btc_fee_spike_volume_gate_short_v5 · strategy

closed trades

49%

win rate

+138.01

total pnl ($)

1.206

weight

7d window — n=17 wr=35% pnl=+17.99 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 73 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 20:26	BTC	Sell	59848→60418	-5.14	timeout
06-29 13:05	BTC	Sell	59445→60182	-6.59	timeout
06-29 03:38	BTC	Sell	59895→59915	-0.62	timeout
06-28 08:51	BTC	Sell	60259→60369	-1.35	timeout
06-28 02:05	BTC	Sell	60480→60242	+1.52	timeout
06-27 12:00	BTC	Sell	60077→60308	-2.35	timeout
06-27 05:56	BTC	Sell	59939→60226	-2.85	timeout
06-26 21:08	BTC	Sell	60053→59691	+2.61	timeout
06-26 07:39	BTC	Sell	58637.1→60727.4	-18.28	stop_loss
06-26 04:23	BTC	Sell	59753→59983	-2.40	timeout
06-25 13:54	BTC	Sell	61583.9→58502.9	+24.55	take_profit
06-25 04:51	BTC	Sell	59745→61083.1	-11.65	timeout
06-24 17:20	BTC	Sell	62599.9→59474	+24.47	take_profit
06-24 14:57	BTC	Sell	62646.9→61036.1	+12.38	timeout
06-24 03:14	BTC	Sell	62311.9→62598.1	-2.72	timeout
06-23 20:24	BTC	Sell	62194.9→62432.1	-2.35	timeout
06-23 05:56	BTC	Sell	64614.8→63427.2	+8.76	timeout
06-22 22:03	BTC	Sell	64151.8→64338.2	-1.90	timeout
06-22 05:13	BTC	Sell	64169.8→64241.2	-1.00	timeout
06-21 09:25	BTC	Sell	63945.8→64040.2	-1.12	timeout
06-21 03:20	BTC	Sell	64354.8→64287.2	+0.08	timeout
06-20 04:54	BTC	Sell	63070.8→63553.2	-4.28	timeout
06-19 21:24	BTC	Sell	62375.9→63210.2	-7.11	timeout
06-19 11:41	BTC	Sell	62898.9→62599.1	+1.89	timeout
06-19 03:31	BTC	Sell	63267.8→62797.1	+3.24	timeout
06-18 18:51	BTC	Sell	64064.8→62774.1	+9.50	timeout
06-18 05:58	BTC	Sell	66005.7→63950.2	+15.13	timeout
06-17 23:50	BTC	Sell	64822.8→64466.2	+2.32	timeout
06-17 07:44	BTC	Sell	65619.7→65532.3	+0.19	timeout
06-17 00:25	BTC	Sell	66532.7→65691.3	+5.91	timeout
06-16 05:55	BTC	Sell	66835.7→66057.3	+5.35	timeout
06-15 23:25	BTC	Sell	66297.7→66148.3	+0.70	timeout
06-14 22:26	BTC	Sell	64573.8→65126.3	-4.70	timeout
06-14 11:04	BTC	Sell	64427.8→64453.2	-0.64	timeout
06-14 05:00	BTC	Sell	64013.8→64343.2	-3.04	timeout
06-13 22:56	BTC	Sell	63774.8→64441.2	-5.66	timeout
06-13 14:40	BTC	Sell	63671.8→64192.2	-4.52	timeout
06-13 04:38	BTC	Sell	63920.8→63578.2	+2.23	timeout
06-12 21:51	BTC	Sell	63785.8→63453.2	+2.18	timeout
06-12 15:41	BTC	Sell	63431.8→63868.2	-3.86	timeout
06-12 07:47	BTC	Sell	63640.8→63008.2	+4.60	timeout
06-12 01:44	BTC	Sell	62903.9→63387.2	-4.24	timeout
06-11 09:11	BTC	Sell	61501.9→62830.1	-11.19	timeout
06-11 03:06	BTC	Sell	61997.9→62038.1	-0.73	timeout
06-10 07:14	BTC	Sell	61751.9→62023.1	-2.70	timeout
06-10 01:09	BTC	Sell	62641.9→62023.1	+4.44	timeout
06-09 18:41	BTC	Sell	63302.8→61709.1	+12.17	timeout
06-09 12:09	BTC	Sell	62992.9→62836.1	+0.76	timeout
06-09 05:06	BTC	Sell	63534.8→63161.2	+2.49	timeout
06-08 23:01	BTC	Sell	63052.8→63419.2	-3.34	timeout
06-08 16:00	BTC	Sell	63096.8→63764.2	-5.66	timeout
06-07 09:30	BTC	Sell	60860→62669.1	-15.33	timeout
06-07 03:08	BTC	Sell	60617→61458.1	-7.36	timeout
06-06 21:03	BTC	Sell	61196.9→60714	+3.46	timeout
06-06 09:55	BTC	Sell	61703.9→60936	+5.80	timeout
06-06 03:19	BTC	Sell	60771→60829	-0.92	timeout
06-05 18:44	BTC	Sell	62875.9→59738	+24.53	take_profit
06-05 06:21	BTC	Sell	63370.8→61650.1	+13.09	timeout
06-04 22:32	BTC	Sell	62549.9→63264.2	-6.18	timeout
06-04 17:25	BTC	Sell	63826.8→63132.2	+5.03	timeout
06-04 02:01	BTC	Sell	65324.7→62064.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66785.7→63452.2	+24.50	take_profit
06-03 17:16	BTC	Sell	67206.6→65760.3	+10.34	timeout
06-03 12:47	BTC	Sell	66972.7→66991.3	-0.62	timeout
06-03 04:55	BTC	Sell	67555.6→66285.3	+8.96	timeout
06-02 20:10	BTC	Sell	69969.5→67457.4	+17.48	timeout
06-02 08:16	BTC	Sell	71551.4→70007.5	+10.39	timeout
06-02 00:46	BTC	Sell	72158.4→71161.6	+6.53	timeout
05-31 22:56	BTC	Sell	73831.3→73930.7	-1.13	timeout
05-31 04:28	BTC	Sell	73874.3→74178.7	-2.48	timeout
05-30 02:54	BTC	Sell	72948.4→73738.7	-5.85	timeout
05-29 07:47	BTC	Sell	73470.3→73373.7	+0.23	timeout
05-29 00:43	BTC	Sell	73469.3→73775.7	-2.46	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

+138.01

total pnl ($)

+37.6 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	73	49%	+37.6	+138.01

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 22:36	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…