btc_fee_spike_mean_reversion_short_v4 · strategy

closed trades

50%

win rate

+69.78

total pnl ($)

1.286

weight

7d window — n=16 wr=44% pnl=+5.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 76 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 23:37	BTC	Sell	59894→59701	+1.20	timeout
06-28 04:51	BTC	Sell	60258→60149	+0.46	timeout
06-27 22:04	BTC	Sell	60494→60059	+3.12	timeout
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 04:17	BTC	Sell	58644.1→60147.1	-13.27	stop_loss
06-26 00:13	BTC	Sell	59750→59819	-1.03	timeout
06-25 13:53	BTC	Sell	61550.9→59094	+19.49	take_profit
06-24 20:50	BTC	Sell	59685→61214.7	-13.29	stop_loss
06-24 16:46	BTC	Sell	62590.9→60092	+19.45	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	-1.81	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→63514.2	-4.08	timeout
06-19 17:26	BTC	Sell	62388.9→62905.1	-4.59	timeout
06-19 07:42	BTC	Sell	62892.9→62501.1	+2.65	timeout
06-18 23:36	BTC	Sell	63133.8→62878.1	+1.55	timeout
06-18 14:51	BTC	Sell	64065.8→63825.2	+1.42	timeout
06-18 02:08	BTC	Sell	65274.7→64565.2	+5.01	timeout
06-17 19:49	BTC	Sell	64814.8→64127.2	+4.86	timeout
06-17 03:44	BTC	Sell	65619.7→65797.3	-1.79	timeout
06-16 20:20	BTC	Sell	66599.7→65790.3	+5.66	timeout
06-16 00:21	BTC	Sell	67106.6→66312.3	+5.45	timeout
06-15 18:19	BTC	Sell	65685.7→66804.3	-8.93	timeout
06-14 23:27	BTC	Sell	64056.8→65700.1	-13.27	stop_loss
06-14 18:27	BTC	Sell	64572.8→63711.2	+6.25	timeout
06-14 06:52	BTC	Sell	64463.8→64242.2	+1.27	timeout
06-14 00:19	BTC	Sell	64051.8→64376.2	-2.99	timeout
06-13 18:16	BTC	Sell	63732.8→64059.2	-3.00	timeout
06-13 10:41	BTC	Sell	63670.8→63819.2	-1.59	timeout
06-13 04:37	BTC	Sell	63515.8→63587.2	-1.01	timeout
06-12 22:02	BTC	Sell	63364.8→63509.2	-1.57	timeout
06-12 15:59	BTC	Sell	63083.8→63566.2	-4.24	timeout
06-12 09:44	BTC	Sell	63342.8→63868.2	-4.57	timeout
06-12 03:38	BTC	Sell	63726.8→63452.2	+1.73	timeout
06-11 21:37	BTC	Sell	62812.9→63459.2	-5.55	timeout
06-11 15:01	BTC	Sell	62720.9→62618.1	+0.40	timeout
06-11 05:16	BTC	Sell	61600.9→62645.1	-8.88	timeout
06-10 23:04	BTC	Sell	62231.9→61315.1	+6.91	timeout
06-10 03:14	BTC	Sell	61775.9→62023.1	-2.49	timeout
06-09 21:09	BTC	Sell	62644.9→62023.1	+4.48	timeout
06-09 14:42	BTC	Sell	63321.8→61447.1	+14.36	timeout
06-09 08:02	BTC	Sell	63075.8→63121.2	-0.80	timeout
06-09 01:13	BTC	Sell	63416.8→62665.1	+5.47	timeout
06-08 19:07	BTC	Sell	63168.8→63510.2	-3.13	timeout
06-08 12:00	BTC	Sell	63096.8→63464.2	-3.36	timeout
06-07 22:14	BTC	Sell	62028.9→63620	-13.28	stop_loss
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 20:09	BTC	Sell	59347→60867.5	-13.26	stop_loss
06-05 18:51	BTC	Sell	62017.9→59543	+19.52	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→63212.2	+7.39	timeout
06-04 14:54	BTC	Sell	64095.8→63819.2	+1.70	timeout
06-04 01:23	BTC	Sell	65209.7→62607.1	+19.51	take_profit
06-03 22:49	BTC	Sell	66825.7→64967.2	+13.45	timeout
06-03 13:17	BTC	Sell	67096.6→67211.4	-1.29	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 15:31	BTC	Sell	69975.5→67165.4	+19.64	take_profit
06-02 04:22	BTC	Sell	71656.4→70822.5	+5.42	timeout
06-01 04:25	BTC	Sell	73666.3→73402.7	+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 22:53	BTC	Sell	73046.3→73386.7	-2.77	timeout
05-29 03:53	BTC	Sell	73468.3→73250.7	+1.07	timeout
05-28 20:43	BTC	Sell	73462.3→73667.7	-1.80	timeout

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

+69.78

total pnl ($)

+18.2 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	76	50%	+18.2	+69.78

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 08:25	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…