btc_mempool_fee_spike_mean_reversion_v9 · strategy

closed trades

39%

win rate

+41.42

total pnl ($)

1.550

weight

7d window — n=25 wr=40% pnl=+46.71 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 89 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:20	BTC	Sell	60276→60120	+0.81	timeout
06-27 17:09	BTC	Sell	60244→60503	-2.59	timeout
06-27 11:11	BTC	Sell	60036→60365	-3.18	timeout
06-27 04:57	BTC	Sell	60003→60238	-2.41	timeout
06-26 23:36	BTC	Sell	59483→59958	-4.43	timeout
06-26 16:55	BTC	Sell	59820→60093	-2.68	timeout
06-26 08:41	BTC	Sell	59404→60166	-6.84	timeout
06-26 02:47	BTC	Sell	59366→58756.9	+4.65	timeout
06-25 14:48	BTC	Sell	60775→59426	+10.59	timeout
06-25 13:54	BTC	Sell	61734.9→58653.9	+24.48	take_profit
06-25 08:10	BTC	Sell	60787→61780.1	-8.60	timeout
06-25 03:08	BTC	Sell	60823→60794	-0.22	timeout
06-24 17:20	BTC	Sell	62647.9→59521	+24.44	take_profit
06-24 14:43	BTC	Sell	62705.9→61064.1	+12.54	timeout
06-24 07:48	BTC	Sell	62266.9→62690.1	-3.83	timeout
06-24 00:54	BTC	Sell	62241.9→62992.1	-6.45	timeout
06-23 20:08	BTC	Sell	62799.9→62460.1	+2.25	timeout
06-23 10:08	BTC	Sell	64247.8→62464.1	+13.33	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 16:05	BTC	Sell	63913.8→64702.2	-6.59	timeout
06-22 03:18	BTC	Sell	64201.8→64207.2	-0.49	timeout
06-21 20:33	BTC	Sell	63981.8→64044.2	-0.95	timeout
06-21 12:04	BTC	Sell	64225.8→64156.2	+0.06	timeout
06-21 05:30	BTC	Sell	63953.8→64268.2	-2.87	timeout
06-20 23:15	BTC	Sell	63630.8→64240.2	-5.21	timeout
06-20 16:42	BTC	Sell	63564.8→63975.2	-3.68	timeout
06-20 10:00	BTC	Sell	63071.8→63680.2	-5.25	timeout
06-20 02:40	BTC	Sell	63303.8→63368.2	-0.97	timeout
06-19 19:56	BTC	Sell	62588.9→63081.2	-4.36	timeout
06-19 13:41	BTC	Sell	62856.9→62947.1	-1.22	timeout
06-19 07:06	BTC	Sell	62664.9→62803.1	-1.57	timeout
06-19 00:49	BTC	Sell	64283.8→63034.2	+9.23	timeout
06-18 18:34	BTC	Sell	64018.8→62766.1	+9.20	timeout
06-18 12:03	BTC	Sell	64538.8→64003.2	+3.73	timeout
06-18 05:41	BTC	Sell	65892.7→63940.2	+14.38	timeout
06-17 23:33	BTC	Sell	64703.8→64477.2	+1.30	timeout
06-17 16:51	BTC	Sell	65935.7→65893.3	-0.11	timeout
06-17 10:41	BTC	Sell	65712.7→64908.2	+5.72	timeout
06-17 04:24	BTC	Sell	65782.7→65832.3	-0.80	timeout
06-16 22:18	BTC	Sell	66587.7→65835.3	+5.25	timeout
06-16 15:49	BTC	Sell	66114.7→65744.3	+2.39	timeout
06-16 08:44	BTC	Sell	66554.7→66572.3	-0.61	timeout
06-16 02:36	BTC	Sell	66475.7→65807.3	+4.58	timeout
06-15 20:38	BTC	Sell	65696.7→66620.3	-7.45	timeout
06-15 14:14	BTC	Sell	65631.7→66369.3	-6.07	timeout
06-15 01:37	BTC	Sell	64279.8→65527.3	-10.14	timeout
06-14 23:28	BTC	Sell	63783.8→65738.1	-15.76	stop_loss
06-14 19:21	BTC	Sell	64305.8→63803.2	+3.49	timeout
06-14 10:46	BTC	Sell	64489.8→64553.2	-0.93	timeout
06-14 04:46	BTC	Sell	64105.8→64327.2	-2.20	timeout
06-13 22:46	BTC	Sell	63853.8→64503.2	-5.52	timeout
06-13 16:23	BTC	Sell	63567.8→63989.2	-3.78	timeout
06-13 10:01	BTC	Sell	63510.8→63728.2	-2.12	timeout
06-13 03:55	BTC	Sell	63782.8→63535.2	+1.49	timeout
06-12 21:51	BTC	Sell	63786.8→63454.2	+2.18	timeout
06-12 16:12	BTC	Sell	63497.8→63735.2	-2.30	timeout
06-12 10:00	BTC	Sell	63516.8→63662.2	-1.55	timeout
06-12 04:05	BTC	Sell	62685.9→63475.2	-6.71	timeout
06-11 21:48	BTC	Sell	62873.9→63528.2	-5.58	timeout
06-11 15:12	BTC	Sell	61995.9→62784.1	-6.76	timeout
06-11 09:00	BTC	Sell	61771.9→62918.1	-9.67	timeout
06-11 02:58	BTC	Sell	61978.9→62173.1	-1.98	timeout
06-10 20:28	BTC	Sell	61473.9→61880.1	-3.72	timeout
06-10 04:10	BTC	Sell	60939→62023.1	-9.40	timeout
06-09 22:12	BTC	Sell	62647.9→62023.1	+4.49	timeout
06-09 15:32	BTC	Sell	62720.9→61312.1	+10.79	timeout
06-09 09:31	BTC	Sell	63605.8→62735.1	+6.39	timeout
06-09 03:28	BTC	Sell	64060.8→62812.1	+9.29	timeout
06-08 21:12	BTC	Sell	63232.8→63713.2	-4.23	timeout
06-08 15:03	BTC	Sell	63056.8→63964.2	-7.63	timeout
06-07 22:14	BTC	Sell	61715.9→63606	-15.77	stop_loss
06-07 22:14	BTC	Sell	61586.9→63474.9	-15.78	stop_loss
06-07 19:43	BTC	Sell	62181.9→61203.1	+7.40	timeout
06-07 13:19	BTC	Sell	61475.9→61669.1	-2.01	timeout
06-07 06:39	BTC	Sell	60596→62093.1	-12.83	timeout
06-07 00:30	BTC	Sell	60623→60821	-2.07	timeout
06-06 18:11	BTC	Sell	60984→60590	+2.75	timeout
06-06 12:09	BTC	Sell	61397.9→61065.1	+2.23	timeout
06-06 06:05	BTC	Sell	60741→61130.1	-3.66	timeout
06-05 18:54	BTC	Sell	62263.9→59156	+24.52	take_profit
06-05 11:57	BTC	Sell	63799.8→62013.1	+13.57	timeout
06-05 09:15	BTC	Sell	61370.9→63250.8	-15.77	stop_loss
06-05 05:22	BTC	Sell	63207.8→63349.2	-1.60	timeout
06-04 17:57	BTC	Sell	63955.8→63537.2	+2.86	timeout
06-04 14:06	BTC	Sell	62401.9→64313.4	-15.77	stop_loss
06-04 01:51	BTC	Sell	65538.7→62267.1	+24.51	take_profit
06-04 01:49	BTC	Sell	65826.7→62541.1	+24.51	take_profit
06-03 23:44	BTC	Sell	67126.6→64247.2	+21.00	timeout

Paper vs Live

Paper (trades.jsonl)

closed

39%

win rate

+41.42

total pnl ($)

+9.3 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	89	39%	+9.3	+41.42

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 23:00	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…