btc_fee_spike_mean_reversion_short_v16 · strategy

closed trades

48%

win rate

+120.95

total pnl ($)

1.442

weight

7d window — n=16 wr=38% pnl=+29.89 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 69 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 02:12	BTC	Sell	60563→60260	+2.06	timeout
06-27 11:54	BTC	Sell	60035→60325	-2.85	timeout
06-27 05:52	BTC	Sell	59977→60230	-2.56	timeout
06-26 21:11	BTC	Sell	60107→59694	+3.03	timeout
06-26 06:43	BTC	Sell	58572.1→60366.2	-15.77	stop_loss
06-26 04:26	BTC	Sell	59733→59887	-1.76	timeout
06-25 13:54	BTC	Sell	61579.9→58502.9	+24.52	take_profit
06-25 04:51	BTC	Sell	59743→61068.1	-11.54	timeout
06-24 17:20	BTC	Sell	62599.9→59474	+24.47	take_profit
06-24 14:57	BTC	Sell	62638.9→61028.1	+12.38	timeout
06-24 06:08	BTC	Sell	62270.9→62844.1	-5.02	timeout
06-23 21:56	BTC	Sell	62370.9→62565.1	-2.02	timeout
06-23 05:58	BTC	Sell	64590.8→63351.2	+9.16	timeout
06-22 22:02	BTC	Sell	64122.8→64342.2	-2.16	timeout
06-22 05:13	BTC	Sell	64168.8→64232.2	-0.94	timeout
06-21 09:25	BTC	Sell	63945.8→64040.2	-1.12	timeout
06-21 03:20	BTC	Sell	64293.8→64287.2	-0.40	timeout
06-20 04:53	BTC	Sell	63063.8→63556.2	-4.36	timeout
06-19 21:25	BTC	Sell	62406.9→63167.2	-6.52	timeout
06-19 11:42	BTC	Sell	62892.9→62634.1	+1.57	timeout
06-19 03:30	BTC	Sell	63173.8→62808.1	+2.40	timeout
06-18 18:51	BTC	Sell	64065.8→62773.1	+9.51	timeout
06-18 06:08	BTC	Sell	65274.7→63904.2	+10.06	timeout
06-17 23:49	BTC	Sell	64814.8→64462.2	+2.28	timeout
06-17 07:44	BTC	Sell	65619.7→65532.3	+0.23	timeout
06-17 00:20	BTC	Sell	66599.7→65747.3	+5.99	timeout
06-16 16:05	BTC	Sell	66241.7→65877.3	+2.30	timeout
06-16 04:22	BTC	Sell	67159.6→66025.3	+7.97	timeout
06-15 22:19	BTC	Sell	65685.7→66342.3	-5.42	timeout
06-14 22:27	BTC	Sell	64572.8→65134.3	-4.77	timeout
06-14 10:57	BTC	Sell	64441.8→64503.2	-0.92	timeout
06-14 04:20	BTC	Sell	64007.8→64496.2	-4.29	timeout
06-13 22:16	BTC	Sell	63732.8→64362.2	-5.37	timeout
06-13 15:14	BTC	Sell	63644.8→64270.2	-5.35	timeout
06-13 09:14	BTC	Sell	63567.8→63783.2	-2.09	timeout
06-13 02:07	BTC	Sell	63519.8→63778.2	-2.46	timeout
06-12 19:59	BTC	Sell	63078.8→63593.2	-4.53	timeout
06-12 13:45	BTC	Sell	63408.8→63151.2	+1.62	timeout
06-12 07:44	BTC	Sell	63651.8→63042.2	+4.36	timeout
06-12 01:46	BTC	Sell	62998.8→63390.2	-3.50	timeout
06-11 09:05	BTC	Sell	61664.9→62893.1	-10.36	timeout
06-11 03:04	BTC	Sell	62241.9→62137.1	+0.42	timeout
06-10 05:02	BTC	Sell	61486.9→62023.1	-4.86	timeout
06-09 23:01	BTC	Sell	62719.9→62023.1	+5.05	timeout
06-09 14:58	BTC	Sell	62812.9→61405.1	+10.77	timeout
06-09 05:12	BTC	Sell	63420.8→63133.2	+1.82	timeout
06-08 23:06	BTC	Sell	63097.8→63421.2	-3.00	timeout
06-08 16:00	BTC	Sell	63105.8→63753.2	-5.52	timeout
06-07 08:02	BTC	Sell	60592→62447.3	-15.79	stop_loss
06-07 03:08	BTC	Sell	60591→61474.1	-7.71	timeout
06-06 21:04	BTC	Sell	61141.9→60710	+3.05	timeout
06-06 10:50	BTC	Sell	61826.9→60405	+11.04	timeout
06-06 03:22	BTC	Sell	60679→60826	-1.66	timeout
06-05 18:51	BTC	Sell	62694.9→59566	+24.53	take_profit
06-05 06:22	BTC	Sell	63416.8→61382.1	+15.56	timeout
06-04 19:21	BTC	Sell	63512.8→63996.2	-4.25	timeout
06-04 01:56	BTC	Sell	65382.7→62119.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66801.7→63467.2	+24.50	take_profit
06-03 17:25	BTC	Sell	66981.7→65861.3	+7.94	timeout
06-03 14:15	BTC	Sell	66799.7→66921.3	-1.33	timeout
06-03 05:59	BTC	Sell	67482.6→67346.4	+0.58	timeout
06-02 21:46	BTC	Sell	69378.5→67673.4	+11.86	timeout
06-02 08:35	BTC	Sell	71601.4→70010.5	+10.72	timeout
06-02 00:49	BTC	Sell	72140.4→71161.6	+6.41	timeout
05-31 23:01	BTC	Sell	73892.3→73998.7	-1.18	timeout
05-31 04:44	BTC	Sell	73918.3→74168.7	-2.11	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 vs Live

Paper (trades.jsonl)

closed

48%

win rate

+120.95

total pnl ($)

+34.9 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	69	48%	+34.9	+120.95

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 23:19	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…