btc_fee_spike_mean_reversion_long_v8

not live
70
closed trades
47%
win rate
-184.13
total pnl ($)
0.880
weight
7d window — n=21 wr=52% pnl=-56.62  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 70 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 22:47BTCBuy59671→59934+1.74timeout
06-26 16:20BTCBuy60160→60047-1.42timeout
06-26 10:05BTCBuy59355→59648+2.01timeout
06-26 03:46BTCBuy59215→59601+2.84timeout
06-25 13:53BTCBuy61241.1→59061.5-18.24stop_loss
06-25 13:46BTCBuy61826.1→59619.2-18.28stop_loss
06-25 06:08BTCBuy61013.1→61638.9+4.69timeout
06-25 00:06BTCBuy60209→61103.9+6.95timeout
06-24 15:45BTCBuy62654.1→60423.8-18.23stop_loss
06-24 10:44BTCBuy62722.1→62567.9-1.70timeout
06-24 00:15BTCBuy62674.1→62855.9+1.00timeout
06-23 18:02BTCBuy62490.1→62413.9-1.06timeout
06-23 12:00BTCBuy64048.2→62464.9-12.74timeout
06-23 03:54BTCBuy64432.2→64014.8-3.69timeout
06-22 21:51BTCBuy65456.3→64231.8-9.81timeout
06-22 15:46BTCBuy64237.2→65027.7+5.68timeout
06-21 23:19BTCBuy64193.2→63692.8-4.34timeout
06-21 16:37BTCBuy63931.2→64056.8+0.54timeout
06-21 05:24BTCBuy63926.2→64253.8+2.11timeout
06-20 23:08BTCBuy63870.2→64249.8+2.52timeout
06-20 00:52BTCBuy63076.2→63486.8+2.81timeout
06-19 17:23BTCBuy62311.1→63009.8+5.16timeout
06-19 07:42BTCBuy62905.1→62494.9-3.69timeout
06-18 23:32BTCBuy63187.2→62887.9-2.79timeout
06-18 14:50BTCBuy64093.2→63886.8-2.06timeout
06-18 01:53BTCBuy66064.3→64473.8-12.51timeout
06-17 19:47BTCBuy64842.2→64192.8-5.47timeout
06-17 03:41BTCBuy65607.3→65785.7+0.90timeout
06-16 20:23BTCBuy66540.3→65788.7-6.13timeout
06-16 12:05BTCBuy66248.3→66380.7+0.52timeout
06-16 00:21BTCBuy67102.4→66304.7-6.37timeout
06-15 18:18BTCBuy65696.3→66777.7+7.74timeout
06-15 08:22BTCBuy65713.3→65616.7-1.19timeout
06-14 18:54BTCBuy64538.2→63778.8-6.36timeout
06-14 05:06BTCBuy64289.2→64346.8+0.01timeout
06-13 22:19BTCBuy64152.2→64374.8+1.27timeout
06-13 12:49BTCBuy63620.2→64076.8+3.11timeout
06-12 22:05BTCBuy63350.2→63517.8+0.86timeout
06-12 15:58BTCBuy63089.2→63630.8+3.81timeout
06-12 09:44BTCBuy63384.2→63862.8+3.30timeout
06-12 03:46BTCBuy63663.2→63433.8-2.28timeout
06-11 21:39BTCBuy62772.1→63488.8+5.21timeout
06-11 14:58BTCBuy62754.1→62725.9-0.71timeout
06-11 05:12BTCBuy61512.1→62564.9+8.06timeout
06-10 23:04BTCBuy62184.1→61323.9-7.36timeout
06-10 00:33BTCBuy61164.1→62016.9+6.56timeout
06-09 18:57BTCBuy62777.1→61755.9-8.61timeout
06-09 07:59BTCBuy63061.2→63173.8+0.44timeout
06-09 01:07BTCBuy63555.2→62537.9-8.45timeout
06-08 19:01BTCBuy63051.2→63456.8+2.75timeout
06-08 11:59BTCBuy63104.2→63472.8+2.47timeout
06-07 10:57BTCBuy61511.1→62427.9+7.01timeout
06-06 22:33BTCBuy60923→60528-3.67timeout
06-06 04:34BTCBuy61680.1→59485.3-18.24stop_loss
06-05 23:15BTCBuy60496→61097.9+4.51timeout
06-05 14:01BTCBuy62882.1→60644.6-18.24stop_loss
06-05 06:06BTCBuy63313.2→62525.9-6.64timeout
06-04 21:59BTCBuy64133.2→63250.8-7.32timeout
06-04 14:54BTCBuy64102.2→63812.8-2.70timeout
06-04 01:22BTCBuy64958.2→62646.5-18.24stop_loss
06-03 23:00BTCBuy66800.3→64919.8-14.58timeout
06-03 13:16BTCBuy67204.4→67118.6-1.10timeout
06-03 10:13BTCBuy66819.3→67254.6+2.76timeout
06-03 01:38BTCBuy67633.4→66625.7-7.90timeout
06-02 15:37BTCBuy69504.5→67028.1-18.27stop_loss
06-02 04:33BTCBuy71606.6→70976.5-4.90timeout
06-01 03:00BTCBuy73599.7→73790.3+0.82timeout
05-31 18:07BTCBuy73825.7→73614.3-1.90timeout
05-30 18:28BTCBuy73601.7→73914.3+1.64timeout
05-29 23:02BTCBuy73122.7→73381.3+1.31timeout

Paper vs Live

Paper (trades.jsonl)
70
closed
47%
win rate
-184.13
total pnl ($)
-52.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7047%-52.4-184.13

Recent bounces (last 20 of 4)

timesymsidereason
06-26 08:36BTCBuystale_intent
06-25 13:26BTCBuybelow_min_notional_skip
06-24 16:23BTCBuystale_intent
06-24 10:03BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems