btc_fee_spike_vol_short_v2 · strategy

122

closed trades

37%

win rate

-39.89

total pnl ($)

1.234

weight

7d window — n=24 wr=38% pnl=-2.52 · 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 06:49	BTC	Sell	60127→59972	+0.84	timeout
06-28 02:46	BTC	Sell	60247→60110	+0.69	timeout
06-27 20:04	BTC	Sell	60495→60216	+1.84	timeout
06-27 05:03	BTC	Sell	60047→60225	-1.93	timeout
06-26 23:56	BTC	Sell	59948→60051	-1.31	timeout
06-26 18:29	BTC	Sell	59648→59813	-1.81	timeout
06-26 15:10	BTC	Sell	60048→60010	-0.12	timeout
06-26 08:21	BTC	Sell	58450.1→60269	-16.03	timeout
06-26 01:54	BTC	Sell	59249→59363	-1.41	timeout
06-25 22:12	BTC	Sell	59648→59888	-2.45	timeout
06-25 13:46	BTC	Sell	61586.9→59609	+15.60	take_profit
06-25 02:18	BTC	Sell	60683→60775	-1.21	timeout
06-24 22:51	BTC	Sell	59752→60805	-9.29	timeout
06-24 15:38	BTC	Sell	62615.9→60616	+15.50	take_profit
06-24 08:58	BTC	Sell	62613.9→62783.1	-1.79	timeout
06-24 01:54	BTC	Sell	62384.9→62994.1	-5.32	timeout
06-23 21:13	BTC	Sell	62337.9→62506.1	-1.80	timeout
06-23 17:37	BTC	Sell	62550.9→62628.1	-1.07	timeout
06-23 14:24	BTC	Sell	62196.9→62566.1	-3.44	timeout
06-23 05:19	BTC	Sell	63902.8→63587.2	+2.03	timeout
06-22 23:54	BTC	Sell	64582.8→64011.2	+3.96	timeout
06-22 19:46	BTC	Sell	65433.7→64301.2	+8.21	timeout
06-22 16:02	BTC	Sell	64121.8→64739.2	-5.28	timeout
06-21 23:13	BTC	Sell	64168.8→63715.2	+3.08	timeout
06-21 06:28	BTC	Sell	64231.8→64241.2	-0.52	timeout
06-21 03:26	BTC	Sell	63936.8→64399.2	-4.07	timeout
06-21 00:21	BTC	Sell	63818.8→64221.2	-3.59	timeout
06-20 21:21	BTC	Sell	64254.8→63936.2	+2.03	timeout
06-20 02:56	BTC	Sell	63184.8→63327.2	-1.58	timeout
06-19 22:54	BTC	Sell	63057.8→63313.2	-2.46	timeout
06-19 18:30	BTC	Sell	62521.9→63046.2	-4.64	timeout
06-19 15:25	BTC	Sell	62415.9→63016.2	-5.28	timeout
06-19 09:19	BTC	Sell	62371.9→62395.1	-0.68	timeout
06-19 05:40	BTC	Sell	62885.9→62601.1	+1.80	timeout
06-19 00:25	BTC	Sell	62889.9→62932.1	-0.79	timeout
06-18 21:36	BTC	Sell	63139.8→62960.1	+0.94	timeout
06-18 16:04	BTC	Sell	64141.8→62491.1	+12.33	timeout
06-18 12:50	BTC	Sell	64067.8→64301.2	-2.27	timeout
06-18 02:03	BTC	Sell	64381.8→64578.2	-1.96	timeout
06-17 22:07	BTC	Sell	65785.7→64128.2	+12.14	timeout
06-17 17:50	BTC	Sell	64811.8→65820.3	-8.21	timeout
06-17 05:29	BTC	Sell	65696.7→65841.3	-1.54	timeout
06-17 01:42	BTC	Sell	65582.7→65734.3	-1.59	timeout
06-16 18:24	BTC	Sell	66540.7→65901.3	+4.37	timeout
06-16 10:08	BTC	Sell	66166.7→66563.3	-3.44	timeout
06-16 02:43	BTC	Sell	66610.7→65841.3	+5.33	timeout
06-15 23:20	BTC	Sell	66839.7→66183.3	+4.47	timeout
06-15 20:10	BTC	Sell	66294.7→66542.3	-2.30	timeout
06-15 16:20	BTC	Sell	65686.7→67114.4	-11.31	timeout
06-15 09:56	BTC	Sell	65936.7→65568.3	+2.34	timeout
06-15 06:24	BTC	Sell	65675.7→65884.3	-2.03	timeout
06-15 03:15	BTC	Sell	64094.8→65702.3	-12.98	timeout
06-14 22:06	BTC	Sell	64021.8→65151.3	-9.26	timeout
06-14 16:27	BTC	Sell	64573.8→64115.2	+3.12	timeout
06-14 07:03	BTC	Sell	64506.8→64262.2	+1.45	timeout
06-14 03:03	BTC	Sell	64292.8→64482.2	-1.93	timeout
06-13 23:13	BTC	Sell	63963.8→64426.2	-4.06	timeout
06-13 20:08	BTC	Sell	64112.8→64228.2	-1.35	timeout
06-13 16:15	BTC	Sell	63729.8→64032.2	-2.83	timeout
06-13 11:36	BTC	Sell	63523.8→63919.2	-3.54	timeout
06-13 08:43	BTC	Sell	63659.8→63888.2	-2.22	timeout
06-13 02:38	BTC	Sell	63512.8→63690.2	-1.85	timeout
06-12 23:39	BTC	Sell	63813.8→63460.2	+2.33	timeout
06-12 20:07	BTC	Sell	63426.8→63639.2	-2.12	timeout
06-12 13:28	BTC	Sell	62974.9→63344.2	-3.36	timeout
06-12 09:39	BTC	Sell	63441.8→63833.2	-3.51	timeout
06-12 02:17	BTC	Sell	63493.8→63617.2	-1.39	timeout
06-11 23:16	BTC	Sell	62457.9→63388.2	-7.87	timeout
06-11 19:38	BTC	Sell	62783.9→63733.2	-7.98	timeout
06-11 13:02	BTC	Sell	62738.9→62909.1	-1.78	timeout
06-11 05:10	BTC	Sell	61191.9→62592.1	-11.85	timeout
06-11 00:58	BTC	Sell	61851.9→61842.1	-0.37	timeout
06-10 21:05	BTC	Sell	62071.9→61701.1	+2.54	timeout
06-10 01:11	BTC	Sell	61786.9→62023.1	-2.39	timeout
06-09 22:10	BTC	Sell	60996.9→62023.1	-8.89	timeout
06-09 16:58	BTC	Sell	62764.9→61405.1	+10.40	timeout
06-09 13:47	BTC	Sell	63146.8→62379.1	+5.63	timeout
06-09 08:57	BTC	Sell	62807.9→62812.1	-0.49	timeout
06-09 04:07	BTC	Sell	63462.8→62744.1	+5.21	timeout
06-09 00:45	BTC	Sell	63483.8→62637.1	+6.22	timeout
06-08 21:39	BTC	Sell	63807.8→63715.2	+0.28	timeout
06-08 17:02	BTC	Sell	63047.8→63375.2	-3.02	timeout
06-08 10:00	BTC	Sell	63129.8→63540.2	-3.70	timeout
06-07 22:15	BTC	Sell	61706.9→64214.3	-20.77	stop_loss
06-07 22:10	BTC	Sell	62028.9→61854.1	+0.96	timeout
06-07 08:38	BTC	Sell	61200.9→62622.1	-12.07	timeout
06-07 03:29	BTC	Sell	60860→61638.1	-6.83	timeout
06-06 23:51	BTC	Sell	60583→60808	-2.32	timeout
06-06 20:19	BTC	Sell	60947→60569	+2.63	timeout
06-06 15:04	BTC	Sell	61131.9→60624	+3.70	timeout
06-06 08:58	BTC	Sell	60933→61299.1	-3.44	timeout
06-06 04:33	BTC	Sell	61622.9→59656	+15.51	take_profit
06-06 01:33	BTC	Sell	59654→61260.1	-13.91	timeout
06-05 22:32	BTC	Sell	60944→61587.1	-5.71	timeout
06-05 15:41	BTC	Sell	62055.9→60061	+15.62	take_profit
06-05 14:06	BTC	Sell	62511.9→60516	+15.51	take_profit
06-05 13:00	BTC	Sell	61887.9→61993.1	-1.29	timeout
06-05 10:01	BTC	Sell	62625.9→62897.1	-2.62	timeout
06-05 04:01	BTC	Sell	63280.8→62652.1	+4.50	timeout
06-04 23:53	BTC	Sell	63462.8→63838.2	-3.43	timeout

Paper vs Live

Paper (trades.jsonl)

122

closed

37%

win rate

-39.89

total pnl ($)

-6.6 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	122	37%	-6.6	-39.89

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 00:54	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…