btc_fee_spike_mean_reversion_short_v18 · strategy

closed trades

46%

win rate

+62.70

total pnl ($)

1.331

weight

7d window — n=16 wr=31% pnl=+17.20 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 65 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:30	BTC	Sell	59929→60231	-2.95	timeout
06-27 04:58	BTC	Sell	60053→60196	-1.65	timeout
06-26 21:09	BTC	Sell	60072→59718	+2.53	timeout
06-26 07:39	BTC	Sell	58644.1→60733.4	-18.28	stop_loss
06-26 04:12	BTC	Sell	59678→59912	-2.43	timeout
06-25 13:53	BTC	Sell	61573.9→58808.9	+21.99	take_profit
06-25 04:51	BTC	Sell	59685→61050.1	-11.89	timeout
06-24 16:51	BTC	Sell	62590.9→59839	+21.47	take_profit
06-24 14:57	BTC	Sell	62646.9→61033.1	+12.40	timeout
06-24 06:11	BTC	Sell	62329.9→62844.1	-4.55	timeout
06-23 20:24	BTC	Sell	62193.9→62431.1	-2.36	timeout
06-23 05:55	BTC	Sell	64627.8→63365.2	+9.34	timeout
06-22 22:02	BTC	Sell	64122.8→64347.2	-2.20	timeout
06-22 05:13	BTC	Sell	64169.8→64236.2	-0.96	timeout
06-21 09:25	BTC	Sell	63945.8→64039.2	-1.11	timeout
06-21 03:22	BTC	Sell	64201.8→64421.2	-2.16	timeout
06-20 04:54	BTC	Sell	63057.8→63574.2	-4.55	timeout
06-19 21:25	BTC	Sell	62405.9→63194.2	-6.74	timeout
06-19 15:18	BTC	Sell	62354.9→63139.2	-6.79	timeout
06-19 08:54	BTC	Sell	63090.8→62576.1	+3.56	timeout
06-19 03:31	BTC	Sell	63279.8→62786.1	+3.43	timeout
06-18 18:46	BTC	Sell	64090.8→62765.1	+9.79	timeout
06-18 05:58	BTC	Sell	66014.7→63965.2	+15.07	timeout
06-17 23:51	BTC	Sell	64828.8→64458.2	+2.46	timeout
06-17 07:37	BTC	Sell	65650.7→65491.3	+0.78	timeout
06-17 00:21	BTC	Sell	66631.7→65724.3	+6.38	timeout
06-16 16:06	BTC	Sell	66231.7→65857.3	+2.42	timeout
06-16 04:33	BTC	Sell	67150.6→65881.3	+8.98	timeout
06-15 22:21	BTC	Sell	65685.7→66361.3	-5.57	timeout
06-15 09:17	BTC	Sell	64387.8→65741.3	-10.96	timeout
06-14 22:26	BTC	Sell	64573.8→65131.3	-4.74	timeout
06-14 11:11	BTC	Sell	64430.8→64527.2	-1.20	timeout
06-14 05:00	BTC	Sell	64007.8→64353.2	-3.16	timeout
06-13 22:56	BTC	Sell	63781.8→64443.2	-5.62	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 19:58	BTC	Sell	63078.8→63598.2	-4.57	timeout
06-12 13:49	BTC	Sell	63410.8→63125.2	+1.84	timeout
06-12 07:43	BTC	Sell	63760.8→63054.2	+5.11	timeout
06-12 01:39	BTC	Sell	62813.9→63324.2	-4.46	timeout
06-11 18:58	BTC	Sell	62748.9→63504.2	-6.40	timeout
06-11 09:12	BTC	Sell	61517.9→62819.1	-10.97	timeout
06-11 03:04	BTC	Sell	62212.9→62138.1	+0.18	timeout
06-10 04:48	BTC	Sell	61317.9→62023.1	-6.25	timeout
06-09 23:00	BTC	Sell	62761.9→62023.1	+5.38	timeout
06-09 12:01	BTC	Sell	63041.8→62722.1	+2.06	timeout
06-09 05:27	BTC	Sell	63576.8→63313.2	+1.64	timeout
06-08 23:07	BTC	Sell	63189.8→63454.2	-2.53	timeout
06-08 16:06	BTC	Sell	62912.9→63872.2	-8.02	timeout
06-08 02:36	BTC	Sell	62252.9→62958.1	-6.09	timeout
06-07 09:29	BTC	Sell	60861→62666.1	-15.29	timeout
06-07 03:08	BTC	Sell	60654→61458.1	-7.05	timeout
06-06 21:03	BTC	Sell	61191.9→60714	+3.42	timeout
06-06 14:57	BTC	Sell	60996.9→60883	+0.48	timeout
06-05 20:50	BTC	Sell	59672→61798	-18.26	stop_loss
06-05 18:54	BTC	Sell	61887.9→59170	+21.54	take_profit
06-05 18:52	BTC	Sell	62127.9→59400	+21.52	take_profit
06-05 11:55	BTC	Sell	63891.8→62030.1	+14.13	timeout
06-05 05:53	BTC	Sell	63462.8→62812.1	+4.64	timeout
06-04 22:30	BTC	Sell	62516.9→63295.2	-6.70	timeout
06-04 17:24	BTC	Sell	63770.8→63137.2	+4.56	timeout
06-04 01:23	BTC	Sell	65488.7→62613.1	+21.51	take_profit
06-04 01:22	BTC	Sell	65510.7→62634.1	+21.51	take_profit
06-03 23:50	BTC	Sell	67072.6→64273.2	+20.41	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+62.70

total pnl ($)

+19.2 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	65	46%	+19.2	+62.70

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…