btc_mempool_fee_spike_mean_reversion_v18 · strategy

closed trades

53%

win rate

+169.54

total pnl ($)

1.604

weight

7d window — n=17 wr=47% pnl=+67.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 73 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 21:07	BTC	Sell	60051→59682	+2.65	timeout
06-26 14:18	BTC	Sell	58704.1→59868	-10.36	timeout
06-26 04:11	BTC	Sell	59845→60001	-1.76	timeout
06-25 13:59	BTC	Sell	60783→58113.9	+21.45	take_profit
06-25 13:53	BTC	Sell	61575.9→58871.9	+21.49	take_profit
06-25 04:50	BTC	Sell	60061→61062.1	-8.80	timeout
06-24 16:51	BTC	Sell	62609.9→59855	+21.49	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	+11.09	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 11:43	BTC	Sell	62892.9→62625.1	+1.63	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 04:22	BTC	Sell	67146.6→66043.3	+7.74	timeout
06-15 22:19	BTC	Sell	65686.7→66342.3	-5.42	timeout
06-15 09:14	BTC	Sell	64067.8→65669.3	-12.96	timeout
06-14 22:27	BTC	Sell	64573.8→65126.3	-4.70	timeout
06-14 11:03	BTC	Sell	64428.8→64477.2	-0.82	timeout
06-14 05:00	BTC	Sell	64013.8→64343.2	-3.04	timeout
06-13 22:56	BTC	Sell	63789.8→64445.2	-5.57	timeout
06-13 14:41	BTC	Sell	63670.8→64192.2	-4.52	timeout
06-13 08:38	BTC	Sell	63512.8→63841.2	-2.99	timeout
06-13 02:04	BTC	Sell	63359.8→63783.2	-3.76	timeout
06-12 19:59	BTC	Sell	63085.8→63599.2	-4.52	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 12:01	BTC	Sell	63047.8→62762.1	+1.79	timeout
06-09 05:07	BTC	Sell	63548.8→63131.2	+2.83	timeout
06-08 23:04	BTC	Sell	63061.8→63423.2	-3.30	timeout
06-08 16:00	BTC	Sell	63118.8→63685.2	-4.93	timeout
06-07 22:15	BTC	Sell	61778.9→63980.2	-18.27	stop_loss
06-07 09:27	BTC	Sell	60865→62608.1	-14.79	timeout
06-07 03:09	BTC	Sell	60626→61461.1	-7.31	timeout
06-06 21:03	BTC	Sell	61196.9→60714	+3.46	timeout
06-06 14:58	BTC	Sell	60936→60834	+0.39	timeout
06-05 20:50	BTC	Sell	59681→61807	-18.26	stop_loss
06-05 18:54	BTC	Sell	61897.9→59180	+21.53	take_profit
06-05 18:53	BTC	Sell	61940.9→59221	+21.52	take_profit
06-05 11:56	BTC	Sell	63781.8→62051.1	+13.14	timeout
06-05 05:54	BTC	Sell	63469.8→62714.1	+5.47	timeout
06-04 22:29	BTC	Sell	62506.9→63326.2	-7.03	timeout
06-04 17:02	BTC	Sell	64130.8→63534.2	+4.24	timeout
06-04 01:49	BTC	Sell	65345.7→62476.1	+21.51	take_profit
06-04 00:26	BTC	Sell	66734.7→63804.2	+21.50	take_profit
06-03 17:16	BTC	Sell	67207.6→65749.3	+10.43	timeout
06-03 12:45	BTC	Sell	67045.6→66943.3	+0.29	timeout
06-03 04:56	BTC	Sell	67494.6→66327.3	+8.21	timeout
06-02 19:32	BTC	Sell	69972.5→66712.3	+22.85	take_profit
06-02 08:03	BTC	Sell	71532.4→70070.5	+9.81	timeout
06-02 00:47	BTC	Sell	72130.4→71154.6	+6.39	timeout
06-01 16:30	BTC	Sell	73377.3→71102.6	+15.13	timeout
05-31 22:56	BTC	Sell	73831.3→73930.7	-1.13	timeout
05-31 00:21	BTC	Sell	73625.3→73874.7	-2.12	timeout
05-29 07:45	BTC	Sell	73472.3→73367.7	+0.28	timeout
05-29 00:44	BTC	Sell	73466.3→73781.7	-2.52	timeout

Paper vs Live

Paper (trades.jsonl)

closed

53%

win rate

+169.54

total pnl ($)

+46.4 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	73	53%	+46.4	+169.54

Recent bounces (last 20 of 5)

time	sym	side	reason
06-26 09:22	BTC	Sell	stale_intent
06-26 02:30	BTC	Sell	below_min_notional_skip
06-25 03:07	BTC	Sell	below_min_notional_skip
06-24 17:06	BTC	Sell	stale_intent
06-24 10:24	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…