btc_mempool_fee_spike_mean_reversion_short_v8 · strategy

closed trades

49%

win rate

+136.60

total pnl ($)

1.506

weight

7d window — n=17 wr=35% pnl=+46.10 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 73 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:02	BTC	Sell	59981→60402	-3.94	timeout
06-27 04:58	BTC	Sell	60030→60195	-1.83	timeout
06-26 21:06	BTC	Sell	60058→59680	+2.74	timeout
06-26 06:46	BTC	Sell	58646.1→60442.2	-15.77	stop_loss
06-26 04:11	BTC	Sell	59767→60005	-2.46	timeout
06-25 13:59	BTC	Sell	60771→58101.9	+21.46	take_profit
06-25 13:53	BTC	Sell	61571.9→58807.9	+21.98	take_profit
06-25 04:50	BTC	Sell	60037→61071.1	-9.07	timeout
06-24 16:51	BTC	Sell	62581.9→59771	+21.95	take_profit
06-24 14:55	BTC	Sell	62666.9→60949	+13.23	timeout
06-24 06:12	BTC	Sell	62340.9→62850.1	-4.51	timeout
06-23 21:57	BTC	Sell	62370.9→62585.1	-2.18	timeout
06-23 05:58	BTC	Sell	64612.8→63362.2	+9.25	timeout
06-22 22:06	BTC	Sell	64171.8→64350.2	-1.84	timeout
06-22 05:15	BTC	Sell	64167.8→64223.2	-0.88	timeout
06-21 09:26	BTC	Sell	63935.8→64055.2	-1.32	timeout
06-21 03:20	BTC	Sell	64251.8→64287.2	-0.72	timeout
06-20 04:53	BTC	Sell	63061.8→63551.2	-4.33	timeout
06-19 21:26	BTC	Sell	62402.9→63178.2	-6.64	timeout
06-19 11:39	BTC	Sell	62881.9→62566.1	+2.02	timeout
06-19 03:30	BTC	Sell	63212.8→62809.1	+2.70	timeout
06-18 18:49	BTC	Sell	64072.8→62760.1	+9.67	timeout
06-18 05:53	BTC	Sell	66093.7→63876.2	+16.34	timeout
06-17 23:48	BTC	Sell	64827.8→64475.2	+2.27	timeout
06-17 07:42	BTC	Sell	65594.7→65519.3	+0.14	timeout
06-17 00:23	BTC	Sell	66549.7→65698.3	+5.99	timeout
06-16 16:05	BTC	Sell	66241.7→65875.3	+2.29	timeout
06-16 04:21	BTC	Sell	67095.6→66083.3	+7.07	timeout
06-15 22:19	BTC	Sell	65697.7→66342.3	-5.33	timeout
06-15 09:20	BTC	Sell	64748.8→65728.3	-8.02	timeout
06-14 22:26	BTC	Sell	64578.8→65174.3	-5.04	timeout
06-14 10:51	BTC	Sell	64467.8→64537.2	-0.98	timeout
06-14 04:25	BTC	Sell	63985.8→64474.2	-4.29	timeout
06-13 22:15	BTC	Sell	63730.8→64399.2	-5.68	timeout
06-13 14:41	BTC	Sell	63670.8→64192.2	-4.52	timeout
06-13 08:37	BTC	Sell	63513.8→63842.2	-2.99	timeout
06-13 02:07	BTC	Sell	63519.8→63778.2	-2.46	timeout
06-12 19:58	BTC	Sell	63078.8→63598.2	-4.57	timeout
06-12 13:46	BTC	Sell	63377.8→63147.2	+1.41	timeout
06-12 07:41	BTC	Sell	63744.8→63061.2	+4.93	timeout
06-12 01:39	BTC	Sell	62835.9→63318.2	-4.23	timeout
06-11 09:10	BTC	Sell	61566.9→62831.1	-10.66	timeout
06-11 03:05	BTC	Sell	62021.9→62136.1	-1.34	timeout
06-10 07:13	BTC	Sell	61785.9→62023.1	-2.40	timeout
06-10 01:03	BTC	Sell	62576.9→62023.1	+3.94	timeout
06-09 18:41	BTC	Sell	63307.8→61693.1	+12.34	timeout
06-09 12:06	BTC	Sell	63043.8→62767.1	+1.72	timeout
06-09 05:07	BTC	Sell	63548.8→63148.2	+2.70	timeout
06-08 23:03	BTC	Sell	63043.8→63404.2	-3.29	timeout
06-08 16:00	BTC	Sell	63118.8→63685.2	-4.91	timeout
06-07 22:14	BTC	Sell	61778.9→63671	-15.77	stop_loss
06-07 08:46	BTC	Sell	60860→62727.5	-15.80	stop_loss
06-07 03:08	BTC	Sell	60653→61458.1	-7.06	timeout
06-06 21:03	BTC	Sell	61218.9→60708	+3.69	timeout
06-06 09:59	BTC	Sell	61642.9→60969	+5.04	timeout
06-06 03:19	BTC	Sell	60774→60858	-1.13	timeout
06-05 16:10	BTC	Sell	62675.9→59921	+21.50	take_profit
06-05 06:20	BTC	Sell	63371.8→61713.1	+12.60	timeout
06-04 17:02	BTC	Sell	64130.8→63534.2	+4.24	timeout
06-04 14:11	BTC	Sell	62542.9→64473.4	-15.89	stop_loss
06-04 01:51	BTC	Sell	65229.7→62365.1	+21.51	take_profit
06-04 00:25	BTC	Sell	66797.7→63864.2	+21.50	take_profit
06-03 17:15	BTC	Sell	67146.6→65743.3	+10.03	timeout
06-03 14:09	BTC	Sell	66873.7→66759.3	+0.42	timeout
06-03 05:28	BTC	Sell	67702.6→67006.4	+4.70	timeout
06-02 19:33	BTC	Sell	69544.5→66482.3	+21.57	take_profit
06-02 08:02	BTC	Sell	71515.4→70114.5	+9.37	timeout
06-02 00:51	BTC	Sell	72160.4→71229.6	+6.07	timeout
06-01 16:30	BTC	Sell	73377.3→71102.6	+15.13	timeout
05-31 23:01	BTC	Sell	73895.3→73993.7	-1.12	timeout
05-31 03:17	BTC	Sell	73944.3→74106.7	-1.52	timeout
05-29 07:53	BTC	Sell	73468.3→73397.7	+0.05	timeout
05-29 00:43	BTC	Sell	73462.3→73769.7	-2.47	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

+136.60

total pnl ($)

+37.3 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	73	49%	+37.3	+136.60

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 14:09	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…