btc_fee_spike_mean_reversion_long_v11 · strategy

closed trades

43%

win rate

-206.61

total pnl ($)

0.829

weight

7d window — n=20 wr=45% pnl=-65.08 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 18:24	BTC	Buy	59984→59961	-0.70	timeout
06-26 10:10	BTC	Buy	59877→59718	-1.80	timeout
06-26 03:51	BTC	Buy	59367→59695	+2.34	timeout
06-25 13:57	BTC	Buy	60779→58300.9	-20.79	stop_loss
06-25 13:49	BTC	Buy	61732.1→59226.4	-20.73	stop_loss
06-25 04:44	BTC	Buy	60166→60909	+5.73	timeout
06-24 16:46	BTC	Buy	62597.1→60056	-20.69	stop_loss
06-24 09:50	BTC	Buy	62627.1→62647.9	-0.31	timeout
06-24 03:27	BTC	Buy	62269.1→62589.9	+2.09	timeout
06-23 20:24	BTC	Buy	62200.1→62424.9	+1.36	timeout
06-23 07:57	BTC	Buy	64451.2→62926.9	-12.31	timeout
06-23 01:43	BTC	Buy	65267.3→64066.8	-9.63	timeout
06-22 19:43	BTC	Buy	64237.2→64401.8	+0.81	timeout
06-22 05:02	BTC	Buy	64103.2→64079.8	-0.64	timeout
06-21 13:40	BTC	Buy	64200.2→64001.8	-1.96	timeout
06-21 07:38	BTC	Buy	63856.2→64197.8	+2.23	timeout
06-21 01:36	BTC	Buy	63406.2→64210.8	+5.87	timeout
06-20 18:59	BTC	Buy	63727.2→63769.8	-0.11	timeout
06-20 08:40	BTC	Buy	63012.2→63436.8	+2.87	timeout
06-20 02:34	BTC	Buy	63222.2→63443.8	+1.31	timeout
06-19 20:27	BTC	Buy	62655.1→63046.8	+2.66	timeout
06-19 11:34	BTC	Buy	62886.1→62607.9	-2.62	timeout
06-19 04:26	BTC	Buy	62668.1→62729.9	+0.07	timeout
06-18 21:54	BTC	Buy	64228.2→62870.9	-10.97	timeout
06-18 14:05	BTC	Buy	64606.2→63886.8	-6.01	timeout
06-18 07:17	BTC	Buy	65086.3→64142.8	-7.72	timeout
06-18 01:02	BTC	Buy	65013.3→64553.8	-4.02	timeout
06-17 19:00	BTC	Buy	65594.3→65530.7	-0.95	timeout
06-17 10:43	BTC	Buy	65720.3→64884.8	-6.85	timeout
06-17 04:26	BTC	Buy	65764.3→65841.7	+0.12	timeout
06-16 22:17	BTC	Buy	66590.3→65815.7	-6.31	timeout
06-16 15:52	BTC	Buy	66085.3→65895.7	-1.91	timeout
06-16 08:41	BTC	Buy	66634.3→66510.7	-1.36	timeout
06-16 02:38	BTC	Buy	66421.3→65861.7	-4.67	timeout
06-15 20:42	BTC	Buy	65717.3→66618.7	+6.38	timeout
06-15 04:23	BTC	Buy	64087.2→65729.7	+12.35	timeout
06-14 22:14	BTC	Buy	64508.2→65107.7	+4.17	timeout
06-14 10:51	BTC	Buy	64476.2→64531.8	-0.03	timeout
06-14 04:16	BTC	Buy	64030.2→64468.8	+3.00	timeout
06-13 22:12	BTC	Buy	63743.2→64364.8	+4.41	timeout
06-13 14:41	BTC	Buy	63678.2→64186.8	+3.52	timeout
06-13 03:59	BTC	Buy	63559.2→63505.8	-0.87	timeout
06-12 21:51	BTC	Buy	63794.2→63446.8	-3.20	timeout
06-12 15:41	BTC	Buy	63437.2→63904.8	+3.20	timeout
06-12 09:24	BTC	Buy	63491.2→63634.8	+0.64	timeout
06-12 03:21	BTC	Buy	62757.1→63409.8	+4.70	timeout
06-11 21:14	BTC	Buy	62803.1→63552.8	+5.45	timeout
06-11 09:04	BTC	Buy	61743.1→62882.9	+8.73	timeout
06-11 03:05	BTC	Buy	62104.1→62142.9	-0.17	timeout
06-10 20:32	BTC	Buy	61512.1→61831.9	+2.12	timeout
06-10 05:02	BTC	Buy	61502.1→62016.9	+3.79	timeout
06-09 23:01	BTC	Buy	62748.1→62016.9	-6.22	timeout
06-09 14:57	BTC	Buy	62803.1→61393.9	-11.68	timeout
06-09 05:12	BTC	Buy	63415.2→63127.8	-2.72	timeout
06-08 23:07	BTC	Buy	63195.2→63438.8	+1.47	timeout
06-08 15:47	BTC	Buy	63097.2→63815.8	+5.22	timeout
06-07 14:38	BTC	Buy	61220.1→62230.9	+7.80	timeout
06-07 08:17	BTC	Buy	60527→62291.9	+14.16	timeout
06-07 02:09	BTC	Buy	60933→61509.9	+4.24	timeout
06-06 19:45	BTC	Buy	61047.1→60614	-3.97	timeout
06-06 10:46	BTC	Buy	61700.1→60416	-10.85	timeout
06-06 03:22	BTC	Buy	60707→60817	+0.45	timeout
06-05 15:38	BTC	Buy	62768.1→60220.9	-20.73	stop_loss
06-05 06:19	BTC	Buy	63370.2→61799.9	-12.80	timeout
06-04 19:19	BTC	Buy	63504.2→63955.8	+3.10	timeout
06-04 01:22	BTC	Buy	65235.3→62587.6	-20.74	stop_loss
06-03 23:54	BTC	Buy	66796.3→64085.7	-20.74	stop_loss
06-03 16:41	BTC	Buy	66373.3→65927.7	-3.84	timeout
06-03 11:28	BTC	Buy	66343.3→67317.6	+6.83	timeout
06-03 03:59	BTC	Buy	67302.4→65808.7	-11.55	timeout
06-02 15:30	BTC	Buy	70105.5→67254	-20.80	stop_loss
06-02 14:22	BTC	Buy	71013.6→68129.5	-20.78	stop_loss
06-02 07:59	BTC	Buy	71561.6→70081.5	-10.83	timeout
06-02 00:28	BTC	Buy	72208.6→71175.4	-7.68	timeout
06-01 04:47	BTC	Buy	73440.7→73435.3	-0.50	timeout
05-31 19:59	BTC	Buy	73846.7→73540.3	-2.52	timeout
05-31 04:27	BTC	Buy	73885.7→74171.3	+1.45	timeout
05-30 09:11	BTC	Buy	73724.7→73495.3	-2.03	timeout
05-29 23:49	BTC	Buy	73455.7→73396.3	-0.87	timeout
05-29 14:40	BTC	Buy	73436.7→72707.4	-5.49	timeout
05-29 07:44	BTC	Buy	73413.7→73370.3	-0.76	timeout
05-29 00:53	BTC	Buy	73512.7→73712.3	+0.83	timeout
05-28 18:52	BTC	Buy	73069.7→73638.3	+3.37	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-206.61

total pnl ($)

-49.5 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	83	43%	-49.5	-206.61

Recent bounces (last 20 of 2)

time	sym	side	reason
06-25 22:14	BTC	Buy	below_min_notional_skip
06-25 15:59	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…