btc_fees_surge_mean_reversion_long · strategy

closed trades

42%

win rate

-96.50

total pnl ($)

0.926

weight

7d window — n=14 wr=36% pnl=-17.94 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 60 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 01:14	BTC	Buy	64176.2→63839.8	-3.10	timeout
06-21 05:26	BTC	Buy	63941.2→64260.8	+2.05	timeout
06-20 23:20	BTC	Buy	64305.2→64232.8	-1.02	timeout
06-20 00:56	BTC	Buy	62909.1→63537.8	+4.55	timeout
06-19 17:26	BTC	Buy	62389.1→62889.9	+3.56	timeout
06-19 07:42	BTC	Buy	62904.1→62494.9	-3.69	timeout
06-18 23:35	BTC	Buy	63196.2→62857.9	-3.10	timeout
06-18 14:50	BTC	Buy	64090.2→63887.8	-1.91	timeout
06-18 02:08	BTC	Buy	65272.3→64557.8	-5.94	timeout
06-17 19:52	BTC	Buy	64837.2→64091.8	-6.20	timeout
06-17 03:41	BTC	Buy	65593.3→65789.7	+1.03	timeout
06-16 20:24	BTC	Buy	66538.3→65756.7	-6.35	timeout
06-16 00:19	BTC	Buy	67078.4→66352.7	-5.85	timeout
06-15 18:20	BTC	Buy	65693.3→66810.7	+8.02	timeout
06-15 05:15	BTC	Buy	64122.2→65655.7	+11.50	timeout
06-14 18:27	BTC	Buy	64579.2→63704.8	-7.25	timeout
06-14 06:46	BTC	Buy	64496.2→64225.8	-2.55	timeout
06-14 00:23	BTC	Buy	63973.2→64459.8	+3.34	timeout
06-13 18:13	BTC	Buy	63750.2→64045.8	+1.86	timeout
06-13 10:41	BTC	Buy	63677.2→63812.8	+0.58	timeout
06-13 04:38	BTC	Buy	63520.2→63567.8	-0.07	timeout
06-12 22:05	BTC	Buy	63314.2→63513.8	+1.11	timeout
06-12 15:58	BTC	Buy	63089.2→63642.8	+3.91	timeout
06-12 09:45	BTC	Buy	63417.2→63841.8	+2.87	timeout
06-12 03:41	BTC	Buy	63747.2→63430.8	-2.96	timeout
06-11 21:39	BTC	Buy	62852.1→63478.8	+4.49	timeout
06-11 15:04	BTC	Buy	62666.1→62695.9	-0.25	timeout
06-11 05:12	BTC	Buy	61544.1→62564.9	+7.79	timeout
06-10 23:03	BTC	Buy	62343.1→61335.9	-8.52	timeout
06-10 00:49	BTC	Buy	61284.1→62016.9	+5.56	timeout
06-09 14:47	BTC	Buy	62768.1→61160.3	-13.26	stop_loss
06-09 08:02	BTC	Buy	63092.2→63121.8	-0.22	timeout
06-09 01:13	BTC	Buy	63343.2→62653.9	-5.89	timeout
06-08 19:01	BTC	Buy	63078.2→63420.8	+2.25	timeout
06-08 11:59	BTC	Buy	63087.2→63474.8	+2.62	timeout
06-08 00:08	BTC	Buy	61956.1→63202.8	+9.59	timeout
06-07 05:29	BTC	Buy	60867→61710.9	+6.49	timeout
06-06 23:08	BTC	Buy	60659→60667	-0.36	timeout
06-06 17:03	BTC	Buy	61203.1→60736	-4.26	timeout
06-06 10:58	BTC	Buy	60941→60511	-3.97	timeout
06-06 03:29	BTC	Buy	59789→60766	+7.72	timeout
06-05 15:37	BTC	Buy	61832.1→60249.8	-13.24	stop_loss
06-05 15:01	BTC	Buy	61766.1→60729	-8.84	timeout
06-05 06:01	BTC	Buy	63780.2→62147.8	-13.23	stop_loss
06-05 01:53	BTC	Buy	63524.2→63298.8	-2.22	timeout
06-04 17:58	BTC	Buy	63187.2→63498.8	+1.99	timeout
06-04 11:11	BTC	Buy	63790.2→62157.8	-13.22	stop_loss
06-04 00:26	BTC	Buy	65267.3→63597	-13.24	stop_loss
06-03 20:44	BTC	Buy	66832.3→65120.2	-13.27	stop_loss
06-03 13:17	BTC	Buy	67103.4→67204.6	+0.29	timeout
06-03 10:12	BTC	Buy	66829.3→67259.6	+2.72	timeout
06-03 01:06	BTC	Buy	67547.4→66838.7	-5.70	timeout
06-02 14:21	BTC	Buy	69972.5→68171.5	-13.33	stop_loss
06-02 04:18	BTC	Buy	71555.6→70830.5	-5.57	timeout
06-01 04:27	BTC	Buy	73680.7→73405.3	-2.33	timeout
05-31 18:59	BTC	Buy	73874.7→73591.3	-2.39	timeout
05-31 00:20	BTC	Buy	73906.7→73856.3	-0.81	timeout
05-29 22:54	BTC	Buy	72955.6→73383.3	+2.47	timeout
05-29 03:49	BTC	Buy	73488.7→73313.3	-1.68	timeout
05-28 20:44	BTC	Buy	73473.7→73679.3	+0.90	timeout

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-96.50

total pnl ($)

-32.0 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	60	42%	-32.0	-96.50

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…