btc_fee_spike_mean_reversion_short_v11 · strategy

closed trades

40%

win rate

-1.45

total pnl ($)

1.258

weight

7d window — n=16 wr=44% pnl=+1.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 75 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 02:46	BTC	Sell	60246→60111	+0.54	timeout
06-27 20:04	BTC	Sell	60495→60222	+1.43	timeout
06-26 23:58	BTC	Sell	59958→60059	-1.03	timeout
06-26 15:06	BTC	Sell	60058→59623	+2.54	timeout
06-26 04:17	BTC	Sell	58646.1→60149.1	-10.61	stop_loss
06-25 22:11	BTC	Sell	59767→59934	-1.47	timeout
06-25 13:53	BTC	Sell	61571.9→59115	+15.59	take_profit
06-25 09:03	BTC	Sell	60771→61661.1	-6.21	timeout
06-24 20:49	BTC	Sell	59607→61134.6	-10.64	stop_loss
06-24 16:07	BTC	Sell	62592.9→60348	+13.94	timeout
06-24 08:55	BTC	Sell	62666.9→62768.1	-0.99	timeout
06-23 21:13	BTC	Sell	62337.9→62505.1	-1.44	timeout
06-23 14:23	BTC	Sell	62360.9→62630.1	-2.10	timeout
06-22 23:59	BTC	Sell	64597.8→64015.2	+3.24	timeout
06-22 16:06	BTC	Sell	64171.8→64680.2	-3.53	timeout
06-21 23:15	BTC	Sell	64167.8→63707.2	+2.51	timeout
06-21 03:26	BTC	Sell	63935.8→64399.2	-3.26	timeout
06-20 21:20	BTC	Sell	64251.8→63939.2	+1.58	timeout
06-19 22:54	BTC	Sell	63053.8→63313.2	-2.00	timeout
06-19 15:27	BTC	Sell	62349.9→63052.2	-4.89	timeout
06-19 05:42	BTC	Sell	62897.9→62593.1	+1.57	timeout
06-18 21:31	BTC	Sell	63300.8→62941.1	+1.89	timeout
06-18 12:49	BTC	Sell	64077.8→64293.2	-1.71	timeout
06-18 02:08	BTC	Sell	64337.8→64572.2	-1.81	timeout
06-17 17:52	BTC	Sell	64829.8→65926.3	-7.11	timeout
06-17 01:41	BTC	Sell	65604.7→65728.3	-1.11	timeout
06-16 18:21	BTC	Sell	66633.7→65973.3	+3.62	timeout
06-16 10:08	BTC	Sell	66145.7→66557.3	-2.84	timeout
06-15 23:23	BTC	Sell	66769.7→66164.3	+3.27	timeout
06-15 16:21	BTC	Sell	65686.7→67092.4	-8.91	timeout
06-15 03:17	BTC	Sell	64398.8→65701.3	-8.44	timeout
06-14 16:25	BTC	Sell	64592.8→64167.2	+2.28	timeout
06-14 07:01	BTC	Sell	64550.8→64258.2	+1.45	timeout
06-13 23:13	BTC	Sell	63965.8→64425.2	-3.23	timeout
06-13 16:16	BTC	Sell	63732.8→64030.2	-2.24	timeout
06-13 02:59	BTC	Sell	63434.8→63639.2	-1.65	timeout
06-12 20:00	BTC	Sell	63308.8→63587.2	-2.12	timeout
06-12 09:40	BTC	Sell	63438.8→63856.2	-2.97	timeout
06-12 02:22	BTC	Sell	63450.8→63611.2	-1.35	timeout
06-11 19:39	BTC	Sell	62808.9→63686.2	-5.92	timeout
06-11 13:01	BTC	Sell	62710.9→62919.1	-1.67	timeout
06-11 03:15	BTC	Sell	61554.9→62041.1	-3.50	timeout
06-10 21:03	BTC	Sell	62314.9→61755.1	+3.24	timeout
06-10 01:13	BTC	Sell	61776.9→62023.1	-1.97	timeout
06-09 17:01	BTC	Sell	62734.9→61466.1	+7.74	timeout
06-09 09:04	BTC	Sell	62804.9→62814.1	-0.42	timeout
06-09 02:21	BTC	Sell	63193.8→62624.1	+3.24	timeout
06-08 17:06	BTC	Sell	63103.8→63508.2	-2.90	timeout
06-08 09:58	BTC	Sell	63096.8→63453.2	-2.62	timeout
06-07 20:10	BTC	Sell	61777.9→61656.1	+0.42	timeout
06-07 08:32	BTC	Sell	61220.9→62458.1	-8.45	timeout
06-06 23:51	BTC	Sell	60580→60808	-1.88	timeout
06-06 15:04	BTC	Sell	61142.9→60626	+3.02	timeout
06-06 04:38	BTC	Sell	61645.9→59573	+13.09	timeout
06-05 20:21	BTC	Sell	59569→61095.6	-10.61	stop_loss
06-05 18:52	BTC	Sell	61940.9→59469	+15.61	take_profit
06-05 13:00	BTC	Sell	61897.9→61982.1	-0.90	timeout
06-05 04:02	BTC	Sell	63396.8→62589.1	+4.72	timeout
06-04 20:00	BTC	Sell	64223.8→63555.2	+3.81	timeout
06-04 12:57	BTC	Sell	63988.8→63671.2	+1.61	timeout
06-04 01:22	BTC	Sell	65251.7→62647.1	+15.61	take_profit
06-03 20:51	BTC	Sell	66785.7→65091.3	+9.80	timeout
06-03 11:15	BTC	Sell	67144.6→67310.4	-1.32	timeout
06-03 02:39	BTC	Sell	67256.6→66816.3	+2.26	timeout
06-02 14:10	BTC	Sell	69976.5→68421.4	+8.54	timeout
06-01 23:19	BTC	Sell	71523.4→71449.6	+0.08	timeout
05-31 22:55	BTC	Sell	73501.3→73918.7	-2.64	timeout
05-31 16:58	BTC	Sell	73858.3→73507.7	+1.55	timeout
05-30 22:25	BTC	Sell	73871.3→73856.7	-0.26	timeout
05-30 16:30	BTC	Sell	73611.3→73873.7	-1.76	timeout
05-30 02:19	BTC	Sell	73593.3→73652.7	-0.67	timeout
05-29 20:53	BTC	Sell	73060.3→73634.7	-3.50	timeout
05-29 01:48	BTC	Sell	73466.3→73519.7	-0.62	timeout
05-28 22:08	BTC	Sell	72846.4→73703.7	-5.04	timeout
05-28 18:43	BTC	Sell	73462.3→73581.7	-0.98	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-1.45

total pnl ($)

-0.6 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	75	40%	-0.6	-1.45

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 15:33	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…