btc_fee_spike_short_vol_bounce · strategy

closed trades

45%

win rate

+26.77

total pnl ($)

1.184

weight

7d window — n=15 wr=33% pnl=-6.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 75 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 01:58	BTC	Sell	59957→59917	-0.11	timeout
06-26 17:08	BTC	Sell	60050→60134	-1.12	timeout
06-26 07:39	BTC	Sell	58614.1→60703.4	-18.29	stop_loss
06-26 00:12	BTC	Sell	59659→59802	-1.65	timeout
06-25 13:46	BTC	Sell	61573.9→59603	+15.54	take_profit
06-25 00:51	BTC	Sell	59699→60839	-9.99	timeout
06-24 15:43	BTC	Sell	62577.9→60581	+15.49	take_profit
06-24 10:56	BTC	Sell	62660.9→62435.1	+1.36	timeout
06-24 02:07	BTC	Sell	62258.9→62809.1	-4.85	timeout
06-23 17:56	BTC	Sell	62362.9→62309.1	-0.02	timeout
06-23 02:00	BTC	Sell	64615.8→64164.2	+3.04	timeout
06-22 18:04	BTC	Sell	64178.8→64684.2	-4.37	timeout
06-22 01:14	BTC	Sell	64169.8→63842.2	+2.13	timeout
06-21 05:26	BTC	Sell	63933.8→64267.2	-3.06	timeout
06-20 23:22	BTC	Sell	64209.8→64261.2	-0.85	timeout
06-20 00:53	BTC	Sell	63063.8→63535.2	-4.19	timeout
06-19 17:26	BTC	Sell	62388.9→62906.1	-4.60	timeout
06-19 07:42	BTC	Sell	62898.9→62501.1	+2.70	timeout
06-18 23:33	BTC	Sell	63164.8→62901.1	+1.61	timeout
06-18 14:46	BTC	Sell	64078.8→63898.2	+0.96	timeout
06-17 22:03	BTC	Sell	66034.7→63927.2	+15.50	take_profit
06-17 19:48	BTC	Sell	64826.8→64190.2	+4.47	timeout
06-17 03:42	BTC	Sell	65580.7→65795.3	-2.07	timeout
06-16 20:24	BTC	Sell	66549.7→65785.3	+5.33	timeout
06-16 06:39	BTC	Sell	66280.7→66442.3	-1.69	timeout
06-16 00:21	BTC	Sell	67095.6→66311.3	+5.38	timeout
06-15 18:19	BTC	Sell	65686.7→66804.3	-8.92	timeout
06-15 05:14	BTC	Sell	64067.8→65663.3	-12.89	timeout
06-14 18:27	BTC	Sell	64573.8→63709.2	+6.28	timeout
06-14 06:46	BTC	Sell	64488.8→64232.2	+1.54	timeout
06-14 00:26	BTC	Sell	64022.8→64447.2	-3.76	timeout
06-13 18:15	BTC	Sell	63730.8→64059.2	-3.02	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 22:04	BTC	Sell	63359.8→63523.2	-1.72	timeout
06-12 15:58	BTC	Sell	63067.8→63656.2	-5.08	timeout
06-12 09:45	BTC	Sell	63408.8→63851.2	-3.91	timeout
06-12 03:37	BTC	Sell	63726.8→63460.2	+1.67	timeout
06-11 21:38	BTC	Sell	62755.9→63501.2	-6.34	timeout
06-11 15:03	BTC	Sell	62638.9→62680.1	-0.75	timeout
06-11 05:04	BTC	Sell	61737.9→62562.1	-7.08	timeout
06-10 23:04	BTC	Sell	62241.9→61315.1	+6.99	timeout
06-10 00:48	BTC	Sell	61318.9→62023.1	-6.23	timeout
06-09 19:01	BTC	Sell	62710.9→61726.1	+7.43	timeout
06-09 07:58	BTC	Sell	63082.8→63172.2	-1.14	timeout
06-09 01:09	BTC	Sell	63439.8→62629.1	+5.94	timeout
06-08 19:03	BTC	Sell	63058.8→63526.2	-4.14	timeout
06-08 12:03	BTC	Sell	63080.8→63179.2	-1.23	timeout
06-07 22:35	BTC	Sell	62199.9→62996.1	-6.85	timeout
06-07 11:22	BTC	Sell	61709.9→62488.1	-6.76	timeout
06-07 05:30	BTC	Sell	60877→61723.1	-7.41	timeout
06-06 23:09	BTC	Sell	60637→60683	-0.85	timeout
06-06 17:04	BTC	Sell	61131.9→60699	+3.08	timeout
06-06 10:58	BTC	Sell	60935→60514	+2.99	timeout
06-05 20:50	BTC	Sell	59615→61738.9	-18.26	stop_loss
06-05 16:10	BTC	Sell	61928.9→59945	+15.56	take_profit
06-05 15:00	BTC	Sell	61902.9→60817	+8.31	timeout
06-05 06:19	BTC	Sell	63794.8→61759.1	+15.49	take_profit
06-05 01:54	BTC	Sell	63470.8→63297.2	+0.91	timeout
06-04 18:32	BTC	Sell	62549.9→63741.2	-9.96	timeout
06-04 13:24	BTC	Sell	63794.8→63182.2	+4.33	timeout
06-04 00:38	BTC	Sell	65333.7→63249.2	+15.50	take_profit
06-03 20:55	BTC	Sell	66825.7→64688.2	+15.56	take_profit
06-03 13:17	BTC	Sell	67096.6→67211.4	-1.29	timeout
06-03 10:12	BTC	Sell	66822.7→67266.4	-3.72	timeout
06-03 01:06	BTC	Sell	67540.6→66844.3	+4.71	timeout
06-02 14:27	BTC	Sell	69964.5→67732.4	+15.51	take_profit
06-02 04:17	BTC	Sell	71521.4→70792.5	+4.70	timeout
06-01 04:26	BTC	Sell	73666.3→73399.7	+1.37	timeout
05-31 18:58	BTC	Sell	73858.3→73606.7	+1.27	timeout
05-30 18:31	BTC	Sell	73613.3→73943.7	-2.66	timeout
05-29 22:53	BTC	Sell	73046.3→73386.7	-2.77	timeout
05-29 03:53	BTC	Sell	73468.3→73251.7	+1.07	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

45%

win rate

+26.77

total pnl ($)

+7.0 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	75	45%	+7.0	+26.77

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 14:09	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…