btc_fee_spike_mean_reversion_long_v13 · strategy

151

closed trades

48%

win rate

-145.52

total pnl ($)

0.979

weight

7d window — n=31 wr=45% pnl=-40.28 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 05:02	BTC	Buy	59994→60230	+1.22	timeout
06-27 01:23	BTC	Buy	59853→59959	+0.35	timeout
06-26 22:59	BTC	Buy	60018→60012	-0.41	timeout
06-26 20:04	BTC	Buy	60014→59821	-1.67	timeout
06-26 17:44	BTC	Buy	59424→60042	+3.78	timeout
06-26 15:11	BTC	Buy	60113→59866	-2.01	timeout
06-26 08:19	BTC	Buy	58672.9→60165	+9.83	timeout
06-26 01:09	BTC	Buy	59303→59494	+0.93	timeout
06-25 22:13	BTC	Buy	59696→59852	+0.68	timeout
06-25 13:46	BTC	Buy	61586.1→59678.2	-12.74	stop_loss
06-25 03:34	BTC	Buy	60863→60747	-1.12	timeout
06-25 01:11	BTC	Buy	59579→60723	+7.32	timeout
06-24 23:09	BTC	Buy	59875→60859	+6.23	timeout
06-24 17:48	BTC	Buy	60890→59026.5	-12.59	stop_loss
06-24 15:38	BTC	Buy	62503.1→60583.7	-12.64	stop_loss
06-24 15:32	BTC	Buy	62599.1→60684.6	-12.58	stop_loss
06-24 08:56	BTC	Buy	62667.1→62779.9	+0.35	timeout
06-24 00:07	BTC	Buy	62277.1→62754.9	+2.71	timeout
06-23 17:40	BTC	Buy	62603.1→62553.9	-0.67	timeout
06-23 14:23	BTC	Buy	62367.1→62623.9	+1.30	timeout
06-23 05:20	BTC	Buy	63912.2→63537.8	-2.71	timeout
06-22 23:57	BTC	Buy	64619.2→64023.8	-4.03	timeout
06-22 21:48	BTC	Buy	64993.2→64233.8	-5.04	timeout
06-22 19:44	BTC	Buy	65381.3→64397.8	-6.39	timeout
06-22 16:01	BTC	Buy	64113.2→64728.8	+3.50	timeout
06-21 23:12	BTC	Buy	64187.2→63708.8	-3.34	timeout
06-21 08:29	BTC	Buy	64206.2→64011.8	-1.60	timeout
06-21 06:27	BTC	Buy	64227.2→64221.8	-0.40	timeout
06-21 03:24	BTC	Buy	63948.2→64390.8	+2.41	timeout
06-20 23:22	BTC	Buy	63922.2→64254.8	+1.72	timeout
06-20 21:20	BTC	Buy	64300.2→63928.8	-2.67	timeout
06-20 02:55	BTC	Buy	63165.2→63345.8	+0.79	timeout
06-19 22:52	BTC	Buy	63098.2→63304.8	+0.94	timeout
06-19 20:31	BTC	Buy	63222.2→63050.8	-1.45	timeout
06-19 18:29	BTC	Buy	62537.1→63089.8	+3.17	timeout
06-19 15:24	BTC	Buy	62388.1→63026.8	+3.76	timeout
06-19 07:58	BTC	Buy	63009.2→62582.9	-3.02	timeout
06-19 05:42	BTC	Buy	62904.1→62599.9	-2.29	timeout
06-19 02:57	BTC	Buy	63096.2→62959.9	-1.21	timeout
06-18 23:56	BTC	Buy	62567.1→62961.9	+2.17	timeout
06-18 21:30	BTC	Buy	63180.2→62936.9	-1.88	timeout
06-18 12:49	BTC	Buy	64084.2→64286.8	+0.91	timeout
06-18 02:06	BTC	Buy	64351.2→64622.8	+1.32	timeout
06-18 00:10	BTC	Buy	65478.3→64578.8	-5.87	timeout
06-17 22:07	BTC	Buy	65800.3→64121.8	-10.56	timeout
06-17 17:51	BTC	Buy	64838.2→65830.7	+5.74	timeout
06-17 05:29	BTC	Buy	65706.3→65828.7	+0.38	timeout
06-17 01:39	BTC	Buy	65600.3→65636.7	-0.14	timeout
06-16 21:47	BTC	Buy	65726.3→65707.7	-0.49	timeout
06-16 18:20	BTC	Buy	66627.3→66053.7	-3.82	timeout
06-16 10:07	BTC	Buy	66140.3→66538.7	+2.04	timeout
06-16 02:44	BTC	Buy	66572.3→65833.7	-4.79	timeout
06-16 00:22	BTC	Buy	66821.3→66300.7	-3.47	timeout
06-15 22:11	BTC	Buy	67189.4→66438.7	-4.84	timeout
06-15 20:11	BTC	Buy	66328.3→66535.7	+0.88	timeout
06-15 16:20	BTC	Buy	65693.3→67084.6	+8.10	timeout
06-15 06:25	BTC	Buy	65700.3→65907.7	+0.90	timeout
06-15 03:16	BTC	Buy	64347.2→65662.7	+7.81	timeout
06-14 22:07	BTC	Buy	64016.2→65054.7	+6.12	timeout
06-14 16:24	BTC	Buy	64609.2→64144.8	-3.24	timeout
06-14 07:18	BTC	Buy	64659.2→64264.8	-2.80	timeout
06-14 05:15	BTC	Buy	64447.2→64325.8	-1.11	timeout
06-14 03:14	BTC	Buy	64223.2→64469.8	+1.18	timeout
06-14 01:13	BTC	Buy	64151.2→64645.8	+2.73	timeout
06-13 22:26	BTC	Buy	63998.2→64454.8	+2.49	timeout
06-13 20:20	BTC	Buy	64138.2→64230.8	+0.22	timeout
06-13 18:17	BTC	Buy	63926.2→64073.8	+0.56	timeout
06-13 16:14	BTC	Buy	63759.2→64054.8	+1.51	timeout
06-13 10:37	BTC	Buy	63586.2→63816.8	+1.07	timeout
06-13 08:45	BTC	Buy	63602.2→63857.8	+1.23	timeout
06-13 02:40	BTC	Buy	63502.2→63665.8	+0.67	timeout
06-13 00:39	BTC	Buy	63808.2→63587.8	-1.76	timeout
06-12 22:29	BTC	Buy	63898.2→63592.8	-2.28	timeout
06-12 20:06	BTC	Buy	63337.2→63626.8	+1.46	timeout
06-12 12:02	BTC	Buy	63364.2→63710.8	+1.81	timeout
06-12 07:44	BTC	Buy	63378.2→63030.8	-2.56	timeout
06-12 04:34	BTC	Buy	63517.2→63704.8	+0.81	timeout
06-12 02:34	BTC	Buy	63377.2→63481.8	+0.28	timeout
06-12 00:28	BTC	Buy	63404.2→63584.8	+0.76	timeout
06-11 22:06	BTC	Buy	62769.1→63604.8	+4.94	timeout
06-11 19:38	BTC	Buy	62819.1→63726.8	+5.39	timeout
06-11 13:00	BTC	Buy	62734.1→62972.9	+1.14	timeout
06-11 05:06	BTC	Buy	61326.1→62552.9	+7.61	timeout
06-11 02:04	BTC	Buy	61824.1→62237.9	+2.31	timeout
06-10 23:45	BTC	Buy	61772.1→61497.9	-2.13	timeout
06-10 21:03	BTC	Buy	62321.1→61748.9	-4.04	timeout
06-10 01:12	BTC	Buy	61795.1→62016.9	+1.10	timeout
06-09 22:12	BTC	Buy	61058.1→62016.9	+5.94	timeout
06-09 19:07	BTC	Buy	62628.1→61818.9	-5.55	timeout
06-09 16:19	BTC	Buy	62760.1→60840.5	-12.62	stop_loss
06-09 09:03	BTC	Buy	62813.1→62813.9	-0.36	timeout
06-09 06:00	BTC	Buy	63050.2→63308.8	+1.27	timeout
06-09 02:20	BTC	Buy	63189.2→62546.9	-4.42	timeout
06-08 23:48	BTC	Buy	63452.2→62984.9	-3.31	timeout
06-08 21:41	BTC	Buy	63800.2→63746.8	-0.70	timeout
06-08 19:13	BTC	Buy	63906.2→63452.8	-3.21	timeout
06-08 17:05	BTC	Buy	63111.2→63496.8	+2.07	timeout
06-08 10:05	BTC	Buy	62936.1→63424.8	+2.74	timeout
06-08 00:51	BTC	Buy	62040.1→63683.8	+10.22	timeout
06-07 22:14	BTC	Buy	62138.1→62991.9	+5.14	timeout

Paper vs Live

Paper (trades.jsonl)

151

closed

48%

win rate

-145.52

total pnl ($)

-24.0 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	151	48%	-24.0	-145.52

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 14:09	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…