btc_mempool_vsize_surge_short_v3 · strategy

closed trades

46%

win rate

+110.36

total pnl ($)

1.395

weight

7d window — n=19 wr=42% pnl=+28.10 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 81 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 16:49	BTC	Sell	60315→60796	-4.43	timeout
06-27 09:22	BTC	Sell	59730→60298	-5.18	timeout
06-27 03:01	BTC	Sell	59627→60246	-5.64	timeout
06-26 20:21	BTC	Sell	60176→59732	+3.29	timeout
06-26 10:14	BTC	Sell	59865→59734	+0.67	timeout
06-26 04:03	BTC	Sell	59494→59847	-3.44	timeout
06-25 13:53	BTC	Sell	61734.9→59023	+21.50	take_profit
06-25 05:02	BTC	Sell	59424→61548.8	-18.34	stop_loss
06-24 16:46	BTC	Sell	62825.9→60067	+21.47	take_profit
06-24 14:50	BTC	Sell	62738.9→61139.1	+12.27	timeout
06-24 07:42	BTC	Sell	62299.9→62651.1	-3.23	timeout
06-23 21:43	BTC	Sell	62308.9→62571.1	-2.56	timeout
06-23 08:01	BTC	Sell	64508.8→62874.1	+12.22	timeout
06-23 01:46	BTC	Sell	65424.7→63967.2	+10.68	timeout
06-22 19:45	BTC	Sell	64230.8→64339.2	-1.28	timeout
06-22 05:01	BTC	Sell	64087.8→64062.2	-0.24	timeout
06-21 13:41	BTC	Sell	64193.8→64012.2	+0.93	timeout
06-21 07:38	BTC	Sell	63850.8→64204.2	-3.22	timeout
06-21 01:35	BTC	Sell	63338.8→64218.2	-7.36	timeout
06-20 08:40	BTC	Sell	63006.8→63445.2	-3.87	timeout
06-20 02:32	BTC	Sell	63164.8→63413.2	-2.42	timeout
06-19 20:28	BTC	Sell	62633.9→63050.2	-3.75	timeout
06-19 11:34	BTC	Sell	62879.9→62590.1	+1.81	timeout
06-19 03:32	BTC	Sell	63170.8→62789.1	+2.55	timeout
06-18 19:50	BTC	Sell	64426.8→62899.1	+11.33	timeout
06-18 12:59	BTC	Sell	64433.8→64356.2	+0.15	timeout
06-18 07:14	BTC	Sell	65336.7→63998.2	+9.80	timeout
06-18 00:58	BTC	Sell	64993.8→64444.2	+3.81	timeout
06-17 18:57	BTC	Sell	65576.7→65581.3	-0.48	timeout
06-17 12:17	BTC	Sell	65726.7→64803.2	+6.59	timeout
06-17 05:58	BTC	Sell	65915.7→65800.3	+0.44	timeout
06-16 22:58	BTC	Sell	66483.7→65750.3	+5.10	timeout
06-16 16:00	BTC	Sell	66127.7→65880.3	+1.47	timeout
06-16 09:50	BTC	Sell	66368.7→66492.3	-1.36	timeout
06-16 03:24	BTC	Sell	66639.7→65767.3	+6.07	timeout
06-15 21:18	BTC	Sell	65736.7→66488.3	-6.14	timeout
06-14 22:21	BTC	Sell	64542.8→65182.3	-5.38	timeout
06-14 11:05	BTC	Sell	64427.8→64453.2	-0.65	timeout
06-14 04:53	BTC	Sell	63922.8→64326.2	-3.62	timeout
06-13 22:45	BTC	Sell	63833.8→64493.2	-5.60	timeout
06-13 15:06	BTC	Sell	63684.8→64243.2	-4.82	timeout
06-13 08:54	BTC	Sell	63383.8→63791.2	-3.63	timeout
06-13 01:45	BTC	Sell	63106.8→63746.2	-5.52	timeout
06-12 18:13	BTC	Sell	63262.8→63879.2	-5.31	timeout
06-12 09:22	BTC	Sell	63493.8→63694.2	-1.98	timeout
06-12 03:19	BTC	Sell	62593.9→63474.2	-7.43	timeout
06-11 21:16	BTC	Sell	62772.9→63501.2	-6.18	timeout
06-11 09:10	BTC	Sell	61566.9→62831.1	-10.66	timeout
06-11 03:05	BTC	Sell	62021.9→62136.1	-1.34	timeout
06-10 19:51	BTC	Sell	61651.9→61915.1	-2.55	timeout
06-10 05:13	BTC	Sell	61531.9→62023.1	-4.47	timeout
06-09 23:07	BTC	Sell	62635.9→62023.1	+4.41	timeout
06-09 14:57	BTC	Sell	62796.9→61411.1	+10.60	timeout
06-09 05:07	BTC	Sell	63548.8→63148.2	+2.70	timeout
06-08 23:03	BTC	Sell	63043.8→63404.2	-3.29	timeout
06-08 15:48	BTC	Sell	63069.8→63818.2	-6.36	timeout
06-07 15:35	BTC	Sell	61604.9→62076.1	-4.27	timeout
06-07 08:48	BTC	Sell	60813→62981.6	-18.29	stop_loss
06-07 03:09	BTC	Sell	60637→61468.1	-7.27	timeout
06-06 21:04	BTC	Sell	61131.9→60711	+2.96	timeout
06-06 10:51	BTC	Sell	61765.9→60463	+10.09	timeout
06-06 03:26	BTC	Sell	60982→60724	+1.67	timeout
06-05 16:11	BTC	Sell	62576.9→59829	+21.48	take_profit
06-05 06:21	BTC	Sell	63370.8→61650.1	+13.09	timeout
06-04 19:21	BTC	Sell	63507.8→63970.2	-4.08	timeout
06-04 01:51	BTC	Sell	65246.7→62382.1	+21.50	take_profit
06-04 00:25	BTC	Sell	66826.7→63892.2	+21.50	take_profit
06-03 17:10	BTC	Sell	67048.6→65761.3	+9.18	timeout
06-03 14:12	BTC	Sell	66822.7→66780.3	-0.11	timeout
06-03 06:05	BTC	Sell	67542.6→67175.4	+2.29	timeout
06-02 21:37	BTC	Sell	69470.5→67897.4	+10.89	timeout
06-02 14:27	BTC	Sell	70679.5→67517.4	+21.94	take_profit
06-02 07:27	BTC	Sell	71495.4→69869.5	+11.00	timeout
06-01 23:59	BTC	Sell	72337.4→71432.6	+5.88	timeout
06-01 04:53	BTC	Sell	73472.3→73490.7	-0.56	timeout
05-31 19:58	BTC	Sell	73846.3→73555.7	+1.52	timeout
05-31 04:35	BTC	Sell	73925.3→74125.7	-1.77	timeout
05-29 20:03	BTC	Sell	73636.3→73512.7	+0.41	timeout
05-29 07:43	BTC	Sell	73406.3→73405.7	-0.42	timeout
05-29 00:53	BTC	Sell	73486.3→73722.7	-1.98	timeout
05-28 18:52	BTC	Sell	73062.3→73645.7	-4.37	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+110.36

total pnl ($)

+27.0 bps

avg bps net

Live (dry_run=0)

closed

67%

win rate

+0.09

total pnl ($)

+3.8 bps

avg bps net

Live: 3 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	81	46%	+27.0	+110.36

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 14:21	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…