btc_mempool_fee_spike_mean_reversion_short_v7 · strategy

closed trades

43%

win rate

+31.27

total pnl ($)

1.730

weight

7d window — n=23 wr=43% pnl=+73.81 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:20	BTC	Sell	60259→60120	+0.67	timeout
06-27 16:52	BTC	Sell	60271→60782	-4.68	timeout
06-27 09:02	BTC	Sell	59693→60403	-6.40	timeout
06-27 03:01	BTC	Sell	59639→60246	-5.53	timeout
06-26 20:24	BTC	Sell	60286→59757	+3.99	timeout
06-26 13:37	BTC	Sell	59233→59170	+0.10	timeout
06-26 07:10	BTC	Sell	59339→60386	-9.27	timeout
06-25 13:58	BTC	Sell	61266.9→58206.9	+24.52	take_profit
06-25 13:54	BTC	Sell	61738.9→58588.9	+25.04	take_profit
06-25 10:09	BTC	Sell	61052.9→61646.1	-5.30	timeout
06-25 04:07	BTC	Sell	60335→60825	-4.52	timeout
06-24 17:20	BTC	Sell	62647.9→59521	+24.45	take_profit
06-24 14:45	BTC	Sell	62706.9→61158.1	+11.88	timeout
06-24 04:17	BTC	Sell	62641.9→62655.1	-0.52	timeout
06-23 22:03	BTC	Sell	62524.9→62628.1	-1.29	timeout
06-23 16:01	BTC	Sell	64053.8→62491.1	+11.76	timeout
06-23 07:55	BTC	Sell	64470.8→62898.1	+11.76	timeout
06-23 01:46	BTC	Sell	65409.7→64006.2	+10.26	timeout
06-22 19:45	BTC	Sell	64231.8→64327.2	-1.17	timeout
06-22 03:17	BTC	Sell	64185.8→64206.2	-0.57	timeout
06-21 20:34	BTC	Sell	63921.8→64017.2	-1.19	timeout
06-21 07:37	BTC	Sell	63847.8→64199.2	-3.21	timeout
06-21 01:36	BTC	Sell	63387.8→64217.2	-6.97	timeout
06-20 18:59	BTC	Sell	63721.8→63761.2	-0.76	timeout
06-20 10:06	BTC	Sell	63044.8→63728.2	-5.83	timeout
06-20 04:03	BTC	Sell	63126.8→63403.2	-2.65	timeout
06-19 21:14	BTC	Sell	62387.9→63243.2	-7.28	timeout
06-19 09:05	BTC	Sell	63065.8→62521.1	+3.79	timeout
06-19 03:22	BTC	Sell	63338.8→62700.1	+4.55	timeout
06-18 20:04	BTC	Sell	64391.8→63194.2	+8.76	timeout
06-18 14:02	BTC	Sell	64558.8→63904.2	+4.61	timeout
06-18 01:05	BTC	Sell	65022.7→64607.2	+2.80	timeout
06-17 18:55	BTC	Sell	65615.7→65804.3	-1.85	timeout
06-17 04:21	BTC	Sell	65762.7→65789.3	-0.63	timeout
06-16 22:18	BTC	Sell	66576.7→65839.3	+5.13	timeout
06-16 15:54	BTC	Sell	66063.7→65918.3	+0.62	timeout
06-16 08:46	BTC	Sell	66523.7→66560.3	-0.74	timeout
06-16 02:36	BTC	Sell	66478.7→65837.3	+4.38	timeout
06-15 20:38	BTC	Sell	65701.7→66601.3	-7.26	timeout
06-15 14:14	BTC	Sell	65632.7→66369.3	-6.07	timeout
06-15 01:37	BTC	Sell	64273.8→65536.3	-10.26	timeout
06-14 23:27	BTC	Sell	63775.8→65730.1	-15.77	stop_loss
06-14 19:21	BTC	Sell	64305.8→63802.2	+3.50	timeout
06-14 04:46	BTC	Sell	64114.8→64327.2	-2.13	timeout
06-13 22:44	BTC	Sell	63845.8→64485.2	-5.44	timeout
06-13 16:23	BTC	Sell	63558.8→63995.2	-3.90	timeout
06-13 10:01	BTC	Sell	63499.8→63728.2	-2.21	timeout
06-13 03:45	BTC	Sell	63830.8→63480.2	+2.29	timeout
06-12 21:30	BTC	Sell	63737.8→63496.2	+1.46	timeout
06-12 09:24	BTC	Sell	63479.8→63649.2	-1.74	timeout
06-12 03:24	BTC	Sell	62746.9→63396.2	-5.58	timeout
06-11 21:13	BTC	Sell	62797.9→63572.2	-6.54	timeout
06-11 15:14	BTC	Sell	62039.9→62670.1	-5.48	timeout
06-11 08:58	BTC	Sell	61737.9→62901.1	-9.82	timeout
06-11 02:57	BTC	Sell	61860.9→62192.1	-3.10	timeout
06-10 20:31	BTC	Sell	61562.9→61815.1	-2.47	timeout
06-10 04:11	BTC	Sell	60987→62023.1	-9.00	timeout
06-09 22:12	BTC	Sell	62647.9→62023.1	+4.49	timeout
06-09 14:50	BTC	Sell	62680.9→61191.1	+11.45	timeout
06-09 08:37	BTC	Sell	63274.8→62911.1	+2.43	timeout
06-09 02:35	BTC	Sell	63796.8→62675.1	+8.33	timeout
06-08 19:59	BTC	Sell	63242.8→63341.2	-1.21	timeout
06-08 12:55	BTC	Sell	63612.8→63574.2	-0.13	timeout
06-07 22:15	BTC	Sell	62245.9→64152.3	-15.77	stop_loss
06-07 22:15	BTC	Sell	62156.9→64060.2	-15.76	stop_loss
06-07 14:17	BTC	Sell	61302.9→61821.1	-4.67	timeout
06-07 07:54	BTC	Sell	60594→62292.1	-14.49	timeout
06-07 01:25	BTC	Sell	60878→61522.1	-5.71	timeout
06-06 19:18	BTC	Sell	60997.9→60662	+2.27	timeout
06-06 13:07	BTC	Sell	61329.9→61004.1	+2.18	timeout
06-06 00:45	BTC	Sell	61993.9→61185.1	+6.07	timeout
06-05 20:50	BTC	Sell	59751→61580.9	-15.76	stop_loss
06-05 18:22	BTC	Sell	61496.9→60416	+8.37	timeout
06-05 11:56	BTC	Sell	63773.8→62046.1	+13.11	timeout
06-05 05:47	BTC	Sell	63020.8→62719.1	+1.91	timeout
06-04 21:52	BTC	Sell	63024.8→63316.2	-2.77	timeout
06-04 17:00	BTC	Sell	64251.8→63472.2	+5.66	timeout
06-04 01:56	BTC	Sell	65382.7→62119.1	+24.51	take_profit
06-03 16:42	BTC	Sell	66347.7→65893.3	+3.00	timeout
06-03 11:29	BTC	Sell	66389.7→67312.4	-7.33	timeout
06-03 04:02	BTC	Sell	67224.6→66114.3	+7.81	timeout
06-02 14:54	BTC	Sell	70628.5→68084.4	+17.57	timeout
06-02 06:29	BTC	Sell	71516.4→70364.5	+7.68	timeout
06-01 04:43	BTC	Sell	73476.3→73449.7	-0.25	timeout
05-31 19:58	BTC	Sell	73847.3→73547.7	+1.57	timeout
05-31 12:12	BTC	Sell	73868.3→73870.7	-0.40	timeout
05-30 22:20	BTC	Sell	73620.3→73870.7	-2.09	timeout
05-30 16:45	BTC	Sell	73262.3→73941.7	-5.03	timeout
05-30 05:16	BTC	Sell	74138.3→73474.7	+4.05	timeout
05-29 21:10	BTC	Sell	73768.3→73692.7	+0.08	timeout
05-29 15:10	BTC	Sell	73406.3→73691.7	-2.36	timeout
05-29 07:41	BTC	Sell	73419.3→73424.7	-0.46	timeout
05-29 00:53	BTC	Sell	73485.3→73711.7	-1.92	timeout
05-28 18:52	BTC	Sell	73062.3→73645.7	-4.37	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

+31.27

total pnl ($)

+6.4 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	94	43%	+6.4	+31.27

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 00:27	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…