btc_fee_spike_mean_reversion_short_v25 · strategy

closed trades

44%

win rate

+44.55

total pnl ($)

1.208

weight

7d window — n=16 wr=31% pnl=-3.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 75 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 07:30	BTC	Sell	59929→60408	-4.44	timeout
06-27 00:58	BTC	Sell	60053→60016	-0.14	timeout
06-26 17:09	BTC	Sell	60072→60203	-1.51	timeout
06-26 10:18	BTC	Sell	58644.1→59769	-10.02	timeout
06-26 00:13	BTC	Sell	59750→59819	-1.03	timeout
06-25 13:46	BTC	Sell	61573.9→59604	+15.53	take_profit
06-25 00:51	BTC	Sell	59685→60839	-10.11	timeout
06-24 15:40	BTC	Sell	62590.9→60592	+15.50	take_profit
06-24 10:58	BTC	Sell	62615.9→62427.1	+1.06	timeout
06-23 23:13	BTC	Sell	62338.9→62508.1	-1.82	timeout
06-23 16:24	BTC	Sell	62193.9→62586.1	-3.61	timeout
06-23 01:55	BTC	Sell	64627.8→64094.2	+3.67	timeout
06-22 18:02	BTC	Sell	64122.8→64601.2	-4.16	timeout
06-22 01:13	BTC	Sell	64169.8→63858.2	+2.00	timeout
06-21 05:27	BTC	Sell	63933.8→64268.2	-3.07	timeout
06-20 23:24	BTC	Sell	64177.8→64248.2	-0.99	timeout
06-20 00:54	BTC	Sell	63057.8→63515.2	-4.08	timeout
06-19 17:26	BTC	Sell	62388.9→62905.1	-4.59	timeout
06-19 11:18	BTC	Sell	62354.9→62474.1	-1.43	timeout
06-19 04:55	BTC	Sell	63089.8→62427.1	+4.79	timeout
06-18 23:32	BTC	Sell	63170.8→62892.1	+1.75	timeout
06-18 14:46	BTC	Sell	64090.8→63913.2	+0.81	timeout
06-17 22:03	BTC	Sell	66014.7→63889.2	+15.65	take_profit
06-17 19:51	BTC	Sell	64828.8→64084.2	+5.29	timeout
06-17 03:37	BTC	Sell	65650.7→65794.3	-1.53	timeout
06-16 20:21	BTC	Sell	66631.7→65789.3	+5.90	timeout
06-16 12:06	BTC	Sell	66231.7→66378.3	-1.53	timeout
06-16 01:56	BTC	Sell	66827.7→66312.3	+3.41	timeout
06-15 19:24	BTC	Sell	66291.7→66543.3	-2.32	timeout
06-15 11:56	BTC	Sell	65935.7→66212.3	-2.55	timeout
06-15 05:17	BTC	Sell	64387.8→65694.3	-10.59	timeout
06-14 18:26	BTC	Sell	64573.8→63707.2	+6.29	timeout
06-14 07:11	BTC	Sell	64430.8→64218.2	+1.20	timeout
06-14 01:00	BTC	Sell	64007.8→64546.2	-4.67	timeout
06-13 18:56	BTC	Sell	63781.8→64098.2	-2.93	timeout
06-13 11:15	BTC	Sell	63647.8→63931.2	-2.65	timeout
06-13 04:38	BTC	Sell	63512.8→63588.2	-1.05	timeout
06-12 22:06	BTC	Sell	63344.8→63526.2	-1.86	timeout
06-12 15:28	BTC	Sell	62975.9→64195.2	-10.10	timeout
06-12 09:46	BTC	Sell	63379.8→63857.2	-4.18	timeout
06-12 03:45	BTC	Sell	63637.8→63453.2	+1.03	timeout
06-11 21:41	BTC	Sell	62731.9→63471.2	-6.30	timeout
06-11 14:59	BTC	Sell	62740.9→62725.1	-0.29	timeout
06-11 05:11	BTC	Sell	61502.9→62573.1	-9.10	timeout
06-10 23:03	BTC	Sell	62286.9→61324.1	+7.28	timeout
06-10 01:02	BTC	Sell	61495.9→62023.1	-4.77	timeout
06-09 19:00	BTC	Sell	62761.9→61736.1	+7.75	timeout
06-09 08:01	BTC	Sell	63046.8→63122.2	-1.04	timeout
06-09 01:13	BTC	Sell	63416.8→62665.1	+5.47	timeout
06-08 19:07	BTC	Sell	63177.8→63497.2	-2.96	timeout
06-08 12:05	BTC	Sell	62924.9→62978.1	-0.87	timeout
06-07 22:13	BTC	Sell	61806.9→62215.1	-3.76	timeout
06-07 05:29	BTC	Sell	60861→61717.1	-7.49	timeout
06-06 23:08	BTC	Sell	60654→60675	-0.65	timeout
06-06 17:03	BTC	Sell	61191.9→60727	+3.34	timeout
06-06 10:58	BTC	Sell	60931→60525	+2.87	timeout
06-05 20:50	BTC	Sell	59347→61757.9	-20.76	stop_loss
06-05 15:41	BTC	Sell	62017.9→60037	+15.52	take_profit
06-05 13:54	BTC	Sell	62685.9→61187.1	+11.51	timeout
06-05 06:01	BTC	Sell	63280.8→62385.1	+6.60	timeout
06-04 22:00	BTC	Sell	64220.8→63213.2	+7.38	timeout
06-04 14:57	BTC	Sell	63988.8→63828.2	+0.80	timeout
06-04 00:38	BTC	Sell	65251.7→63169.2	+15.51	take_profit
06-03 22:50	BTC	Sell	66795.7→64966.2	+13.24	timeout
06-03 13:15	BTC	Sell	67144.6→67100.4	-0.12	timeout
06-03 08:45	BTC	Sell	67045.6→67044.4	-0.40	timeout
06-03 00:55	BTC	Sell	67550.6→66996.3	+3.66	timeout
06-02 14:27	BTC	Sell	69975.5→67730.4	+15.61	take_profit
06-02 04:21	BTC	Sell	71590.4→70892.5	+4.47	timeout
06-01 04:25	BTC	Sell	73666.3→73403.7	+1.35	timeout
05-31 19:02	BTC	Sell	73909.3→73626.7	+1.48	timeout
05-30 18:30	BTC	Sell	73611.3→73937.7	-2.63	timeout
05-29 22:52	BTC	Sell	72952.4→73394.7	-3.47	timeout
05-29 03:46	BTC	Sell	73438.3→73319.7	+0.40	timeout
05-28 20:43	BTC	Sell	73469.3→73703.7	-1.99	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

+44.55

total pnl ($)

+11.8 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	75	44%	+11.8	+44.55

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…