btc_fees_mempool_vsize_zscore_short · strategy

closed trades

52%

win rate

+55.95

total pnl ($)

1.400

weight

7d window — n=21 wr=52% pnl=+22.88 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 84 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 21:23	BTC	Sell	60427→60409	-0.26	timeout
06-27 15:01	BTC	Sell	60355→60578	-1.84	timeout
06-27 07:33	BTC	Sell	59951→60380	-3.21	timeout
06-26 21:57	BTC	Sell	60132→59936	+0.96	timeout
06-26 14:57	BTC	Sell	60233→59555	+4.16	timeout
06-26 07:10	BTC	Sell	59783→60391	-4.46	timeout
06-26 00:08	BTC	Sell	59646→59778	-1.25	timeout
06-25 13:46	BTC	Sell	61705.9→59711	+12.56	take_profit
06-25 08:07	BTC	Sell	61052.9→61763.1	-5.01	timeout
06-25 01:15	BTC	Sell	59797→60700	-6.40	timeout
06-24 15:33	BTC	Sell	62707.9→60707	+12.39	take_profit
06-24 01:43	BTC	Sell	62517.9→62934.1	-3.01	timeout
06-23 15:20	BTC	Sell	63036.8→62285.1	+4.40	timeout
06-23 08:27	BTC	Sell	64052.8→62003.1	+12.42	take_profit
06-23 03:36	BTC	Sell	64395.8→63978.2	+2.23	timeout
06-22 19:52	BTC	Sell	64610.8→64431.2	+0.76	timeout
06-22 10:59	BTC	Sell	64236.8→64119.2	+0.40	timeout
06-22 04:15	BTC	Sell	64123.8→63932.2	+0.85	timeout
06-21 17:55	BTC	Sell	64172.8→64140.2	-0.18	timeout
06-21 11:49	BTC	Sell	64404.8→64242.2	+0.64	timeout
06-21 02:44	BTC	Sell	63760.8→64223.2	-3.26	timeout
06-20 20:28	BTC	Sell	63718.8→63901.2	-1.51	timeout
06-20 13:36	BTC	Sell	63647.8→63400.2	+1.21	timeout
06-20 07:32	BTC	Sell	63293.8→63754.2	-3.27	timeout
06-19 21:40	BTC	Sell	62935.9→63091.2	-1.33	timeout
06-19 09:16	BTC	Sell	63040.8→62441.1	+3.40	timeout
06-19 02:55	BTC	Sell	62631.9→62953.1	-2.43	timeout
06-18 15:58	BTC	Sell	64309.8→62257.1	+12.38	take_profit
06-18 14:50	BTC	Sell	64087.8→63880.2	+0.93	timeout
06-18 06:23	BTC	Sell	64202.8→63933.2	+1.32	timeout
06-18 00:47	BTC	Sell	65961.7→64574.2	+8.07	timeout
06-17 18:36	BTC	Sell	64906.8→65470.3	-3.82	timeout
06-17 11:31	BTC	Sell	65790.7→64702.2	+6.28	timeout
06-17 03:28	BTC	Sell	65676.7→65751.3	-0.80	timeout
06-16 20:21	BTC	Sell	66633.7→65789.3	+4.73	timeout
06-16 10:53	BTC	Sell	65783.7→66540.3	-4.94	timeout
06-16 01:28	BTC	Sell	66831.7→66344.3	+2.56	timeout
06-15 19:29	BTC	Sell	66203.7→66499.3	-2.13	timeout
06-15 09:46	BTC	Sell	65629.7→65522.3	+0.29	timeout
06-15 03:24	BTC	Sell	63780.8→65671.3	-12.21	timeout
06-14 20:56	BTC	Sell	64289.8→64030.2	+1.26	timeout
06-14 14:48	BTC	Sell	64248.8→63903.2	+1.79	timeout
06-14 03:56	BTC	Sell	64295.8→64514.2	-1.73	timeout
06-13 20:58	BTC	Sell	64137.8→64265.2	-1.15	timeout
06-13 12:37	BTC	Sell	63579.8→64003.2	-3.00	timeout
06-13 00:48	BTC	Sell	63866.8→63579.2	+1.46	timeout
06-12 18:39	BTC	Sell	63719.8→63809.2	-0.92	timeout
06-12 06:10	BTC	Sell	63584.8→63275.2	+1.60	timeout
06-12 00:07	BTC	Sell	62792.9→63774.2	-6.59	timeout
06-11 17:58	BTC	Sell	62885.9→63503.2	-4.26	timeout
06-11 05:38	BTC	Sell	61623.9→62649.1	-6.97	timeout
06-10 23:35	BTC	Sell	62281.9→61506.1	+4.62	timeout
06-10 17:23	BTC	Sell	60869→62036.1	-8.02	timeout
06-10 00:55	BTC	Sell	61181.9→62023.1	-5.89	timeout
06-09 19:07	BTC	Sell	62625.9→61823.1	+4.79	timeout
06-09 11:01	BTC	Sell	62890.9→62754.1	+0.49	timeout
06-09 02:42	BTC	Sell	63480.8→62634.1	+4.97	timeout
06-08 20:42	BTC	Sell	63535.8→63363.2	+0.74	timeout
06-08 13:52	BTC	Sell	62635.9→63674.2	-6.98	timeout
06-08 07:02	BTC	Sell	62961.9→62888.1	+0.12	timeout
06-07 09:01	BTC	Sell	60735→62768.1	-13.76	timeout
06-07 01:57	BTC	Sell	60499→61471.1	-6.77	timeout
06-06 19:30	BTC	Sell	60765→60593	+0.76	timeout
06-06 09:24	BTC	Sell	60979→61136.1	-1.38	timeout
06-05 18:52	BTC	Sell	61389.9→59431	+12.41	take_profit
06-05 14:06	BTC	Sell	62513.9→60517	+12.42	take_profit
06-05 10:19	BTC	Sell	63048.8→62566.1	+2.70	timeout
06-05 02:45	BTC	Sell	63859.8→62757.1	+6.54	timeout
06-04 20:42	BTC	Sell	63598.8→63597.2	-0.35	timeout
06-04 14:08	BTC	Sell	64106.8→64251.2	-1.28	timeout
06-04 00:38	BTC	Sell	65351.7→63266.2	+12.40	take_profit
06-03 23:37	BTC	Sell	66365.7→64342.2	+11.84	timeout
06-03 01:21	BTC	Sell	67604.6→66911.3	+3.74	timeout
06-02 14:27	BTC	Sell	69748.5→67509.4	+12.49	take_profit
06-02 07:57	BTC	Sell	71393.4→70109.5	+6.85	timeout
06-01 03:22	BTC	Sell	73586.3→73893.7	-2.01	timeout
05-31 17:18	BTC	Sell	73934.3→73539.7	+1.79	timeout
05-31 09:31	BTC	Sell	74068.3→73960.7	+0.26	timeout
05-30 17:52	BTC	Sell	73547.3→73970.7	-2.63	timeout
05-30 15:08	BTC	Sell	73499.3→73865.7	-2.31	timeout
05-30 03:23	BTC	Sell	73286.3→73697.7	-2.59	timeout
05-29 18:36	BTC	Sell	73676.3→73746.7	-0.71	timeout
05-29 07:44	BTC	Sell	73562.3→73379.7	+0.65	timeout
05-28 22:23	BTC	Sell	73148.3→73649.7	-3.06	timeout

Paper vs Live

Paper (trades.jsonl)

closed

52%

win rate

+55.95

total pnl ($)

+16.5 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	84	52%	+16.5	+55.95

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…