btc_fee_spike_mean_reversion_short_v27 · strategy

127

closed trades

42%

win rate

+83.57

total pnl ($)

1.632

weight

7d window — n=36 wr=42% pnl=+67.02 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 16:49	BTC	Sell	60315→60796	-4.43	timeout
06-27 11:25	BTC	Sell	60020→60308	-2.83	timeout
06-27 07:19	BTC	Sell	59945→60300	-3.40	timeout
06-27 03:01	BTC	Sell	59627→60246	-5.64	timeout
06-26 22:47	BTC	Sell	59346→59938	-5.42	timeout
06-26 18:21	BTC	Sell	59810→60011	-2.07	timeout
06-26 13:14	BTC	Sell	59549→59059	+3.69	timeout
06-26 07:54	BTC	Sell	59249→60537	-11.35	timeout
06-26 03:51	BTC	Sell	59362→59709	-3.40	timeout
06-25 13:54	BTC	Sell	61202.9→58502.9	+21.60	take_profit
06-25 13:53	BTC	Sell	61746.9→59036	+21.47	take_profit
06-25 13:25	BTC	Sell	60791→61179.1	-3.67	timeout
06-25 08:06	BTC	Sell	60679→61785.1	-9.56	timeout
06-25 04:08	BTC	Sell	60387→60829	-4.12	timeout
06-24 16:51	BTC	Sell	62682.9→59902	+21.65	take_profit
06-24 16:46	BTC	Sell	62902.9→60141	+21.46	take_profit
06-24 14:44	BTC	Sell	62716.9→61125.1	+12.22	timeout
06-24 09:47	BTC	Sell	62620.9→62655.1	-0.69	timeout
06-24 04:51	BTC	Sell	62483.9→62761.1	-2.64	timeout
06-24 00:10	BTC	Sell	62452.9→62833.1	-3.51	timeout
06-23 20:07	BTC	Sell	62807.9→62464.1	+2.29	timeout
06-23 15:55	BTC	Sell	64000.8→62320.1	+12.68	timeout
06-23 10:10	BTC	Sell	64310.8→62422.1	+14.13	timeout
06-23 06:00	BTC	Sell	64615.8→63340.2	+9.44	timeout
06-23 01:40	BTC	Sell	65247.7→64036.2	+8.82	timeout
06-22 21:19	BTC	Sell	64121.8→64342.2	-2.17	timeout
06-22 16:08	BTC	Sell	63924.8→64671.2	-6.30	timeout
06-22 07:29	BTC	Sell	64183.8→64233.2	-0.82	timeout
06-22 03:15	BTC	Sell	64178.8→64101.2	+0.20	timeout
06-21 23:04	BTC	Sell	64367.8→63653.2	+5.09	timeout
06-21 17:47	BTC	Sell	64218.8→64150.2	+0.04	timeout
06-21 13:46	BTC	Sell	64231.8→64031.2	+1.08	timeout
06-21 09:42	BTC	Sell	63939.8→64124.2	-1.83	timeout
06-21 05:46	BTC	Sell	63785.8→64242.2	-4.03	timeout
06-21 01:36	BTC	Sell	63393.8→64217.2	-6.92	timeout
06-20 21:19	BTC	Sell	63485.8→63943.2	-4.06	timeout
06-20 16:40	BTC	Sell	63522.8→63997.2	-4.15	timeout
06-20 12:26	BTC	Sell	63509.8→63726.2	-2.13	timeout
06-20 08:05	BTC	Sell	62997.8→63577.2	-5.00	timeout
06-20 04:03	BTC	Sell	63136.8→63403.2	-2.57	timeout
06-19 23:22	BTC	Sell	62610.9→63270.2	-5.70	timeout
06-19 19:18	BTC	Sell	62747.9→63024.2	-2.64	timeout
06-19 14:21	BTC	Sell	62950.9→63019.2	-1.04	timeout
06-19 10:11	BTC	Sell	62923.9→62469.1	+3.12	timeout
06-19 06:02	BTC	Sell	62591.9→62743.1	-1.69	timeout
06-19 02:06	BTC	Sell	63901.8→63089.2	+5.85	timeout
06-18 21:45	BTC	Sell	64274.8→62891.1	+10.26	timeout
06-18 17:18	BTC	Sell	63927.8→62510.1	+10.51	timeout
06-18 12:07	BTC	Sell	64585.8→63933.2	+4.64	timeout
06-18 08:00	BTC	Sell	64209.8→64469.2	-2.48	timeout
06-18 03:54	BTC	Sell	65668.7→64322.2	+9.81	timeout
06-17 23:43	BTC	Sell	64743.8→64401.2	+2.19	timeout
06-17 19:40	BTC	Sell	65465.7→64227.2	+9.03	timeout
06-17 15:34	BTC	Sell	65809.7→65372.3	+2.88	timeout
06-17 11:06	BTC	Sell	65756.7→64684.2	+7.75	timeout
06-17 06:43	BTC	Sell	65824.7→65615.3	+1.15	timeout
06-17 02:18	BTC	Sell	65725.7→65883.3	-1.63	timeout
06-16 22:17	BTC	Sell	66589.7→65821.3	+5.37	timeout
06-16 17:20	BTC	Sell	66034.7→65771.3	+1.59	timeout
06-16 13:00	BTC	Sell	66211.7→66404.3	-1.87	timeout
06-16 08:49	BTC	Sell	66470.7→66610.3	-1.51	timeout
06-16 04:43	BTC	Sell	67215.6→65867.3	+9.56	timeout
06-16 00:43	BTC	Sell	66436.7→66408.3	-0.25	timeout
06-15 20:37	BTC	Sell	65700.7→66601.3	-7.27	timeout
06-15 16:16	BTC	Sell	65699.7→67206.4	-11.91	timeout
06-15 12:15	BTC	Sell	65785.7→66276.3	-4.18	timeout
06-15 08:08	BTC	Sell	63776.8→65678.3	-15.35	timeout
06-15 03:32	BTC	Sell	63992.8→65701.3	-13.78	timeout
06-14 23:23	BTC	Sell	64524.8→65523.3	-8.17	timeout
06-14 19:21	BTC	Sell	64305.8→63803.2	+3.49	timeout
06-14 15:19	BTC	Sell	64520.8→64025.2	+3.40	timeout
06-14 10:41	BTC	Sell	64473.8→64592.2	-1.36	timeout
06-14 06:29	BTC	Sell	64177.8→64327.2	-1.62	timeout
06-14 01:56	BTC	Sell	64054.8→64578.2	-4.55	timeout
06-13 21:29	BTC	Sell	63786.8→64236.2	-3.96	timeout
06-13 16:37	BTC	Sell	63571.8→63968.2	-3.58	timeout
06-13 12:46	BTC	Sell	63567.8→63997.2	-3.79	timeout
06-13 08:27	BTC	Sell	63490.8→63785.2	-2.72	timeout
06-13 04:17	BTC	Sell	63867.8→63495.2	+2.47	timeout
06-13 00:07	BTC	Sell	63618.8→63592.2	-0.19	timeout
06-12 19:18	BTC	Sell	63007.8→63681.2	-5.79	timeout
06-12 14:50	BTC	Sell	63560.8→63605.2	-0.76	timeout
06-12 10:23	BTC	Sell	63522.8→63744.2	-2.15	timeout
06-12 06:17	BTC	Sell	63534.8→63134.2	+2.73	timeout
06-12 02:13	BTC	Sell	62787.9→63650.2	-7.26	timeout
06-11 22:07	BTC	Sell	62934.9→63602.2	-5.68	timeout
06-11 18:08	BTC	Sell	62572.9→63394.2	-6.96	timeout
06-11 13:29	BTC	Sell	62137.9→62781.1	-5.57	timeout
06-11 09:05	BTC	Sell	61659.9→62887.1	-10.35	timeout
06-11 05:04	BTC	Sell	62311.9→62563.1	-2.39	timeout
06-11 00:42	BTC	Sell	61697.9→61829.1	-1.50	timeout
06-10 20:32	BTC	Sell	61505.9→61838.1	-3.12	timeout
06-10 04:17	BTC	Sell	60969→62023.1	-9.15	timeout
06-10 00:19	BTC	Sell	62770.9→62023.1	+5.45	timeout
06-09 20:17	BTC	Sell	62912.9→62023.1	+6.57	timeout
06-09 16:12	BTC	Sell	62927.9→61085.1	+14.26	timeout
06-09 12:08	BTC	Sell	63045.8→62845.1	+1.11	timeout
06-09 08:07	BTC	Sell	63347.8→62900.1	+3.11	timeout
06-09 04:06	BTC	Sell	63876.8→62773.1	+8.19	timeout
06-08 23:58	BTC	Sell	63438.8→63087.2	+2.35	timeout

Paper vs Live

Paper (trades.jsonl)

127

closed

42%

win rate

+83.57

total pnl ($)

+13.1 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	127	42%	+13.1	+83.57

Recent bounces (last 20 of 2)

time	sym	side	reason
06-27 18:17	BTC	Sell	circuit_breaker
06-27 13:57	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…