btc_fee_spike_mean_reversion_short_v19 · strategy

closed trades

49%

win rate

+113.72

total pnl ($)

1.774

weight

7d window — n=21 wr=57% pnl=+82.40 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 78 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 04:42	BTC	Sell	60748→60120	+4.72	timeout
06-28 00:19	BTC	Sell	60259→60120	+0.66	timeout
06-27 05:55	BTC	Sell	59983→60220	-2.38	timeout
06-26 21:06	BTC	Sell	60070→59673	+2.88	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 08:16	BTC	Sell	60559→61738.1	-10.17	timeout
06-25 03:07	BTC	Sell	60892→60753	+0.68	timeout
06-24 16:51	BTC	Sell	62648.9→59893	+21.49	take_profit
06-24 14:42	BTC	Sell	62714.9→61095.1	+12.37	timeout
06-24 03:40	BTC	Sell	62293.9→62798.1	-4.47	timeout
06-23 21:43	BTC	Sell	62344.9→62586.1	-2.38	timeout
06-23 15:57	BTC	Sell	64005.8→62381.1	+12.24	timeout
06-23 07:15	BTC	Sell	64406.8→63003.2	+10.34	timeout
06-23 01:39	BTC	Sell	65206.7→64025.2	+8.61	timeout
06-22 19:44	BTC	Sell	64230.8→64403.2	-1.79	timeout
06-22 03:18	BTC	Sell	64201.8→64207.2	-0.49	timeout
06-21 20:37	BTC	Sell	63934.8→63996.2	-0.94	timeout
06-21 12:11	BTC	Sell	64229.8→64141.2	+0.21	timeout
06-21 03:37	BTC	Sell	64090.8→64289.2	-1.99	timeout
06-20 21:22	BTC	Sell	63514.8→63923.2	-3.66	timeout
06-20 04:55	BTC	Sell	62939.9→63545.2	-5.25	timeout
06-19 21:24	BTC	Sell	62368.9→63210.2	-7.17	timeout
06-19 15:18	BTC	Sell	62354.9→63139.2	-6.74	timeout
06-19 08:55	BTC	Sell	63089.8→62576.1	+3.55	timeout
06-19 03:32	BTC	Sell	63170.8→62789.1	+2.55	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 16:07	BTC	Sell	66133.7→65807.3	+2.06	timeout
06-16 05:56	BTC	Sell	66827.7→66056.3	+5.28	timeout
06-15 23:24	BTC	Sell	66291.7→66130.3	+0.75	timeout
06-15 15:56	BTC	Sell	65935.7→67155.4	-9.66	timeout
06-15 09:17	BTC	Sell	64387.8→65741.3	-10.96	timeout
06-14 22:55	BTC	Sell	64526.8→65419.3	-7.35	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	63670.8→64192.2	-4.52	timeout
06-13 08:37	BTC	Sell	63515.8→63843.2	-2.98	timeout
06-13 02:02	BTC	Sell	63364.8→63779.2	-3.69	timeout
06-12 19:59	BTC	Sell	63083.8→63599.2	-4.53	timeout
06-12 13:45	BTC	Sell	63373.8→63086.2	+1.85	timeout
06-12 07:41	BTC	Sell	63735.8→63038.2	+5.04	timeout
06-12 01:41	BTC	Sell	62759.9→63332.2	-4.96	timeout
06-11 09:12	BTC	Sell	61537.9→62823.1	-10.84	timeout
06-11 03:09	BTC	Sell	61958.9→62082.1	-1.41	timeout
06-10 07:36	BTC	Sell	61933.9→62023.1	-1.22	timeout
06-10 01:53	BTC	Sell	62394.9→62023.1	+2.48	timeout
06-09 19:47	BTC	Sell	63146.8→61783.1	+10.39	timeout
06-09 12:00	BTC	Sell	63046.8→62687.1	+2.38	timeout
06-09 05:08	BTC	Sell	63489.8→63092.2	+2.69	timeout
06-08 23:02	BTC	Sell	63047.8→63398.2	-3.22	timeout
06-08 16:00	BTC	Sell	63129.8→63678.2	-4.74	timeout
06-07 22:15	BTC	Sell	61752.9→64262.3	-20.77	stop_loss
06-07 14:38	BTC	Sell	61252.9→62230.1	-8.42	timeout
06-07 08:23	BTC	Sell	60585→62470.1	-16.04	timeout
06-07 02:19	BTC	Sell	60947→61273.1	-3.08	timeout
06-06 10:52	BTC	Sell	61790.9→60467	+10.25	timeout
06-06 03:18	BTC	Sell	60776→60836	-0.94	timeout
06-05 15:41	BTC	Sell	62799.9→60042	+21.50	take_profit
06-05 10:02	BTC	Sell	63396.8→62778.1	+4.42	timeout
06-05 02:10	BTC	Sell	64310.8→63207.2	+8.13	timeout
06-04 19:03	BTC	Sell	63950.8→63737.2	+1.23	timeout
06-04 01:51	BTC	Sell	65246.7→62382.1	+21.50	take_profit
06-04 00:25	BTC	Sell	66826.7→63892.2	+21.50	take_profit
06-03 17:15	BTC	Sell	67128.6→65767.3	+9.72	timeout
06-03 12:48	BTC	Sell	66988.7→67008.4	-0.62	timeout
06-03 05:04	BTC	Sell	67482.6→66923.3	+3.70	timeout
06-02 19:32	BTC	Sell	69974.5→66697.3	+22.97	take_profit
05-31 12:12	BTC	Sell	73868.3→73870.7	-0.40	timeout
05-30 22:21	BTC	Sell	73610.3→73833.7	-1.91	timeout
05-30 02:53	BTC	Sell	73046.3→73728.7	-5.10	timeout
05-29 02:47	BTC	Sell	72696.4→73358.7	-4.94	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

+113.72

total pnl ($)

+29.1 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	78	49%	+29.1	+113.72

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 07:00	BTC	Sell	circuit_breaker
06-27 23:06	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…