btc_fee_spike_zscore_fade_short · strategy

closed trades

43%

win rate

+31.37

total pnl ($)

1.685

weight

7d window — n=24 wr=50% pnl=+67.84 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 51 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:54	BTC	Sell	60383→60142	+1.53	timeout
06-27 16:50	BTC	Sell	60285→60795	-4.68	timeout
06-27 07:22	BTC	Sell	59871→60361	-4.54	timeout
06-27 00:31	BTC	Sell	59655→60011	-3.43	timeout
06-26 18:26	BTC	Sell	59979→59998	-0.56	timeout
06-26 11:04	BTC	Sell	59856→59452	+2.95	timeout
06-26 02:15	BTC	Sell	59228→58743.9	+3.63	timeout
06-25 13:53	BTC	Sell	61724.9→58990.9	+21.68	take_profit
06-25 12:58	BTC	Sell	60760→61147.1	-3.64	timeout
06-24 20:31	BTC	Sell	59387→60857.5	-12.84	stop_loss
06-24 16:47	BTC	Sell	62803.9→60046	+21.41	take_profit
06-24 16:46	BTC	Sell	62831.9→60073	+21.47	take_profit
06-24 11:16	BTC	Sell	62518.9→62333.1	+1.05	timeout
06-24 05:21	BTC	Sell	62547.9→62778.1	-2.26	timeout
06-23 23:06	BTC	Sell	62296.9→62509.1	-2.16	timeout
06-23 16:03	BTC	Sell	64053.8→62423.1	+12.28	timeout
06-23 10:11	BTC	Sell	64308.8→62433.1	+14.03	timeout
06-23 02:46	BTC	Sell	64900.8→64138.2	+5.43	timeout
06-22 20:46	BTC	Sell	64258.8→64452.2	-1.94	timeout
06-22 14:39	BTC	Sell	64498.8→64905.2	-3.54	timeout
06-22 05:09	BTC	Sell	64171.8→64208.2	-0.72	timeout
06-21 23:05	BTC	Sell	64348.8→63654.2	+4.94	timeout
06-21 13:42	BTC	Sell	64193.8→64015.2	+0.91	timeout
06-21 07:39	BTC	Sell	63862.8→64204.2	-3.13	timeout
06-21 01:37	BTC	Sell	63401.8→64217.2	-6.85	timeout
06-20 19:01	BTC	Sell	63701.8→63789.2	-1.14	timeout
06-20 08:57	BTC	Sell	63209.8→63406.2	-1.95	timeout
06-20 02:33	BTC	Sell	63196.8→63454.2	-2.49	timeout
06-19 20:29	BTC	Sell	62627.9→63051.2	-3.81	timeout
06-19 11:44	BTC	Sell	62882.9→62639.1	+1.45	timeout
06-19 05:43	BTC	Sell	62551.9→62605.1	-0.91	timeout
06-18 23:41	BTC	Sell	63907.8→62905.1	+7.36	timeout
06-18 17:14	BTC	Sell	63882.8→62464.1	+10.51	timeout
06-18 08:08	BTC	Sell	64332.8→64520.2	-1.89	timeout
06-18 01:04	BTC	Sell	64983.8→64600.2	+2.54	timeout
06-17 18:58	BTC	Sell	65588.7→65501.3	+0.27	timeout
06-17 07:44	BTC	Sell	65620.7→65529.3	+0.26	timeout
06-17 00:25	BTC	Sell	66534.7→65691.3	+5.93	timeout
06-16 16:07	BTC	Sell	66178.7→65812.3	+2.32	timeout
06-16 08:08	BTC	Sell	66551.7→66338.3	+1.13	timeout
06-16 02:01	BTC	Sell	66360.7→66265.3	+0.26	timeout
06-15 18:00	BTC	Sell	65812.7→66785.3	-7.78	timeout
06-15 10:46	BTC	Sell	65397.7→65742.3	-3.09	timeout
06-14 22:10	BTC	Sell	64531.8→65009.3	-4.13	timeout
06-14 21:50	BTC	Sell	64094.8→65680.1	-12.81	stop_loss
06-14 11:04	BTC	Sell	64428.8→64465.2	-0.73	timeout
06-14 05:02	BTC	Sell	63967.8→64362.2	-3.55	timeout
06-13 22:58	BTC	Sell	63809.8→64459.2	-5.53	timeout
06-13 14:42	BTC	Sell	63670.8→64184.2	-4.46	timeout
06-13 08:39	BTC	Sell	63485.8→63857.2	-3.32	timeout
06-13 02:05	BTC	Sell	63306.8→63769.2	-4.07	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

+31.37

total pnl ($)

+12.3 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	51	43%	+12.3	+31.37

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 02:11	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…