btc_mempool_fee_spike_event_short_v5 · strategy

closed trades

49%

win rate

+113.16

total pnl ($)

1.679

weight

7d window — n=24 wr=50% pnl=+67.67 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 90 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 06:12	BTC	Sell	60501→59893	+4.57	timeout
06-28 00:19	BTC	Sell	60261→60139	+0.52	timeout
06-27 17:13	BTC	Sell	60269→60546	-2.74	timeout
06-27 11:11	BTC	Sell	60042→60364	-3.11	timeout
06-27 05:13	BTC	Sell	60155→60275	-1.45	timeout
06-26 23:14	BTC	Sell	59441→60046	-5.52	timeout
06-26 16:54	BTC	Sell	59814→60030	-2.21	timeout
06-26 10:10	BTC	Sell	59925→59753	+1.01	timeout
06-26 03:51	BTC	Sell	59356→59726	-3.60	timeout
06-25 14:48	BTC	Sell	60784→59370	+11.13	timeout
06-25 13:54	BTC	Sell	61724.9→58578.9	+25.02	take_profit
06-25 05:02	BTC	Sell	59756→61587.9	-15.78	stop_loss
06-25 01:34	BTC	Sell	62096.9→60790	+10.08	timeout
06-24 17:19	BTC	Sell	62690.9→59562	+24.44	take_profit
06-24 12:28	BTC	Sell	62794.9→62771.1	-0.26	timeout
06-24 04:04	BTC	Sell	62398.9→62685.1	-2.71	timeout
06-23 21:45	BTC	Sell	62319.9→62603.1	-2.73	timeout
06-23 15:56	BTC	Sell	64006.8→62348.1	+12.51	timeout
06-23 06:56	BTC	Sell	64343.8→62907.1	+10.73	timeout
06-23 00:44	BTC	Sell	65024.7→64074.2	+6.85	timeout
06-22 18:29	BTC	Sell	64083.8→64569.2	-4.21	timeout
06-22 04:58	BTC	Sell	64110.8→64075.2	-0.16	timeout
06-21 22:33	BTC	Sell	64275.8→63629.2	+4.57	timeout
06-21 15:34	BTC	Sell	64324.8→64170.2	+0.72	timeout
06-21 09:20	BTC	Sell	63928.8→63943.2	-0.49	timeout
06-21 03:23	BTC	Sell	64182.8→64397.2	-2.12	timeout
06-20 21:19	BTC	Sell	63486.8→63942.2	-4.04	timeout
06-20 13:25	BTC	Sell	63410.8→63306.2	+0.40	timeout
06-20 07:22	BTC	Sell	62992.9→63727.2	-6.27	timeout
06-20 01:20	BTC	Sell	62676.9→63472.2	-6.79	timeout
06-19 19:18	BTC	Sell	62747.9→63024.2	-2.64	timeout
06-19 12:04	BTC	Sell	62891.9→62649.1	+1.44	timeout
06-19 05:56	BTC	Sell	62528.9→62700.1	-1.85	timeout
06-18 23:58	BTC	Sell	63953.8→62954.1	+7.36	timeout
06-18 17:55	BTC	Sell	63933.8→62582.1	+9.99	timeout
06-18 11:52	BTC	Sell	64436.8→63916.2	+3.62	timeout
06-18 05:43	BTC	Sell	65825.7→63953.2	+13.79	timeout
06-17 23:37	BTC	Sell	64730.8→64411.2	+2.01	timeout
06-17 16:49	BTC	Sell	66004.7→65896.3	+0.38	timeout
06-17 10:27	BTC	Sell	65695.7→64892.2	+5.71	timeout
06-17 04:23	BTC	Sell	65739.7→65821.3	-1.05	timeout
06-16 22:17	BTC	Sell	66591.7→65821.3	+5.38	timeout
06-16 14:53	BTC	Sell	65769.7→65659.3	+0.43	timeout
06-16 08:42	BTC	Sell	66618.7→66528.3	+0.20	timeout
06-16 02:36	BTC	Sell	66476.7→65823.3	+4.47	timeout
06-15 20:37	BTC	Sell	65701.7→66614.3	-7.36	timeout
06-15 14:13	BTC	Sell	65613.7→66410.3	-6.53	timeout
06-15 01:36	BTC	Sell	64239.8→65446.3	-9.83	timeout
06-14 23:27	BTC	Sell	63773.8→65731.1	-15.79	stop_loss
06-14 19:20	BTC	Sell	64297.8→63809.2	+3.38	timeout
06-14 11:14	BTC	Sell	64428.8→64546.2	-1.36	timeout
06-14 05:13	BTC	Sell	63950.8→64322.2	-3.37	timeout
06-13 23:07	BTC	Sell	63846.8→64431.2	-5.02	timeout
06-13 17:03	BTC	Sell	63507.8→63953.2	-3.96	timeout
06-13 11:52	BTC	Sell	63554.8→63892.2	-3.06	timeout
06-13 05:43	BTC	Sell	63800.8→63566.2	+1.39	timeout
06-12 23:09	BTC	Sell	63735.8→63448.2	+1.86	timeout
06-12 16:07	BTC	Sell	63410.8→63753.2	-3.13	timeout
06-12 10:01	BTC	Sell	63530.8→63680.2	-1.58	timeout
06-12 03:58	BTC	Sell	62666.9→63489.2	-6.97	timeout
06-11 21:45	BTC	Sell	62881.9→63526.2	-5.50	timeout
06-11 15:19	BTC	Sell	62074.9→62599.1	-4.63	timeout
06-11 08:58	BTC	Sell	61744.9→62900.1	-9.75	timeout
06-11 02:57	BTC	Sell	61847.9→62179.1	-3.10	timeout
06-10 20:31	BTC	Sell	61568.9→61815.1	-2.42	timeout
06-10 04:03	BTC	Sell	61060.9→62023.1	-8.38	timeout
06-09 22:09	BTC	Sell	62603.9→62023.1	+4.13	timeout
06-09 15:18	BTC	Sell	62907.9→61614.1	+9.85	timeout
06-09 09:19	BTC	Sell	63586.8→62905.1	+4.90	timeout
06-09 03:20	BTC	Sell	64138.8→62849.1	+9.60	timeout
06-08 21:08	BTC	Sell	63209.8→63684.2	-4.18	timeout
06-08 15:02	BTC	Sell	63049.8→64059.2	-8.43	timeout
06-07 22:14	BTC	Sell	61696.9→63586	-15.76	stop_loss
06-07 22:14	BTC	Sell	61602.9→63489.9	-15.77	stop_loss
06-07 19:07	BTC	Sell	62201.9→61650.1	+3.96	timeout
06-07 08:36	BTC	Sell	60764→62625.4	-15.78	stop_loss
06-07 06:02	BTC	Sell	60585→61648.1	-9.25	timeout
06-06 23:52	BTC	Sell	60887→60806	+0.18	timeout
06-06 17:08	BTC	Sell	59946→60636	-6.21	timeout
06-06 11:06	BTC	Sell	61717.9→60675	+7.98	timeout
06-06 05:04	BTC	Sell	61342.9→59870	+11.54	timeout
06-05 18:54	BTC	Sell	62293.9→59185	+24.52	take_profit
06-05 14:29	BTC	Sell	63478.8→60309	+24.51	take_profit
06-05 11:44	BTC	Sell	63739.8→62139.1	+12.12	timeout
06-05 04:46	BTC	Sell	63767.8→62981.1	+5.69	timeout
06-04 22:19	BTC	Sell	62958.9→63324.2	-3.37	timeout
06-04 17:12	BTC	Sell	63751.8→63658.2	+0.33	timeout
06-04 01:53	BTC	Sell	65510.7→62241.1	+24.50	take_profit
06-04 01:49	BTC	Sell	65747.7→62466.1	+24.51	take_profit
06-03 23:42	BTC	Sell	67127.6→64237.2	+21.08	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

+113.16

total pnl ($)

+25.1 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	90	49%	+25.1	+113.16

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 08:30	BTC	Sell	circuit_breaker
06-28 00:22	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…