btc_mempool_fee_spike_mean_reversion_v10

not live
72
closed trades
47%
win rate
-176.26
total pnl ($)
1.029
weight
7d window — n=14 wr=57% pnl=-32.04  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 21:08BTCBuy60056→59677-3.64timeout
06-26 14:19BTCBuy58619.9→59792+9.52timeout
06-26 04:10BTCBuy59985→59938-0.82timeout
06-25 13:46BTCBuy61580.1→59667.2-15.97stop_loss
06-25 04:52BTCBuy59817→61090.9+10.21timeout
06-24 15:33BTCBuy62584.1→60668.6-15.74stop_loss
06-24 14:56BTCBuy62667.1→60980-13.88timeout
06-24 06:08BTCBuy62276.1→62823.9+3.92timeout
06-23 21:57BTCBuy62370.1→62555.9+1.05timeout
06-23 05:53BTCBuy64594.2→63392.8-9.77timeout
06-22 22:04BTCBuy64185.2→64348.8+0.82timeout
06-22 05:14BTCBuy64176.2→64264.8+0.23timeout
06-21 09:26BTCBuy63940.2→64049.8+0.33timeout
06-21 03:17BTCBuy63985.2→64259.8+1.69timeout
06-20 04:54BTCBuy63025.2→63535.8+3.61timeout
06-19 21:26BTCBuy62395.1→63161.8+5.67timeout
06-19 11:42BTCBuy62899.1→62627.9-2.57timeout
06-19 03:30BTCBuy63180.2→62801.9-3.40timeout
06-18 18:45BTCBuy64093.2→62759.9-10.72timeout
06-18 06:09BTCBuy65326.3→63875.8-11.56timeout
06-17 23:49BTCBuy64821.2→64455.8-3.28timeout
06-17 07:44BTCBuy65626.3→65525.7-1.23timeout
06-17 00:20BTCBuy66606.3→65740.7-6.99timeout
06-16 10:40BTCBuy66291.3→66565.7+1.59timeout
06-16 04:22BTCBuy67166.4→66018.7-8.97timeout
06-15 22:20BTCBuy65692.3→66332.7+4.40timeout
06-15 09:14BTCBuy64063.2→65662.7+12.04timeout
06-14 22:27BTCBuy64579.2→65127.7+3.77timeout
06-14 11:04BTCBuy64434.2→64449.8-0.33timeout
06-14 05:00BTCBuy64014.2→64342.8+2.13timeout
06-13 22:56BTCBuy63792.2→64437.8+4.60timeout
06-13 14:41BTCBuy63677.2→64185.8+3.52timeout
06-13 08:38BTCBuy63520.2→63835.8+1.99timeout
06-13 02:08BTCBuy63450.2→63763.8+2.00timeout
06-12 19:59BTCBuy63085.2→63586.8+3.53timeout
06-12 13:46BTCBuy63385.2→63103.8-2.70timeout
06-12 07:38BTCBuy63737.2→62961.9-6.55timeout
06-12 01:39BTCBuy62814.1→63345.8+3.73timeout
06-11 18:57BTCBuy62730.1→63495.8+5.59timeout
06-11 09:12BTCBuy61500.1→62811.9+10.16timeout
06-11 03:04BTCBuy62248.1→62130.9-1.42timeout
06-10 05:02BTCBuy61485.1→62016.9+3.93timeout
06-09 16:39BTCBuy62690.1→60766.6-15.82stop_loss
06-09 12:02BTCBuy63082.2→62710.9-3.36timeout
06-09 05:06BTCBuy63544.2→63152.8-3.53timeout
06-08 23:01BTCBuy63079.2→63412.8+2.18timeout
06-08 16:00BTCBuy63103.2→63757.8+4.68timeout
06-08 02:07BTCBuy61770.1→63086.8+10.18timeout
06-07 15:22BTCBuy61716.1→61815.9+0.35timeout
06-07 09:31BTCBuy60914→62567.9+13.14timeout
06-07 03:09BTCBuy60643→61461.9+6.27timeout
06-06 21:04BTCBuy61138.1→60705-3.96timeout
06-06 14:58BTCBuy60941→60831-1.35timeout
06-06 06:53BTCBuy59305→60893+12.92timeout
06-05 15:41BTCBuy61898.1→60005-15.74stop_loss
06-05 13:55BTCBuy62951.1→61020.4-15.79stop_loss
06-05 06:22BTCBuy63296.2→61358.2-15.73stop_loss
06-05 02:02BTCBuy64237.2→63252.8-8.11timeout
06-04 11:11BTCBuy64120.2→62157.8-15.73stop_loss
06-04 00:30BTCBuy65271.3→63274.2-15.74stop_loss
06-03 20:55BTCBuy66802.3→64742.4-15.88stop_loss
06-03 17:16BTCBuy67209.4→65742.7-11.39timeout
06-03 12:48BTCBuy66997.3→66993.7-0.45timeout
06-03 03:50BTCBuy67562.4→65473-15.92stop_loss
06-02 14:26BTCBuy69971.5→67830.7-15.76stop_loss
06-02 07:58BTCBuy71543.6→70104.5-10.55timeout
06-02 00:47BTCBuy72137.6→71147.4-7.39timeout
06-01 15:25BTCBuy73406.7→71094.9-16.26stop_loss
05-31 22:56BTCBuy73838.7→73923.3+0.13timeout
05-31 00:21BTCBuy73632.7→73867.3+1.12timeout
05-29 07:44BTCBuy73413.7→73370.3-0.76timeout
05-29 00:44BTCBuy73473.7→73774.3+1.52timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
47%
win rate
-176.26
total pnl ($)
-48.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7247%-48.8-176.26

Recent bounces (last 20 of 4)

timesymsidereason
06-27 00:15BTCBuystale_intent
06-26 09:23BTCBuystale_intent
06-26 02:35BTCBuystale_intent
06-24 17:07BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems