btc_mempool_fee_spike_mean_reversion_v19 · strategy

closed trades

44%

win rate

+51.63

total pnl ($)

1.138

weight

7d window — n=17 wr=29% pnl=+1.47 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 78 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 02:52	BTC	Sell	59358→59999	-5.88	timeout
06-29 20:25	BTC	Sell	59832→60417	-5.26	timeout
06-29 13:01	BTC	Sell	59556→59982	-3.96	timeout
06-29 03:37	BTC	Sell	59894→59929	-0.73	timeout
06-28 08:52	BTC	Sell	60258→60371	-1.39	timeout
06-28 02:05	BTC	Sell	60480→60242	+1.53	timeout
06-27 11:31	BTC	Sell	59917→60232	-3.06	timeout
06-27 04:59	BTC	Sell	60012→60213	-2.13	timeout
06-26 21:09	BTC	Sell	60072→59718	+2.53	timeout
06-26 07:28	BTC	Sell	58601.1→60689.4	-18.28	stop_loss
06-26 04:10	BTC	Sell	59976→59942	-0.18	timeout
06-25 13:53	BTC	Sell	61550.9→58802.9	+21.86	take_profit
06-25 04:51	BTC	Sell	59685→61050.1	-11.89	timeout
06-24 16:51	BTC	Sell	62590.9→59839	+21.47	take_profit
06-24 14:58	BTC	Sell	62615.9→61052.1	+12.01	timeout
06-24 03:14	BTC	Sell	62303.9→62599.1	-2.79	timeout
06-23 20:24	BTC	Sell	62193.9→62431.1	-2.36	timeout
06-23 05:56	BTC	Sell	64602.8→63383.2	+9.01	timeout
06-22 22:03	BTC	Sell	64151.8→64378.2	-2.21	timeout
06-22 05:14	BTC	Sell	64168.8→64267.2	-1.21	timeout
06-21 09:27	BTC	Sell	63933.8→64055.2	-1.33	timeout
06-21 03:17	BTC	Sell	63986.8→64275.2	-2.70	timeout
06-20 04:54	BTC	Sell	63057.8→63574.2	-4.55	timeout
06-19 21:26	BTC	Sell	62388.9→63177.2	-6.74	timeout
06-19 08:55	BTC	Sell	63094.8→62576.1	+3.60	timeout
06-19 03:33	BTC	Sell	63164.8→62728.1	+2.98	timeout
06-18 18:47	BTC	Sell	64060.8→62772.1	+9.49	timeout
06-18 06:01	BTC	Sell	65550.7→63921.2	+11.98	timeout
06-17 23:49	BTC	Sell	64826.8→64474.2	+2.28	timeout
06-17 07:43	BTC	Sell	65582.7→65518.3	+0.04	timeout
06-17 00:23	BTC	Sell	66538.7→65698.3	+5.90	timeout
06-16 16:06	BTC	Sell	66149.7→65827.3	+2.04	timeout
06-16 04:15	BTC	Sell	67190.6→66098.3	+7.66	timeout
06-15 22:20	BTC	Sell	65685.7→66347.3	-5.46	timeout
06-15 15:57	BTC	Sell	65931.7→67165.4	-9.79	timeout
06-15 09:14	BTC	Sell	64068.8→65668.3	-12.94	timeout
06-14 22:27	BTC	Sell	64572.8→65127.3	-4.72	timeout
06-14 11:04	BTC	Sell	64428.8→64452.2	-0.63	timeout
06-14 05:00	BTC	Sell	64006.8→64353.2	-3.17	timeout
06-13 22:56	BTC	Sell	63778.8→64440.2	-5.62	timeout
06-13 14:42	BTC	Sell	63669.8→64184.2	-4.47	timeout
06-13 08:38	BTC	Sell	63512.8→63842.2	-2.99	timeout
06-13 02:05	BTC	Sell	63356.8→63769.2	-3.68	timeout
06-12 19:59	BTC	Sell	63083.8→63599.2	-4.53	timeout
06-12 13:45	BTC	Sell	63391.8→63119.2	+1.74	timeout
06-12 07:38	BTC	Sell	63726.8→62947.1	+5.69	timeout
06-12 01:38	BTC	Sell	62783.9→63309.2	-4.58	timeout
06-11 19:02	BTC	Sell	62738.9→63536.2	-6.74	timeout
06-11 09:17	BTC	Sell	61636.9→62774.1	-9.61	timeout
06-11 03:05	BTC	Sell	62071.9→62149.1	-1.03	timeout
06-10 07:14	BTC	Sell	61775.9→62023.1	-2.50	timeout
06-10 01:09	BTC	Sell	62644.9→62023.1	+4.46	timeout
06-09 18:42	BTC	Sell	63321.8→61702.1	+12.38	timeout
06-09 12:02	BTC	Sell	63075.8→62717.1	+2.36	timeout
06-09 05:06	BTC	Sell	63537.8→63159.2	+2.53	timeout
06-08 23:01	BTC	Sell	63072.8→63419.2	-3.18	timeout
06-08 16:00	BTC	Sell	63096.8→63764.2	-5.68	timeout
06-07 22:15	BTC	Sell	61752.9→63953.2	-18.27	stop_loss
06-07 09:30	BTC	Sell	60887→62645.1	-14.90	timeout
06-07 03:09	BTC	Sell	60637→61468.1	-7.27	timeout
06-06 21:03	BTC	Sell	61191.9→60714	+3.42	timeout
06-06 14:58	BTC	Sell	60931→60828	+0.39	timeout
06-05 20:50	BTC	Sell	59672→61798	-18.26	stop_loss
06-05 19:01	BTC	Sell	61760.9→59216	+20.18	timeout
06-05 18:52	BTC	Sell	62055.9→59331	+21.52	take_profit
06-05 11:57	BTC	Sell	63763.8→62054.1	+12.97	timeout
06-05 05:54	BTC	Sell	63470.8→62687.1	+5.69	timeout
06-04 22:31	BTC	Sell	62518.9→63308.2	-6.78	timeout
06-04 17:26	BTC	Sell	63824.8→63195.2	+4.52	timeout
06-04 01:49	BTC	Sell	65382.7→62512.1	+21.50	take_profit
06-04 00:25	BTC	Sell	66790.7→63858.2	+21.49	take_profit
06-03 17:17	BTC	Sell	67126.6→65789.3	+9.54	timeout
06-03 12:49	BTC	Sell	66959.7→66991.3	-0.69	timeout
06-03 05:06	BTC	Sell	67537.6→66959.3	+3.84	timeout
06-02 19:47	BTC	Sell	69966.5→66881.3	+21.58	take_profit
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

44%

win rate

+51.63

total pnl ($)

+13.1 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	78	44%	+13.1	+51.63

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…