gas_btc_fee_zscore_spike_short

← ericai / trading
not live
74
closed trades
47%
win rate
-1.11
total pnl ($)
1.251
weight
7d window — n=4 wr=75% pnl=+0.19  ·  venues=(unknown)  ·  horizon=—  ·  SL=—  ·  TP=—  ·  class=? in ?
Backtest evidence run: 2026-05-18 21:49:22 (40.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: agn__restored_2b0ec46f
n: 64  ·  wr: 40.6%  ·  total_bps: -663.1  ·  mean_bps: -10.36  ·  sharpe: -0.09  ·  max_dd_bps: -1314.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 74 closed)

Last 100 trades

timesymsideentry→exitpnlclose
06-26 21:13BTCSell60079→59693+0.17timeout
06-26 12:31BTCSell60088→59685+0.17timeout
06-24 20:01BTCSell59385→60196.1-0.44stop_loss
06-22 17:05BTCSell65396.7→64712.2+0.29timeout
06-21 04:10BTCSell64245.8→64382.2-0.09timeout
06-20 20:44BTCSell63834.8→63850.2-0.03timeout
06-19 16:36BTCSell62770.9→63270.2-0.27timeout
06-17 23:32BTCSell64377.8→64443.2-0.06timeout
06-16 15:53BTCSell66355.7→65933.3+0.16timeout
06-15 17:52BTCSell66588.7→66918.3-0.17timeout
06-13 22:34BTCSell64173.8→64489.2-0.17timeout
06-13 17:34BTCSell64140.8→64098.2-0.01timeout
06-11 22:33BTCSell63845.8→63539.2+0.12timeout
06-10 21:05BTCSell62078.9→61671.1+0.17timeout
06-09 19:36BTCSell61260.9→61939.1-0.36timeout
06-09 14:32BTCSell62563.9→61560.1+0.45timeout
06-04 10:15BTCSell63784.8→62791.1+0.44timeout
06-04 04:22BTCSell63914.8→64787.6-0.44stop_loss
06-04 00:39BTCSell64497.8→63084.2+0.63take_profit
06-03 21:35BTCSell65850.7→65654.3+0.06timeout
06-03 13:44BTCSell67202.6→66718.3+0.19timeout
06-03 05:31BTCSell66647.7→66888.3-0.14timeout
06-02 20:20BTCSell67647.6→67081.4+0.22timeout
06-02 12:53BTCSell69434.5→69081.5+0.13timeout
05-31 22:16BTCSell73554.3→73932.7-0.18timeout
05-31 14:23BTCSell73878.3→73627.7+0.07timeout
05-30 23:50BTCSell73893.3→73815.7+0.01timeout
05-30 19:36BTCSell73909.3→73990.7-0.06timeout
05-29 21:24BTCSell73798.3→73598.7+0.05timeout
05-29 15:32BTCSell72922.4→73916.6-0.44stop_loss
05-28 22:44BTCSell73406.3→73482.7-0.06timeout
05-28 20:21BTCSell73449.3→73598.7-0.09timeout
05-28 17:58BTCSell72964.4→73510.7-0.25timeout
05-28 15:40BTCSell73467.3→72863.6+0.22timeout
05-28 13:51BTCSell73430.3→73031.7+0.14timeout
05-28 09:53BTCSell73107.3→73528.7-0.20timeout
05-28 06:58BTCSell73196.3→73121.7+0.00timeout
05-28 01:50BTCSell74495.3→74323.7+0.04timeout
05-27 22:43BTCSell74960.3→74638.7+0.10timeout
05-27 20:42BTCSell74814.3→75215.8-0.19timeout
05-27 18:18BTCSell75163.2→74789.7+0.12timeout
05-27 15:37BTCSell75857.2→75448.8+0.13timeout
05-27 12:43BTCSell75892.2→75880.8-0.02timeout
05-27 10:42BTCSell75842.2→75841.8-0.03timeout
05-27 08:39BTCSell75634.2→75955.8-0.16timeout
05-27 05:55BTCSell75770.2→75670.8+0.01timeout
05-27 02:17BTCSell75878.2→75776.8+0.01timeout
05-26 23:56BTCSell76062.2→75879.8+0.05timeout
05-26 21:48BTCSell75962.2→75973.8-0.03timeout
05-26 19:44BTCSell76515.2→76028.8+0.16timeout
05-26 14:26BTCSell77032.1→78099.9-0.44stop_loss
05-26 13:42BTCSell77525.1→76809.8+0.25timeout
05-26 11:28BTCSell76744.2→77220.9-0.21timeout
05-26 09:16BTCSell76817.2→76628.8+0.05timeout
05-26 06:08BTCSell76578.2→76866.8-0.14timeout
05-26 01:15BTCSell77353.1→76799.8+0.19timeout
05-25 22:52BTCSell77421.1→77206.9+0.06timeout
05-25 19:31BTCSell77550.1→77455.9+0.01timeout
05-25 17:31BTCSell77546.1→77605.9-0.05timeout
05-25 15:31BTCSell77357.1→77570.9-0.11timeout
05-25 13:28BTCSell77477.1→77300.9+0.04timeout
05-25 11:27BTCSell77258.1→77373.9-0.07timeout
05-25 09:27BTCSell77208.1→77478.9-0.13timeout
05-25 07:15BTCSell76941.2→77297.9-0.17timeout
05-15 22:56BTCSell79092→79053-0.01timeout
05-15 20:45BTCSell79380→79028+0.11timeout
05-15 18:45BTCSell79027→79250-0.11timeout
05-12 01:43BTCSell81715.9→81724.1-0.03timeout
05-10 22:33BTCSell80977→82075.1-0.43stop_loss
05-09 23:21BTCSell80775→80665+0.01timeout
05-09 21:19BTCSell80795→80811-0.03timeout
05-09 19:20BTCSell80607→80816-0.10timeout
05-09 17:18BTCSell80322→80714-0.17timeout
05-09 15:18BTCSell80236→80344-0.07timeout

Paper vs Live

Paper (trades.jsonl)
74
closed
47%
win rate
-1.11
total pnl ($)
-5.1 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7447%-5.1-1.11

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-09 23:21BTCSell+0.01BTC was in a tight, low-volatility consolidation with minimal directional bias across timeframes. The thesis failed because the trade expired via timeout, as the sideways market never triggered the intended entry or exit conditions.
05-09 21:19BTCSell-0.03BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but a flat-to-negative bias over 24 hours and 7 days. The thesis failed because the trade was closed due to timeout, likely lacking sufficient directional movement to trigge…
05-09 19:20BTCSell-0.10BTC was trading in a narrow range with low volatility, showing a slight 1-hour gain but negative daily and weekly momentum. The sell thesis failed because the market did not move decisively within the timeout period, resulting in a small loss from funding c…
05-09 17:18BTCSell-0.17The market was in a mild downtrend with BTC declining 1.61% over 24 hours and negative momentum across the board. The thesis failed because the trade expired via timeout without reaching a favorable exit, as the slow, grinding sell-off did not trigger the i…
05-09 15:18BTCSell-0.07The market was in a low-funding, neutral regime with stable open interest, offering no clear directional edge. The thesis failed because the trade expired without entry or exit, resulting in a negligible loss from the timeout close reason.
More…
Cached 60s per strategy.