btc_mempool_fee_spike_short_v9

67

closed trades

37%

win rate

+15.03

total pnl ($)

1.481

weight

7d window — n=16 wr=44% pnl=+35.55 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-28 02:48:13 (30.9d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485394_84670

n: 5 · wr: 40.0% · total_bps: -89.7 · mean_bps: -17.93 · sharpe: -0.34 · max_dd_bps: -123.1

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

time	sym	side	entry→exit	pnl	close
06-27 20:14	BTC	Sell	60452→60258	+1.13	timeout
06-27 11:37	BTC	Sell	59966→60225	-2.60	timeout
06-27 05:22	BTC	Sell	60156→60247	-1.21	timeout
06-26 23:30	BTC	Sell	59432→59931	-4.63	timeout
06-26 16:56	BTC	Sell	59855→60001	-1.62	timeout
06-26 08:42	BTC	Sell	59407→60189	-7.01	timeout
06-26 02:37	BTC	Sell	59716→58790.9	+7.26	timeout
06-25 13:53	BTC	Sell	61727.9→59017	+21.48	take_profit
06-25 13:23	BTC	Sell	60889→61240.1	-3.38	timeout
06-25 01:30	BTC	Sell	61754.9→60837	+6.98	timeout
06-24 20:47	BTC	Sell	59506→60975.5	-12.81	stop_loss
06-24 16:51	BTC	Sell	62636.9→59853	+21.71	take_profit
06-24 12:28	BTC	Sell	62791.9→62750.1	-0.11	timeout
06-24 04:13	BTC	Sell	62759.9→62647.1	+0.48	timeout
06-23 21:43	BTC	Sell	62344.9→62586.1	-2.39	timeout
06-23 15:56	BTC	Sell	64005.8→62371.1	+12.30	timeout
06-19 05:42	BTC	Sell	62579.9→62601.1	-0.65	timeout
06-17 10:44	BTC	Sell	65685.7→64890.2	+5.65	timeout
06-17 04:22	BTC	Sell	65752.7→65800.3	-0.79	timeout
06-16 22:12	BTC	Sell	66504.7→65846.3	+4.55	timeout
06-16 14:54	BTC	Sell	65767.7→65668.3	+0.35	timeout
06-16 06:53	BTC	Sell	66817.7→66486.3	+1.99	timeout
06-16 00:42	BTC	Sell	66368.7→66409.3	-0.76	timeout
06-15 17:56	BTC	Sell	65811.7→66835.3	-8.17	timeout
06-15 10:44	BTC	Sell	65445.7→65749.3	-2.77	timeout
06-14 22:09	BTC	Sell	64504.8→65013.3	-4.37	timeout
06-14 21:50	BTC	Sell	64074.8→65661.1	-12.82	stop_loss
06-14 16:08	BTC	Sell	64496.8→64035.2	+3.17	timeout
06-14 09:41	BTC	Sell	64327.8→64481.2	-1.61	timeout
06-14 03:35	BTC	Sell	64272.8→64518.2	-2.37	timeout
06-13 21:29	BTC	Sell	63791.8→64230.2	-3.87	timeout
06-13 14:10	BTC	Sell	63754.8→64136.2	-3.42	timeout
06-13 07:09	BTC	Sell	63695.8→63683.2	-0.35	timeout
06-13 00:47	BTC	Sell	63438.8→63609.2	-1.75	timeout
06-12 17:49	BTC	Sell	63357.8→63835.2	-4.21	timeout
06-12 11:16	BTC	Sell	63405.8→63801.2	-3.53	timeout
06-12 05:10	BTC	Sell	62511.9→63540.2	-8.64	timeout
06-11 22:09	BTC	Sell	62885.9→63639.2	-6.37	timeout
06-11 15:13	BTC	Sell	61979.9→62753.1	-6.64	timeout
06-11 09:01	BTC	Sell	61748.9→62899.1	-9.71	timeout
06-11 02:59	BTC	Sell	62036.9→62162.1	-1.43	timeout
06-10 20:28	BTC	Sell	61471.9→61880.1	-3.74	timeout
06-10 04:11	BTC	Sell	61005.9→62023.1	-8.84	timeout
06-09 22:12	BTC	Sell	62679.9→62023.1	+4.74	timeout
06-09 15:32	BTC	Sell	62721.9→61279.1	+11.06	timeout
06-09 09:32	BTC	Sell	63644.8→62735.1	+6.69	timeout
06-09 03:29	BTC	Sell	64004.8→62801.1	+8.95	timeout
06-08 21:12	BTC	Sell	63238.8→63686.2	-3.97	timeout
06-08 15:03	BTC	Sell	63050.8→64043.2	-8.30	timeout
06-07 22:14	BTC	Sell	61723.9→63243.8	-12.76	stop_loss
06-07 22:14	BTC	Sell	61531.9→63046.7	-12.76	stop_loss
06-07 19:43	BTC	Sell	62166.9→61205.1	+7.26	timeout
06-07 13:19	BTC	Sell	61525.9→61677.1	-1.67	timeout
06-07 05:18	BTC	Sell	60547→62039.1	-12.78	stop_loss
06-07 00:30	BTC	Sell	60606→60811	-2.13	timeout
06-06 18:11	BTC	Sell	60979→60591	+2.70	timeout
06-06 12:08	BTC	Sell	61398.9→61038.1	+2.46	timeout
06-06 06:04	BTC	Sell	60709→61117.1	-3.82	timeout
06-05 18:52	BTC	Sell	62188.9→59458	+21.52	take_profit
06-05 11:56	BTC	Sell	63773.8→62046.1	+13.11	timeout
06-05 07:59	BTC	Sell	61522.9→63039.7	-12.78	stop_loss
06-05 05:43	BTC	Sell	62960.9→62931.1	-0.24	timeout
06-04 17:22	BTC	Sell	63630.8→63219.2	+2.83	timeout
06-04 14:01	BTC	Sell	62743.9→64296.3	-12.83	stop_loss
06-04 01:22	BTC	Sell	65569.7→62690.1	+21.51	take_profit
06-04 01:16	BTC	Sell	65777.7→62889.1	+21.51	take_profit
06-03 23:48	BTC	Sell	67033.6→64251.2	+20.30	timeout

Paper (trades.jsonl)

67

closed

37%

win rate

+15.03

total pnl ($)

+4.4 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	67	37%	+4.4	+15.03

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)