btc_fee_spike_mean_reversion_short_v14

71

closed trades

46%

win rate

+77.27

total pnl ($)

1.452

weight

7d window — n=16 wr=31% pnl=+31.03 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-31 11:58:22 (27.6d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485394_01468

n: 12 · wr: 58.3% · total_bps: +194.3 · mean_bps: +16.19 · sharpe: +0.20 · max_dd_bps: -226.1

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

time	sym	side	entry→exit	pnl	close
06-27 11:03	BTC	Sell	60047→60405	-3.41	timeout
06-27 04:59	BTC	Sell	60011→60190	-1.95	timeout
06-26 21:07	BTC	Sell	60057→59683	+2.70	timeout
06-26 04:11	BTC	Sell	59767→60005	-2.45	timeout
06-26 03:56	BTC	Sell	58631.1→60081	-12.82	stop_loss
06-25 13:53	BTC	Sell	61553.9→58807.9	+21.84	take_profit
06-25 04:48	BTC	Sell	60122→61004.1	-7.80	timeout
06-24 16:51	BTC	Sell	62592.9→59844	+21.45	take_profit
06-24 14:56	BTC	Sell	62661.9→60984	+12.91	timeout
06-24 03:13	BTC	Sell	62337.9→62608.1	-2.59	timeout
06-23 20:23	BTC	Sell	62360.9→62455.1	-1.20	timeout
06-23 05:59	BTC	Sell	64597.8→63357.2	+9.17	timeout
06-22 22:06	BTC	Sell	64171.8→64350.2	-1.84	timeout
06-22 05:15	BTC	Sell	64167.8→64223.2	-0.88	timeout
06-21 09:27	BTC	Sell	63932.8→64061.2	-1.39	timeout
06-21 03:20	BTC	Sell	64251.8→64287.2	-0.72	timeout
06-20 04:54	BTC	Sell	63053.8→63573.2	-4.57	timeout
06-19 21:27	BTC	Sell	62349.9→63164.2	-6.95	timeout
06-19 11:42	BTC	Sell	62892.9→62633.1	+1.57	timeout
06-19 03:32	BTC	Sell	63149.8→62765.1	+2.55	timeout
06-18 18:49	BTC	Sell	64072.8→62759.1	+9.67	timeout
06-18 05:49	BTC	Sell	65799.7→63877.2	+14.17	timeout
06-17 16:28	BTC	Sell	64834.8→66433.5	-12.79	stop_loss
06-17 07:42	BTC	Sell	65581.7→65519.3	+0.04	timeout
06-17 00:24	BTC	Sell	66539.7→65711.3	+5.82	timeout
06-16 16:07	BTC	Sell	66133.7→65809.3	+2.02	timeout
06-16 04:21	BTC	Sell	67095.6→66083.3	+7.07	timeout
06-15 16:10	BTC	Sell	65686.7→67305	-12.77	stop_loss
06-14 22:27	BTC	Sell	64573.8→65126.3	-4.70	timeout
06-14 21:50	BTC	Sell	64068.8→65656.1	-12.84	stop_loss
06-14 10:52	BTC	Sell	64466.8→64537.2	-0.99	timeout
06-14 04:19	BTC	Sell	64022.8→64503.2	-4.22	timeout
06-13 22:15	BTC	Sell	63730.8→64399.2	-5.68	timeout
06-13 14:41	BTC	Sell	63670.8→64192.2	-4.52	timeout
06-13 08:37	BTC	Sell	63514.8→63843.2	-2.99	timeout
06-13 02:05	BTC	Sell	63307.8→63769.2	-4.07	timeout
06-12 19:58	BTC	Sell	63082.8→63599.2	-4.54	timeout
06-12 13:45	BTC	Sell	63374.8→63109.2	+1.68	timeout
06-12 07:35	BTC	Sell	63692.8→62975.1	+5.21	timeout
06-12 01:37	BTC	Sell	62860.9→63300.2	-3.89	timeout
06-11 08:48	BTC	Sell	61505.9→63021.6	-12.72	stop_loss
06-11 03:05	BTC	Sell	62097.9→62149.1	-0.83	timeout
06-10 07:14	BTC	Sell	61775.9→62023.1	-2.50	timeout
06-10 01:09	BTC	Sell	62644.9→62023.1	+4.46	timeout
06-09 18:42	BTC	Sell	63321.8→61702.1	+12.38	timeout
06-09 12:02	BTC	Sell	63075.8→62717.1	+2.36	timeout
06-09 05:05	BTC	Sell	63540.8→63243.2	+1.89	timeout
06-08 23:01	BTC	Sell	63072.8→63418.2	-3.17	timeout
06-08 16:00	BTC	Sell	63096.8→63764.2	-5.66	timeout
06-07 22:14	BTC	Sell	61997.9→63524.9	-12.77	stop_loss
06-07 07:56	BTC	Sell	60877→62376.3	-12.78	stop_loss
06-07 03:08	BTC	Sell	60653→61458.1	-7.06	timeout
06-06 21:04	BTC	Sell	61142.9→60710	+3.06	timeout
06-06 14:58	BTC	Sell	60935→60834	+0.38	timeout
06-05 20:30	BTC	Sell	59664→61133.6	-12.77	stop_loss
06-05 18:54	BTC	Sell	61897.9→59180	+21.53	take_profit
06-05 18:53	BTC	Sell	61940.9→59221	+21.52	take_profit
06-05 11:56	BTC	Sell	63781.8→62051.1	+13.14	timeout
06-05 05:54	BTC	Sell	63469.8→62714.1	+5.47	timeout
06-04 17:26	BTC	Sell	63824.8→63194.2	+4.53	timeout
06-04 13:38	BTC	Sell	62542.9→64084.2	-12.78	stop_loss
06-04 01:49	BTC	Sell	65382.7→62512.1	+21.50	take_profit
06-04 00:25	BTC	Sell	66790.7→63858.2	+21.49	take_profit
06-03 17:17	BTC	Sell	67126.6→65789.3	+9.54	timeout
06-03 12:45	BTC	Sell	67045.6→66943.3	+0.31	timeout
06-03 04:55	BTC	Sell	67550.6→66285.3	+8.93	timeout
06-02 19:32	BTC	Sell	69972.5→66712.3	+22.85	take_profit
05-30 22:30	BTC	Sell	73612.3→73861.7	-2.09	timeout
05-30 02:54	BTC	Sell	72939.4→73752.7	-6.01	timeout
05-29 07:51	BTC	Sell	73504.3→73398.7	+0.29	timeout
05-29 00:44	BTC	Sell	73466.3→73781.7	-2.52	timeout

Paper (trades.jsonl)

71

closed

46%

win rate

+77.27

total pnl ($)

+21.6 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	71	46%	+21.6	+77.27

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 71 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)