btc_fee_spike_mean_reversion_short_v32 · strategy

closed trades

47%

win rate

+90.03

total pnl ($)

1.387

weight

7d window — n=16 wr=31% pnl=+26.58 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 74 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:03	BTC	Sell	60047→60405	-3.41	timeout
06-27 04:59	BTC	Sell	60011→60190	-1.95	timeout
06-26 21:07	BTC	Sell	60057→59683	+2.70	timeout
06-26 07:39	BTC	Sell	58646.1→60735.4	-18.28	stop_loss
06-26 04:11	BTC	Sell	59767→60005	-2.46	timeout
06-25 13:55	BTC	Sell	61553.9→58481.9	+24.49	take_profit
06-25 04:52	BTC	Sell	59607→61076.1	-12.79	timeout
06-24 17:20	BTC	Sell	62592.9→59465	+24.48	take_profit
06-24 14:55	BTC	Sell	62666.9→60949	+13.23	timeout
06-24 03:13	BTC	Sell	62337.9→62608.1	-2.59	timeout
06-23 20:23	BTC	Sell	62360.9→62455.1	-1.20	timeout
06-23 05:59	BTC	Sell	64597.8→63357.2	+9.17	timeout
06-22 22:06	BTC	Sell	64171.8→64350.2	-1.84	timeout
06-22 05:15	BTC	Sell	64167.8→64223.2	-0.88	timeout
06-21 09:27	BTC	Sell	63932.8→64061.2	-1.39	timeout
06-21 03:20	BTC	Sell	64251.8→64287.2	-0.72	timeout
06-20 04:54	BTC	Sell	63053.8→63573.2	-4.57	timeout
06-19 21:27	BTC	Sell	62349.9→63164.2	-6.95	timeout
06-19 11:42	BTC	Sell	62892.9→62633.1	+1.57	timeout
06-19 03:32	BTC	Sell	63149.8→62765.1	+2.55	timeout
06-18 18:49	BTC	Sell	64072.8→62759.1	+9.67	timeout
06-18 05:49	BTC	Sell	65799.7→63877.2	+14.17	timeout
06-17 23:48	BTC	Sell	64834.8→64428.2	+2.68	timeout
06-17 07:42	BTC	Sell	65581.7→65519.3	+0.04	timeout
06-17 00:24	BTC	Sell	66539.7→65711.3	+5.82	timeout
06-16 16:07	BTC	Sell	66133.7→65809.3	+2.02	timeout
06-16 04:21	BTC	Sell	67095.6→66083.3	+7.07	timeout
06-15 22:19	BTC	Sell	65686.7→66336.3	-5.37	timeout
06-15 09:14	BTC	Sell	64068.8→65668.3	-12.94	timeout
06-14 22:26	BTC	Sell	64579.8→65175.3	-5.04	timeout
06-14 10:52	BTC	Sell	64466.8→64537.2	-0.99	timeout
06-14 04:19	BTC	Sell	64022.8→64503.2	-4.22	timeout
06-13 22:15	BTC	Sell	63730.8→64399.2	-5.68	timeout
06-13 14:40	BTC	Sell	63670.8→64192.2	-4.52	timeout
06-13 08:40	BTC	Sell	63516.8→63847.2	-3.00	timeout
06-13 02:06	BTC	Sell	63344.8→63770.2	-3.78	timeout
06-12 19:58	BTC	Sell	63082.8→63599.2	-4.54	timeout
06-12 13:46	BTC	Sell	63377.8→63147.2	+1.41	timeout
06-12 07:41	BTC	Sell	63744.8→63061.2	+4.93	timeout
06-12 01:39	BTC	Sell	62835.9→63318.2	-4.23	timeout
06-11 19:04	BTC	Sell	62656.9→63495.2	-7.08	timeout
06-11 09:10	BTC	Sell	61566.9→62831.1	-10.66	timeout
06-11 03:05	BTC	Sell	62021.9→62136.1	-1.34	timeout
06-10 07:14	BTC	Sell	61776.9→62023.1	-2.51	timeout
06-10 01:04	BTC	Sell	62558.9→62023.1	+3.76	timeout
06-09 18:41	BTC	Sell	63307.8→61693.1	+12.34	timeout
06-09 12:01	BTC	Sell	63047.8→62762.1	+1.79	timeout
06-09 05:07	BTC	Sell	63548.8→63131.2	+2.83	timeout
06-08 23:03	BTC	Sell	63043.8→63404.2	-3.29	timeout
06-08 16:00	BTC	Sell	63118.8→63685.2	-4.91	timeout
06-07 22:15	BTC	Sell	61778.9→63980.2	-18.27	stop_loss
06-07 09:29	BTC	Sell	60860→62644.1	-15.13	timeout
06-07 03:08	BTC	Sell	60653→61458.1	-7.06	timeout
06-06 21:04	BTC	Sell	61142.9→60710	+3.06	timeout
06-06 14:58	BTC	Sell	60935→60834	+0.38	timeout
06-06 01:38	BTC	Sell	61940.9→61094.1	+6.39	timeout
06-05 20:50	BTC	Sell	59664→61790	-18.27	stop_loss
06-05 19:00	BTC	Sell	61897.9→59214	+21.26	timeout
06-05 11:56	BTC	Sell	63781.8→62051.1	+13.14	timeout
06-05 05:54	BTC	Sell	63469.8→62714.1	+5.47	timeout
06-04 22:28	BTC	Sell	62542.9→63376.2	-7.13	timeout
06-04 17:02	BTC	Sell	64130.8→63534.2	+4.24	timeout
06-04 01:58	BTC	Sell	65345.7→62084.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66797.7→63463.2	+24.50	take_profit
06-03 17:15	BTC	Sell	67146.6→65747.3	+10.00	timeout
06-03 12:48	BTC	Sell	66988.7→67008.4	-0.61	timeout
06-03 05:04	BTC	Sell	67482.6→66903.3	+3.85	timeout
06-02 19:33	BTC	Sell	69974.5→66480.3	+24.52	take_profit
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 00:20	BTC	Sell	73627.3→73863.7	-2.03	timeout
05-29 07:52	BTC	Sell	73470.3→73397.7	+0.06	timeout
05-29 00:44	BTC	Sell	73484.3→73781.7	-2.40	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

+90.03

total pnl ($)

+24.2 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	74	47%	+24.2	+90.03

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…