btc_mempool_fee_spike_mean_reversion_short_v11 · strategy

closed trades

48%

win rate

+134.74

total pnl ($)

1.359

weight

7d window — n=16 wr=38% pnl=+26.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 69 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 06:30	BTC	Sell	59606→60143	-4.94	timeout
06-28 08:52	BTC	Sell	60258→60371	-1.39	timeout
06-28 02:12	BTC	Sell	60563→60259	+2.07	timeout
06-27 11:31	BTC	Sell	59917→60232	-3.06	timeout
06-27 04:59	BTC	Sell	60012→60213	-2.13	timeout
06-26 21:09	BTC	Sell	60072→59718	+2.53	timeout
06-26 06:44	BTC	Sell	58601.1→60396.2	-15.77	stop_loss
06-26 04:10	BTC	Sell	59976→59942	-0.18	timeout
06-25 13:55	BTC	Sell	61550.9→58478.9	+24.49	take_profit
06-25 04:51	BTC	Sell	59685→61050.1	-11.89	timeout
06-24 17:20	BTC	Sell	62590.9→59467	+24.45	take_profit
06-24 14:58	BTC	Sell	62615.9→61052.1	+12.01	timeout
06-24 06:12	BTC	Sell	62321.9→62847.1	-4.64	timeout
06-23 21:57	BTC	Sell	62359.9→62570.1	-2.15	timeout
06-23 05:56	BTC	Sell	64602.8→63383.2	+9.01	timeout
06-22 22:03	BTC	Sell	64151.8→64378.2	-2.21	timeout
06-22 05:14	BTC	Sell	64168.8→64267.2	-1.21	timeout
06-21 09:27	BTC	Sell	63933.8→64055.2	-1.33	timeout
06-21 03:17	BTC	Sell	63986.8→64275.2	-2.70	timeout
06-20 04:54	BTC	Sell	63057.8→63574.2	-4.55	timeout
06-19 21:26	BTC	Sell	62388.9→63177.2	-6.74	timeout
06-19 11:40	BTC	Sell	62890.9→62598.1	+1.84	timeout
06-19 03:33	BTC	Sell	63164.8→62728.1	+2.98	timeout
06-18 18:47	BTC	Sell	64060.8→62772.1	+9.49	timeout
06-18 06:01	BTC	Sell	65550.7→63921.2	+11.98	timeout
06-17 23:49	BTC	Sell	64826.8→64474.2	+2.28	timeout
06-17 07:43	BTC	Sell	65582.7→65518.3	+0.03	timeout
06-17 00:23	BTC	Sell	66538.7→65698.3	+5.90	timeout
06-16 16:06	BTC	Sell	66149.7→65827.3	+2.04	timeout
06-16 04:15	BTC	Sell	67190.6→66098.3	+7.66	timeout
06-15 22:20	BTC	Sell	65685.7→66347.3	-5.46	timeout
06-14 22:27	BTC	Sell	64572.8→65127.3	-4.72	timeout
06-14 11:04	BTC	Sell	64428.8→64452.2	-0.63	timeout
06-14 05:00	BTC	Sell	64006.8→64353.2	-3.17	timeout
06-13 22:56	BTC	Sell	63778.8→64440.2	-5.62	timeout
06-13 14:42	BTC	Sell	63669.8→64184.2	-4.47	timeout
06-13 03:48	BTC	Sell	63716.8→63487.2	+1.35	timeout
06-12 21:31	BTC	Sell	63757.8→63529.2	+1.36	timeout
06-12 15:41	BTC	Sell	63431.8→63868.2	-3.85	timeout
06-12 07:47	BTC	Sell	63640.8→63008.2	+4.54	timeout
06-12 01:44	BTC	Sell	62903.9→63387.2	-4.24	timeout
06-11 09:11	BTC	Sell	61501.9→62830.1	-11.19	timeout
06-11 03:06	BTC	Sell	61997.9→62038.1	-0.73	timeout
06-10 04:56	BTC	Sell	61290.9→62023.1	-6.47	timeout
06-09 23:05	BTC	Sell	62585.9→62023.1	+3.99	timeout
06-09 14:58	BTC	Sell	62808.9→61420.1	+10.62	timeout
06-09 05:10	BTC	Sell	63435.8→63131.2	+1.95	timeout
06-08 23:03	BTC	Sell	63041.8→63402.2	-3.30	timeout
06-08 16:00	BTC	Sell	63105.8→63766.2	-5.61	timeout
06-07 08:23	BTC	Sell	60637→62496.4	-15.81	stop_loss
06-07 03:09	BTC	Sell	60637→61468.1	-7.27	timeout
06-06 21:03	BTC	Sell	61191.9→60714	+3.42	timeout
06-06 10:46	BTC	Sell	61693.9→60422	+9.85	timeout
06-06 03:24	BTC	Sell	60866→60823	-0.09	timeout
06-05 18:44	BTC	Sell	62761.9→59629	+24.54	take_profit
06-05 03:13	BTC	Sell	64240.8→62353.1	+14.21	timeout
06-04 19:20	BTC	Sell	63491.8→63967.2	-4.19	timeout
06-04 01:58	BTC	Sell	65345.7→62084.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66734.7→63404.2	+24.49	take_profit
06-03 17:16	BTC	Sell	67207.6→65749.3	+10.43	timeout
06-03 12:49	BTC	Sell	66959.7→66991.3	-0.71	timeout
06-03 05:06	BTC	Sell	67537.6→66959.3	+3.84	timeout
06-02 20:10	BTC	Sell	69966.5→67417.4	+17.75	timeout
06-02 08:12	BTC	Sell	71537.4→69953.5	+10.68	timeout
06-02 00:50	BTC	Sell	72142.4→71187.6	+6.24	timeout
05-31 22:58	BTC	Sell	73859.3→73990.7	-1.35	timeout
05-31 04:35	BTC	Sell	73925.3→74125.7	-1.77	timeout
05-29 07:45	BTC	Sell	73472.3→73367.7	+0.28	timeout
05-29 00:44	BTC	Sell	73466.3→73781.7	-2.52	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

+134.74

total pnl ($)

+38.9 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	69	48%	+38.9	+134.74

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 14:52	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…