btc_mempool_fee_spike_mean_reversion_v14 · strategy

closed trades

50%

win rate

-140.91

total pnl ($)

0.931

weight

7d window — n=20 wr=45% pnl=-54.11 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 84 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 03:37	BTC	Buy	59900→59923	-0.27	timeout
06-28 08:45	BTC	Buy	60242→60423	+1.05	timeout
06-28 01:57	BTC	Buy	60521→60198	-3.13	timeout
06-27 11:19	BTC	Buy	59961→60292	+2.30	timeout
06-27 05:11	BTC	Buy	60202→60238	-0.15	timeout
06-26 23:08	BTC	Buy	59477→60053	+4.36	timeout
06-26 16:54	BTC	Buy	59813→60015	+1.19	timeout
06-26 08:41	BTC	Buy	59411→60160	+5.85	timeout
06-26 02:37	BTC	Buy	59626→58779.1	-7.52	timeout
06-25 13:44	BTC	Buy	61902.1→60005	-15.75	stop_loss
06-25 10:07	BTC	Buy	61071.1→61651.9	+4.29	timeout
06-25 03:36	BTC	Buy	60731→60717	-0.56	timeout
06-24 15:30	BTC	Buy	62686.1→60768.6	-15.73	stop_loss
06-24 14:40	BTC	Buy	62637.1→61112.9	-12.59	timeout
06-24 04:51	BTC	Buy	62490.1→62759.9	+1.68	timeout
06-23 21:43	BTC	Buy	62350.1→62578.9	+1.39	timeout
06-23 08:27	BTC	Buy	64008.2→62049.9	-15.73	stop_loss
06-23 05:47	BTC	Buy	64454.2→63342.8	-9.09	timeout
06-22 22:33	BTC	Buy	64132.2→64010.8	-1.40	timeout
06-22 16:10	BTC	Buy	63931.2→64716.8	+5.70	timeout
06-22 05:31	BTC	Buy	64067.2→64167.8	+0.33	timeout
06-21 23:29	BTC	Buy	64374.2→63602.8	-6.43	timeout
06-21 09:21	BTC	Buy	63931.2→63978.8	-0.15	timeout
06-21 03:24	BTC	Buy	64184.2→64415.8	+1.35	timeout
06-20 21:19	BTC	Buy	63493.2→63936.8	+3.05	timeout
06-20 13:24	BTC	Buy	63438.2→63381.8	-0.92	timeout
06-20 07:22	BTC	Buy	62994.1→63728.8	+5.38	timeout
06-20 01:21	BTC	Buy	62654.1→63467.8	+6.04	timeout
06-19 19:18	BTC	Buy	62737.1→63005.8	+1.68	timeout
06-19 12:21	BTC	Buy	62876.1→62490.9	-3.47	timeout
06-19 06:19	BTC	Buy	62818.1→62751.9	-0.96	timeout
06-18 17:55	BTC	Buy	63920.2→62575.9	-10.83	timeout
06-18 15:57	BTC	Buy	64308.2→62295.7	-16.06	stop_loss
06-18 11:30	BTC	Buy	64440.2→64030.8	-3.66	timeout
06-18 04:11	BTC	Buy	65807.3→63738.9	-16.17	stop_loss
06-17 23:32	BTC	Buy	64701.2→64468.8	-2.27	timeout
06-17 16:51	BTC	Buy	65952.3→65894.7	-0.93	timeout
06-17 10:43	BTC	Buy	65719.3→64884.8	-6.85	timeout
06-17 04:21	BTC	Buy	65764.3→65794.7	-0.24	timeout
06-16 22:18	BTC	Buy	66591.3→65832.7	-6.19	timeout
06-16 14:53	BTC	Buy	65817.3→65697.7	-1.40	timeout
06-16 08:43	BTC	Buy	66590.3→66553.7	-0.73	timeout
06-16 02:28	BTC	Buy	66507.3→65740.7	-6.22	timeout
06-15 20:37	BTC	Buy	65707.3→66606.7	+6.36	timeout
06-15 12:27	BTC	Buy	65742.3→66236.7	+3.32	timeout
06-15 05:03	BTC	Buy	63949.2→65591.7	+12.38	timeout
06-14 22:37	BTC	Buy	64622.2→65354.7	+5.19	timeout
06-14 16:38	BTC	Buy	64413.2→64136.8	-2.62	timeout
06-14 10:13	BTC	Buy	64375.2→64494.8	+0.46	timeout
06-14 04:06	BTC	Buy	64022.2→64498.8	+3.29	timeout
06-13 22:05	BTC	Buy	63720.2→64415.8	+4.99	timeout
06-13 14:29	BTC	Buy	63693.2→64113.8	+2.83	timeout
06-13 07:24	BTC	Buy	63682.2→63705.8	-0.27	timeout
06-13 01:01	BTC	Buy	63405.2→63604.8	+1.09	timeout
06-12 17:59	BTC	Buy	63343.2→63838.8	+3.45	timeout
06-12 11:11	BTC	Buy	63358.2→63713.8	+2.32	timeout
06-12 05:10	BTC	Buy	62489.1→63560.8	+8.09	timeout
06-11 22:52	BTC	Buy	62981.1→63503.8	+3.63	timeout
06-11 15:22	BTC	Buy	62025.1→62712.9	+5.05	timeout
06-11 08:58	BTC	Buy	61745.1→62902.9	+8.87	timeout
06-11 02:57	BTC	Buy	61872.1→62186.9	+2.06	timeout
06-10 20:27	BTC	Buy	61464.1→61869.9	+2.82	timeout
06-10 04:55	BTC	Buy	61188.1→62016.9	+6.38	timeout
06-09 16:20	BTC	Buy	62738.1→60817.5	-15.79	stop_loss
06-09 15:56	BTC	Buy	62932.1→61002.4	-15.86	stop_loss
06-09 10:05	BTC	Buy	63554.2→62746.9	-6.79	timeout
06-09 03:42	BTC	Buy	63799.2→62722.9	-8.88	timeout
06-08 21:36	BTC	Buy	63382.2→63714.8	+2.16	timeout
06-08 15:33	BTC	Buy	63163.2→63886.8	+5.25	timeout
06-08 02:07	BTC	Buy	61774.1→63079.8	+10.08	timeout
06-07 14:25	BTC	Buy	61236.1→62134.9	+6.88	timeout
06-07 08:05	BTC	Buy	60514→62346.9	+14.74	timeout
06-07 01:21	BTC	Buy	61005.1→61391.9	+2.69	timeout
06-06 16:15	BTC	Buy	60027→60723	+5.35	timeout
06-06 04:30	BTC	Buy	61650.1→59754.1	-15.83	stop_loss
06-06 03:50	BTC	Buy	60483→60671	+1.09	timeout
06-05 13:56	BTC	Buy	62937.1→61011.4	-15.75	stop_loss
06-05 06:23	BTC	Buy	63161.2→61213.3	-15.86	stop_loss
06-05 06:20	BTC	Buy	63370.2→61688.9	-13.68	timeout
06-04 22:57	BTC	Buy	62295.1→63654.8	+10.48	timeout
06-04 17:58	BTC	Buy	63937.2→63497.8	-3.92	timeout
06-04 00:29	BTC	Buy	65309.3→63311.2	-15.74	stop_loss
06-04 00:26	BTC	Buy	65677.3→63668	-15.74	stop_loss
06-03 20:50	BTC	Buy	67050.4→64999.2	-15.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

-140.91

total pnl ($)

-33.4 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	84	50%	-33.4	-140.91

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…