btc_mempool_fee_spike_mean_reversion_short · strategy

closed trades

51%

win rate

+128.55

total pnl ($)

1.442

weight

7d window — n=12 wr=50% pnl=+36.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 57 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 06:04	BTC	Sell	60066→60174	-1.36	timeout
06-26 21:22	BTC	Sell	60096→59737	+2.58	timeout
06-26 04:26	BTC	Sell	59733→59887	-1.76	timeout
06-25 13:55	BTC	Sell	61573.9→58497.9	+24.52	take_profit
06-25 05:07	BTC	Sell	59836→61669.9	-15.78	stop_loss
06-24 15:04	BTC	Sell	62602.9→60954	+12.69	timeout
06-24 03:33	BTC	Sell	62367.9→62750.1	-3.49	timeout
06-23 11:28	BTC	Sell	64018.8→62492.1	+11.38	timeout
06-23 01:53	BTC	Sell	65498.7→63997.2	+11.00	timeout
06-22 05:13	BTC	Sell	64168.8→64232.2	-0.94	timeout
06-21 12:54	BTC	Sell	64264.8→64122.2	+0.63	timeout
06-21 03:40	BTC	Sell	64075.8→64396.2	-2.95	timeout
06-20 05:25	BTC	Sell	62920.9→63707.2	-6.70	timeout
06-19 21:25	BTC	Sell	62406.9→63167.2	-6.52	timeout
06-19 03:30	BTC	Sell	63173.8→62808.1	+2.40	timeout
06-18 06:15	BTC	Sell	65405.7→63952.2	+10.67	timeout
06-18 00:00	BTC	Sell	64759.8→64478.2	+1.77	timeout
06-17 11:30	BTC	Sell	65704.7→64659.2	+7.55	timeout
06-17 00:38	BTC	Sell	66630.7→65797.3	+5.84	timeout
06-16 05:58	BTC	Sell	66814.7→66057.3	+5.19	timeout
06-15 23:26	BTC	Sell	66312.7→66187.3	+0.52	timeout
06-14 22:38	BTC	Sell	64606.8→65374.3	-6.37	timeout
06-14 09:14	BTC	Sell	64224.8→64408.2	-1.85	timeout
06-14 02:21	BTC	Sell	64094.8→64559.2	-4.08	timeout
06-13 14:41	BTC	Sell	63670.8→64192.2	-4.52	timeout
06-13 02:03	BTC	Sell	63326.8→63796.2	-4.13	timeout
06-12 07:52	BTC	Sell	63615.8→62989.1	+4.49	timeout
06-12 01:50	BTC	Sell	63005.8→63419.2	-3.67	timeout
06-11 09:12	BTC	Sell	61503.9→62824.1	-11.12	timeout
06-11 03:11	BTC	Sell	61905.9→62063.1	-1.68	timeout
06-10 05:06	BTC	Sell	61528.9→62023.1	-4.52	timeout
06-09 23:17	BTC	Sell	62512.9→62023.1	+3.42	timeout
06-09 15:12	BTC	Sell	62842.9→61603.1	+9.43	timeout
06-09 05:10	BTC	Sell	63435.8→63131.2	+1.96	timeout
06-08 23:03	BTC	Sell	63041.8→63402.2	-3.30	timeout
06-08 16:13	BTC	Sell	62906.9→63857.2	-7.95	timeout
06-07 14:54	BTC	Sell	61496.9→61864.1	-3.43	timeout
06-07 03:13	BTC	Sell	60575→61481.1	-7.90	timeout
06-06 21:11	BTC	Sell	61233.9→60858	+2.58	timeout
06-06 10:58	BTC	Sell	61655.9→60522	+8.73	timeout
06-06 03:20	BTC	Sell	60803→60924	-1.44	timeout
06-05 18:51	BTC	Sell	62704.9→59575	+24.53	take_profit
06-05 11:09	BTC	Sell	63736.8→62321.1	+10.68	timeout
06-05 03:15	BTC	Sell	64373.8→62366.1	+15.11	timeout
06-04 19:20	BTC	Sell	63480.8→63962.2	-4.23	timeout
06-04 02:01	BTC	Sell	65284.7→62026.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66780.7→63447.2	+24.50	take_profit
06-03 17:42	BTC	Sell	66989.7→66162.3	+5.75	timeout
06-03 15:19	BTC	Sell	66357.7→66335.3	-0.24	timeout
06-03 06:00	BTC	Sell	67509.6→67307.4	+1.07	timeout
06-02 21:46	BTC	Sell	69378.5→67673.4	+11.86	timeout
06-02 01:15	BTC	Sell	71877.4→71321.6	+3.49	timeout
05-31 23:28	BTC	Sell	73935.3→73813.7	+0.36	timeout
05-31 04:44	BTC	Sell	73918.3→74168.7	-2.11	timeout
05-30 02:55	BTC	Sell	72922.4→73752.7	-6.12	timeout
05-29 07:58	BTC	Sell	73426.3→73457.7	-0.63	timeout
05-29 00:48	BTC	Sell	73537.3→73755.7	-1.86	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

+128.55

total pnl ($)

+44.9 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	57	51%	+44.9	+128.55

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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