btc_fee_spike_mean_reversion_long_v14 · strategy

closed trades

48%

win rate

-135.81

total pnl ($)

0.931

weight

7d window — n=17 wr=47% pnl=-45.84 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 65 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:59	BTC	Buy	60077→60334	+1.67	timeout
06-27 05:55	BTC	Buy	60002→60216	+1.34	timeout
06-26 21:07	BTC	Buy	60057→59656	-3.84	timeout
06-26 14:23	BTC	Buy	58362.9→60023	+13.75	timeout
06-26 04:23	BTC	Buy	59749→59976	+1.48	timeout
06-25 13:53	BTC	Buy	60803→58942.6	-15.72	stop_loss
06-25 13:46	BTC	Buy	61591.1→59707.1	-15.74	stop_loss
06-25 04:50	BTC	Buy	60056→61055.9	+7.88	timeout
06-24 15:30	BTC	Buy	62633.1→60716.6	-15.73	stop_loss
06-24 14:57	BTC	Buy	62645.1→61026.9	-13.34	timeout
06-24 03:14	BTC	Buy	62316.1→62592.9	+1.74	timeout
06-23 20:23	BTC	Buy	62361.1→62449.9	+0.26	timeout
06-23 05:56	BTC	Buy	64621.2→63420.8	-9.76	timeout
06-22 22:04	BTC	Buy	64180.2→64347.8	+0.85	timeout
06-22 05:13	BTC	Buy	64175.2→64220.8	-0.10	timeout
06-21 09:24	BTC	Buy	63926.2→63982.8	-0.08	timeout
06-21 03:20	BTC	Buy	64287.2→64280.8	-0.50	timeout
06-20 04:53	BTC	Buy	63080.2→63547.8	+3.26	timeout
06-19 21:24	BTC	Buy	62375.1→63203.8	+6.17	timeout
06-19 11:42	BTC	Buy	62905.1→62621.9	-2.66	timeout
06-19 03:34	BTC	Buy	63246.2→62741.9	-4.40	timeout
06-18 18:47	BTC	Buy	64075.2→62750.9	-10.65	timeout
06-17 23:49	BTC	Buy	64826.2→64454.8	-3.31	timeout
06-17 19:50	BTC	Buy	66053.3→64029.8	-15.77	stop_loss
06-17 07:43	BTC	Buy	65613.3→65517.7	-1.19	timeout
06-17 00:24	BTC	Buy	66545.3→65703.7	-6.82	timeout
06-16 10:40	BTC	Buy	66285.3→66579.7	+1.75	timeout
06-16 04:22	BTC	Buy	67131.4→66077.7	-8.27	timeout
06-15 22:19	BTC	Buy	65704.3→66335.7	+4.33	timeout
06-15 09:14	BTC	Buy	64074.2→65662.7	+11.95	timeout
06-14 22:26	BTC	Buy	64583.2→65161.7	+4.00	timeout
06-14 10:52	BTC	Buy	64470.2→64530.8	+0.01	timeout
06-14 04:20	BTC	Buy	64044.2→64496.8	+3.11	timeout
06-13 22:15	BTC	Buy	63737.2→64386.8	+4.63	timeout
06-13 14:41	BTC	Buy	63677.2→64185.8	+3.52	timeout
06-13 08:37	BTC	Buy	63522.2→63836.8	+1.98	timeout
06-13 02:03	BTC	Buy	63339.2→63789.8	+3.08	timeout
06-12 19:58	BTC	Buy	63074.2→63591.8	+3.65	timeout
06-12 13:45	BTC	Buy	63377.2→63105.8	-2.63	timeout
06-12 07:47	BTC	Buy	63652.2→63002.8	-5.57	timeout
06-12 01:40	BTC	Buy	62812.1→63337.8	+3.68	timeout
06-11 18:59	BTC	Buy	62735.1→63426.8	+4.99	timeout
06-11 09:13	BTC	Buy	61492.1→62828.9	+10.36	timeout
06-11 03:04	BTC	Buy	62184.1→62128.9	-0.93	timeout
06-10 07:14	BTC	Buy	61758.1→62016.9	+1.70	timeout
06-09 16:40	BTC	Buy	62648.1→60731.6	-15.76	stop_loss
06-09 14:36	BTC	Buy	63309.2→61372.2	-15.75	stop_loss
06-09 12:01	BTC	Buy	63053.2→62753.9	-2.79	timeout
06-09 05:06	BTC	Buy	63541.2→63154.8	-3.49	timeout
06-08 23:01	BTC	Buy	63059.2→63412.8	+2.34	timeout
06-08 16:00	BTC	Buy	63103.2→63757.8	+4.66	timeout
06-08 04:13	BTC	Buy	62116.1→62905.9	+5.90	timeout
06-07 09:30	BTC	Buy	60893→62638.9	+13.89	timeout
06-07 03:08	BTC	Buy	60607→61451.9	+6.49	timeout
06-06 21:03	BTC	Buy	61203.1→60703	-4.50	timeout
06-06 14:58	BTC	Buy	60940→60845	-1.23	timeout
06-06 06:53	BTC	Buy	59293→60910	+13.17	timeout
06-05 15:39	BTC	Buy	62013.1→60080.9	-16.02	stop_loss
06-05 13:57	BTC	Buy	62692.1→60773.6	-15.75	stop_loss
06-05 06:22	BTC	Buy	63213.2→61278.3	-15.73	stop_loss
06-05 02:00	BTC	Buy	64181.2→63391.8	-6.60	timeout
06-04 18:57	BTC	Buy	63991.2→63857.8	-1.50	timeout
06-04 00:29	BTC	Buy	65491.3→63488.1	-15.74	stop_loss
06-04 00:26	BTC	Buy	65710.3→63699.9	-15.74	stop_loss
06-03 20:50	BTC	Buy	67052.4→64998.2	-15.79	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-135.81

total pnl ($)

-41.7 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	65	48%	-41.7	-135.81

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…