btc_mempool_fee_spike_mean_reversion_v16 · strategy

closed trades

53%

win rate

+50.08

total pnl ($)

1.370

weight

7d window — n=11 wr=64% pnl=+37.55 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 58 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 05:16	SOL	Sell	76.0896→73.9591	+13.55	timeout
06-29 17:12	SOL	Sell	72.7791→75.0237	-15.82	stop_loss
06-29 01:20	SOL	Sell	71.5083→71.1807	+1.92	timeout
06-28 08:51	SOL	Sell	71.2363→71.9218	-5.19	timeout
06-28 02:05	SOL	Sell	72.2192→70.9326	+8.41	timeout
06-27 12:00	SOL	Sell	71.8612→71.7928	-0.00	timeout
06-27 05:58	SOL	Sell	72.5661→71.8118	+4.70	timeout
06-26 14:28	SOL	Sell	69.6316→71.7806	-15.85	stop_loss
06-25 13:48	SOL	Sell	68.5467→65.5458	+21.43	take_profit
06-24 17:14	SOL	Sell	69.2126→66.1769	+21.48	take_profit
06-24 14:53	SOL	Sell	69.4816→69.0184	+2.90	timeout
06-23 05:56	SOL	Sell	73.267→70.9986	+14.91	timeout
06-22 22:02	SOL	Sell	73.7509→72.7969	+5.93	timeout
06-22 05:15	SOL	Sell	74.5528→74.0671	+2.83	timeout
06-21 09:25	SOL	Sell	72.2372→73.457	-8.82	timeout
06-21 03:20	SOL	Sell	72.4441→73.636	-8.63	timeout
06-20 05:07	SOL	Sell	69.1846→71.3203	-15.87	stop_loss
06-20 01:21	SOL	Sell	68.3937→69.7105	-10.04	timeout
06-18 05:06	SOL	Sell	73.7329→70.7146	+19.94	timeout
06-17 07:41	SOL	Sell	73.9379→73.319	+3.70	timeout
06-17 00:21	SOL	Sell	74.9838→73.461	+9.68	timeout
06-16 16:08	SOL	Sell	73.7199→73.331	+2.13	timeout
06-16 04:23	SOL	Sell	75.5667→73.589	+12.64	timeout
06-15 13:16	SOL	Sell	71.4343→73.6478	-15.94	stop_loss
06-14 22:44	SOL	Sell	68.5277→70.6559	-15.98	stop_loss
06-14 21:52	SOL	Sell	68.4607→70.5718	-15.94	stop_loss
06-14 11:05	SOL	Sell	68.8667→68.0662	+5.31	timeout
06-14 05:01	SOL	Sell	67.9908→68.5563	-4.70	timeout
06-13 21:45	SOL	Sell	67.3369→69.4151	-15.95	stop_loss
06-13 14:41	SOL	Sell	67.0529→68.2272	-9.24	timeout
06-13 08:37	SOL	Sell	66.691→67.4241	-5.96	timeout
06-13 02:05	SOL	Sell	66.875→67.3541	-4.10	timeout
06-12 15:06	SOL	Sell	66.2921→68.3474	-15.91	stop_loss
06-12 13:45	SOL	Sell	66.561→66.674	-1.22	timeout
06-12 07:41	SOL	Sell	67.0189→66.2509	+5.27	timeout
06-11 17:49	SOL	Sell	65.1382→67.1486	-15.86	stop_loss
06-11 01:39	SOL	Sell	62.6516→64.592	-15.93	stop_loss
06-10 21:51	SOL	Sell	65.2422→62.3894	+21.35	take_profit
06-10 01:09	SOL	Sell	66.2891→65.5428	+5.10	timeout
06-09 15:56	SOL	Sell	67.2089→64.2696	+21.47	take_profit
06-09 12:02	SOL	Sell	66.79→66.1399	+4.35	timeout
06-09 05:13	SOL	Sell	66.579→66.893	-2.87	timeout
06-08 21:09	SOL	Sell	65.9901→68.0412	-16.01	stop_loss
06-08 15:59	SOL	Sell	66.2681→67.0991	-6.68	timeout
06-07 22:14	SOL	Sell	65.2122→67.2367	-16.15	stop_loss
06-07 03:28	SOL	Sell	62.0887→64.0076	-15.93	stop_loss
06-07 01:29	SOL	Sell	61.8577→63.7794	-15.99	stop_loss
06-06 21:04	SOL	Sell	63.0765→61.8843	+8.91	timeout
06-06 04:13	SOL	Sell	64.3533→61.5382	+21.32	take_profit
06-05 19:00	SOL	Sell	65.3542→62.4744	+21.57	take_profit
06-05 06:03	SOL	Sell	68.7577→65.7449	+21.36	take_profit
06-05 02:58	SOL	Sell	70.2275→67.1421	+21.31	take_profit
06-03 19:31	SOL	Sell	75.0917→71.8038	+21.38	take_profit
06-01 12:15	SOL	Sell	82.6936→80.6091	+12.21	timeout
05-31 23:02	SOL	Sell	82.7576→82.5964	+0.52	timeout
05-30 22:30	SOL	Sell	82.3966→82.6984	-2.23	timeout
05-30 04:49	SOL	Sell	82.9186→82.2853	+3.41	timeout
05-29 07:45	SOL	Sell	82.3177→81.9443	+1.87	timeout

Paper vs Live

Paper (trades.jsonl)

closed

53%

win rate

+50.08

total pnl ($)

+17.6 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 ($)
SOL	58	53%	+17.6	+50.08

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:43	SOL	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…