btc_mempool_fee_acceleration_momentum · strategy

207

closed trades

45%

win rate

-3.78

total pnl ($)

1.259

weight

7d window — n=41 wr=68% pnl=+1.84 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 21:41:44 (40.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: agj__restored_c1b7704c

n: 275 · wr: 41.8% · total_bps: -520.4 · mean_bps: -1.89 · sharpe: -0.04 · max_dd_bps: -1242.9

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 17:48	BTC	Sell	59888→59534	+0.15	timeout
06-28 10:58	BTC	Buy	60353→60129	-0.14	timeout
06-28 01:54	BTC	Buy	60030→60223	+0.07	timeout
06-27 23:30	BTC	Buy	60433→59951	-0.27	timeout
06-27 20:25	BTC	Buy	60466→60223	-0.15	timeout
06-27 17:37	BTC	Sell	60759→60571	+0.07	timeout
06-27 15:34	BTC	Buy	60432→60759	+0.14	timeout
06-27 14:21	BTC	Buy	60321→60585	+0.10	timeout
06-27 11:50	BTC	Sell	60364→60322	-0.01	timeout
06-27 01:07	BTC	Buy	60063→59950	-0.08	timeout
06-26 21:46	BTC	Buy	59869→59978	+0.03	timeout
06-26 18:14	BTC	Sell	60130→60064	+0.01	timeout
06-26 13:18	BTC	Sell	59762→58868.9	+0.42	take_profit
06-26 12:33	BTC	Buy	59750→59837	+0.02	timeout
06-26 03:47	BTC	Buy	58905.9→59785	+0.42	take_profit
06-26 00:30	BTC	Buy	59759→59697	-0.06	timeout
06-25 21:14	BTC	Buy	59216→59580	+0.16	timeout
06-25 17:53	BTC	Buy	59315→59498	+0.07	timeout
06-25 13:09	BTC	Sell	61062.9→61164.1	-0.08	timeout
06-25 08:10	BTC	Buy	61699.1→61773.9	+0.01	timeout
06-25 05:07	BTC	Buy	60725→61629.9	+0.42	take_profit
06-25 02:33	BTC	Buy	60921→60846	-0.06	timeout
06-24 20:06	BTC	Buy	59591→60479	+0.42	take_profit
06-24 19:27	BTC	Buy	59653→59777	+0.04	timeout
06-24 16:43	BTC	Buy	60829→60120.9	-0.38	stop_loss
06-24 13:57	BTC	Sell	62178.9→61248.1	+0.42	take_profit
06-24 12:11	BTC	Buy	62577.1→62820.9	+0.09	timeout
06-24 08:05	BTC	Sell	62761.9→62654.1	+0.02	timeout
06-24 05:04	BTC	Buy	62585.1→62750.9	+0.05	timeout
06-24 02:42	BTC	Buy	62980.1→62736.9	-0.14	timeout
06-24 00:03	BTC	Buy	62603.1→62744.9	+0.04	timeout
06-23 17:17	BTC	Buy	62297.1→62437.9	+0.04	timeout
06-23 14:52	BTC	Sell	62216.9→62518.1	-0.17	timeout
06-23 11:59	BTC	Buy	62338.1→62477.9	+0.04	timeout
06-23 10:25	BTC	Buy	62219.1→62334.9	+0.03	timeout
06-22 22:34	BTC	Buy	64429.2→64077.8	-0.19	timeout
06-22 20:30	BTC	Sell	64561.8→64411.2	+0.04	timeout
06-22 12:08	BTC	Buy	64234.2→64695.8	+0.19	timeout
06-22 01:23	BTC	Buy	63285.2→64228.8	+0.42	take_profit
06-21 21:09	BTC	Buy	64232.2→63461.1	-0.39	stop_loss
06-21 19:39	BTC	Buy	64047.2→64167.8	+0.03	timeout
06-21 16:53	BTC	Buy	64048.2→64139.8	+0.02	timeout
06-21 14:24	BTC	Buy	63954.2→64029.8	+0.01	timeout
06-21 05:36	BTC	Buy	64298.2→64272.8	-0.04	timeout
06-21 03:11	BTC	Buy	64248.2→64265.8	-0.02	timeout
06-20 22:58	BTC	Sell	63892.8→64291.2	-0.21	timeout
06-20 14:12	BTC	Sell	63729.8→63246.2	+0.20	timeout
06-20 10:58	BTC	Buy	63390.2→63638.8	+0.09	timeout
06-20 01:28	BTC	Buy	63274.2→63408.8	+0.04	timeout
06-19 22:31	BTC	Sell	63033.8→63246.2	-0.13	timeout
06-19 17:58	BTC	Sell	63196.8→63191.2	-0.02	timeout
06-19 14:55	BTC	Buy	62707.1→63194.8	+0.21	timeout
06-19 11:51	BTC	Buy	62361.1→62628.9	+0.10	timeout
06-19 04:07	BTC	Buy	63045.2→62717.9	-0.18	timeout
06-19 01:47	BTC	Buy	62858.1→62909.9	-0.00	timeout
06-18 22:57	BTC	Buy	63095.2→62835.9	-0.15	timeout
06-18 20:58	BTC	Sell	62662.9→63085.2	-0.23	timeout
06-18 17:49	BTC	Sell	62713.9→62602.1	+0.03	timeout
06-18 11:27	BTC	Buy	64267.2→63917.8	-0.19	timeout
06-18 08:13	BTC	Buy	63904.2→64473.8	+0.24	timeout
06-18 05:53	BTC	Buy	64323.2→63868.8	-0.24	timeout
06-18 00:50	BTC	Buy	64372.2→64550.8	+0.06	timeout
06-17 18:05	BTC	Buy	65870.3→65103.2	-0.38	stop_loss
06-17 16:08	BTC	Buy	65300.3→65777.7	+0.19	timeout
06-17 12:48	BTC	Sell	64844.8→65031.3	-0.11	timeout
06-17 10:14	BTC	Sell	65300.7→64866.2	+0.17	timeout
06-17 07:11	BTC	Buy	65769.3→65649.7	-0.08	timeout
06-17 03:45	BTC	Sell	65766.7→65790.3	-0.04	timeout
06-16 22:19	BTC	Sell	65751.7→65835.3	-0.06	timeout
06-16 18:47	BTC	Buy	65758.3→65838.7	+0.01	timeout
06-16 14:31	BTC	Buy	66158.3→65388	-0.38	stop_loss
06-16 11:23	BTC	Sell	66595.7→66496.3	+0.02	timeout
06-16 02:20	BTC	Sell	66342.7→66023.3	+0.12	timeout
06-15 23:14	BTC	Buy	66485.3→66233.7	-0.14	timeout
06-15 21:06	BTC	Sell	66825.7→66488.3	+0.12	timeout
06-15 18:35	BTC	Sell	67192.6→66798.3	+0.15	timeout
06-15 14:59	BTC	Sell	66542.7→66571.3	-0.04	timeout
06-14 21:18	BTC	Sell	64036.8→64794.6	-0.38	stop_loss
06-14 08:40	BTC	Buy	64230.2→64447.8	+0.07	timeout
06-14 06:22	BTC	Sell	64478.8→64402.2	+0.01	timeout
06-14 01:54	BTC	Buy	64393.2→64598.8	+0.07	timeout
06-13 23:44	BTC	Buy	64554.2→64438.8	-0.08	timeout
06-13 17:24	BTC	Buy	64278.2→64012.8	-0.15	timeout
06-13 11:07	BTC	Sell	63804.8→63848.2	-0.05	timeout
06-13 01:56	BTC	Buy	63557.2→63779.8	+0.08	timeout
06-12 21:40	BTC	Buy	63711.2→63541.8	-0.11	timeout
06-12 09:27	BTC	Sell	63005.8→63738	-0.38	stop_loss
06-12 07:15	BTC	Buy	63437.2→62960.9	-0.25	timeout
06-12 04:00	BTC	Buy	63420.2→63489.8	+0.01	timeout
06-12 00:44	BTC	Buy	63493.2→63626.8	+0.04	timeout
06-11 21:58	BTC	Buy	63612.2→63454.8	-0.10	timeout
06-11 19:30	BTC	Sell	63186.8→63922.1	-0.38	stop_loss
06-11 16:21	BTC	Buy	62823.1→62756.9	-0.06	timeout
06-11 13:13	BTC	Buy	63150.2→62863.9	-0.16	timeout
06-11 07:07	BTC	Buy	62553.1→62625.9	+0.01	timeout
06-10 23:05	BTC	Buy	61666.1→61315.9	-0.20	timeout
06-10 20:06	BTC	Buy	62096.1→61816.9	-0.16	timeout
06-10 17:26	BTC	Sell	62258.9→62064.1	+0.07	timeout
06-09 19:18	BTC	Buy	61801.1→61780.9	-0.04	timeout
06-09 16:18	BTC	Sell	61815.9→60974	+0.38	timeout

Paper vs Live

Paper (trades.jsonl)

207

closed

45%

win rate

-3.78

total pnl ($)

-6.1 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	207	45%	-6.1	-3.78

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…