btc_network_fee_spike_liquidation_capitulation · strategy

closed trades

37%

win rate

-58.45

total pnl ($)

1.078

weight

7d window — n=21 wr=33% pnl=-14.99 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 23:49:50 (34.8d ago) · src: canon

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

n: 44 · wr: 43.2% · total_bps: -372.7 · mean_bps: -8.47 · sharpe: -0.20 · max_dd_bps: -554.4

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

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 15:23	BTC	Buy	65505.3→64939.8	-3.10	timeout
06-21 20:45	BTC	Buy	64172.2→63927.8	-1.53	timeout
06-21 18:39	BTC	Buy	64180.2→64206.8	-0.16	timeout
06-21 02:24	BTC	Buy	64271.2→64199.8	-0.65	timeout
06-20 19:15	BTC	Buy	63803.2→63874.8	+0.07	timeout
06-20 17:11	BTC	Buy	64085.2→63870.8	-1.38	timeout
06-19 18:57	BTC	Buy	62845.1→63036.8	+0.70	timeout
06-19 14:52	BTC	Buy	62668.1→63263.8	+2.80	timeout
06-19 10:45	BTC	Buy	62403.1→62376.9	-0.43	timeout
06-19 01:14	BTC	Buy	62887.1→62901.9	-0.21	timeout
06-18 19:54	BTC	Buy	62868.1→62945.9	+0.12	timeout
06-18 15:57	BTC	Buy	63157.2→62293.7	-4.73	stop_loss
06-17 21:57	BTC	Buy	64429.2→64183.8	-1.53	timeout
06-17 17:39	BTC	Buy	65791.3→65921.7	+0.35	timeout
06-17 14:18	BTC	Buy	64983.2→65301.7	+1.30	timeout
06-17 09:37	BTC	Buy	65450.3→64943.8	-2.81	timeout
06-17 00:58	BTC	Buy	65704.3→65721.7	-0.21	timeout
06-16 14:07	BTC	Buy	66616.3→66020.7	-3.20	timeout
06-16 06:27	BTC	Buy	65808.3→66226.7	+1.78	timeout
06-15 23:27	BTC	Buy	66361.3→66206.7	-1.05	timeout
06-15 19:33	BTC	Buy	66799.3→66632.7	-1.11	timeout
06-15 16:03	BTC	Buy	66495.3→67101.6	+2.67	timeout
06-15 12:50	BTC	Buy	66208.3→66486.7	+1.07	timeout
06-14 12:09	BTC	Buy	64612.2→64458.8	-1.06	timeout
06-14 02:46	BTC	Buy	64644.2→64459.8	-1.22	timeout
06-13 23:01	BTC	Buy	64251.2→64435.8	+0.64	timeout
06-13 20:56	BTC	Buy	64144.2→64249.8	+0.24	timeout
06-13 18:25	BTC	Buy	63984.2→64128.8	+0.44	timeout
06-13 15:51	BTC	Buy	64104.2→64220.8	+0.30	timeout
06-13 06:15	BTC	Buy	63597.2→63538.8	-0.59	timeout
06-13 04:12	BTC	Buy	63670.2→63482.8	-1.25	timeout
06-12 15:10	BTC	Buy	63375.2→64089.8	+3.37	timeout
06-11 23:43	BTC	Buy	63569.2→63642.8	+0.08	timeout
06-11 21:01	BTC	Buy	63806.2→63396.8	-2.38	timeout
06-11 15:19	BTC	Buy	63045.2→62642.9	-2.37	timeout
06-11 00:52	BTC	Buy	61438.1→61858.9	+1.93	timeout
06-10 22:27	BTC	Buy	61699.1→61226.9	-2.78	timeout
06-10 19:20	BTC	Buy	61860.1→61722.9	-1.02	timeout
06-10 17:08	BTC	Buy	62292.1→62135.9	-1.11	timeout
06-09 20:49	BTC	Buy	61743.1→62016.9	+1.15	timeout
06-09 17:56	BTC	Buy	60949→61693.9	+3.68	timeout
06-09 14:21	BTC	Buy	62463.1→61614.1	-4.71	stop_loss
06-09 12:45	BTC	Buy	62511.1→62486.9	-0.42	timeout
06-09 04:43	BTC	Buy	62862.1→63176.8	+1.33	timeout
06-08 20:05	BTC	Buy	63488.2→63389.8	-0.80	timeout
06-08 17:45	BTC	Buy	63790.2→63362.8	-2.47	timeout
06-08 14:46	BTC	Buy	63781.2→63875.8	+0.19	timeout
06-08 12:32	BTC	Buy	63043.2→63156.8	+0.29	timeout
06-08 05:43	BTC	Buy	62912.1→62469.9	-2.58	timeout
06-07 04:29	BTC	Buy	61483.1→61529.9	-0.04	timeout
06-06 20:32	BTC	Buy	60594→60594	-0.29	timeout
06-06 14:52	BTC	Buy	60968→60950	-0.39	timeout
06-06 10:30	BTC	Buy	61249.1→60415.8	-4.72	stop_loss
06-06 04:27	BTC	Buy	60710→59877.1	-4.75	stop_loss
06-06 01:03	BTC	Buy	60584→61342.9	+3.78	timeout
06-05 18:51	BTC	Buy	60308→59488.3	-4.71	stop_loss
06-05 16:12	BTC	Buy	60541→59710.1	-4.75	stop_loss
06-05 13:57	BTC	Buy	61690.1→60850.5	-4.72	stop_loss
06-05 10:03	BTC	Buy	62757.1→62820.9	+0.04	timeout
06-05 00:39	BTC	Buy	63755.2→63794.8	-0.09	timeout
06-04 19:46	BTC	Buy	63250.2→63696.8	+2.00	timeout
06-04 15:43	BTC	Buy	64379.2→63835.8	-3.04	timeout
06-04 12:12	BTC	Buy	62598.1→62476.9	-0.92	timeout
06-04 08:52	BTC	Buy	63543.2→63530.8	-0.35	timeout
06-04 04:05	BTC	Buy	63289.2→64550.8	+6.18	take_profit
06-03 22:16	BTC	Buy	65088.3→65179.7	+0.16	timeout
06-03 19:23	BTC	Buy	65802.3→65738.7	-0.61	timeout
06-03 12:12	BTC	Buy	67249.4→66963.7	-1.68	timeout
06-03 07:13	BTC	Buy	66995.3→67116.6	+0.29	timeout
06-03 03:50	BTC	Buy	66361.3→65456	-4.73	stop_loss
06-02 22:00	BTC	Buy	67001.3→67416.6	+1.72	timeout
06-02 14:27	BTC	Buy	68606.4→67673.8	-4.71	stop_loss
06-02 11:18	BTC	Buy	69431.5→69472.5	-0.11	timeout
06-01 04:46	BTC	Buy	73854.7→73428.3	-2.17	timeout
05-31 19:09	BTC	Buy	73697.7→73558.3	-0.91	timeout
05-31 12:58	BTC	Buy	73943.7→73880.3	-0.58	timeout
05-30 18:08	BTC	Buy	73940.7→73974.3	-0.15	timeout
05-29 20:33	BTC	Buy	73419.7→73689.3	+0.90	timeout
05-29 16:27	BTC	Buy	73112.7→73598.3	+1.86	timeout
05-28 21:27	BTC	Buy	73402.7→73729.3	+1.15	timeout
05-28 14:33	BTC	Buy	73466.7→72904.4	-2.79	timeout
05-28 00:43	BTC	Buy	74402.7→74522.3	+0.23	timeout
05-27 20:31	BTC	Buy	74990.7→75248.2	+0.82	timeout
05-27 17:17	BTC	Buy	75256.8→74916.3	-1.76	timeout
05-27 10:34	BTC	Buy	75719.8→75873.2	+0.37	timeout
05-26 18:26	BTC	Buy	76469.8→76167.2	-1.58	timeout
05-26 15:26	BTC	Buy	77237.9→76704.2	-2.54	timeout
05-26 13:14	BTC	Buy	77195.9→77037.1	-0.96	timeout
05-25 13:32	BTC	Buy	77272.9→77312.1	-0.13	timeout
05-17 14:27	BTC	Buy	78311.9→78063.1	-1.33	timeout
05-17 08:07	BTC	Buy	78076.9→78120.1	-0.11	timeout

Paper vs Live

Paper (trades.jsonl)

closed

37%

win rate

-58.45

total pnl ($)

-19.7 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	91	37%	-19.7	-58.45

Recent bounces (last 20 of 2)

time	sym	side	reason
06-22 18:34	BTC	Buy	stale_intent
06-22 14:22	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…