fee_drop_regime_shift · strategy

closed trades

43%

win rate

+60.93

total pnl ($)

1.282

weight

7d window — n=20 wr=50% pnl=+8.95 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 67 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 15:14	BTC	Sell	64168.8→65058.3	-7.29	timeout
06-22 09:07	BTC	Sell	63938.8→64170.2	-2.17	timeout
06-22 03:06	BTC	Sell	64224.8→64088.2	+0.69	timeout
06-21 12:04	BTC	Sell	63659.8→64146.2	-4.32	timeout
06-21 05:46	BTC	Sell	63636.8→64240.2	-5.19	timeout
06-20 23:42	BTC	Sell	63292.8→64282.2	-8.25	timeout
06-20 11:32	BTC	Sell	62620.9→63672.2	-8.80	timeout
06-20 04:52	BTC	Sell	62545.9→63557.2	-8.54	timeout
06-19 22:50	BTC	Sell	62816.9→63311.2	-4.34	timeout
06-19 10:41	BTC	Sell	64036.8→62398.1	+12.26	timeout
06-19 04:38	BTC	Sell	63942.8→62545.1	+10.44	timeout
06-18 22:34	BTC	Sell	64351.8→62729.1	+12.07	timeout
06-18 09:56	BTC	Sell	64815.8→64159.2	+4.70	timeout
06-18 03:53	BTC	Sell	65819.7→64323.2	+10.94	timeout
06-17 15:52	BTC	Sell	65894.7→65760.3	+0.42	timeout
06-17 09:47	BTC	Sell	66584.7→64971.2	+11.72	timeout
06-17 03:42	BTC	Sell	66049.7→65792.3	+1.54	timeout
06-16 13:12	BTC	Sell	66586.7→66052.3	+3.64	timeout
06-16 07:05	BTC	Sell	65759.7→66393.3	-5.35	timeout
06-16 00:58	BTC	Sell	65610.7→66230.3	-5.20	timeout
06-15 06:32	BTC	Sell	64305.8→65870.3	-12.60	timeout
06-15 00:27	BTC	Sell	64472.8→65743.3	-10.28	timeout
06-14 23:28	BTC	Sell	63779.8→65735.1	-15.77	stop_loss
06-14 18:11	BTC	Sell	64033.8→63684.2	+2.38	timeout
06-14 04:06	BTC	Sell	63505.8→64505.2	-8.36	timeout
06-13 21:21	BTC	Sell	63559.8→64220.2	-5.63	timeout
06-13 14:53	BTC	Sell	63843.8→64199.2	-3.19	timeout
06-13 01:24	BTC	Sell	63373.8→63633.2	-2.41	timeout
06-12 17:47	BTC	Sell	63383.8→63829.2	-3.95	timeout
06-12 11:12	BTC	Sell	63135.8→63785.2	-5.52	timeout
06-11 17:32	BTC	Sell	61498.9→63389.8	-15.75	stop_loss
06-11 14:26	BTC	Sell	61997.9→62917.1	-7.76	timeout
06-11 08:18	BTC	Sell	61590.9→62810.1	-10.22	timeout
06-10 14:33	BTC	Sell	61580.9→61926.1	-3.22	timeout
06-10 08:24	BTC	Sell	62916.9→61559.1	+10.23	timeout
06-10 01:43	BTC	Sell	62631.9→62023.1	+4.31	timeout
06-09 11:33	BTC	Sell	63587.8→62586.1	+7.38	timeout
06-09 05:03	BTC	Sell	62767.9→63188.2	-3.80	timeout
06-08 23:02	BTC	Sell	62991.9→63462.2	-4.16	timeout
06-08 10:32	BTC	Sell	62487.9→63119.2	-5.51	timeout
06-07 22:15	BTC	Sell	62187.9→64094.2	-15.78	stop_loss
06-07 22:14	BTC	Sell	61625.9→63513.9	-15.78	stop_loss
06-07 08:02	BTC	Sell	60597→62452.3	-15.79	stop_loss
06-07 06:36	BTC	Sell	60397→62246.2	-15.78	stop_loss
06-07 03:32	BTC	Sell	60597→61650.1	-9.10	timeout
06-06 21:04	BTC	Sell	61917.9→60700	+9.32	timeout
06-06 15:10	BTC	Sell	60710→60696	-0.34	timeout
06-05 18:52	BTC	Sell	62519.9→59399	+24.55	take_profit
06-05 18:51	BTC	Sell	62724.9→59594	+24.53	take_profit
06-05 13:59	BTC	Sell	63946.8→60755	+24.52	take_profit
06-05 08:25	BTC	Sell	63482.8→62666.1	+5.95	timeout
06-04 23:47	BTC	Sell	64271.8→63727.2	+3.75	timeout
06-04 00:38	BTC	Sell	66428.7→63113.2	+24.49	take_profit
06-04 00:29	BTC	Sell	66708.7→63379.2	+24.48	take_profit
06-03 16:53	BTC	Sell	67561.6→65904.3	+11.87	timeout
06-02 23:00	BTC	Sell	70160.5→66312.3	+26.98	take_profit
06-02 14:27	BTC	Sell	71396.4→67831.4	+24.56	take_profit
06-02 06:43	BTC	Sell	73061.3→70317.5	+18.48	timeout
06-01 23:42	BTC	Sell	73500.3→71572.6	+12.81	timeout
05-31 23:54	BTC	Sell	73804.3→73682.7	+0.35	timeout
05-31 09:52	BTC	Sell	73547.3→73925.7	-2.87	timeout
05-31 00:38	BTC	Sell	73467.3→73927.7	-3.56	timeout
05-30 13:45	BTC	Sell	73233.3→73725.7	-3.75	timeout
05-30 07:07	BTC	Sell	73731.3→73501.7	+1.15	timeout
05-29 22:43	BTC	Sell	73474.3→73425.7	-0.09	timeout
05-29 16:49	BTC	Sell	73302.3→74011.7	-5.20	timeout
05-29 08:27	BTC	Sell	73254.3→73765.7	-3.93	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

+60.93

total pnl ($)

+17.8 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	67	43%	+17.8	+60.93

Recent bounces (last 20 of 1)

time	sym	side	reason
06-22 03:45	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…