btc_fee_spike_mean_reversion_short_vix_gated · strategy

closed trades

46%

win rate

+126.20

total pnl ($)

1.382

weight

7d window — n=15 wr=33% pnl=+26.03 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 65 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 05:58	BTC	Sell	59957→60221	-2.65	timeout
06-26 21:08	BTC	Sell	60050→59683	+2.64	timeout
06-26 06:44	BTC	Sell	58614.1→60411.2	-15.78	stop_loss
06-26 04:12	BTC	Sell	59659→59929	-2.73	timeout
06-25 13:55	BTC	Sell	61573.9→58497.9	+24.51	take_profit
06-25 04:56	BTC	Sell	59503→61325.7	-15.77	stop_loss
06-24 17:21	BTC	Sell	62485.9→59364	+24.50	take_profit
06-24 14:56	BTC	Sell	62660.9→60986	+12.89	timeout
06-24 07:54	BTC	Sell	62352.9→62586.1	-2.28	timeout
06-23 21:56	BTC	Sell	62362.9→62577.1	-2.18	timeout
06-23 06:00	BTC	Sell	64615.8→63340.2	+9.44	timeout
06-22 22:04	BTC	Sell	64178.8→64355.2	-1.82	timeout
06-22 05:14	BTC	Sell	64169.8→64271.2	-1.23	timeout
06-21 09:26	BTC	Sell	63933.8→64056.2	-1.33	timeout
06-21 03:22	BTC	Sell	64209.8→64430.2	-2.17	timeout
06-20 04:53	BTC	Sell	63063.8→63556.2	-4.36	timeout
06-19 21:26	BTC	Sell	62388.9→63168.2	-6.67	timeout
06-19 11:39	BTC	Sell	62867.9→62566.1	+1.91	timeout
06-19 03:33	BTC	Sell	63172.8→62731.1	+3.02	timeout
06-18 18:48	BTC	Sell	64075.8→62759.1	+9.70	timeout
06-18 06:02	BTC	Sell	65533.7→63953.2	+11.62	timeout
06-17 23:49	BTC	Sell	64827.8→64444.2	+2.54	timeout
06-17 07:42	BTC	Sell	65593.7→65519.3	+0.13	timeout
06-17 00:23	BTC	Sell	66536.7→65697.3	+5.90	timeout
06-16 16:05	BTC	Sell	66237.7→65857.3	+2.43	timeout
06-16 04:21	BTC	Sell	67095.6→66083.3	+7.07	timeout
06-15 22:19	BTC	Sell	65685.7→66342.3	-5.42	timeout
06-14 22:26	BTC	Sell	64588.8→65160.3	-4.85	timeout
06-14 11:02	BTC	Sell	64443.8→64477.2	-0.71	timeout
06-14 04:59	BTC	Sell	63997.8→64333.2	-3.09	timeout
06-13 22:56	BTC	Sell	63785.8→64444.2	-5.60	timeout
06-13 16:37	BTC	Sell	63570.8→63968.2	-3.59	timeout
06-13 09:15	BTC	Sell	63612.8→63787.2	-1.77	timeout
06-13 02:05	BTC	Sell	63307.8→63769.2	-4.08	timeout
06-12 18:11	BTC	Sell	63281.8→63850.2	-4.94	timeout
06-12 07:53	BTC	Sell	63623.8→62985.1	+4.56	timeout
06-12 01:52	BTC	Sell	63087.8→63407.2	-2.93	timeout
06-11 09:11	BTC	Sell	61537.9→62836.1	-10.94	timeout
06-11 03:08	BTC	Sell	61944.9→62055.1	-1.31	timeout
06-10 05:05	BTC	Sell	61541.9→62023.1	-4.41	timeout
06-09 23:07	BTC	Sell	62584.9→62023.1	+3.98	timeout
06-09 14:58	BTC	Sell	62812.9→61410.1	+10.73	timeout
06-09 05:13	BTC	Sell	63416.8→63136.2	+1.77	timeout
06-08 23:07	BTC	Sell	63177.8→63436.2	-2.48	timeout
06-08 16:05	BTC	Sell	62924.9→63854.2	-7.76	timeout
06-07 08:03	BTC	Sell	60613→62469.3	-15.80	stop_loss
06-07 03:09	BTC	Sell	60637→61468.1	-7.27	timeout
06-06 21:04	BTC	Sell	61131.9→60711	+2.96	timeout
06-06 10:51	BTC	Sell	61765.9→60463	+10.09	timeout
06-06 03:26	BTC	Sell	60982→60724	+1.67	timeout
06-05 18:52	BTC	Sell	62597.9→59473	+24.53	take_profit
06-05 06:21	BTC	Sell	63370.8→61650.1	+13.09	timeout
06-04 19:19	BTC	Sell	63482.8→63985.2	-4.40	timeout
06-04 02:01	BTC	Sell	65229.7→61974.1	+24.50	take_profit
06-04 00:29	BTC	Sell	66797.7→63463.2	+24.50	take_profit
06-03 17:15	BTC	Sell	67146.6→65743.3	+10.03	timeout
06-03 14:12	BTC	Sell	66822.7→66780.3	-0.11	timeout
06-03 06:10	BTC	Sell	67606.6→67166.4	+2.83	timeout
06-02 21:45	BTC	Sell	69455.5→67707.4	+12.15	timeout
06-02 08:11	BTC	Sell	71520.4→69980.5	+10.38	timeout
06-02 00:49	BTC	Sell	72143.4→71179.6	+6.30	timeout
05-31 22:57	BTC	Sell	73852.3→73961.7	-1.20	timeout
05-31 04:34	BTC	Sell	73915.3→74125.7	-1.84	timeout
05-29 07:44	BTC	Sell	73406.3→73377.7	-0.23	timeout
05-29 00:43	BTC	Sell	73466.3→73772.7	-2.46	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+126.20

total pnl ($)

+38.7 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	65	46%	+38.7	+126.20

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 14:21	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…