btc_fee_spike_regime_short_v5 · strategy

closed trades

46%

win rate

+125.87

total pnl ($)

1.315

weight

7d window — n=15 wr=33% pnl=+9.82 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 67 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 02:13	BTC	Sell	60594→60258	+2.33	timeout
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 06:46	BTC	Sell	58631.1→60427.2	-15.77	stop_loss
06-26 04:11	BTC	Sell	59767→60005	-2.45	timeout
06-25 13:55	BTC	Sell	61553.9→58481.9	+24.49	take_profit
06-25 04:48	BTC	Sell	60122→61004.1	-7.80	timeout
06-24 14:56	BTC	Sell	62661.9→60984	+12.91	timeout
06-24 06:13	BTC	Sell	62344.9→62823.1	-4.26	timeout
06-23 21:58	BTC	Sell	62363.9→62561.1	-2.04	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 05:50	BTC	Sell	65812.7→63875.2	+14.28	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 10:40	BTC	Sell	66302.7→66566.3	-2.42	timeout
06-16 04:22	BTC	Sell	67140.6→66043.3	+7.70	timeout
06-15 22:19	BTC	Sell	65686.7→66336.3	-5.37	timeout
06-14 22:27	BTC	Sell	64573.8→65126.3	-4.70	timeout
06-14 11:03	BTC	Sell	64428.8→64464.2	-0.72	timeout
06-14 04:59	BTC	Sell	63999.8→64317.2	-2.95	timeout
06-13 22:56	BTC	Sell	63774.8→64441.2	-5.66	timeout
06-13 14:43	BTC	Sell	63659.8→64159.2	-4.35	timeout
06-13 02:07	BTC	Sell	63426.8→63778.2	-3.20	timeout
06-12 18:13	BTC	Sell	63273.8→63842.2	-4.94	timeout
06-12 08:00	BTC	Sell	63599.8→63070.2	+3.70	timeout
06-12 01:53	BTC	Sell	63115.8→63398.2	-2.63	timeout
06-11 09:13	BTC	Sell	61485.9→62835.1	-11.37	timeout
06-11 03:04	BTC	Sell	62177.9→62135.1	-0.07	timeout
06-10 04:56	BTC	Sell	61290.9→62023.1	-6.47	timeout
06-09 23:05	BTC	Sell	62585.9→62023.1	+3.99	timeout
06-09 14:58	BTC	Sell	62808.9→61420.1	+10.62	timeout
06-09 05:18	BTC	Sell	63452.8→63309.2	+0.69	timeout
06-08 23:10	BTC	Sell	63204.8→63490.2	-2.70	timeout
06-08 16:00	BTC	Sell	63105.8→63766.2	-5.61	timeout
06-07 14:51	BTC	Sell	61432.9→61892.1	-4.18	timeout
06-07 03:08	BTC	Sell	60653→61458.1	-7.06	timeout
06-06 21:04	BTC	Sell	61131.9→60711	+2.96	timeout
06-06 10:52	BTC	Sell	61713.9→60438	+9.88	timeout
06-06 03:26	BTC	Sell	60982→60723	+1.68	timeout
06-05 18:52	BTC	Sell	62506.9→59387	+24.53	take_profit
06-05 06:20	BTC	Sell	63371.8→61719.1	+12.55	timeout
06-04 19:21	BTC	Sell	63507.8→63970.2	-4.08	timeout
06-04 02:01	BTC	Sell	65264.7→62007.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66795.7→63462.2	+24.49	take_profit
06-03 17:16	BTC	Sell	67202.6→65749.3	+10.39	timeout
06-03 14:11	BTC	Sell	66825.7→66813.3	-0.34	timeout
06-03 05:57	BTC	Sell	67442.6→67320.4	+0.48	timeout
06-02 21:44	BTC	Sell	69482.5→67687.4	+12.49	timeout
06-02 08:03	BTC	Sell	71532.4→70070.5	+9.81	timeout
06-02 00:47	BTC	Sell	72130.4→71154.6	+6.39	timeout
06-01 16:30	BTC	Sell	73377.3→71102.6	+15.13	timeout
05-31 22:56	BTC	Sell	73831.3→73930.7	-1.13	timeout
05-31 04:44	BTC	Sell	73918.3→74168.7	-2.11	timeout
05-30 02:54	BTC	Sell	72939.4→73752.7	-6.01	timeout
05-29 07:51	BTC	Sell	73504.3→73398.7	+0.29	timeout
05-29 00:44	BTC	Sell	73466.3→73781.7	-2.52	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+125.87

total pnl ($)

+37.4 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	67	46%	+37.4	+125.87

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 23:19	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…