btc_fees_drop_rolling_long · strategy

107

closed trades

43%

win rate

-307.11

total pnl ($)

0.463

weight

7d window — n=37 wr=49% pnl=-66.20 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 03:13	BTC	Buy	64273.2→64108.8	-1.81	timeout
06-22 01:11	BTC	Buy	64232.2→63877.8	-3.27	timeout
06-21 23:08	BTC	Buy	64255.2→63679.8	-4.90	timeout
06-21 21:06	BTC	Buy	63920.2→63769.8	-1.63	timeout
06-21 19:01	BTC	Buy	63801.2→64199.8	+2.72	timeout
06-21 02:19	BTC	Buy	63385.2→64211.8	+6.04	timeout
06-21 00:18	BTC	Buy	63480.2→64211.8	+5.27	timeout
06-20 22:15	BTC	Buy	63093.2→64076.8	+7.35	timeout
06-20 20:12	BTC	Buy	63049.2→63935.8	+6.62	timeout
06-20 18:09	BTC	Buy	63098.2→63801.8	+5.12	timeout
06-20 01:17	BTC	Buy	63080.2→63411.8	+2.18	timeout
06-19 23:10	BTC	Buy	62766.1→63251.8	+3.38	timeout
06-19 21:00	BTC	Buy	63072.2→63210.8	+0.60	timeout
06-19 18:53	BTC	Buy	62753.1→62989.9	+1.41	timeout
06-19 16:53	BTC	Buy	62620.1→63062.8	+3.11	timeout
06-18 15:40	BTC	Buy	64214.2→62633.5	-12.63	stop_loss
06-18 15:40	BTC	Buy	64216.2→62636.5	-12.66	stop_loss
06-18 15:40	BTC	Buy	64303.2→62720.5	-12.47	stop_loss
06-18 15:40	BTC	Buy	64345.2→62761.5	-12.51	stop_loss
06-18 15:37	BTC	Buy	64570.2→62980.3	-12.54	stop_loss
06-18 05:05	BTC	Buy	65263.3→63658	-12.76	stop_loss
06-18 05:02	BTC	Buy	65343.3→63735.9	-12.76	stop_loss
06-17 19:50	BTC	Buy	65627.3→64012.8	-12.77	stop_loss
06-17 19:40	BTC	Buy	65802.3→64180.7	-12.79	stop_loss
06-17 19:38	BTC	Buy	65848.3→64227.7	-12.78	stop_loss
06-17 16:48	BTC	Buy	65721.3→65946.7	+1.23	timeout
06-17 14:47	BTC	Buy	65642.3→64824.8	-6.68	timeout
06-17 02:56	BTC	Buy	65703.3→65875.7	+0.84	timeout
06-17 00:51	BTC	Buy	66299.3→65768.7	-4.52	timeout
06-16 22:48	BTC	Buy	66262.3→65665.7	-5.04	timeout
06-16 14:23	BTC	Buy	67173.4→65518.9	-12.84	stop_loss
06-16 13:53	BTC	Buy	66595.3→66001.7	-4.99	timeout
06-16 01:46	BTC	Buy	65659.3→66326.7	+4.63	timeout
06-15 23:37	BTC	Buy	65641.3→66109.7	+3.07	timeout
06-15 21:34	BTC	Buy	64823.2→66391.7	+11.59	timeout
06-15 13:28	BTC	Buy	64291.2→66848.7	+19.46	timeout
06-15 13:16	BTC	Buy	63882.2→66686.7	+21.52	take_profit
06-15 00:30	BTC	Buy	64444.2→65695.7	+9.25	timeout
06-14 22:25	BTC	Buy	64443.2→65112.7	+4.70	timeout
06-14 20:18	BTC	Buy	64262.2→63807.8	-4.03	timeout
06-14 16:10	BTC	Buy	64075.2→64000.8	-1.11	timeout
06-14 11:27	BTC	Buy	63943.2→64515.8	+4.02	timeout
06-13 23:38	BTC	Buy	63451.2→64458.8	+7.47	timeout
06-13 21:29	BTC	Buy	63497.2→64228.8	+5.29	timeout
06-13 19:29	BTC	Buy	63724.2→64146.8	+2.86	timeout
06-13 14:54	BTC	Buy	63901.2→64200.8	+1.85	timeout
06-13 10:55	BTC	Buy	63658.2→63761.8	+0.27	timeout
06-12 22:54	BTC	Buy	63500.2→63477.8	-0.68	timeout
06-12 20:55	BTC	Buy	63371.2→63386.8	-0.35	timeout
06-12 17:11	BTC	Buy	62502.1→63930.8	+10.94	timeout
06-12 12:20	BTC	Buy	63009.2→63588.8	+4.08	timeout
06-12 10:10	BTC	Buy	62915.1→63780.8	+6.33	timeout
06-11 21:45	BTC	Buy	61666.1→63511.8	+14.37	timeout
06-11 19:39	BTC	Buy	62035.1→63709.8	+12.92	timeout
06-11 16:42	BTC	Buy	62241.1→62630.9	+2.62	timeout
06-11 10:19	BTC	Buy	61152.1→62775.9	+12.68	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 19:44	BTC	Buy	61862.1→61984.9	+0.47	timeout
06-10 17:40	BTC	Buy	61777.1→61788.9	-0.39	timeout
06-10 15:37	BTC	Buy	61288.1→62303.9	+7.78	timeout
06-09 16:20	BTC	Buy	62354.1→60816.5	-12.80	stop_loss
06-09 15:55	BTC	Buy	62622.1→61078.4	-12.78	stop_loss
06-09 14:47	BTC	Buy	62647.1→61106.4	-12.76	stop_loss
06-09 14:44	BTC	Buy	62814.1→61268.3	-12.76	stop_loss
06-09 13:36	BTC	Buy	63731.2→62163.8	-12.73	stop_loss
06-09 13:26	BTC	Buy	63788.2→62219.8	-12.72	stop_loss
06-09 10:23	BTC	Buy	63210.2→62685.9	-4.55	timeout
06-09 07:38	BTC	Buy	63192.2→63092.8	-1.29	timeout
06-08 23:54	BTC	Buy	63158.2→62989.9	-1.86	timeout
06-08 12:58	BTC	Buy	61948.1→63844.8	+14.84	timeout
06-08 10:54	BTC	Buy	62367.1→63137.8	+5.73	timeout
06-08 08:32	BTC	Buy	62475.1→63025.8	+3.87	timeout
06-08 06:11	BTC	Buy	61669.1→62920.9	+9.69	timeout
06-07 21:46	BTC	Buy	60777→61697.9	+7.15	timeout
06-07 10:28	BTC	Buy	60603→62451.9	+14.81	timeout
06-07 08:20	BTC	Buy	61099.1→62321.9	+9.63	timeout
06-07 06:18	BTC	Buy	60986→61729.9	+5.70	timeout
06-07 04:17	BTC	Buy	60225→61548.9	+10.54	timeout
06-06 19:52	BTC	Buy	60338→60571	+1.54	timeout
06-06 04:34	BTC	Buy	60995→59495.3	-12.75	stop_loss
06-06 04:32	BTC	Buy	61182.1→59677.2	-12.75	stop_loss
06-06 04:12	BTC	Buy	61722.1→60203.9	-12.75	stop_loss
06-05 18:52	BTC	Buy	60719→59224.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60449.7	-12.76	stop_loss
06-05 14:00	BTC	Buy	62177.1→60647.6	-12.75	stop_loss
06-05 13:57	BTC	Buy	62303.1→60766.6	-12.78	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 06:22	BTC	Buy	62867.1→61312.3	-12.76	stop_loss
06-05 06:21	BTC	Buy	63019.2→61468.2	-12.75	stop_loss
06-05 06:03	BTC	Buy	63634.2→62065.8	-12.71	stop_loss
06-05 06:01	BTC	Buy	63702.2→62133.8	-12.71	stop_loss
06-05 03:01	BTC	Buy	64039.2→62461.6	-12.74	stop_loss
06-05 02:56	BTC	Buy	63257.2→62641.9	-5.27	timeout
06-04 10:48	BTC	Buy	63894.2→62322.7	-12.72	stop_loss
06-04 01:19	BTC	Buy	64334.2→62752.5	-12.74	stop_loss
06-04 00:25	BTC	Buy	65473.3→63862.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66357.3→64652.4	-13.35	stop_loss
06-03 20:55	BTC	Buy	66388.3→64753.4	-12.81	stop_loss
06-03 20:43	BTC	Buy	66802.3→65148.2	-12.89	stop_loss

Paper vs Live

Paper (trades.jsonl)

107

closed

43%

win rate

-307.11

total pnl ($)

-57.2 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	107	43%	-57.2	-307.11

Recent bounces (last 20 of 7)

time	sym	side	reason
06-22 05:15	BTC	Buy	stale_intent
06-22 05:15	BTC	Buy	stale_intent
06-22 02:56	BTC	Buy	trigger_already_opened
06-22 00:56	BTC	Buy	stale_intent
06-22 00:56	BTC	Buy	stale_intent
06-21 22:41	BTC	Buy	stale_intent
06-21 22:41	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…