btc_fees_spike_zscore_long

90

closed trades

47%

win rate

-90.83

total pnl ($)

0.892

weight

7d window — n=26 wr=42% pnl=-31.96 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 05:58:00 (26.3d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x2189873_35271

n: 30 · wr: 63.3% · total_bps: +2464.7 · mean_bps: +82.16 · sharpe: +0.43 · max_dd_bps: -982.1

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-22 02:03	BTC	Buy	64083.2→64509.8	+1.42	timeout
06-21 23:01	BTC	Buy	64410.2→63639.8	-3.21	timeout
06-21 20:36	BTC	Buy	63890.2→64025.8	+0.30	timeout
06-21 12:09	BTC	Buy	64236.2→64161.8	-0.50	timeout
06-21 07:09	BTC	Buy	63825.2→64227.8	+1.35	timeout
06-21 03:07	BTC	Buy	63881.2→64225.8	+1.12	timeout
06-20 21:22	BTC	Buy	63527.2→63909.8	+1.28	timeout
06-20 18:57	BTC	Buy	63730.2→63756.8	-0.12	timeout
06-20 02:35	BTC	Buy	63273.2→63458.8	+0.51	timeout
06-20 00:33	BTC	Buy	62436.1→63639.8	+4.58	timeout
06-19 21:22	BTC	Buy	62348.1→63176.8	+3.08	timeout
06-19 07:57	BTC	Buy	62939.1→62587.9	-1.57	timeout
06-19 05:56	BTC	Buy	62568.1→62697.9	+0.31	timeout
06-19 03:35	BTC	Buy	63157.2→62706.9	-1.99	timeout
06-18 15:54	BTC	Buy	64062.2→62422.7	-6.55	stop_loss
06-18 15:51	BTC	Buy	64159.2→62506.6	-6.62	stop_loss
06-18 08:21	BTC	Buy	64301.2→64516.8	+0.61	timeout
06-18 04:11	BTC	Buy	65428.3→63743.9	-6.66	stop_loss
06-17 23:47	BTC	Buy	64842.2→64436.8	-1.79	timeout
06-17 19:42	BTC	Buy	65779.3→64086.7	-6.66	stop_loss
06-17 11:24	BTC	Buy	65639.3→64618.8	-4.13	timeout
06-17 07:40	BTC	Buy	65612.3→65481.7	-0.72	timeout
06-17 00:22	BTC	Buy	66610.3→65691.7	-3.69	timeout
06-16 04:17	BTC	Buy	67155.4→66090.7	-4.18	timeout
06-16 02:09	BTC	Buy	66352.3→66303.7	-0.41	timeout
06-15 22:19	BTC	Buy	65695.3→66348.7	+2.25	timeout
06-15 12:27	BTC	Buy	65731.3→66237.7	+1.70	timeout
06-15 09:13	BTC	Buy	64021.2→65657.7	+6.17	timeout
06-15 04:04	BTC	Buy	64026.2→65797.7	+6.68	timeout
06-14 22:53	BTC	Buy	64537.2→65440.7	+3.26	timeout
06-14 07:23	BTC	Buy	64153.2→64305.8	+0.37	timeout
06-14 04:31	BTC	Buy	63992.2→64436.8	+1.52	timeout
06-14 02:20	BTC	Buy	64141.2→64606.8	+1.59	timeout
06-13 16:54	BTC	Buy	63585.2→63967.8	+1.28	timeout
06-13 04:01	BTC	Buy	63641.2→63521.8	-0.69	timeout
06-12 18:12	BTC	Buy	63276.2→63896.8	+2.22	timeout
06-12 13:49	BTC	Buy	63436.2→63167.8	-1.30	timeout
06-12 08:32	BTC	Buy	63350.2→63444.8	+0.13	timeout
06-12 04:04	BTC	Buy	62649.1→63459.8	+2.99	timeout
06-12 01:36	BTC	Buy	62849.1→63293.8	+1.52	timeout
06-11 19:00	BTC	Buy	62722.1→63406.8	+2.47	timeout
06-11 08:04	BTC	Buy	61825.1→62715.9	+3.34	timeout
06-11 05:44	BTC	Buy	61733.1→62670.9	+3.54	timeout
06-11 03:07	BTC	Buy	61951.1→62038.9	+0.11	timeout
06-10 04:23	BTC	Buy	61014.1→62016.9	+3.92	timeout
06-10 01:55	BTC	Buy	62320.1→62016.9	-1.41	timeout
06-09 16:05	BTC	Buy	62504.1→60904.5	-6.64	stop_loss
06-09 14:46	BTC	Buy	62831.1→61216.3	-6.65	stop_loss
06-09 11:58	BTC	Buy	63086.2→62668.9	-1.86	timeout
06-09 06:37	BTC	Buy	63449.2→63382.8	-0.50	timeout
06-09 01:11	BTC	Buy	63777.2→62640.9	-4.68	timeout
06-08 23:04	BTC	Buy	63054.2→63426.8	+1.25	timeout
06-08 16:03	BTC	Buy	63088.2→63794.8	+2.54	timeout
06-08 02:38	BTC	Buy	62218.1→63029.8	+3.02	timeout
06-07 14:35	BTC	Buy	61221.1→62210.9	+3.81	timeout
06-07 10:05	BTC	Buy	60594→62396.9	+7.21	timeout
06-07 05:50	BTC	Buy	60549→61689.9	+4.50	timeout
06-07 02:22	BTC	Buy	60952→61255.9	+1.00	timeout
06-06 21:02	BTC	Buy	61234.1→60721	-2.30	timeout
06-06 15:08	BTC	Buy	60828→60608	-1.13	timeout
06-06 04:12	BTC	Buy	61786.1→60202.9	-6.63	stop_loss
06-06 03:51	BTC	Buy	60506→60747	+0.77	timeout
06-05 18:53	BTC	Buy	60730→59174.4	-6.63	stop_loss
06-05 16:11	BTC	Buy	61350.1→59768.1	-6.67	stop_loss
06-05 13:56	BTC	Buy	62547.1→60937.5	-6.66	stop_loss
06-05 13:51	BTC	Buy	62719.1→61114.4	-6.62	stop_loss
06-05 06:03	BTC	Buy	63650.2→62019.9	-6.62	stop_loss
06-04 14:55	BTC	Buy	63246.2→63816.8	+2.04	timeout
06-04 10:49	BTC	Buy	63867.2→62232.8	-6.61	stop_loss
06-04 01:49	BTC	Buy	64151.2→62509.6	-6.62	stop_loss
06-04 00:29	BTC	Buy	65084.3→63418.1	-6.62	stop_loss
06-03 20:44	BTC	Buy	66846.3→65135.2	-6.63	stop_loss
06-03 17:28	BTC	Buy	66992.3→65900.7	-4.32	timeout
06-03 16:24	BTC	Buy	67363.4→65639.9	-6.63	stop_loss
06-03 08:22	BTC	Buy	67003.4→67002.6	-0.26	timeout
06-03 03:44	BTC	Buy	67403.4→65678.9	-6.62	stop_loss
06-03 03:18	BTC	Buy	67648.4→66492.7	-4.50	timeout
06-02 14:27	BTC	Buy	69243.5→67467.9	-6.64	stop_loss
06-02 14:27	BTC	Buy	69545.5→67758.7	-6.65	stop_loss
06-01 04:46	BTC	Buy	73451.7→73420.3	-0.34	timeout
06-01 01:02	BTC	Buy	73888.7→73824.3	-0.44	timeout
05-31 22:05	BTC	Buy	73822.7→73729.3	-0.54	timeout
05-31 07:02	BTC	Buy	73999.7→73982.3	-0.30	timeout
05-31 03:16	BTC	Buy	73991.7→74084.3	+0.07	timeout
05-30 10:38	BTC	Buy	73449.7→73605.3	+0.29	timeout
05-30 06:22	BTC	Buy	73810.7→73562.3	-1.08	timeout
05-30 02:58	BTC	Buy	73097.7→73745.3	+1.98	timeout
05-29 07:52	BTC	Buy	73484.7→73390.3	-0.56	timeout
05-29 03:18	BTC	Buy	72757.6→73387.3	+1.91	timeout
05-29 00:55	BTC	Buy	73497.7→73661.3	+0.29	timeout

Paper (trades.jsonl)

90

closed

47%

win rate

-90.83

total pnl ($)

-40.2 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	90	47%	-40.2	-90.83

time	sym	side	reason
06-22 10:04	BTC	Buy	trigger_already_opened
06-22 08:02	BTC	Buy	stale_intent

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 90 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 2)

Postmortem feed (last 10)