btc_mempool_fee_spike_mean_reversion_v2

67

closed trades

55%

win rate

+270.70

total pnl ($)

1.791

weight

7d window — n=17 wr=53% pnl=+85.40 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-04 11:18:00 (24.1d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: x3485394_78047

n: 30 · wr: 73.3% · total_bps: +5032.4 · mean_bps: +167.75 · sharpe: +0.69 · max_dd_bps: -652.8

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-27 23:59	BTC	Sell	60071→59999	+0.10	timeout
06-27 17:55	BTC	Sell	59996→60579	-5.32	timeout
06-27 09:07	BTC	Sell	60051→60456	-3.82	timeout
06-26 16:23	BTC	Sell	59743→59954	-2.13	timeout
06-26 04:17	BTC	Sell	58357.1→60144.1	-15.77	stop_loss
06-26 03:02	BTC	Sell	60797→58345.9	+19.66	timeout
06-25 13:54	BTC	Sell	61584.9→58502.9	+24.56	take_profit
06-25 07:16	BTC	Sell	60050→61889	-15.78	stop_loss
06-24 17:20	BTC	Sell	62626.9→59494	+24.51	take_profit
06-24 17:20	BTC	Sell	62638.9→59512	+24.41	take_profit
06-24 15:14	BTC	Sell	62309.9→60856	+11.15	timeout
06-24 08:23	BTC	Sell	62354.9→62679.1	-2.96	timeout
06-23 17:56	BTC	Sell	64614.8→62305.1	+17.42	timeout
06-23 10:04	BTC	Sell	64173.8→62533.1	+12.12	timeout
06-22 17:13	BTC	Sell	64168.8→64668.2	-4.34	timeout
06-21 21:24	BTC	Sell	63919.8→63658.2	+1.60	timeout
06-21 15:21	BTC	Sell	64226.8→64165.2	-0.03	timeout
06-20 16:53	BTC	Sell	63073.8→63985.2	-7.63	timeout
06-20 09:24	BTC	Sell	62368.9→63548.2	-9.80	timeout
06-19 23:43	BTC	Sell	62892.9→63298.2	-3.65	timeout
06-19 15:34	BTC	Sell	63239.8→63179.2	-0.07	timeout
06-19 06:47	BTC	Sell	64068.8→62752.1	+9.79	timeout
06-18 15:40	BTC	Sell	66046.7→62750.1	+24.47	take_profit
06-18 11:49	BTC	Sell	64819.8→63868.2	+6.96	timeout
06-17 19:43	BTC	Sell	65606.7→64158.2	+10.62	timeout
06-17 12:24	BTC	Sell	66538.7→64648.2	+13.83	timeout
06-17 04:06	BTC	Sell	66168.7→65850.3	+2.00	timeout
06-16 16:22	BTC	Sell	67124.6→65777.3	+9.67	timeout
06-16 10:19	BTC	Sell	65697.7→66579.3	-7.13	timeout
06-15 13:16	BTC	Sell	64759.8→66742.7	-15.78	stop_loss
06-15 10:26	BTC	Sell	64576.8→65730.3	-9.39	timeout
06-14 22:52	BTC	Sell	64463.8→65449.3	-8.05	timeout
06-14 16:20	BTC	Sell	64037.8→64071.2	-0.63	timeout
06-14 02:43	BTC	Sell	63659.8→64489.2	-6.99	timeout
06-13 20:38	BTC	Sell	63512.8→64240.2	-6.16	timeout
06-13 14:07	BTC	Sell	63426.8→64125.2	-5.91	timeout
06-13 01:46	BTC	Sell	63377.8→63773.2	-3.51	timeout
06-12 19:42	BTC	Sell	63773.8→63680.2	+0.29	timeout
06-12 13:40	BTC	Sell	62784.9→63208.2	-3.75	timeout
06-11 17:32	BTC	Sell	61566.9→63453.9	-15.70	stop_loss
06-11 15:05	BTC	Sell	62021.9→62617.1	-5.15	timeout
06-10 13:50	BTC	Sell	62423.9→62419.1	-0.40	timeout
06-10 07:48	BTC	Sell	63158.8→62023.1	+8.40	timeout
06-09 17:07	BTC	Sell	63548.8→61484.1	+15.86	timeout
06-09 11:04	BTC	Sell	63061.8→62585.1	+3.27	timeout
06-09 04:00	BTC	Sell	63118.8→62852.1	+1.66	timeout
06-07 22:14	BTC	Sell	61762.9→63655	-15.77	stop_loss
06-07 09:03	BTC	Sell	61196.9→62783.1	-13.45	timeout
06-07 08:46	BTC	Sell	60887→62778.5	-16.00	stop_loss
06-06 22:38	BTC	Sell	61694.9→60552	+8.74	timeout
06-06 16:23	BTC	Sell	61196.9→60666	+3.89	timeout
06-05 18:52	BTC	Sell	62558.9→59436	+24.53	take_profit
06-05 15:39	BTC	Sell	63373.8→60203	+24.53	take_profit
06-05 10:25	BTC	Sell	62743.9→62567.1	+0.96	timeout
06-05 05:25	BTC	Sell	63826.8→63362.2	+3.13	timeout
06-04 02:01	BTC	Sell	65284.7→62026.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66844.7→63508.2	+24.48	take_profit
06-04 00:26	BTC	Sell	67206.6→63852.2	+24.49	take_profit
06-03 17:06	BTC	Sell	67540.6→65799.3	+12.50	timeout
06-02 23:00	BTC	Sell	69965.5→66277.3	+25.91	take_profit
06-02 14:23	BTC	Sell	71548.4→67959.4	+24.67	take_profit
06-02 12:48	BTC	Sell	72113.4→69100.5	+20.58	timeout
06-02 04:30	BTC	Sell	73399.3→70921.5	+16.58	timeout
05-31 16:26	BTC	Sell	73871.3→73550.7	+1.78	timeout
05-30 14:55	BTC	Sell	72922.4→73884.7	-6.90	timeout
05-29 19:44	BTC	Sell	73414.3→73656.7	-2.04	timeout
05-29 12:44	BTC	Sell	73466.3→73247.7	+1.05	timeout

Paper (trades.jsonl)

67

closed

55%

win rate

+270.70

total pnl ($)

+80.6 bps

avg bps net

Live (dry_run=0)

4

closed

25%

win rate

-1.34

total pnl ($)

-29.6 bps

avg bps net

Live: 4 trades (insufficient sample, <5)

symbol	n	wr	net bps	total pnl ($)
BTC	67	55%	+80.6	+270.70

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 67 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)