btc_fee_spike_mean_reversion_short_v9 · strategy

closed trades

50%

win rate

+262.74

total pnl ($)

1.965

weight

7d window — n=18 wr=61% pnl=+127.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 78 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 01:46	BTC	Sell	59466→59839	-3.65	timeout
06-29 18:33	BTC	Sell	59630→60248	-5.48	timeout
06-28 20:51	BTC	Sell	60259→59637	+4.73	timeout
06-28 05:16	BTC	Sell	60212→59957	+1.66	timeout
06-27 23:15	BTC	Sell	60052→60040	-0.40	timeout
06-27 17:12	BTC	Sell	60182→60541	-3.43	timeout
06-27 05:00	BTC	Sell	59899→60213	-3.08	timeout
06-26 22:12	BTC	Sell	59894→59835	+0.11	timeout
06-26 16:03	BTC	Sell	59541→60448	-7.98	timeout
06-26 03:00	BTC	Sell	60777→58547.9	+17.84	timeout
06-25 16:45	BTC	Sell	60161→59226	+7.31	timeout
06-25 13:54	BTC	Sell	61711.9→58573.9	+24.96	take_profit
06-24 17:20	BTC	Sell	62599.9→59474	+24.47	take_profit
06-24 16:51	BTC	Sell	62706.9→59574	+24.40	take_profit
06-24 15:28	BTC	Sell	62229.9→60842	+10.63	timeout
06-24 08:24	BTC	Sell	62194.9→62669.1	-4.18	timeout
06-23 20:01	BTC	Sell	64522.8→62485.1	+15.35	timeout
06-23 08:24	BTC	Sell	65399.7→62130.1	+24.51	take_profit
06-23 07:42	BTC	Sell	64259.8→62917.1	+10.02	timeout
06-22 17:02	BTC	Sell	64095.8→64664.2	-4.88	timeout
06-22 01:39	BTC	Sell	64210.8→64478.2	-2.46	timeout
06-21 13:36	BTC	Sell	63353.8→64009.2	-5.69	timeout
06-21 06:59	BTC	Sell	63721.8→64265.2	-4.72	timeout
06-20 20:40	BTC	Sell	63006.8→63850.2	-7.17	timeout
06-20 08:28	BTC	Sell	62643.9→63461.2	-6.90	timeout
06-19 23:33	BTC	Sell	62879.9→63335.2	-4.04	timeout
06-19 15:31	BTC	Sell	63267.8→63105.2	+0.74	timeout
06-19 02:02	BTC	Sell	64568.8→63015.2	+11.47	timeout
06-18 19:17	BTC	Sell	65083.7→62668.1	+17.89	timeout
06-18 13:02	BTC	Sell	65018.7→64273.2	+5.29	timeout
06-17 23:08	BTC	Sell	65745.7→64248.2	+10.93	timeout
06-17 16:25	BTC	Sell	65755.7→65934.3	-1.81	timeout
06-17 10:18	BTC	Sell	66587.7→64930.2	+12.09	timeout
06-16 21:14	BTC	Sell	66440.7→65896.3	+3.74	timeout
06-16 14:37	BTC	Sell	66468.7→65565.3	+6.43	timeout
06-16 08:40	BTC	Sell	65685.7→66512.3	-6.79	timeout
06-15 11:23	BTC	Sell	64081.8→66364.5	-18.26	stop_loss
06-15 10:15	BTC	Sell	64494.8→65727.3	-10.01	timeout
06-14 16:46	BTC	Sell	64123.8→64110.2	-0.31	timeout
06-14 10:45	BTC	Sell	63834.8→64592.2	-6.36	timeout
06-14 02:42	BTC	Sell	63669.8→64505.2	-7.03	timeout
06-13 15:55	BTC	Sell	63756.8→64297.2	-4.72	timeout
06-13 03:36	BTC	Sell	63435.8→63469.2	-0.71	timeout
06-12 19:46	BTC	Sell	63617.8→63593.2	-0.25	timeout
06-12 13:46	BTC	Sell	62991.9→63112.2	-1.33	timeout
06-11 19:30	BTC	Sell	61723.9→63923.1	-18.14	stop_loss
06-11 15:00	BTC	Sell	62211.9→62720.1	-4.44	timeout
06-11 08:31	BTC	Sell	61538.9→62913.1	-11.47	timeout
06-10 17:04	BTC	Sell	61623.9→62328.1	-6.10	timeout
06-10 11:03	BTC	Sell	62653.9→61403.1	+9.50	timeout
06-09 17:07	BTC	Sell	63548.8→61484.1	+15.86	timeout
06-09 11:03	BTC	Sell	63043.8→62553.1	+3.38	timeout
06-09 03:43	BTC	Sell	63083.8→62738.1	+2.28	timeout
06-08 14:37	BTC	Sell	62243.9→63802.2	-12.93	timeout
06-07 22:14	BTC	Sell	61179.9→63359.8	-18.28	stop_loss
06-07 08:46	BTC	Sell	60554→62712.5	-18.28	stop_loss
06-07 07:45	BTC	Sell	61054.9→62201.1	-9.87	timeout
06-06 22:46	BTC	Sell	61650.9→60597	+8.02	timeout
06-06 15:24	BTC	Sell	60902→60493	+2.90	timeout
06-05 18:51	BTC	Sell	62669.9→59542	+24.53	take_profit
06-05 15:39	BTC	Sell	63370.8→60208	+24.47	take_profit
06-05 10:32	BTC	Sell	62549.9→62555.1	-0.47	timeout
06-05 05:02	BTC	Sell	64130.8→63487.2	+4.51	timeout
06-04 01:58	BTC	Sell	65346.7→62085.1	+24.51	take_profit
06-04 00:39	BTC	Sell	66363.7→63051.2	+24.49	take_profit
06-04 00:00	BTC	Sell	66717.7→64131.2	+18.93	timeout
06-03 16:14	BTC	Sell	67926.6→66160.3	+12.61	timeout
06-02 23:00	BTC	Sell	70160.5→66313.3	+26.97	take_profit
06-02 14:27	BTC	Sell	71359.4→67795.4	+24.56	take_profit
06-02 10:29	BTC	Sell	72669.4→69642.5	+20.53	timeout
06-02 02:00	BTC	Sell	73253.3→70655.5	+17.43	timeout
05-31 16:35	BTC	Sell	73925.3→73421.7	+3.01	timeout
05-31 06:08	BTC	Sell	73501.3→73965.7	-3.55	timeout
05-30 14:21	BTC	Sell	72794.4→73939.7	-8.19	timeout
05-30 06:40	BTC	Sell	73643.3→73633.7	-0.35	timeout
05-29 19:43	BTC	Sell	73406.3→73659.7	-2.12	timeout
05-29 12:53	BTC	Sell	73486.3→73343.7	+0.54	timeout
05-29 06:52	BTC	Sell	73062.3→73749.7	-5.03	timeout

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

+262.74

total pnl ($)

+67.1 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	50%	+67.1	+262.74

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…