btc_fee_spike_mean_reversion_long_v18 · strategy

closed trades

48%

win rate

-241.55

total pnl ($)

0.250

weight

7d window — n=24 wr=33% pnl=-161.34 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 88 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 04:56	BTC	Buy	60216→60098	-1.44	timeout
06-27 23:02	BTC	Buy	59994→60203	+1.34	timeout
06-27 17:08	BTC	Buy	60126→60537	+2.96	timeout
06-27 11:05	BTC	Buy	59477→60401	+7.27	timeout
06-27 04:54	BTC	Buy	59819→60261	+3.25	timeout
06-26 22:09	BTC	Buy	59978→59825	-1.79	timeout
06-26 15:51	BTC	Buy	59337→60199	+6.73	timeout
06-25 13:57	BTC	Buy	60727→58254.9	-20.74	stop_loss
06-25 13:57	BTC	Buy	60748→58282.9	-20.70	stop_loss
06-25 13:53	BTC	Buy	61287.1→58775.7	-20.85	stop_loss
06-25 13:49	BTC	Buy	61737.1→59230.4	-20.74	stop_loss
06-24 16:46	BTC	Buy	62609.1→60067.9	-20.58	stop_loss
06-24 16:43	BTC	Buy	62691.1→60146.9	-20.67	stop_loss
06-24 14:26	BTC	Buy	62478.1→61216.9	-10.51	timeout
06-24 08:11	BTC	Buy	62838.1→62595.9	-2.45	timeout
06-23 22:40	BTC	Buy	63903.2→62533.9	-11.14	timeout
06-23 10:10	BTC	Buy	64234.2→62415.9	-14.40	timeout
06-23 08:24	BTC	Buy	64743.2→62115.8	-20.71	stop_loss
06-23 04:08	BTC	Buy	63907.2→64042.8	+0.62	timeout
06-22 18:51	BTC	Buy	64152.2→64440.8	+1.74	timeout
06-22 12:46	BTC	Buy	64030.2→65062.7	+7.46	timeout
06-22 05:47	BTC	Buy	64229.2→64191.8	-0.76	timeout
06-21 21:20	BTC	Buy	63936.2→63565.8	-3.35	timeout
06-21 15:20	BTC	Buy	64361.2→64166.8	-1.90	timeout
06-21 09:18	BTC	Buy	63506.2→63941.8	+2.83	timeout
06-21 01:22	BTC	Buy	63465.2→64217.8	+5.43	timeout
06-20 19:21	BTC	Buy	63000.1→63861.8	+6.40	timeout
06-20 13:20	BTC	Buy	62698.1→63496.8	+5.88	timeout
06-20 07:17	BTC	Buy	62738.1→63644.8	+6.77	timeout
06-20 00:29	BTC	Buy	62910.1→63588.8	+4.90	timeout
06-19 18:11	BTC	Buy	62686.1→63093.8	+2.80	timeout
06-19 12:52	BTC	Buy	64299.2→62719.9	-12.64	timeout
06-19 05:58	BTC	Buy	63966.2→62700.9	-10.29	timeout
06-18 23:29	BTC	Buy	64472.2→62835.9	-13.08	timeout
06-18 15:17	BTC	Buy	65924.3→63249.2	-20.39	stop_loss
06-18 10:57	BTC	Buy	64773.2→64130.8	-5.47	timeout
06-18 04:50	BTC	Buy	65972.3→63790.8	-17.01	timeout
06-17 22:43	BTC	Buy	65720.3→64343.8	-10.92	timeout
06-17 16:26	BTC	Buy	65764.3→66028.7	+1.50	timeout
06-17 10:17	BTC	Buy	66590.3→64901.8	-13.21	timeout
06-17 03:52	BTC	Buy	66085.3→65800.7	-2.65	timeout
06-16 21:29	BTC	Buy	66371.3→65695.7	-5.64	timeout
06-16 15:12	BTC	Buy	66583.3→65801.7	-6.40	timeout
06-16 09:18	BTC	Buy	65757.3→66647.7	+6.32	timeout
06-16 03:00	BTC	Buy	65416.3→65701.7	+1.73	timeout
06-15 13:38	BTC	Buy	64265.2→66714.7	+18.62	timeout
06-15 12:55	BTC	Buy	63781.2→66581.7	+21.52	take_profit
06-15 07:21	BTC	Buy	64312.2→65846.7	+11.46	timeout
06-14 22:46	BTC	Buy	64496.2→65389.7	+6.43	timeout
06-14 16:48	BTC	Buy	63980.2→64053.8	+0.09	timeout
06-14 10:46	BTC	Buy	63859.2→64539.8	+4.86	timeout
06-14 04:23	BTC	Buy	63573.2→64477.8	+6.71	timeout
06-13 22:32	BTC	Buy	63533.2→64497.8	+7.11	timeout
06-13 16:30	BTC	Buy	63876.2→63969.8	+0.29	timeout
06-13 09:43	BTC	Buy	63850.2→63770.8	-1.15	timeout
06-13 03:26	BTC	Buy	63377.2→63543.8	+0.87	timeout
06-12 21:23	BTC	Buy	63533.2→63543.8	-0.42	timeout
06-12 15:21	BTC	Buy	62757.1→64215.8	+11.11	timeout
06-12 09:13	BTC	Buy	62835.1→63471.8	+4.53	timeout
06-12 03:13	BTC	Buy	61997.1→63483.8	+11.45	timeout
06-11 20:58	BTC	Buy	61744.1→63359.8	+12.49	timeout
06-11 14:58	BTC	Buy	62028.1→62721.9	+5.05	timeout
06-11 08:31	BTC	Buy	61529.1→62910.9	+10.64	timeout
06-10 16:03	BTC	Buy	61067.1→62511.9	+11.35	timeout
06-10 10:09	BTC	Buy	62610.1→61217.9	-11.49	timeout
06-10 03:18	BTC	Buy	62914.1→62016.9	-7.47	timeout
06-09 15:56	BTC	Buy	63593.2→61012.4	-20.86	stop_loss
06-09 14:29	BTC	Buy	64145.2→61542.1	-20.76	stop_loss
06-09 09:08	BTC	Buy	63216.2→62682.9	-4.67	timeout
06-09 03:02	BTC	Buy	63056.2→62813.9	-2.36	timeout
06-08 20:14	BTC	Buy	61563.1→63214.8	+12.93	timeout
06-08 13:57	BTC	Buy	61761.1→63769.8	+15.77	timeout
06-08 07:42	BTC	Buy	62201.1→63139.8	+7.06	timeout
06-08 01:18	BTC	Buy	61603.1→63066.8	+11.34	timeout
06-07 18:37	BTC	Buy	60555→62212.9	+13.29	timeout
06-07 12:29	BTC	Buy	60700→61935.9	+9.71	timeout
06-07 06:10	BTC	Buy	61057.1→61651.9	+4.47	timeout
06-07 00:07	BTC	Buy	61351.1→60811	-4.91	timeout
06-06 18:04	BTC	Buy	60716→60553	-1.74	timeout
06-05 18:54	BTC	Buy	61617.1→59116.5	-20.77	stop_loss
06-05 16:12	BTC	Buy	62264.1→59734.1	-20.76	stop_loss
06-05 14:01	BTC	Buy	63194.2→60624.6	-20.78	stop_loss
06-05 10:17	BTC	Buy	62821.1→62580.9	-2.36	timeout
06-05 06:22	BTC	Buy	63882.2→61282.3	-20.78	stop_loss
06-05 05:21	BTC	Buy	63733.2→63438.8	-2.70	timeout
06-04 01:16	BTC	Buy	65510.3→62851.4	-20.74	stop_loss
06-04 01:16	BTC	Buy	65580.3→62918.4	-20.74	stop_loss
06-03 23:24	BTC	Buy	67040.4→64318.6	-20.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-241.55

total pnl ($)

-54.7 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	88	48%	-54.7	-241.55

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 07:00	BTC	Buy	circuit_breaker
06-28 00:27	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…