btc_fee_spike_mean_reversion_short_v15 · strategy

closed trades

49%

win rate

+130.54

total pnl ($)

1.649

weight

7d window — n=17 wr=47% pnl=+69.78 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 05:55	BTC	Sell	59983→60218	-2.34	timeout
06-26 21:07	BTC	Sell	60051→59682	+2.65	timeout
06-26 14:18	BTC	Sell	58704.1→59868	-10.36	timeout
06-26 04:11	BTC	Sell	59845→60001	-1.76	timeout
06-25 13:59	BTC	Sell	60783→58113.9	+21.45	take_profit
06-25 13:53	BTC	Sell	61575.9→58871.9	+21.49	take_profit
06-25 04:50	BTC	Sell	60061→61062.1	-8.80	timeout
06-24 16:51	BTC	Sell	62609.9→59855	+21.49	take_profit
06-24 14:56	BTC	Sell	62671.9→60984	+12.91	timeout
06-24 03:16	BTC	Sell	62303.9→62535.1	-2.28	timeout
06-23 20:24	BTC	Sell	62322.9→62438.1	-1.39	timeout
06-23 11:20	BTC	Sell	63890.8→62407.1	+11.09	timeout
06-23 03:04	BTC	Sell	65077.7→64014.2	+7.74	timeout
06-22 22:00	BTC	Sell	64104.8→64308.2	-2.05	timeout
06-22 05:14	BTC	Sell	64168.8→64264.2	-1.15	timeout
06-21 12:28	BTC	Sell	64231.8→63989.2	+1.41	timeout
06-21 03:20	BTC	Sell	64302.8→64287.2	-0.33	timeout
06-20 04:56	BTC	Sell	62979.9→63545.2	-4.93	timeout
06-19 21:24	BTC	Sell	62368.9→63210.2	-7.17	timeout
06-19 11:43	BTC	Sell	62892.9→62625.1	+1.63	timeout
06-19 03:33	BTC	Sell	63164.8→62729.1	+2.96	timeout
06-18 18:46	BTC	Sell	64078.8→62761.1	+9.70	timeout
06-18 05:54	BTC	Sell	66034.7→63893.2	+15.78	timeout
06-17 23:48	BTC	Sell	64826.8→64454.2	+2.42	timeout
06-17 07:42	BTC	Sell	65580.7→65518.3	+0.04	timeout
06-17 00:24	BTC	Sell	66549.7→65710.3	+5.90	timeout
06-16 10:40	BTC	Sell	66302.7→66566.3	-2.42	timeout
06-16 04:21	BTC	Sell	67095.6→66084.3	+7.06	timeout
06-15 22:19	BTC	Sell	65686.7→66342.3	-5.42	timeout
06-15 09:20	BTC	Sell	64756.8→65729.3	-7.97	timeout
06-14 22:27	BTC	Sell	64573.8→65126.3	-4.70	timeout
06-14 11:03	BTC	Sell	64428.8→64477.2	-0.82	timeout
06-14 05:00	BTC	Sell	64013.8→64343.2	-3.04	timeout
06-13 22:56	BTC	Sell	63789.8→64445.2	-5.57	timeout
06-13 14:41	BTC	Sell	63671.8→64193.2	-4.52	timeout
06-13 08:37	BTC	Sell	63514.8→63847.2	-3.02	timeout
06-13 02:06	BTC	Sell	63344.8→63777.2	-3.84	timeout
06-12 19:28	BTC	Sell	62971.9→63724.2	-6.42	timeout
06-12 13:45	BTC	Sell	63412.8→63178.2	+1.44	timeout
06-12 07:40	BTC	Sell	63658.8→63054.2	+4.32	timeout
06-12 01:37	BTC	Sell	62806.9→63301.2	-4.33	timeout
06-11 09:11	BTC	Sell	61501.9→62830.1	-11.19	timeout
06-11 03:06	BTC	Sell	61997.9→62038.1	-0.73	timeout
06-10 07:14	BTC	Sell	61751.9→62023.1	-2.70	timeout
06-10 01:09	BTC	Sell	62641.9→62023.1	+4.44	timeout
06-09 18:40	BTC	Sell	63401.8→61722.1	+12.83	timeout
06-09 12:09	BTC	Sell	62992.9→62836.1	+0.76	timeout
06-09 05:06	BTC	Sell	63534.8→63161.2	+2.49	timeout
06-08 23:01	BTC	Sell	63052.8→63419.2	-3.34	timeout
06-08 16:00	BTC	Sell	63096.8→63764.2	-5.66	timeout
06-07 22:15	BTC	Sell	61676.9→63874.1	-18.26	stop_loss
06-07 09:27	BTC	Sell	60865→62608.1	-14.77	timeout
06-07 03:09	BTC	Sell	60626→61461.1	-7.31	timeout
06-06 21:03	BTC	Sell	61196.9→60714	+3.46	timeout
06-06 09:56	BTC	Sell	61667.9→60972	+5.22	timeout
06-06 03:15	BTC	Sell	60578→60872	-2.87	timeout
06-05 16:10	BTC	Sell	62675.9→59921	+21.50	take_profit
06-05 11:02	BTC	Sell	63687.8→62410.1	+9.60	timeout
06-05 03:14	BTC	Sell	64239.8→62366.1	+14.10	timeout
06-04 19:10	BTC	Sell	63872.8→63611.2	+1.61	timeout
06-04 01:50	BTC	Sell	65282.7→62416.1	+21.51	take_profit
06-04 01:21	BTC	Sell	65656.7→62773.1	+21.51	take_profit
06-03 23:54	BTC	Sell	67058.6→64114.2	+21.50	take_profit

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

+130.54

total pnl ($)

+41.4 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	63	49%	+41.4	+130.54

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 14:09	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…