btc_fee_spike_mean_reversion_long_v15

72

closed trades

47%

win rate

-187.47

total pnl ($)

0.951

weight

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

Backtest evidence run: 2026-06-01 17:04:31 (25.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485394_09341

n: 22 · wr: 40.9% · total_bps: -807.6 · mean_bps: -36.71 · sharpe: -0.40 · max_dd_bps: -1033.5

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

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
06-14 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	63398.2→63112.8	-2.74	timeout
06-12 07:38	BTC	Buy	63733.2→62940.9	-6.69	timeout
06-12 01:38	BTC	Buy	62790.1→63302.8	+3.58	timeout
06-11 09:17	BTC	Buy	61643.1→62767.9	+8.60	timeout
06-11 03:05	BTC	Buy	62078.1→62142.9	+0.03	timeout
06-10 07:36	BTC	Buy	61940.1→62016.9	+0.22	timeout
06-10 01:53	BTC	Buy	62401.1→62016.9	-3.48	timeout
06-09 14:46	BTC	Buy	63153.2→61219.3	-15.77	stop_loss
06-09 12:08	BTC	Buy	63028.2→62837.9	-1.94	timeout
06-09 05:09	BTC	Buy	63447.2→63111.8	-3.10	timeout
06-08 23:02	BTC	Buy	63054.2→63391.8	+2.22	timeout
06-08 16:00	BTC	Buy	63136.2→63671.8	+3.74	timeout
06-08 02:36	BTC	Buy	62224.1→62887.9	+4.86	timeout
06-07 09:30	BTC	Buy	60893→62637.9	+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 04:27	BTC	Buy	61710.1→59818.1	-15.78	stop_loss
06-06 03:19	BTC	Buy	60796→60823	-0.24	timeout
06-05 13:57	BTC	Buy	62713.1→60794.5	-15.75	stop_loss
06-05 06:19	BTC	Buy	63380.2→61777.9	-13.05	timeout
06-04 22:33	BTC	Buy	62614.1→63246.8	+4.62	timeout
06-04 17:25	BTC	Buy	63833.2→63125.8	-6.03	timeout
06-04 00:29	BTC	Buy	65331.3→63333.1	-15.74	stop_loss
06-03 20:55	BTC	Buy	66792.3→64747.4	-15.77	stop_loss
06-03 17:16	BTC	Buy	67213.4→65753.7	-11.34	timeout
06-03 14:12	BTC	Buy	66829.3→66773.7	-0.89	timeout
06-03 03:50	BTC	Buy	67547.4→65473	-15.81	stop_loss
06-02 14:26	BTC	Buy	69972.5→67830.7	-15.77	stop_loss
06-02 08:18	BTC	Buy	71555.6→69900.5	-12.06	timeout
06-02 00:48	BTC	Buy	72120.6→71167.4	-7.13	timeout
05-31 22:58	BTC	Buy	73865.7→73986.3	+0.38	timeout
05-31 04:26	BTC	Buy	73878.7→74170.3	+1.49	timeout
05-30 02:54	BTC	Buy	72938.6→73746.3	+5.07	timeout
05-29 07:52	BTC	Buy	73477.7→73390.3	-1.06	timeout
05-29 00:44	BTC	Buy	73491.7→73774.3	+1.40	timeout

Paper (trades.jsonl)

72

closed

47%

win rate

-187.47

total pnl ($)

-51.9 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	72	47%	-51.9	-187.47

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 72 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)