btc_mempool_vsize_threshold_short · strategy

closed trades

45%

win rate

+59.93

total pnl ($)

1.283

weight

7d window — n=20 wr=45% pnl=+9.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 18:29	BTC	Sell	64087.8→64587.2	-4.31	timeout
06-22 10:45	BTC	Sell	63651.8→64098.2	-3.91	timeout
06-22 04:20	BTC	Sell	64147.8→63880.2	+1.66	timeout
06-21 06:45	BTC	Sell	63796.8→64291.2	-4.32	timeout
06-21 00:44	BTC	Sell	63592.8→64283.2	-5.85	timeout
06-20 15:01	BTC	Sell	63301.8→63903.2	-5.17	timeout
06-19 23:43	BTC	Sell	62632.9→63294.2	-5.72	timeout
06-19 17:55	BTC	Sell	62703.9→63160.2	-4.09	timeout
06-19 11:33	BTC	Sell	62879.9→62605.1	+1.69	timeout
06-19 04:15	BTC	Sell	62597.9→62841.1	-2.41	timeout
06-18 21:59	BTC	Sell	64147.8→62978.1	+8.62	timeout
06-18 15:53	BTC	Sell	64316.8→62492.1	+13.54	timeout
06-18 04:06	BTC	Sell	65801.7→64177.2	+11.90	timeout
06-17 21:55	BTC	Sell	64839.8→64242.2	+4.15	timeout
06-17 09:55	BTC	Sell	65743.7→64866.2	+6.27	timeout
06-17 03:41	BTC	Sell	65837.7→65793.3	-0.09	timeout
06-16 15:30	BTC	Sell	65940.7→65820.3	+0.50	timeout
06-16 09:31	BTC	Sell	66345.7→66642.3	-2.68	timeout
06-16 03:13	BTC	Sell	66597.7→65763.3	+5.81	timeout
06-15 21:14	BTC	Sell	65662.7→66442.3	-6.36	timeout
06-15 04:22	BTC	Sell	64081.8→65733.3	-13.32	timeout
06-14 22:20	BTC	Sell	64517.8→65157.3	-5.38	timeout
06-14 10:58	BTC	Sell	64441.8→64501.2	-0.91	timeout
06-14 04:26	BTC	Sell	64004.8→64472.2	-4.12	timeout
06-13 22:21	BTC	Sell	63748.8→64446.2	-5.90	timeout
06-13 14:42	BTC	Sell	63670.8→64184.2	-4.46	timeout
06-13 07:30	BTC	Sell	63692.8→63760.2	-0.97	timeout
06-13 01:07	BTC	Sell	63417.8→63642.2	-2.19	timeout
06-12 18:12	BTC	Sell	63264.8→63904.2	-5.49	timeout
06-12 07:47	BTC	Sell	63641.8→63009.2	+4.54	timeout
06-12 01:48	BTC	Sell	63035.8→63401.2	-3.29	timeout
06-11 09:04	BTC	Sell	61737.9→62888.1	-9.71	timeout
06-11 03:02	BTC	Sell	62297.9→62138.1	+0.86	timeout
06-10 20:35	BTC	Sell	61354.9→61863.1	-4.57	timeout
06-10 04:43	BTC	Sell	61093.9→62023.1	-8.11	timeout
06-09 23:11	BTC	Sell	62591.9→62023.1	+4.04	timeout
06-09 14:57	BTC	Sell	62807.9→61382.1	+10.91	timeout
06-09 05:16	BTC	Sell	63366.8→63317.2	-0.05	timeout
06-08 23:09	BTC	Sell	63172.8→63535.2	-3.31	timeout
06-08 15:54	BTC	Sell	63100.8→63826.2	-6.14	timeout
06-07 08:28	BTC	Sell	60748→62608.4	-15.79	stop_loss
06-07 03:13	BTC	Sell	60604→61473.1	-7.59	timeout
06-06 21:10	BTC	Sell	61167.9→60779	+2.70	timeout
06-06 10:51	BTC	Sell	61761.9→60474	+9.97	timeout
06-06 03:25	BTC	Sell	60890→60710	+1.03	timeout
06-05 18:52	BTC	Sell	62554.9→59433	+24.53	take_profit
06-05 06:23	BTC	Sell	63496.8→61369.1	+16.27	timeout
06-04 19:19	BTC	Sell	63482.8→63982.2	-4.38	timeout
06-04 02:01	BTC	Sell	65229.7→61974.1	+24.50	take_profit
06-04 00:29	BTC	Sell	66827.7→63492.2	+24.50	take_profit
06-03 17:10	BTC	Sell	67034.6→65767.3	+9.03	timeout
06-03 05:47	BTC	Sell	67421.6→67036.4	+2.42	timeout
06-02 21:39	BTC	Sell	69501.5→67810.4	+11.73	timeout
06-02 11:16	BTC	Sell	71425.4→69492.5	+13.16	timeout
06-02 03:49	BTC	Sell	71179.4→70945.5	+1.27	timeout
06-01 04:25	BTC	Sell	73527.3→73408.7	+0.39	timeout
05-31 19:49	BTC	Sell	73840.3→73496.7	+1.89	timeout
05-31 04:35	BTC	Sell	73925.3→74125.7	-1.77	timeout
05-29 19:32	BTC	Sell	73551.3→73427.7	+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 18:48	BTC	Sell	73146.3→73615.7	-3.58	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

+59.93

total pnl ($)

+19.1 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	62	45%	+19.1	+59.93

Recent bounces (last 20 of 2)

time	sym	side	reason
06-22 13:51	BTC	Sell	below_min_notional_skip
06-21 23:06	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…