Sell	60947→61273.1	-3.08	timeout
06-06 10:51	BTC	Sell	61793.9→60469	+10.26	timeout
06-06 03:16	BTC	Sell	60525→60874	-3.33	timeout
06-05 16:09	BTC	Sell	62761.9→60005	+21.50	take_profit
06-05 10:01	BTC	Sell	63280.8→62899.1	+2.56	timeout
06-05 02:10	BTC	Sell	64294.8→63204.2	+8.03	timeout
06-04 19:03	BTC	Sell	63950.8→63737.2	+1.23	timeout
06-04 01:49	BTC	Sell	65346.7→62477.1	+21.51	take_profit
06-04 00:25	BTC	Sell	66826.7→63892.2	+21.50	take_profit
06-03 17:16	BTC	Sell	67202.6→65749.3	+10.39	timeout
06-03 12:45	BTC	Sell	67045.6→66943.3	+0.29	timeout
06-03 04:55	BTC	Sell	67550.6→66285.3	+8.93	timeout
06-02 19:31	BTC	Sell	69975.5→66631.3	+23.45	take_profit
06-02 13:12	BTC	Sell	71305.4→69032.5	+15.56	timeout
06-02 05:59	BTC	Sell	71659.4→70263.5	+9.36	timeout
06-01 04:46	BTC	Sell	73451.3→73435.7	-0.32	timeout
05-31 19:56	BTC	Sell	73844.3→73525.7	+1.72	timeout
05-31 12:12	BTC	Sell	73868.3→73870.7	-0.40	timeout
05-30 22:20	BTC	Sell	73620.3→73870.7	-2.09	timeout
05-30 02:54	BTC	Sell	72939.4→73752.7	-6.00	timeout
05-29 02:39	BTC	Sell	72928.4→73450.7	-3.97	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

+78.97

total pnl ($)

+24.9 bps

avg bps net

Live (dry_run=0)

closed

win rate

-6.67

total pnl ($)

-143.9 bps

avg bps net

Live: 2 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	63	48%	+24.9	+78.97

Recent bounces (last 20 of 3)

time	sym	side	reason
06-22 20:14	BTC	Sell	stale_intent
06-22 20:12	BTC	Sell	stale_intent
06-22 13:58	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…