btc_fees_zscore_spike_mean_reversion_long

not live
24
closed trades
46%
win rate
-48.71
total pnl ($)
1.037
weight
7d window — n=5 wr=40% pnl=-12.99  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:46BTCBuy60252→59619-5.69timeout
06-27 19:34BTCBuy60031→60147+0.56timeout
06-26 19:11BTCBuy59318→59965+4.88timeout
06-25 18:50BTCBuy59428→59472-0.05timeout
06-24 15:30BTCBuy62297.1→60762.6-12.70stop_loss
06-23 06:18BTCBuy64633.2→63041.3-12.78stop_loss
06-22 17:16BTCBuy64153.2→64644.8+3.38timeout
06-21 15:17BTCBuy63981.2→64179.8+1.16timeout
06-20 09:27BTCBuy62376.1→63510.8+8.54timeout
06-18 15:51BTCBuy64083.2→62506.6-12.61stop_loss
06-17 19:42BTCBuy65711.3→64094.7-12.77stop_loss
06-16 21:35BTCBuy66423.3→65690.7-6.06timeout
06-15 15:47BTCBuy64358.2→67191.6+21.58take_profit
06-14 19:15BTCBuy64160.2→63766.8-3.59timeout
06-13 19:11BTCBuy63662.2→64144.8+3.34timeout
06-12 18:32BTCBuy63404.2→63765.8+2.39timeout
06-11 17:42BTCBuy61657.1→63280.8+12.63timeout
06-09 13:25BTCBuy63791.2→62222.8-12.73stop_loss
06-08 21:24BTCBuy61774.1→63663.8+14.81timeout
06-07 21:03BTCBuy60710→61745.9+8.10timeout
06-06 04:14BTCBuy61559.1→60035-12.84stop_loss
06-05 06:03BTCBuy63505.2→61936.9-12.77stop_loss
06-04 00:29BTCBuy65077.3→63477.1-12.74stop_loss
06-03 03:44BTCBuy67355.4→65697.8-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
24
closed
46%
win rate
-48.71
total pnl ($)
-40.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2446%-40.5-48.71

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems