btc_mempool_fee_spike_mean_reversion_short_v2

61

closed trades

44%

win rate

+103.92

total pnl ($)

1.440

weight

7d window — n=16 wr=38% pnl=+29.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 18:38:34 (31.7d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485394_80309

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

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

time	sym	side	entry→exit	pnl	close
06-28 08:53	BTC	Sell	60248→60376	-1.51	timeout
06-28 02:04	BTC	Sell	60495→60248	+1.60	timeout
06-27 11:54	BTC	Sell	60031→60325	-2.88	timeout
06-27 05:58	BTC	Sell	59958→60228	-2.71	timeout
06-26 21:11	BTC	Sell	60081→59705	+2.73	timeout
06-26 04:23	BTC	Sell	59752→59982	-2.40	timeout
06-26 04:17	BTC	Sell	58450.1→60242.1	-15.78	stop_loss
06-25 13:54	BTC	Sell	61586.9→58502.9	+24.58	take_profit
06-25 04:51	BTC	Sell	59752→61053.1	-11.34	timeout
06-24 17:20	BTC	Sell	62615.9→59483	+24.52	take_profit
06-24 14:58	BTC	Sell	62613.9→61052.1	+11.99	timeout
06-24 03:14	BTC	Sell	62311.9→62598.1	-2.72	timeout
06-23 20:24	BTC	Sell	62196.9→62431.1	-2.33	timeout
06-23 05:54	BTC	Sell	64582.8→63363.2	+9.01	timeout
06-22 22:03	BTC	Sell	64152.8→64378.2	-2.20	timeout
06-22 05:13	BTC	Sell	64168.8→64241.2	-1.01	timeout
06-21 09:26	BTC	Sell	63936.8→64054.2	-1.30	timeout
06-21 03:22	BTC	Sell	64183.8→64340.2	-1.67	timeout
06-20 04:54	BTC	Sell	63057.8→63572.2	-4.53	timeout
06-19 21:26	BTC	Sell	62382.9→63164.2	-6.69	timeout
06-19 15:19	BTC	Sell	62371.9→63138.2	-6.64	timeout
06-19 08:55	BTC	Sell	63088.8→62576.1	+3.55	timeout
06-19 03:29	BTC	Sell	63185.8→62819.1	+2.42	timeout
06-18 18:50	BTC	Sell	64067.8→62764.1	+9.60	timeout
06-18 06:02	BTC	Sell	65598.7→63932.2	+12.26	timeout
06-17 23:51	BTC	Sell	64828.8→64458.2	+2.45	timeout
06-17 07:43	BTC	Sell	65609.7→65524.3	+0.21	timeout
06-17 00:24	BTC	Sell	66540.7→65705.3	+5.86	timeout
06-16 16:08	BTC	Sell	66166.7→65816.3	+2.24	timeout
06-16 04:22	BTC	Sell	67158.6→66025.3	+7.96	timeout
06-15 22:21	BTC	Sell	65685.7→66362.3	-5.58	timeout
06-14 22:27	BTC	Sell	64573.8→65122.3	-4.67	timeout
06-14 10:52	BTC	Sell	64467.8→64537.2	-0.98	timeout
06-14 04:20	BTC	Sell	64006.8→64496.2	-4.29	timeout
06-13 22:16	BTC	Sell	63732.8→64367.2	-5.41	timeout
06-13 15:14	BTC	Sell	63656.8→64273.2	-5.28	timeout
06-13 08:53	BTC	Sell	63400.8→63781.2	-3.41	timeout
06-13 02:03	BTC	Sell	63332.8→63796.2	-4.08	timeout
06-12 19:28	BTC	Sell	62975.9→63723.2	-6.38	timeout
06-12 13:47	BTC	Sell	63386.8→63197.2	+1.08	timeout
06-12 07:46	BTC	Sell	63615.8→63008.2	+4.35	timeout
06-12 01:42	BTC	Sell	62721.9→63348.2	-5.39	timeout
06-11 09:12	BTC	Sell	61503.9→62824.1	-11.12	timeout
06-11 03:04	BTC	Sell	62163.9→62133.1	-0.17	timeout
06-10 04:49	BTC	Sell	61290.9→62023.1	-6.47	timeout
06-09 22:59	BTC	Sell	62767.9→62023.1	+5.43	timeout
06-09 14:58	BTC	Sell	62808.9→61420.1	+10.62	timeout
06-09 05:10	BTC	Sell	63435.8→63131.2	+1.96	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 08:46	BTC	Sell	60910→62775.5	-15.78	stop_loss
06-07 03:08	BTC	Sell	60597→61473.1	-7.65	timeout
06-06 21:04	BTC	Sell	61131.9→60711	+2.96	timeout
06-06 10:47	BTC	Sell	61649.9→60442	+9.34	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 03:14	BTC	Sell	64293.8→62340.1	+14.71	timeout
06-04 19:15	BTC	Sell	63787.8→63868.2	-1.07	timeout
06-04 02:01	BTC	Sell	65282.7→62024.1	+24.51	take_profit
06-04 01:51	BTC	Sell	65574.7→62301.1	+24.51	take_profit
06-03 23:56	BTC	Sell	67049.6→64119.2	+21.40	timeout

Paper (trades.jsonl)

61

closed

44%

win rate

+103.92

total pnl ($)

+34.0 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	61	44%	+34.0	+103.92

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 61 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)