gas_btc_fee_spike_rapid_decline_exhaustion_clearing_long · strategy

122

closed trades

41%

win rate

-235.21

total pnl ($)

1.016

weight

7d window — n=26 wr=54% pnl=-35.70 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 19:10:01 (40.2d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: recovered_005

n: 7 · wr: 28.6% · total_bps: -241.3 · mean_bps: -34.47 · sharpe: -0.77 · max_dd_bps: -264.8

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

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 16:02	BTC	Buy	60386→60772	+3.43	timeout
06-27 10:55	BTC	Buy	60221→60349	+0.75	timeout
06-27 05:54	BTC	Buy	60039→60216	+1.28	timeout
06-27 00:48	BTC	Buy	59865→59928	+0.09	timeout
06-26 19:52	BTC	Buy	59742→59847	+0.50	timeout
06-26 13:19	BTC	Buy	59660→58544.8	-12.25	stop_loss
06-26 08:28	BTC	Buy	59063→60270	+12.23	timeout
06-26 02:13	BTC	Buy	59808→58695.7	-12.18	stop_loss
06-25 22:16	BTC	Buy	59521→59921	+3.63	timeout
06-25 08:45	BTC	Buy	60744→61726.9	+9.55	timeout
06-25 03:35	BTC	Buy	60889→60741	-2.08	timeout
06-24 22:32	BTC	Buy	59642→60871	+12.35	timeout
06-24 13:57	BTC	Buy	62356.1→61195.3	-12.20	stop_loss
06-24 11:17	BTC	Buy	62790.1→62331.9	-5.13	timeout
06-24 06:14	BTC	Buy	62972.1→62794.9	-2.34	timeout
06-24 01:13	BTC	Buy	62443.1→62938.9	+4.40	timeout
06-23 08:24	BTC	Buy	63438.2→62253.7	-12.23	stop_loss
06-23 05:25	BTC	Buy	63846.2→63374.8	-5.18	timeout
06-23 00:22	BTC	Buy	64384.2→63853.8	-5.69	timeout
06-22 19:15	BTC	Buy	65213.3→64372.8	-8.63	timeout
06-22 05:31	BTC	Buy	63779.2→64168.8	+3.25	timeout
06-22 00:27	BTC	Buy	64203.2→63674.8	-5.71	timeout
06-21 19:09	BTC	Buy	64040.2→64127.8	+0.30	timeout
06-21 13:59	BTC	Buy	63976.2→64100.8	+0.67	timeout
06-21 08:57	BTC	Buy	64406.2→63957.8	-4.95	timeout
06-21 03:52	BTC	Buy	64285.2→64387.8	+0.44	timeout
06-20 22:52	BTC	Buy	63808.2→64289.8	+4.15	timeout
06-20 09:06	BTC	Buy	63420.2→63431.8	-0.48	timeout
06-20 04:01	BTC	Buy	63324.2→63433.8	+0.52	timeout
06-19 22:56	BTC	Buy	63156.2→63317.8	+1.03	timeout
06-19 17:56	BTC	Buy	62728.1→63147.8	+3.62	timeout
06-19 07:03	BTC	Buy	63048.2→62825.9	-2.76	timeout
06-19 01:59	BTC	Buy	63072.2→62995.9	-1.29	timeout
06-18 20:54	BTC	Buy	62501.1→63090.8	+5.37	timeout
06-18 09:57	BTC	Buy	63936.2→64165.8	+1.66	timeout
06-18 04:59	BTC	Buy	64440.2→63910.8	-5.70	timeout
06-17 19:29	BTC	Buy	65639.3→64414.6	-12.23	stop_loss
06-17 04:21	BTC	Buy	65638.3→65795.7	+0.92	timeout
06-16 23:21	BTC	Buy	65974.3→65616.7	-3.97	timeout
06-16 18:17	BTC	Buy	66236.3→66015.7	-2.66	timeout
06-16 13:16	BTC	Buy	66480.3→66236.7	-2.87	timeout
06-16 08:08	BTC	Buy	65735.3→66332.7	+5.13	timeout
06-16 03:05	BTC	Buy	66414.3→65793.7	-6.41	timeout
06-15 22:05	BTC	Buy	66927.3→66406.7	-5.44	timeout
06-15 16:58	BTC	Buy	66194.3→67164.6	+8.58	timeout
06-15 00:14	BTC	Buy	63799.2→65834.7	+19.38	take_profit
06-14 19:33	BTC	Buy	64071.2→63784.8	-3.37	timeout
06-14 14:31	BTC	Buy	64355.2→64113.8	-2.91	timeout
06-14 09:28	BTC	Buy	64451.2→64318.8	-1.86	timeout
06-14 04:27	BTC	Buy	64433.2→64450.8	-0.38	timeout
06-13 23:26	BTC	Buy	64135.2→64481.8	+2.81	timeout
06-13 18:23	BTC	Buy	64149.2→64081.8	-1.23	timeout
06-13 13:16	BTC	Buy	63789.2→64119.8	+2.66	timeout
06-13 08:24	BTC	Buy	63556.2→63735.8	+1.18	timeout
06-13 03:17	BTC	Buy	63496.2→63652.8	+0.98	timeout
06-12 22:17	BTC	Buy	63844.2→63493.8	-4.01	timeout
06-12 17:08	BTC	Buy	63647.2→63999.8	+2.89	timeout
06-12 12:08	BTC	Buy	63055.2→63641.8	+5.23	timeout
06-12 07:01	BTC	Buy	63438.2→63060.8	-4.29	timeout
06-12 02:02	BTC	Buy	63403.2→63439.8	-0.23	timeout
06-11 19:37	BTC	Buy	62906.1→63771.8	+8.00	timeout
06-11 09:28	BTC	Buy	62593.1→62782.9	+1.30	timeout
06-11 04:26	BTC	Buy	61443.1→62593.9	+11.11	timeout
06-10 23:12	BTC	Buy	61960.1→61161.9	-8.61	timeout
06-10 13:15	BTC	Buy	61602.1→61460.9	-1.99	timeout
06-09 22:21	BTC	Buy	61782.1→62016.9	+1.83	timeout
06-09 14:30	BTC	Buy	62612.1→61442.2	-12.24	stop_loss
06-09 08:33	BTC	Buy	62713.1→62878.9	+1.08	timeout
06-08 23:57	BTC	Buy	63468.2→63066.8	-4.53	timeout
06-08 16:34	BTC	Buy	63537.2→63659.8	+0.62	timeout
06-07 19:17	BTC	Buy	61857.1→61406.9	-5.10	timeout
06-07 12:42	BTC	Buy	62736.1→61568.1	-12.20	stop_loss
06-07 08:56	BTC	Buy	61636.1→62800.9	+11.26	timeout
06-07 03:38	BTC	Buy	60568→61571.9	+9.79	timeout
06-06 22:36	BTC	Buy	60758→60500	-3.20	timeout
06-06 16:42	BTC	Buy	60837→60659	-2.38	timeout
06-06 11:41	BTC	Buy	60996→60789	-2.67	timeout
06-06 04:20	BTC	Buy	61064.1→59923	-12.24	stop_loss
06-06 01:36	BTC	Buy	61107.1→61174.9	+0.13	timeout
06-05 18:52	BTC	Buy	60565→59438.3	-12.20	stop_loss
06-05 13:49	BTC	Buy	62399.1→61232.3	-12.25	stop_loss
06-05 06:03	BTC	Buy	63139.2→61961.9	-12.21	stop_loss
06-05 02:30	BTC	Buy	63720.2→62535.6	-12.18	stop_loss
06-05 00:27	BTC	Buy	64030.2→63702.8	-3.77	timeout
06-04 18:54	BTC	Buy	63775.2→63937.8	+1.03	timeout
06-04 10:48	BTC	Buy	63493.2→62312.7	-12.17	stop_loss
06-04 07:17	BTC	Buy	64693.2→63480.1	-12.29	stop_loss
06-03 23:24	BTC	Buy	65514.3→64294.6	-12.20	stop_loss
06-03 20:55	BTC	Buy	66033.3→64803.3	-12.21	stop_loss
06-03 16:21	BTC	Buy	67025.4→65777.8	-12.21	stop_loss
06-03 09:33	BTC	Buy	66388.3→66795.7	+3.24	timeout
06-03 03:43	BTC	Buy	67059.4→65811.8	-12.19	stop_loss
06-02 20:34	BTC	Buy	67285.4→67257.6	-0.81	timeout
06-02 12:09	BTC	Buy	69956.5→69460.5	-5.03	timeout
06-02 07:03	BTC	Buy	71025.6→69700.6	-12.25	stop_loss
06-02 02:13	BTC	Buy	71167.6→70204.5	-9.06	timeout
06-01 00:45	BTC	Buy	73511.7→73945.3	+3.13	timeout
05-31 17:11	BTC	Buy	73876.7→73479.3	-3.94	timeout
05-31 10:34	BTC	Buy	74123.7→73802.3	-3.31	timeout
05-31 04:45	BTC	Buy	73780.7→74162.3	+2.65	timeout

Paper vs Live

Paper (trades.jsonl)

122

closed

41%

win rate

-235.21

total pnl ($)

-30.7 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	122	41%	-30.7	-235.21

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…