btc_fee_spike_volume_gate_short_v2 · strategy

closed trades

55%

win rate

+173.31

total pnl ($)

1.496

weight

7d window — n=16 wr=44% pnl=+48.58 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 69 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 21:12	BTC	Sell	60085→59691	+2.85	timeout
06-26 07:14	BTC	Sell	58704.1→60515.3	-15.89	stop_loss
06-26 04:11	BTC	Sell	59845→60001	-1.76	timeout
06-25 15:02	BTC	Sell	60783→59188	+12.62	timeout
06-25 13:54	BTC	Sell	61575.9→58502.9	+24.49	take_profit
06-25 04:50	BTC	Sell	60061→61062.1	-8.80	timeout
06-24 17:20	BTC	Sell	62609.9→59480	+24.48	take_profit
06-24 14:55	BTC	Sell	62574.9→60963	+12.32	timeout
06-24 03:15	BTC	Sell	62304.9→62554.1	-2.42	timeout
06-23 20:23	BTC	Sell	62396.9→62444.1	-0.84	timeout
06-23 05:56	BTC	Sell	64617.8→63411.2	+8.84	timeout
06-22 22:05	BTC	Sell	64150.8→64347.2	-2.00	timeout
06-22 05:14	BTC	Sell	64168.8→64264.2	-1.15	timeout
06-21 12:28	BTC	Sell	64231.8→63989.2	+1.41	timeout
06-21 03:20	BTC	Sell	64302.8→64287.2	-0.33	timeout
06-20 04:55	BTC	Sell	62939.9→63545.2	-5.25	timeout
06-19 21:23	BTC	Sell	62309.9→63189.2	-7.48	timeout
06-19 11:41	BTC	Sell	62898.9→62599.1	+1.89	timeout
06-19 03:30	BTC	Sell	63240.8→62778.1	+3.17	timeout
06-18 18:50	BTC	Sell	64077.8→62756.1	+9.74	timeout
06-18 05:57	BTC	Sell	66015.7→63958.2	+15.14	timeout
06-17 23:49	BTC	Sell	64814.8→64462.2	+2.34	timeout
06-17 07:43	BTC	Sell	65582.7→65518.3	+0.01	timeout
06-17 00:24	BTC	Sell	66568.7→65707.3	+6.05	timeout
06-16 04:23	BTC	Sell	67157.6→66063.3	+7.67	timeout
06-15 22:21	BTC	Sell	65686.7→66351.3	-5.48	timeout
06-15 09:20	BTC	Sell	64731.8→65738.3	-8.23	timeout
06-14 22:25	BTC	Sell	64593.8→65122.3	-4.52	timeout
06-14 10:52	BTC	Sell	64459.8→64538.2	-1.05	timeout
06-14 04:25	BTC	Sell	63985.8→64474.2	-4.29	timeout
06-13 22:16	BTC	Sell	63732.8→64375.2	-5.47	timeout
06-13 15:17	BTC	Sell	63640.8→64295.2	-5.58	timeout
06-13 09:15	BTC	Sell	63601.8→63787.2	-1.86	timeout
06-13 03:06	BTC	Sell	64010.8→63698.2	+1.99	timeout
06-12 19:59	BTC	Sell	63058.8→63580.2	-4.57	timeout
06-12 13:46	BTC	Sell	63379.8→63159.2	+1.33	timeout
06-12 07:45	BTC	Sell	63637.8→63030.2	+4.34	timeout
06-12 01:41	BTC	Sell	62731.9→63331.2	-5.17	timeout
06-11 09:05	BTC	Sell	61697.9→62889.1	-10.05	timeout
06-11 03:03	BTC	Sell	62286.9→62139.1	+0.77	timeout
06-10 01:53	BTC	Sell	62457.9→62023.1	+2.98	timeout
06-09 19:48	BTC	Sell	63164.8→61755.1	+10.76	timeout
06-09 12:11	BTC	Sell	63018.8→62791.1	+1.33	timeout
06-09 05:09	BTC	Sell	63426.8→63111.2	+2.04	timeout
06-08 23:02	BTC	Sell	63036.8→63412.2	-3.41	timeout
06-08 15:59	BTC	Sell	63091.8→63741.2	-5.52	timeout
06-07 08:46	BTC	Sell	60907→62778.5	-15.83	stop_loss
06-07 03:08	BTC	Sell	60640→61459.1	-7.17	timeout
06-06 21:03	BTC	Sell	61196.9→60713	+3.47	timeout
06-06 09:55	BTC	Sell	61720.9→60926	+6.02	timeout
06-06 03:19	BTC	Sell	60774→60856	-1.12	timeout
06-05 18:51	BTC	Sell	62683.9→59555	+24.53	take_profit
06-05 11:02	BTC	Sell	63687.8→62410.1	+9.60	timeout
06-05 02:19	BTC	Sell	64192.8→63053.2	+8.42	timeout
06-04 19:08	BTC	Sell	63766.8→63635.2	+0.59	timeout
06-04 02:02	BTC	Sell	64991.8→61747.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66795.7→63462.2	+24.49	take_profit
06-03 17:15	BTC	Sell	67144.6→65725.3	+10.15	timeout
06-03 14:15	BTC	Sell	66789.7→66894.3	-1.21	timeout
06-03 05:28	BTC	Sell	67702.6→67006.4	+4.70	timeout
06-02 21:15	BTC	Sell	69544.5→67508.4	+14.18	timeout
06-02 08:02	BTC	Sell	71515.4→70114.5	+9.37	timeout
06-02 00:51	BTC	Sell	72160.4→71229.6	+6.07	timeout
06-01 16:29	BTC	Sell	73413.3→71026.6	+15.88	timeout
05-31 23:01	BTC	Sell	73895.3→73993.7	-1.12	timeout
05-31 04:26	BTC	Sell	73871.3→74177.7	-2.49	timeout
05-30 02:53	BTC	Sell	73075.3→73736.7	-4.95	timeout
05-29 07:47	BTC	Sell	73471.3→73372.7	+0.24	timeout
05-29 00:43	BTC	Sell	73462.3→73768.7	-2.46	timeout

Paper vs Live

Paper (trades.jsonl)

closed

55%

win rate

+173.31

total pnl ($)

+50.1 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	69	55%	+50.1	+173.31

Recent bounces (last 20 of 3)

time	sym	side	reason
06-24 17:05	BTC	Sell	stale_intent
06-24 10:24	BTC	Sell	stale_intent
06-24 10:24	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…