btc_fee_spike_mempool_congestion_short_v12 · strategy

102

closed trades

44%

win rate

+65.98

total pnl ($)

1.528

weight

7d window — n=22 wr=50% pnl=+43.63 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:50	BTC	Sell	60312→60119	+0.70	timeout
06-27 16:48	BTC	Sell	60337→60766	-2.40	timeout
06-27 09:04	BTC	Sell	59652→60416	-4.11	timeout
06-27 02:46	BTC	Sell	59624→60306	-3.70	timeout
06-26 20:21	BTC	Sell	60176→59718	+2.05	timeout
06-26 13:37	BTC	Sell	59267→59143	+0.37	timeout
06-26 07:12	BTC	Sell	59259→60378	-5.93	timeout
06-25 13:54	BTC	Sell	61276.9→58573.9	+12.96	take_profit
06-25 13:53	BTC	Sell	61720.9→59000.9	+12.94	take_profit
06-25 10:09	BTC	Sell	61052.9→61646.1	-3.18	timeout
06-25 04:07	BTC	Sell	60371→60809	-2.45	timeout
06-24 16:51	BTC	Sell	62647.9→59895	+12.88	take_profit
06-24 14:45	BTC	Sell	62706.9→61157.1	+7.13	timeout
06-24 04:49	BTC	Sell	62556.9→62755.1	-1.20	timeout
06-23 22:03	BTC	Sell	62524.9→62628.1	-0.77	timeout
06-23 16:00	BTC	Sell	64053.8→62480.1	+7.10	timeout
06-23 07:53	BTC	Sell	64450.8→62893.1	+6.99	timeout
06-23 01:44	BTC	Sell	65399.7→64054.2	+5.89	timeout
06-22 19:42	BTC	Sell	64259.8→64411.2	-0.96	timeout
06-22 03:20	BTC	Sell	64166.8→64274.2	-0.75	timeout
06-21 20:37	BTC	Sell	63935.8→63996.2	-0.55	timeout
06-21 13:39	BTC	Sell	64210.8→64015.2	+0.62	timeout
06-21 07:37	BTC	Sell	63848.8→64198.2	-1.91	timeout
06-21 01:36	BTC	Sell	63353.8→64218.2	-4.35	timeout
06-20 16:44	BTC	Sell	63575.8→63970.2	-2.11	timeout
06-20 08:44	BTC	Sell	63062.8→63423.2	-1.95	timeout
06-20 02:32	BTC	Sell	63145.8→63425.2	-1.60	timeout
06-19 20:27	BTC	Sell	62649.9→63049.2	-2.17	timeout
06-19 09:31	BTC	Sell	62939.9→62386.1	+2.32	timeout
06-19 03:27	BTC	Sell	63351.8→62811.1	+2.26	timeout
06-18 20:08	BTC	Sell	64548.8→63120.2	+6.32	timeout
06-18 14:04	BTC	Sell	64579.8→63943.2	+2.68	timeout
06-18 07:03	BTC	Sell	65446.7→64068.2	+6.05	timeout
06-18 00:59	BTC	Sell	65019.7→64437.2	+2.44	timeout
06-17 18:56	BTC	Sell	65596.7→65721.3	-0.81	timeout
06-17 10:27	BTC	Sell	65695.7→64892.2	+3.43	timeout
06-17 04:24	BTC	Sell	65760.7→65832.3	-0.58	timeout
06-16 22:17	BTC	Sell	66591.7→65821.3	+3.23	timeout
06-16 15:54	BTC	Sell	66063.7→65919.3	+0.39	timeout
06-16 08:43	BTC	Sell	66600.7→66579.3	-0.19	timeout
06-16 02:36	BTC	Sell	66476.7→65823.3	+2.68	timeout
06-15 20:38	BTC	Sell	65701.7→66603.3	-4.37	timeout
06-15 14:14	BTC	Sell	65632.7→66363.3	-3.61	timeout
06-15 08:09	BTC	Sell	63776.8→65703.3	-9.33	timeout
06-15 01:37	BTC	Sell	64271.8→65509.3	-6.04	timeout
06-14 19:20	BTC	Sell	64297.8→63809.2	+2.03	timeout
06-14 10:46	BTC	Sell	64488.8→64569.2	-0.64	timeout
06-14 04:45	BTC	Sell	64056.8→64338.2	-1.60	timeout
06-13 22:44	BTC	Sell	63845.8→64485.2	-3.27	timeout
06-13 16:23	BTC	Sell	63566.8→63995.2	-2.30	timeout
06-13 10:00	BTC	Sell	63518.8→63732.2	-1.25	timeout
06-13 03:41	BTC	Sell	63847.8→63473.2	+1.49	timeout
06-12 21:30	BTC	Sell	63742.8→63497.2	+0.90	timeout
06-12 15:25	BTC	Sell	63332.8→64283.2	-4.75	timeout
06-12 09:24	BTC	Sell	63485.8→63641.2	-0.98	timeout
06-12 03:20	BTC	Sell	62684.9→63459.2	-3.95	timeout
06-11 21:12	BTC	Sell	62817.9→63458.2	-3.29	timeout
06-11 15:11	BTC	Sell	62043.9→62699.1	-3.41	timeout
06-11 08:58	BTC	Sell	61744.9→62900.1	-5.85	timeout
06-11 02:57	BTC	Sell	61847.9→62179.1	-1.86	timeout
06-10 20:32	BTC	Sell	61437.9→61839.1	-2.21	timeout
06-10 05:28	BTC	Sell	61773.9→62023.1	-1.51	timeout
06-09 23:38	BTC	Sell	62578.9→62023.1	+2.36	timeout
06-09 17:24	BTC	Sell	63293.8→61743.1	+7.10	timeout
06-09 11:05	BTC	Sell	63439.8→62581.1	+3.77	timeout
06-09 04:47	BTC	Sell	63611.8→63303.2	+1.18	timeout
06-08 22:44	BTC	Sell	63204.8→63282.2	-0.63	timeout
06-08 16:08	BTC	Sell	62908.9→63816.2	-4.56	timeout
06-08 10:10	BTC	Sell	61834.9→63391.2	-7.82	timeout
06-08 04:02	BTC	Sell	62047.9→63140.2	-5.55	timeout
06-07 21:55	BTC	Sell	62518.9→61655.1	+3.87	timeout
06-07 14:17	BTC	Sell	61295.9→61831.1	-2.88	timeout
06-07 07:54	BTC	Sell	60595→62285.1	-8.65	timeout
06-07 01:21	BTC	Sell	61000.9→61402.1	-2.23	timeout
06-06 19:19	BTC	Sell	61002.9→60669	+1.35	timeout
06-06 13:07	BTC	Sell	61335.9→61030.1	+1.21	timeout
06-06 06:44	BTC	Sell	59683→60824	-6.00	timeout
06-05 18:52	BTC	Sell	61957.9→59237	+12.91	take_profit
06-05 18:23	BTC	Sell	61382.9→60342	+4.84	timeout
06-05 11:56	BTC	Sell	63794.8→62051.1	+7.94	timeout
06-05 05:43	BTC	Sell	62953.9→62949.1	-0.27	timeout
06-04 21:55	BTC	Sell	63039.8→63391.2	-1.95	timeout
06-04 17:00	BTC	Sell	64256.8→63464.2	+3.46	timeout
06-04 01:49	BTC	Sell	65351.7→62482.1	+12.90	take_profit
06-04 00:25	BTC	Sell	66856.7→63921.2	+12.90	take_profit
06-03 16:41	BTC	Sell	66376.7→65946.3	+1.69	timeout
06-03 11:53	BTC	Sell	66673.7→67047.4	-1.91	timeout
06-03 04:07	BTC	Sell	67474.6→66356.3	+4.71	timeout
06-02 15:37	BTC	Sell	70160.5→67077.4	+12.92	take_profit
06-02 12:51	BTC	Sell	71233.4→69085.5	+8.82	timeout
06-02 05:47	BTC	Sell	71693.4→70448.5	+4.98	timeout
06-01 04:44	BTC	Sell	73467.3→73469.7	-0.27	timeout
05-31 19:58	BTC	Sell	73846.3→73555.7	+0.91	timeout
05-31 12:12	BTC	Sell	73868.3→73870.7	-0.24	timeout
05-30 22:20	BTC	Sell	73620.3→73870.7	-1.26	timeout
05-30 18:08	BTC	Sell	73500.3→73993.7	-2.25	timeout
05-30 03:12	BTC	Sell	73718.3→73743.7	-0.36	timeout
05-29 20:04	BTC	Sell	73662.3→73503.7	+0.39	timeout
05-29 14:42	BTC	Sell	73409.3→72688.6	+2.72	timeout
05-29 07:40	BTC	Sell	73412.3→73427.7	-0.32	timeout

Paper vs Live

Paper (trades.jsonl)

102

closed

44%

win rate

+65.98

total pnl ($)

+21.3 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	102	44%	+21.3	+65.98

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 05:06	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…