btc_mempool_fee_spike_mean_reversion_v17 · strategy

closed trades

42%

win rate

+115.86

total pnl ($)

1.719

weight

7d window — n=23 wr=39% pnl=+71.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 93 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 16:57	BTC	Sell	60214→60760	-4.97	timeout
06-27 11:03	BTC	Sell	60047→60405	-3.41	timeout
06-27 05:12	BTC	Sell	60183→60267	-1.15	timeout
06-26 23:10	BTC	Sell	59422→60044	-5.67	timeout
06-26 16:59	BTC	Sell	59871→60062	-2.00	timeout
06-26 08:42	BTC	Sell	59458→60215	-6.81	timeout
06-26 02:34	BTC	Sell	59971→58820.9	+9.11	timeout
06-25 13:53	BTC	Sell	61910.9→58807.9	+24.59	take_profit
06-25 11:19	BTC	Sell	60831→61307.1	-4.36	timeout
06-25 04:20	BTC	Sell	60520→60796	-2.74	timeout
06-24 17:19	BTC	Sell	62668.9→59541	+24.45	take_profit
06-24 14:43	BTC	Sell	62710.9→61091.1	+12.44	timeout
06-24 04:09	BTC	Sell	62670.9→62638.1	-0.15	timeout
06-23 21:44	BTC	Sell	62326.9→62595.1	-2.61	timeout
06-23 15:58	BTC	Sell	64021.8→62442.1	+11.89	timeout
06-23 08:23	BTC	Sell	64448.8→62406.1	+15.36	timeout
06-23 01:50	BTC	Sell	65487.7→63881.2	+11.80	timeout
06-22 19:46	BTC	Sell	64231.8→64318.2	-1.11	timeout
06-22 05:50	BTC	Sell	64146.8→64167.2	-0.60	timeout
06-21 23:37	BTC	Sell	64234.8→63309.2	+6.74	timeout
06-21 14:02	BTC	Sell	64202.8→64099.2	+0.32	timeout
06-21 08:00	BTC	Sell	63908.8→64163.2	-2.44	timeout
06-21 01:37	BTC	Sell	63407.8→64236.2	-6.96	timeout
06-20 18:57	BTC	Sell	63723.8→63762.2	-0.76	timeout
06-20 08:40	BTC	Sell	63005.8→63443.2	-3.86	timeout
06-20 02:33	BTC	Sell	63195.8→63455.2	-2.50	timeout
06-19 20:28	BTC	Sell	62632.9→63050.2	-3.76	timeout
06-19 11:28	BTC	Sell	62821.9→62604.1	+1.24	timeout
06-19 04:25	BTC	Sell	62624.9→62727.1	-1.29	timeout
06-18 21:51	BTC	Sell	64203.8→62916.1	+9.52	timeout
06-18 14:05	BTC	Sell	64594.8→63904.2	+4.89	timeout
06-18 07:04	BTC	Sell	65409.7→64067.2	+9.82	timeout
06-18 00:59	BTC	Sell	65019.7→64437.2	+4.07	timeout
06-17 18:56	BTC	Sell	65596.7→65721.3	-1.35	timeout
06-17 10:27	BTC	Sell	65695.7→64892.2	+5.71	timeout
06-17 04:24	BTC	Sell	65760.7→65832.3	-0.97	timeout
06-16 22:18	BTC	Sell	66584.7→65838.3	+5.20	timeout
06-16 15:54	BTC	Sell	66063.7→65919.3	+0.65	timeout
06-16 08:06	BTC	Sell	66538.7→66349.3	+0.95	timeout
06-16 02:01	BTC	Sell	66362.7→66266.3	+0.27	timeout
06-15 19:48	BTC	Sell	65695.7→66580.3	-7.15	timeout
06-15 03:03	BTC	Sell	64102.8→65521.3	-11.50	timeout
06-14 19:21	BTC	Sell	64305.8→63795.2	+3.55	timeout
06-14 10:17	BTC	Sell	64365.8→64505.2	-1.51	timeout
06-14 04:13	BTC	Sell	64066.8→64484.2	-3.73	timeout
06-13 22:10	BTC	Sell	63726.8→64380.2	-5.56	timeout
06-13 14:30	BTC	Sell	63701.8→64145.2	-3.91	timeout
06-13 07:19	BTC	Sell	63728.8→63694.2	-0.17	timeout
06-13 01:01	BTC	Sell	63398.8→63622.2	-2.17	timeout
06-12 18:13	BTC	Sell	63274.8→63880.2	-5.23	timeout
06-12 12:10	BTC	Sell	63713.8→63679.2	-0.14	timeout
06-12 06:08	BTC	Sell	63373.8→63328.2	-0.06	timeout
06-11 23:32	BTC	Sell	63222.8→63464.2	-2.31	timeout
06-11 15:27	BTC	Sell	62058.9→62726.1	-5.78	timeout
06-11 09:05	BTC	Sell	61640.9→62892.1	-10.54	timeout
06-11 02:59	BTC	Sell	62087.9→62131.1	-0.77	timeout
06-10 20:32	BTC	Sell	61505.9→61842.1	-3.16	timeout
06-10 07:15	BTC	Sell	61715.9→62023.1	-2.99	timeout
06-10 01:42	BTC	Sell	62329.9→62023.1	+1.96	timeout
06-09 19:34	BTC	Sell	63125.8→61923.1	+9.12	timeout
06-09 13:23	BTC	Sell	62754.9→62277.1	+3.35	timeout
06-09 05:09	BTC	Sell	63440.8→63118.2	+2.10	timeout
06-08 23:02	BTC	Sell	63047.8→63398.2	-3.22	timeout
06-08 15:48	BTC	Sell	63069.8→63814.2	-6.28	timeout
06-07 22:15	BTC	Sell	62265.9→64173.3	-15.77	stop_loss
06-07 14:26	BTC	Sell	61232.9→62069.1	-7.27	timeout
06-07 07:56	BTC	Sell	60523→62376.3	-15.78	stop_loss
06-07 01:26	BTC	Sell	60855→61479.1	-5.55	timeout
06-06 16:19	BTC	Sell	60025→60750	-6.50	timeout
06-06 09:55	BTC	Sell	61703.9→60935	+5.81	timeout
06-06 03:18	BTC	Sell	60776→60836	-0.94	timeout
06-05 18:44	BTC	Sell	62807.9→59672	+24.54	take_profit
06-05 06:20	BTC	Sell	63371.8→61719.1	+12.55	timeout
06-04 22:19	BTC	Sell	62965.9→63313.2	-3.23	timeout
06-04 17:19	BTC	Sell	63974.8→63271.2	+5.09	timeout
06-04 02:01	BTC	Sell	65260.7→62003.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66778.7→63445.2	+24.50	take_profit
06-03 16:42	BTC	Sell	66346.7→65901.3	+2.94	timeout
06-03 11:28	BTC	Sell	66336.7→67324.4	-7.83	timeout
06-03 04:00	BTC	Sell	67284.6→65921.3	+9.69	timeout
06-02 14:53	BTC	Sell	70673.5→68180.4	+17.20	timeout
06-02 07:15	BTC	Sell	71391.4→70107.5	+8.62	timeout
06-01 23:57	BTC	Sell	72633.4→71409.6	+8.05	timeout
06-01 04:39	BTC	Sell	73504.3→73417.7	+0.17	timeout
05-31 19:56	BTC	Sell	73844.3→73525.7	+1.72	timeout
05-31 04:27	BTC	Sell	73877.3→74178.7	-2.46	timeout
05-30 16:45	BTC	Sell	73262.3→73941.7	-5.03	timeout
05-30 03:14	BTC	Sell	73682.3→73743.7	-0.85	timeout
05-29 20:04	BTC	Sell	73662.3→73503.7	+0.65	timeout
05-29 14:42	BTC	Sell	73409.3→72688.6	+4.53	timeout
05-29 07:58	BTC	Sell	73426.3→73457.7	-0.63	timeout
05-29 00:53	BTC	Sell	73486.3→73722.7	-1.98	timeout
05-28 18:52	BTC	Sell	73062.3→73646.7	-4.37	timeout

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

+115.86

total pnl ($)

+24.6 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 ($)
BTC	93	42%	+24.6	+115.86

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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