btc_fees_low_threshold_mean_reversion_long_x2036931 · strategy

124

closed trades

46%

win rate

-331.57

total pnl ($)

0.294

weight

7d window — n=40 wr=40% pnl=-156.18 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 21:22	BTC	Buy	59569→59730	+0.83	timeout
06-26 20:17	BTC	Buy	59559→59739	+0.96	timeout
06-26 14:53	BTC	Buy	59559→59615	-0.03	timeout
06-26 14:14	BTC	Buy	59265→59948	+5.26	timeout
06-26 02:24	BTC	Buy	59747→58277.9	-12.74	stop_loss
06-25 17:57	BTC	Buy	59376→59554	+1.09	timeout
06-25 13:55	BTC	Buy	59882→58397.9	-12.78	stop_loss
06-25 13:48	BTC	Buy	60805→59304.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60847→59349.3	-12.71	stop_loss
06-25 13:46	BTC	Buy	61065.1→59557.2	-12.75	stop_loss
06-24 17:48	BTC	Buy	60540→59051.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61130.1→59626.2	-12.73	stop_loss
06-24 15:41	BTC	Buy	62079.1→60551.7	-12.74	stop_loss
06-24 14:13	BTC	Buy	62646.1→61105.4	-12.74	stop_loss
06-24 14:04	BTC	Buy	62530.1→61264.9	-10.55	timeout
06-24 14:02	BTC	Buy	62697.1→61150.4	-12.78	stop_loss
06-24 12:49	BTC	Buy	62292.1→62743.9	+3.17	timeout
06-24 11:08	BTC	Buy	62344.1→62333.9	-0.55	timeout
06-24 07:19	BTC	Buy	62963.1→62728.9	-2.40	timeout
06-24 06:26	BTC	Buy	62621.1→62867.9	+1.47	timeout
06-23 08:17	BTC	Buy	63937.2→62360.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	63998.2→62415.7	-12.84	stop_loss
06-23 06:22	BTC	Buy	64079.2→62503.6	-12.75	stop_loss
06-23 06:21	BTC	Buy	64188.2→62607.5	-12.77	stop_loss
06-23 05:04	BTC	Buy	64065.2→63653.8	-3.69	timeout
06-23 03:48	BTC	Buy	64114.2→63974.8	-1.53	timeout
06-22 23:27	BTC	Buy	63713.2→64003.8	+1.89	timeout
06-22 22:27	BTC	Buy	63743.2→64036.8	+1.85	timeout
06-22 20:12	BTC	Buy	64130.2→64494.8	+2.37	timeout
06-22 04:17	BTC	Buy	64398.2→63955.8	-3.92	timeout
06-22 03:14	BTC	Buy	64273.2→64113.8	-1.77	timeout
06-21 23:05	BTC	Buy	64270.2→63647.8	-5.27	timeout
06-21 22:02	BTC	Buy	63965.2→63755.8	-2.08	timeout
06-21 19:45	BTC	Buy	63929.2→64174.8	+1.49	timeout
06-21 02:14	BTC	Buy	63455.2→64210.8	+5.47	timeout
06-20 22:41	BTC	Buy	63308.2→64222.8	+6.77	timeout
06-20 20:19	BTC	Buy	63005.2→63920.8	+6.85	timeout
06-20 19:08	BTC	Buy	63029.2→63818.8	+5.83	timeout
06-20 17:37	BTC	Buy	62996.1→63788.8	+5.83	timeout
06-20 01:15	BTC	Buy	62980.1→63426.8	+3.10	timeout
06-19 22:17	BTC	Buy	62876.1→63098.8	+1.28	timeout
06-19 20:12	BTC	Buy	63104.2→63041.8	-0.98	timeout
06-19 18:58	BTC	Buy	62670.1→63036.8	+2.45	timeout
06-19 17:24	BTC	Buy	62417.1→62928.9	+3.65	timeout
06-18 15:53	BTC	Buy	64005.2→62430.6	-12.68	stop_loss
06-18 15:51	BTC	Buy	64099.2→62521.6	-12.71	stop_loss
06-18 15:39	BTC	Buy	64384.2→62794.4	-12.55	stop_loss
06-18 15:37	BTC	Buy	64537.2→62948.4	-12.53	stop_loss
06-18 15:36	BTC	Buy	64625.2→63036.3	-12.54	stop_loss
06-18 10:45	BTC	Buy	64902.2→63977.8	-7.64	timeout
06-18 09:31	BTC	Buy	65034.3→64197.8	-6.99	timeout
06-17 19:42	BTC	Buy	65714.3→64090.7	-12.81	stop_loss
06-17 19:41	BTC	Buy	65744.3→64127.7	-12.75	stop_loss
06-17 14:27	BTC	Buy	65597.3→65161.7	-3.78	timeout
06-17 08:45	BTC	Buy	66480.3→64845.3	-12.78	stop_loss
06-17 07:41	BTC	Buy	66330.3→65515.7	-6.59	timeout
06-16 20:27	BTC	Buy	66556.3→65740.7	-6.67	timeout
06-16 18:44	BTC	Buy	66783.3→65829.7	-7.67	timeout
06-16 13:40	BTC	Buy	66510.3→66008.7	-4.30	timeout
06-16 08:24	BTC	Buy	65627.3→66436.7	+5.74	timeout
06-16 06:13	BTC	Buy	65885.3→66150.7	+1.64	timeout
06-15 13:59	BTC	Buy	64300.2→66427.7	+16.10	timeout
06-15 13:00	BTC	Buy	63788.2→66592.7	+21.55	take_profit
06-15 11:43	BTC	Buy	64597.2→66168.7	+11.73	timeout
06-15 07:49	BTC	Buy	64393.2→65686.7	+9.59	timeout
06-15 04:40	BTC	Buy	64408.2→65645.7	+9.13	timeout
06-14 18:09	BTC	Buy	64054.2→63689.8	-3.40	timeout
06-14 12:49	BTC	Buy	64090.2→64293.8	+1.14	timeout
06-14 11:27	BTC	Buy	63943.2→64540.8	+4.22	timeout
06-14 06:53	BTC	Buy	63693.2→64235.8	+3.81	timeout
06-14 01:42	BTC	Buy	63798.2→64585.8	+5.76	timeout
06-13 12:35	BTC	Buy	63495.2→63995.8	+3.41	timeout
06-13 11:27	BTC	Buy	63812.2→63936.8	+0.44	timeout
06-13 10:20	BTC	Buy	63732.2→63749.8	-0.39	timeout
06-13 02:22	BTC	Buy	63612.2→63745.8	+0.58	timeout
06-13 01:21	BTC	Buy	63409.2→63590.8	+0.90	timeout
06-12 12:07	BTC	Buy	62980.1→63636.8	+4.69	timeout
06-12 10:55	BTC	Buy	63134.2→63680.8	+3.81	timeout
06-12 09:43	BTC	Buy	62890.1→63842.8	+7.03	timeout
06-11 16:56	BTC	Buy	62089.1→62554.9	+3.23	timeout
06-11 13:53	BTC	Buy	62211.1→63030.8	+6.03	timeout
06-11 11:17	BTC	Buy	61175.1→63165.8	+15.68	timeout
06-11 10:15	BTC	Buy	61235.1→62884.9	+12.89	timeout
06-11 09:08	BTC	Buy	61182.1→62823.9	+12.86	timeout
06-10 15:55	BTC	Buy	61133.1→62736.9	+12.64	timeout
06-09 14:46	BTC	Buy	62740.1→61196.3	-12.76	stop_loss
06-09 14:29	BTC	Buy	63110.2→61557.1	-12.76	stop_loss
06-09 14:21	BTC	Buy	63183.2→61623.1	-12.80	stop_loss
06-09 14:18	BTC	Buy	63339.2→61781	-12.75	stop_loss
06-09 14:17	BTC	Buy	63354.2→61794	-12.76	stop_loss
06-09 07:18	BTC	Buy	63029.2→63316.8	+1.77	timeout
06-09 06:16	BTC	Buy	62869.1→63331.8	+3.18	timeout
06-09 05:06	BTC	Buy	62650.1→63179.8	+3.78	timeout
06-08 22:58	BTC	Buy	62890.1→63413.8	+3.69	timeout
06-08 20:57	BTC	Buy	61893.1→63431.8	+11.94	timeout
06-08 06:36	BTC	Buy	62219.1→62990.9	+5.74	timeout
06-08 05:34	BTC	Buy	61653.1→62624.9	+7.43	timeout
06-08 04:03	BTC	Buy	61548.1→63020.8	+11.50	timeout
06-07 20:51	BTC	Buy	60702→61941.9	+9.79	timeout
06-07 19:43	BTC	Buy	60576→61198.9	+4.75	timeout

Paper vs Live

Paper (trades.jsonl)

124

closed

46%

win rate

-331.57

total pnl ($)

-53.3 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	124	46%	-53.3	-331.57

Recent bounces (last 20 of 14)

time	sym	side	reason
06-26 21:54	BTC	Buy	trigger_already_opened
06-26 04:10	BTC	Buy	below_min_notional_skip
06-25 22:37	BTC	Buy	below_min_notional_skip
06-25 20:20	BTC	Buy	below_min_notional_skip
06-25 15:07	BTC	Buy	trigger_already_opened
06-25 14:27	BTC	Buy	below_min_notional_skip
06-25 14:26	BTC	Buy	trigger_already_opened
06-25 00:14	BTC	Buy	below_min_notional_skip
06-24 20:07	BTC	Buy	below_min_notional_skip
06-24 18:05	BTC	Buy	trigger_already_opened
06-24 15:04	BTC	Buy	below_min_notional_skip
06-24 13:31	BTC	Buy	below_min_notional_skip
06-24 08:57	BTC	Buy	stale_intent
06-24 07:43	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…