btc_mempool_fee_spike_mean_reversion_v8

not live
80
closed trades
39%
win rate
-238.82
total pnl ($)
0.695
weight
7d window — n=21 wr=38% pnl=-87.89  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 20:21BTCBuy60169→59759-3.91timeout
06-26 13:33BTCBuy59262→58881.1-3.69timeout
06-26 06:37BTCBuy59479→60018+4.08timeout
06-25 13:48BTCBuy61134.1→59264.4-15.74stop_loss
06-25 13:45BTCBuy61741.1→59852.1-15.72stop_loss
06-25 04:49BTCBuy60067→61029.9+7.58timeout
06-24 15:32BTCBuy62599.1→60684.6-15.72stop_loss
06-24 14:56BTCBuy62668.1→60978-13.90timeout
06-24 06:07BTCBuy62264.1→62791.9+3.76timeout
06-23 21:58BTCBuy62370.1→62554.9+1.04timeout
06-23 08:27BTCBuy64028.2→62069.8-15.73stop_loss
06-23 08:15BTCBuy64455.2→62478.6-15.77stop_loss
06-23 01:50BTCBuy65494.3→63874.8-12.80timeout
06-22 19:46BTCBuy64238.2→64311.8+0.11timeout
06-22 03:16BTCBuy64186.2→64159.8-0.70timeout
06-21 20:33BTCBuy63987.2→64036.8-0.07timeout
06-21 14:02BTCBuy64209.2→64092.8-1.32timeout
06-21 08:01BTCBuy63941.2→64172.8+1.33timeout
06-21 01:37BTCBuy63414.2→64229.8+5.95timeout
06-20 18:57BTCBuy63730.2→63755.8-0.24timeout
06-20 04:54BTCBuy63060.2→63566.8+3.57timeout
06-19 21:21BTCBuy62362.1→63191.8+6.18timeout
06-19 11:42BTCBuy62905.1→62623.9-2.64timeout
06-19 03:31BTCBuy63274.2→62790.9-4.24timeout
06-18 18:51BTCBuy64071.2→62767.9-10.49timeout
06-18 10:19BTCBuy64121.2→63943.8-1.89timeout
06-18 04:07BTCBuy65799.3→64165.8-12.87timeout
06-17 22:01BTCBuy64873.2→64158.8-5.95timeout
06-17 07:44BTCBuy65626.3→65525.7-1.19timeout
06-17 00:25BTCBuy66539.3→65684.7-6.91timeout
06-16 16:06BTCBuy66176.3→65815.7-3.19timeout
06-16 07:24BTCBuy66546.3→66310.7-2.18timeout
06-16 01:12BTCBuy66606.3→66262.7-3.03timeout
06-15 17:56BTCBuy65819.3→66827.7+7.15timeout
06-15 10:47BTCBuy65402.3→65754.7+2.25timeout
06-15 04:17BTCBuy64095.2→65690.7+11.98timeout
06-14 22:15BTCBuy64501.2→65110.7+4.25timeout
06-14 07:19BTCBuy64153.2→64270.8+0.47timeout
06-14 00:05BTCBuy63919.2→64433.8+3.59timeout
06-13 16:37BTCBuy63589.2→63983.8+2.66timeout
06-13 03:55BTCBuy63742.2→63528.8-2.12timeout
06-12 18:11BTCBuy63306.2→63825.8+3.65timeout
06-12 07:43BTCBuy63739.2→63029.8-6.03timeout
06-12 01:39BTCBuy62815.1→63316.8+3.49timeout
06-11 19:02BTCBuy62742.1→63516.8+5.66timeout
06-11 09:09BTCBuy61610.1→62823.9+9.34timeout
06-11 03:04BTCBuy62156.1→62125.9-0.73timeout
06-09 16:40BTCBuy62657.1→60734.6-15.81stop_loss
06-09 14:36BTCBuy63315.2→61378.2-15.75stop_loss
06-09 12:01BTCBuy63053.2→62753.9-2.79timeout
06-09 05:06BTCBuy63506.2→63179.8-3.02timeout
06-08 23:01BTCBuy63079.2→63412.8+2.18timeout
06-08 16:00BTCBuy63103.2→63757.8+4.68timeout
06-08 04:13BTCBuy62147.1→62906.9+5.65timeout
06-07 14:58BTCBuy61486.1→61875.9+2.71timeout
06-07 06:02BTCBuy60565→61637.9+8.43timeout
06-06 21:04BTCBuy61149.1→60704-4.06timeout
06-06 14:58BTCBuy60941→60828-1.38timeout
06-06 06:53BTCBuy59315→60911+12.99timeout
06-05 15:41BTCBuy61900.1→60006-15.75stop_loss
06-05 13:57BTCBuy62718.1→60799.5-15.75stop_loss
06-05 06:03BTCBuy63942.2→61983.9-15.73stop_loss
06-04 19:08BTCBuy63817.2→63615.8-2.04timeout
06-04 00:30BTCBuy65266.3→63270.2-15.74stop_loss
06-03 20:55BTCBuy66741.3→64648.4-16.14stop_loss
06-03 17:29BTCBuy67040.4→65917.7-8.85timeout
06-03 14:18BTCBuy66887.3→66828.7-0.91timeout
06-03 03:50BTCBuy67531.4→65466-15.75stop_loss
06-02 15:30BTCBuy69384.5→67255-15.80stop_loss
06-02 08:27BTCBuy71558.6→70051.5-11.04timeout
06-02 00:50BTCBuy72148.6→71180.4-7.23timeout
05-31 22:43BTCBuy73786.7→73864.3+0.09timeout
05-31 12:13BTCBuy73870.7→73868.3-0.53timeout
05-30 23:17BTCBuy73588.7→73815.3+1.03timeout
05-30 16:46BTCBuy73263.7→73912.3+3.92timeout
05-30 05:16BTCBuy74173.7→73467.3-5.23timeout
05-29 21:10BTCBuy73790.7→73682.3-1.21timeout
05-29 15:10BTCBuy73413.7→73645.3+1.10timeout
05-29 05:22BTCBuy73426.7→73387.3-0.78timeout
05-28 22:51BTCBuy73416.7→73545.3+0.35timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
39%
win rate
-238.82
total pnl ($)
-59.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8039%-59.5-238.82

Recent bounces (last 20 of 5)

timesymsidereason
06-26 23:18BTCBuystale_intent
06-26 08:36BTCBuystale_intent
06-26 01:36BTCBuybelow_min_notional_skip
06-24 17:04BTCBuybelow_min_notional_skip
06-24 10:23BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems