btc_mempool_fee_spike_long_v9 · strategy

closed trades

45%

win rate

-168.53

total pnl ($)

0.917

weight

7d window — n=23 wr=43% pnl=-50.97 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 82 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 08:42	BTC	Buy	59464→60209	+5.80	timeout
06-26 02:34	BTC	Buy	59977→58815.1	-10.11	timeout
06-25 13:53	BTC	Buy	60917→59053.5	-15.70	stop_loss
06-25 13:45	BTC	Buy	61713.1→59811.1	-15.84	stop_loss
06-25 07:20	BTC	Buy	59655→61831.9	+17.81	timeout
06-24 16:47	BTC	Buy	61862.1→59970	-15.71	stop_loss
06-24 15:08	BTC	Buy	62708.1→60789.5	-15.73	stop_loss
06-24 12:26	BTC	Buy	62812.1→62751.9	-0.93	timeout
06-24 04:09	BTC	Buy	62677.1→62631.9	-0.85	timeout
06-23 21:44	BTC	Buy	62333.1→62588.9	+1.61	timeout
06-23 08:27	BTC	Buy	64038.2→62076.8	-15.75	stop_loss
06-23 05:42	BTC	Buy	64430.2→63406.8	-8.41	timeout
06-22 22:31	BTC	Buy	64130.2→63986.8	-1.57	timeout
06-22 16:10	BTC	Buy	63934.2→64722.8	+5.73	timeout
06-22 03:16	BTC	Buy	64186.2→64159.8	-0.70	timeout
06-21 20:33	BTC	Buy	63987.2→64036.8	-0.07	timeout
06-21 12:08	BTC	Buy	64236.2→64147.8	-1.11	timeout
06-21 05:30	BTC	Buy	63959.2→64273.8	+2.01	timeout
06-20 23:16	BTC	Buy	63649.2→64246.8	+4.24	timeout
06-20 16:42	BTC	Buy	63579.2→63965.8	+2.57	timeout
06-20 07:54	BTC	Buy	63073.2→63680.8	+4.34	timeout
06-20 01:20	BTC	Buy	62697.1→63469.8	+5.71	timeout
06-19 19:18	BTC	Buy	62738.1→63006.8	+1.68	timeout
06-19 12:45	BTC	Buy	63036.2→62472.9	-4.87	timeout
06-19 06:43	BTC	Buy	62721.1→62766.9	-0.07	timeout
06-18 18:31	BTC	Buy	64041.2→62781.9	-10.15	timeout
06-18 15:57	BTC	Buy	64296.2→62323.7	-15.74	stop_loss
06-18 12:02	BTC	Buy	64523.2→63982.8	-4.67	timeout
06-17 23:32	BTC	Buy	64702.2→64443.8	-2.44	timeout
06-17 22:03	BTC	Buy	65888.3→63852.9	-15.89	stop_loss
06-17 16:50	BTC	Buy	65991.3→65891.7	-1.21	timeout
06-17 10:27	BTC	Buy	65702.3→64885.8	-6.71	timeout
06-17 04:24	BTC	Buy	65767.3→65825.7	-0.03	timeout
06-16 22:18	BTC	Buy	66591.3→65831.7	-6.20	timeout
06-16 14:54	BTC	Buy	65789.3→65649.7	-1.55	timeout
06-16 08:43	BTC	Buy	66607.3→66572.7	-0.68	timeout
06-16 02:36	BTC	Buy	66483.3→65816.7	-5.47	timeout
06-15 20:38	BTC	Buy	65708.3→66596.7	+6.27	timeout
06-15 14:14	BTC	Buy	65639.3→66356.7	+5.02	timeout
06-15 08:09	BTC	Buy	63783.2→65696.7	+14.55	timeout
06-15 01:37	BTC	Buy	64278.2→65502.7	+9.06	timeout
06-14 19:21	BTC	Buy	64312.2→63788.8	-4.55	timeout
06-14 10:47	BTC	Buy	64469.2→64532.8	+0.03	timeout
06-14 04:45	BTC	Buy	64063.2→64331.8	+1.67	timeout
06-13 22:45	BTC	Buy	63849.2→64486.8	+4.53	timeout
06-13 16:24	BTC	Buy	63528.2→63966.8	+3.02	timeout
06-13 10:03	BTC	Buy	63491.2→63730.8	+1.40	timeout
06-13 03:53	BTC	Buy	63809.2→63513.8	-2.76	timeout
06-12 21:38	BTC	Buy	63837.2→63544.8	-2.76	timeout
06-12 15:27	BTC	Buy	63390.2→64272.8	+6.47	timeout
06-12 09:24	BTC	Buy	63491.2→63634.8	+0.64	timeout
06-12 03:22	BTC	Buy	62711.1→63419.8	+5.16	timeout
06-11 21:14	BTC	Buy	62803.1→63552.8	+5.45	timeout
06-11 15:14	BTC	Buy	62045.1→62663.9	+4.49	timeout
06-11 08:59	BTC	Buy	61777.1→62911.9	+8.68	timeout
06-11 02:58	BTC	Buy	62028.1→62163.9	+0.61	timeout
06-10 20:28	BTC	Buy	61478.1→61869.9	+2.71	timeout
06-10 04:35	BTC	Buy	61178.1→62016.9	+6.46	timeout
06-09 16:40	BTC	Buy	62662.1→60743.6	-15.78	stop_loss
06-09 16:06	BTC	Buy	62771.1→60920	-15.27	timeout
06-09 09:37	BTC	Buy	63738.2→62613.9	-9.26	timeout
06-09 03:28	BTC	Buy	64053.2→62798.9	-10.24	timeout
06-08 21:12	BTC	Buy	63238.2→63687.8	+3.09	timeout
06-08 15:03	BTC	Buy	63061.2→63957.8	+6.63	timeout
06-08 08:12	BTC	Buy	61575.1→63104.8	+11.92	timeout
06-08 01:53	BTC	Buy	61762.1→63025.8	+9.75	timeout
06-07 19:42	BTC	Buy	62198.1→61233.9	-8.17	timeout
06-07 13:19	BTC	Buy	61548.1→61663.9	+0.48	timeout
06-07 06:36	BTC	Buy	60546→62242.9	+13.59	timeout
06-07 00:30	BTC	Buy	60630→60815	+1.07	timeout
06-06 18:10	BTC	Buy	61007.1→60540	-4.25	timeout
06-06 06:04	BTC	Buy	60720→61143.9	+3.05	timeout
06-06 04:34	BTC	Buy	61420.1→59541.2	-15.75	stop_loss
06-05 18:22	BTC	Buy	61377.1→60373	-8.66	timeout
06-05 14:26	BTC	Buy	62270.1→60364.8	-15.75	stop_loss
06-05 06:17	BTC	Buy	63806.2→61854	-15.73	stop_loss
06-05 05:49	BTC	Buy	63015.2→62800.9	-2.12	timeout
06-04 22:19	BTC	Buy	62972.1→63306.8	+2.23	timeout
06-04 17:13	BTC	Buy	63768.2→63630.8	-1.57	timeout
06-04 00:29	BTC	Buy	65346.3→63347.1	-15.74	stop_loss
06-04 00:26	BTC	Buy	65800.3→63787.9	-15.74	stop_loss
06-03 20:45	BTC	Buy	67157.4→65102.2	-15.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-168.53

total pnl ($)

-41.0 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	82	45%	-41.0	-168.53

Recent bounces (last 20 of 5)

time	sym	side	reason
06-26 11:23	BTC	Buy	below_min_notional_skip
06-25 14:50	BTC	Buy	stale_intent
06-25 02:07	BTC	Buy	below_min_notional_skip
06-24 13:43	BTC	Buy	below_min_notional_skip
06-24 08:00	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…