btc_mempool_fee_spike_mean_reversion_v11

74

closed trades

53%

win rate

+162.68

total pnl ($)

1.657

weight

7d window — n=18 wr=50% pnl=+62.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-31 10:45:15 (27.7d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485394_00776

n: 19 · wr: 63.2% · total_bps: +548.3 · mean_bps: +28.86 · sharpe: +0.31 · max_dd_bps: -165.5

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

time	sym	side	entry→exit	pnl	close
06-28 02:05	BTC	Sell	60480→60242	+1.52	timeout
06-27 05:55	BTC	Sell	59983→60218	-2.34	timeout
06-26 21:07	BTC	Sell	60051→59682	+2.65	timeout
06-26 07:14	BTC	Sell	58704.1→60515.3	-15.89	stop_loss
06-26 04:11	BTC	Sell	59845→60001	-1.76	timeout
06-25 15:02	BTC	Sell	60783→59188	+12.62	timeout
06-25 13:54	BTC	Sell	61575.9→58502.9	+24.49	take_profit
06-25 04:50	BTC	Sell	60061→61062.1	-8.80	timeout
06-24 17:20	BTC	Sell	62609.9→59480	+24.48	take_profit
06-24 14:56	BTC	Sell	62671.9→60984	+12.91	timeout
06-24 03:16	BTC	Sell	62303.9→62535.1	-2.28	timeout
06-23 20:24	BTC	Sell	62322.9→62438.1	-1.39	timeout
06-23 11:20	BTC	Sell	63890.8→62407.1	+11.08	timeout
06-23 03:04	BTC	Sell	65077.7→64014.2	+7.74	timeout
06-22 22:00	BTC	Sell	64104.8→64308.2	-2.05	timeout
06-22 05:14	BTC	Sell	64168.8→64264.2	-1.15	timeout
06-21 12:28	BTC	Sell	64231.8→63989.2	+1.41	timeout
06-21 03:20	BTC	Sell	64302.8→64287.2	-0.33	timeout
06-20 04:56	BTC	Sell	62979.9→63545.2	-4.93	timeout
06-19 21:24	BTC	Sell	62368.9→63210.2	-7.17	timeout
06-19 11:42	BTC	Sell	62898.9→62630.1	+1.64	timeout
06-19 03:33	BTC	Sell	63164.8→62729.1	+2.96	timeout
06-18 18:46	BTC	Sell	64078.8→62761.1	+9.70	timeout
06-18 05:54	BTC	Sell	66034.7→63893.2	+15.78	timeout
06-17 23:48	BTC	Sell	64826.8→64454.2	+2.42	timeout
06-17 07:42	BTC	Sell	65580.7→65518.3	+0.04	timeout
06-17 00:24	BTC	Sell	66549.7→65710.3	+5.90	timeout
06-16 10:40	BTC	Sell	66302.7→66566.3	-2.42	timeout
06-16 04:21	BTC	Sell	67095.6→66084.3	+7.06	timeout
06-15 22:19	BTC	Sell	65686.7→66342.3	-5.42	timeout
06-15 09:20	BTC	Sell	64756.8→65729.3	-7.97	timeout
06-14 22:27	BTC	Sell	64573.8→65126.3	-4.70	timeout
06-14 10:47	BTC	Sell	64467.8→64535.2	-0.96	timeout
06-14 04:20	BTC	Sell	64052.8→64503.2	-3.99	timeout
06-13 22:15	BTC	Sell	63730.8→64393.2	-5.63	timeout
06-13 14:41	BTC	Sell	63671.8→64193.2	-4.52	timeout
06-13 08:37	BTC	Sell	63514.8→63847.2	-3.02	timeout
06-13 02:06	BTC	Sell	63344.8→63777.2	-3.84	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 01:40	BTC	Sell	62784.9→63326.2	-4.71	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 01:50	BTC	Sell	62423.9→62023.1	+2.69	timeout
06-09 19:48	BTC	Sell	63158.8→61763.1	+10.65	timeout
06-09 12:07	BTC	Sell	63050.8→62878.1	+0.89	timeout
06-09 05:07	BTC	Sell	63548.8→63131.2	+2.83	timeout
06-08 23:03	BTC	Sell	63043.8→63404.2	-3.29	timeout
06-08 16:00	BTC	Sell	63118.8→63685.2	-4.93	timeout
06-07 22:14	BTC	Sell	61778.9→63671	-15.77	stop_loss
06-07 08:46	BTC	Sell	60865→62729.5	-15.78	stop_loss
06-07 03:09	BTC	Sell	60626→61461.1	-7.31	timeout
06-06 21:04	BTC	Sell	61131.9→60711	+2.96	timeout
06-06 15:06	BTC	Sell	60825→60537	+1.92	timeout
06-06 01:38	BTC	Sell	61940.9→61093.1	+6.39	timeout
06-05 20:50	BTC	Sell	59681→61508.8	-15.76	stop_loss
06-05 19:00	BTC	Sell	61897.9→59214	+21.26	timeout
06-05 11:02	BTC	Sell	63687.8→62410.1	+9.60	timeout
06-05 02:10	BTC	Sell	64310.8→63207.2	+8.13	timeout
06-04 19:09	BTC	Sell	63803.8→63600.2	+1.15	timeout
06-04 02:01	BTC	Sell	65324.7→62064.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66785.7→63452.2	+24.50	take_profit
06-03 17:16	BTC	Sell	67206.6→65760.3	+10.34	timeout
06-03 12:45	BTC	Sell	67045.6→66943.3	+0.29	timeout
06-03 04:55	BTC	Sell	67550.6→66285.3	+8.93	timeout
06-02 19:33	BTC	Sell	69972.5→66479.3	+24.52	take_profit
06-02 08:03	BTC	Sell	71532.4→70070.5	+9.80	timeout
06-02 00:46	BTC	Sell	72158.4→71160.6	+6.54	timeout
06-01 16:30	BTC	Sell	73377.3→71102.6	+15.13	timeout
05-31 23:02	BTC	Sell	73909.3→74026.7	-1.25	timeout
05-31 04:28	BTC	Sell	73877.3→74178.7	-2.46	timeout
05-29 07:44	BTC	Sell	73406.3→73377.7	-0.23	timeout
05-29 00:43	BTC	Sell	73466.3→73772.7	-2.46	timeout

Paper (trades.jsonl)

74

closed

53%

win rate

+162.68

total pnl ($)

+43.9 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	74	53%	+43.9	+162.68

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 74 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)