btc_mempool_surge_mean_reversion

not live
71
closed trades
51%
win rate
+170.82
total pnl ($)
1.560
weight
7d window — n=20 wr=35% pnl=+59.79  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 16:57BTCSell59855→60018-1.77timeout
06-26 08:42BTCSell59414→60190-7.02timeout
06-26 02:34BTCSell59965→58861.9+8.73timeout
06-25 13:51BTCSell61869.9→59153+21.49take_profit
06-25 10:09BTCSell61051.9→61647.1-5.32timeout
06-25 04:07BTCSell60356→60809-4.21timeout
06-24 16:51BTCSell62648.9→59891+21.50take_profit
06-24 14:40BTCSell62629.9→61137.1+11.45timeout
06-24 04:49BTCSell62565.9→62766.1-2.02timeout
06-23 22:03BTCSell62524.9→62628.1-1.29timeout
06-23 16:01BTCSell64053.8→62497.1+11.70timeout
06-23 07:55BTCSell64454.8→62906.1+11.57timeout
06-23 01:51BTCSell65449.7→63925.2+11.18timeout
06-22 19:47BTCSell64231.8→64329.2-1.19timeout
06-22 03:20BTCSell64166.8→64274.2-1.24timeout
06-21 20:33BTCSell63980.8→64043.2-0.94timeout
06-21 09:24BTCSell63919.8→63989.2-0.92timeout
06-21 03:20BTCSell64280.8→64287.2-0.50timeout
06-20 04:53BTCSell63073.8→63554.2-4.26timeout
06-19 21:24BTCSell62368.9→63210.2-7.17timeout
06-19 11:43BTCSell62892.9→62633.1+1.57timeout
06-19 03:34BTCSell63239.8→62748.1+3.40timeout
06-18 18:47BTCSell64068.8→62757.1+9.65timeout
06-18 05:53BTCSell66046.7→63857.2+16.14timeout
06-17 23:49BTCSell64819.8→64461.2+2.31timeout
06-17 07:43BTCSell65606.7→65524.3+0.19timeout
06-17 00:24BTCSell66538.7→65710.3+5.82timeout
06-16 16:06BTCSell66168.7→65826.3+2.15timeout
06-16 04:22BTCSell67124.6→66084.3+7.27timeout
06-15 22:19BTCSell65697.7→66342.3-5.33timeout
06-15 09:14BTCSell64067.8→65669.3-12.96timeout
06-14 22:26BTCSell64576.8→65168.3-5.01timeout
06-14 10:52BTCSell64463.8→64537.2-1.01timeout
06-14 04:20BTCSell64037.8→64503.2-4.11timeout
06-13 22:15BTCSell63730.8→64393.2-5.63timeout
06-13 14:40BTCSell63671.8→64193.2-4.52timeout
06-13 08:36BTCSell63514.8→63881.2-3.28timeout
06-13 02:00BTCSell63209.8→63817.2-5.22timeout
06-12 19:57BTCSell63096.8→63585.2-4.32timeout
06-12 13:46BTCSell63377.8→63147.2+1.41timeout
06-12 07:42BTCSell63773.8→63060.2+5.17timeout
06-12 01:40BTCSell62784.9→63326.2-4.71timeout
06-11 09:10BTCSell61566.9→62831.1-10.66timeout
06-11 03:05BTCSell62021.9→62136.1-1.34timeout
06-10 07:13BTCSell61776.9→62023.1-2.51timeout
06-10 01:08BTCSell62650.9→62023.1+4.49timeout
06-09 18:41BTCSell63321.8→61701.1+12.38timeout
06-09 12:01BTCSell63043.8→62759.1+1.78timeout
06-09 05:12BTCSell63408.8→63134.2+1.72timeout
06-08 23:06BTCSell63110.8→63414.2-2.84timeout
06-08 15:59BTCSell63096.8→63732.2-5.41timeout
06-07 14:58BTCSell61480.9→61878.1-3.67timeout
06-07 02:34BTCSell60902→61271.1-3.44timeout
06-06 15:10BTCSell60868→60664+1.22timeout
06-05 20:50BTCSell59287→61695.9-20.77stop_loss
06-05 18:54BTCSell61886.9→59169+21.52take_profit
06-05 16:10BTCSell62685.9→59932+21.48take_profit
06-05 10:00BTCSell63206.8→62854.1+2.33timeout
06-05 02:01BTCSell64216.8→63293.2+6.74timeout
06-04 18:52BTCSell64113.8→64027.2+0.23timeout
06-04 01:50BTCSell65264.7→62399.1+21.50take_profit
06-04 00:25BTCSell66795.7→63862.2+21.50take_profit
06-03 17:16BTCSell67202.6→65749.3+10.39timeout
06-03 14:13BTCSell66844.7→66775.3+0.09timeout
06-03 05:06BTCSell67540.6→66957.3+3.88timeout
06-02 20:11BTCSell69965.5→67378.4+18.02timeout
06-02 08:18BTCSell71548.4→69907.5+11.07timeout
06-02 00:48BTCSell72113.4→71174.6+6.13timeout
05-31 22:59BTCSell73867.3→73938.7-0.95timeout
05-30 22:31BTCSell73613.3→73857.7-2.05timeout
05-30 03:14BTCSell73684.3→73739.7-0.81timeout

Paper vs Live

Paper (trades.jsonl)
71
closed
51%
win rate
+170.82
total pnl ($)
+48.0 bps
avg bps net
Live (dry_run=0)
2
closed
50%
win rate
+1.02
total pnl ($)
+40.4 bps
avg bps net
Live: 2 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7151%+48.0+170.82

Recent bounces (last 20 of 7)

timesymsidereason
06-26 17:28BTCSellstale_intent
06-26 17:28BTCSellstale_intent
06-26 05:05BTCSelltrigger_already_opened
06-25 14:50BTCSellstale_intent
06-24 16:23BTCSellstale_intent
06-24 16:23BTCSellstale_intent
06-24 10:05BTCSelltrigger_already_opened

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems