btc_fee_volatility_regime_shift · strategy

108

closed trades

46%

win rate

-175.12

total pnl ($)

0.712

weight

7d window — n=27 wr=41% pnl=-84.88 · 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 13:21	BTC	Buy	60104→60089	-0.59	timeout
06-28 07:02	BTC	Buy	60563→60134	-3.99	timeout
06-28 00:38	BTC	Buy	60306→60093	-2.23	timeout
06-27 18:33	BTC	Buy	60294→60500	+1.27	timeout
06-27 12:32	BTC	Buy	59921→60346	+3.08	timeout
06-27 06:28	BTC	Buy	59846→60188	+2.41	timeout
06-26 23:57	BTC	Buy	59337→60044	+5.50	timeout
06-26 17:37	BTC	Buy	59956→59926	-0.75	timeout
06-26 11:22	BTC	Buy	60113→59433	-6.13	timeout
06-26 05:16	BTC	Buy	59471→59948	+3.57	timeout
06-25 13:53	BTC	Buy	60879→59016.5	-15.72	stop_loss
06-25 13:46	BTC	Buy	61508.1→59620.2	-15.79	stop_loss
06-25 10:37	BTC	Buy	60909→61511.9	+4.49	timeout
06-25 04:33	BTC	Buy	60465→60776	+2.13	timeout
06-24 15:33	BTC	Buy	62571.1→60656.6	-15.73	stop_loss
06-24 15:33	BTC	Buy	62590.1→60669.6	-15.76	stop_loss
06-24 10:25	BTC	Buy	62572.1→62542.9	-0.71	timeout
06-24 04:28	BTC	Buy	62570.1→62575.9	-0.44	timeout
06-23 22:16	BTC	Buy	62417.1→62749.9	+2.23	timeout
06-23 08:27	BTC	Buy	64039.2→62076.8	-15.76	stop_loss
06-23 08:17	BTC	Buy	64308.2→62340.7	-15.76	stop_loss
06-23 03:57	BTC	Buy	64761.2→64006.8	-6.27	timeout
06-22 21:32	BTC	Buy	64082.2→64265.8	+0.98	timeout
06-22 15:21	BTC	Buy	64250.2→64960.8	+5.04	timeout
06-22 09:17	BTC	Buy	63598.2→64164.8	+3.96	timeout
06-22 03:08	BTC	Buy	64162.2→63981.8	-1.90	timeout
06-21 21:06	BTC	Buy	63958.2→63755.8	-2.03	timeout
06-21 15:05	BTC	Buy	64225.2→64207.8	-0.56	timeout
06-21 08:12	BTC	Buy	63941.2→64129.8	+0.98	timeout
06-21 02:10	BTC	Buy	63243.2→64219.8	+7.25	timeout
06-20 20:07	BTC	Buy	63541.2→63939.8	+2.70	timeout
06-20 14:05	BTC	Buy	63463.2→63262.8	-2.06	timeout
06-20 08:03	BTC	Buy	63007.2→63491.8	+3.37	timeout
06-20 02:02	BTC	Buy	63191.2→63521.8	+2.17	timeout
06-19 19:05	BTC	Buy	62809.1→63053.8	+1.49	timeout
06-19 13:04	BTC	Buy	63064.2→62833.9	-2.23	timeout
06-19 07:00	BTC	Buy	62672.1→62888.9	+1.30	timeout
06-18 19:01	BTC	Buy	64037.2→62681.9	-10.91	timeout
06-18 15:55	BTC	Buy	64373.2→62396.7	-15.76	stop_loss
06-18 12:43	BTC	Buy	64517.2→64204.8	-2.89	timeout
06-18 04:11	BTC	Buy	65788.3→63751.9	-15.93	stop_loss
06-18 00:11	BTC	Buy	64826.2→64589.8	-2.28	timeout
06-17 17:45	BTC	Buy	65889.3→65827.7	-0.96	timeout
06-17 11:43	BTC	Buy	65693.3→64757.8	-7.61	timeout
06-17 05:13	BTC	Buy	65796.3→65763.7	-0.72	timeout
06-16 23:13	BTC	Buy	66459.3→65716.7	-6.08	timeout
06-16 17:08	BTC	Buy	65927.3→65776.7	-1.64	timeout
06-16 10:58	BTC	Buy	66201.3→66458.7	+1.46	timeout
06-16 05:00	BTC	Buy	67134.4→65803.7	-10.34	timeout
06-15 20:52	BTC	Buy	65700.3→66479.7	+5.45	timeout
06-15 14:42	BTC	Buy	65597.3→66514.7	+6.55	timeout
06-15 08:39	BTC	Buy	64019.2→65678.7	+12.50	timeout
06-15 02:31	BTC	Buy	64115.2→65643.7	+11.45	timeout
06-14 20:28	BTC	Buy	64460.2→63900.8	-4.81	timeout
06-14 14:25	BTC	Buy	64554.2→64238.8	-2.89	timeout
06-14 08:21	BTC	Buy	64243.2→64480.8	+1.38	timeout
06-14 01:26	BTC	Buy	64217.2→64630.8	+2.79	timeout
06-13 19:24	BTC	Buy	63711.2→64155.8	+3.04	timeout
06-13 13:31	BTC	Buy	63641.2→64161.8	+3.61	timeout
06-13 07:26	BTC	Buy	63737.2→63704.8	-0.71	timeout
06-13 00:54	BTC	Buy	63415.2→63563.8	+0.68	timeout
06-12 18:47	BTC	Buy	62964.1→63866.8	+6.71	timeout
06-12 12:43	BTC	Buy	63667.2→63421.8	-2.41	timeout
06-12 03:50	BTC	Buy	62590.1→63445.8	+6.34	timeout
06-11 20:33	BTC	Buy	62913.1→63338.8	+2.87	timeout
06-11 14:31	BTC	Buy	61991.1→62883.9	+6.70	timeout
06-11 08:27	BTC	Buy	61893.1→62872.9	+7.39	timeout
06-11 02:26	BTC	Buy	62036.1→62063.9	-0.25	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 01:20	BTC	Buy	62391.1→62016.9	-3.40	timeout
06-09 14:35	BTC	Buy	63360.2→61422.2	-15.75	stop_loss
06-09 13:10	BTC	Buy	62631.1→62644.9	-0.32	timeout
06-09 06:55	BTC	Buy	63395.2→63264.8	-1.51	timeout
06-08 22:41	BTC	Buy	63204.2→63276.8	+0.11	timeout
06-08 16:37	BTC	Buy	62789.1→63645.8	+6.33	timeout
06-08 10:35	BTC	Buy	63023.2→63293.8	+1.70	timeout
06-08 04:35	BTC	Buy	62225.1→62811.9	+4.26	timeout
06-07 22:36	BTC	Buy	62397.1→63269.8	+6.54	timeout
06-07 16:28	BTC	Buy	61492.1→62137.9	+4.77	timeout
06-07 10:26	BTC	Buy	60464→62494.9	+16.35	timeout
06-07 03:23	BTC	Buy	60479→61585.9	+8.68	timeout
06-06 20:08	BTC	Buy	60960→60518	-4.04	timeout
06-06 14:03	BTC	Buy	60973→60886	-1.16	timeout
06-06 07:58	BTC	Buy	60215→60967	+5.74	timeout
06-05 13:59	BTC	Buy	62587.1→60670.6	-15.76	stop_loss
06-05 13:56	BTC	Buy	62843.1→60920.5	-15.75	stop_loss
06-05 06:21	BTC	Buy	63480.2→61537.1	-15.73	stop_loss
06-05 02:47	BTC	Buy	63901.2→62644.9	-10.26	timeout
06-04 20:25	BTC	Buy	63491.2→63319.8	-1.80	timeout
06-04 13:58	BTC	Buy	62166.1→63974.8	+14.13	timeout
06-03 20:55	BTC	Buy	66760.3→64652.4	-16.25	stop_loss
06-03 16:47	BTC	Buy	66462.3→66026.7	-3.76	timeout
06-03 03:49	BTC	Buy	67713.4→65641.9	-15.75	stop_loss
06-02 14:23	BTC	Buy	70161.5→68004.6	-15.84	stop_loss
06-02 14:09	BTC	Buy	70584.5→68404.4	-15.91	stop_loss
06-02 09:57	BTC	Buy	70972.5→69389.5	-11.68	timeout
06-02 02:30	BTC	Buy	71497.6→70738.5	-5.83	timeout
06-01 01:44	BTC	Buy	73863.7→73449.3	-3.29	timeout
05-31 17:48	BTC	Buy	74054.7→73690.3	-2.94	timeout
05-31 11:51	BTC	Buy	73815.7→73891.3	-0.01	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

46%

win rate

-175.12

total pnl ($)

-32.1 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	108	46%	-32.1	-175.12

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…