mempool_congestion_fade_short_v5 · strategy

closed trades

46%

win rate

+88.84

total pnl ($)

1.363

weight

7d window — n=21 wr=33% pnl=+23.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:59	BTC	Sell	60071→60340	-2.67	timeout
06-27 05:55	BTC	Sell	59996→60222	-2.34	timeout
06-26 21:14	BTC	Sell	60143→59722	+3.10	timeout
06-26 06:46	BTC	Sell	58357.1→60436.2	-18.26	stop_loss
06-26 04:10	BTC	Sell	59964→59945	-0.32	timeout
06-25 13:53	BTC	Sell	61710.9→58993.9	+21.55	take_profit
06-25 12:10	BTC	Sell	61031.9→61209.1	-1.90	timeout
06-25 05:15	BTC	Sell	59836→61614.1	-15.32	timeout
06-24 16:51	BTC	Sell	62704.9→59891	+21.92	take_profit
06-24 06:23	BTC	Sell	62374.9→62810.1	-3.91	timeout
06-23 23:43	BTC	Sell	62549.9→62584.1	-0.74	timeout
06-23 17:45	BTC	Sell	63422.8→62502.1	+6.81	timeout
06-23 08:58	BTC	Sell	64405.8→62337.1	+15.49	timeout
06-23 01:58	BTC	Sell	65490.7→64150.2	+9.77	timeout
06-22 14:57	BTC	Sell	64254.8→64895.2	-5.38	timeout
06-22 06:06	BTC	Sell	63959.8→64138.2	-1.84	timeout
06-21 23:55	BTC	Sell	64111.8→63262.2	+6.13	timeout
06-21 17:12	BTC	Sell	64206.8→64187.2	-0.33	timeout
06-21 11:09	BTC	Sell	64259.8→64364.2	-1.26	timeout
06-21 04:36	BTC	Sell	63886.8→64548.2	-5.63	timeout
06-20 17:40	BTC	Sell	63633.8→63796.2	-1.72	timeout
06-20 11:32	BTC	Sell	63286.8→63672.2	-3.47	timeout
06-20 00:04	BTC	Sell	62637.9→63545.2	-7.69	timeout
06-19 14:48	BTC	Sell	62908.9→63282.2	-3.47	timeout
06-19 08:11	BTC	Sell	63096.8→62599.1	+3.42	timeout
06-19 02:15	BTC	Sell	63702.8→63018.2	+4.87	timeout
06-18 20:04	BTC	Sell	64391.8→63202.2	+8.70	timeout
06-18 10:40	BTC	Sell	64312.8→63999.2	+2.04	timeout
06-18 04:41	BTC	Sell	65938.7→63894.2	+15.06	timeout
06-17 22:38	BTC	Sell	64893.8→64362.2	+3.64	timeout
06-17 15:34	BTC	Sell	65808.7→65380.3	+2.81	timeout
06-17 07:30	BTC	Sell	65693.7→65524.3	+0.85	timeout
06-17 00:24	BTC	Sell	66538.7→65710.3	+5.82	timeout
06-16 14:48	BTC	Sell	65831.7→65641.3	+1.04	timeout
06-16 05:17	BTC	Sell	66912.7→65950.3	+6.72	timeout
06-15 23:17	BTC	Sell	65983.7→66206.3	-2.11	timeout
06-15 14:50	BTC	Sell	65477.7→66591.3	-8.96	timeout
06-15 07:34	BTC	Sell	63810.8→65757.3	-15.69	timeout
06-14 22:43	BTC	Sell	64585.8→65373.3	-6.52	timeout
06-14 11:25	BTC	Sell	64478.8→64531.2	-0.85	timeout
06-14 04:52	BTC	Sell	63906.8→64337.2	-3.84	timeout
06-13 22:50	BTC	Sell	63851.8→64478.2	-5.34	timeout
06-13 11:19	BTC	Sell	63423.8→63943.2	-4.50	timeout
06-13 04:50	BTC	Sell	63929.8→63633.2	+1.87	timeout
06-12 22:38	BTC	Sell	63703.8→63512.2	+1.08	timeout
06-12 07:02	BTC	Sell	63524.8→63068.2	+3.17	timeout
06-12 01:02	BTC	Sell	62873.9→63466.2	-5.10	timeout
06-11 18:27	BTC	Sell	62844.9→63407.2	-4.86	timeout
06-11 09:42	BTC	Sell	61610.9→62881.1	-10.69	timeout
06-11 03:38	BTC	Sell	62219.9→62343.1	-1.39	timeout
06-10 21:22	BTC	Sell	60848→61586.1	-6.50	timeout
06-10 06:13	BTC	Sell	61677.9→62023.1	-3.30	timeout
06-10 00:13	BTC	Sell	62703.9→62023.1	+4.93	timeout
06-09 18:01	BTC	Sell	63275.8→61741.1	+11.71	timeout
06-09 11:08	BTC	Sell	63456.8→62633.1	+6.01	timeout
06-09 01:14	BTC	Sell	63792.8→62677.1	+8.29	timeout
06-08 18:25	BTC	Sell	62979.9→63548.2	-4.92	timeout
06-08 11:24	BTC	Sell	62937.9→63608.2	-5.77	timeout
06-08 05:35	BTC	Sell	62251.9→62516.1	-2.57	timeout
06-07 22:55	BTC	Sell	62378.9→62916.1	-4.76	timeout
06-07 11:41	BTC	Sell	60883→62634.1	-14.84	timeout
06-07 05:04	BTC	Sell	60733→61787.1	-9.14	timeout
06-06 22:34	BTC	Sell	60337→60495	-1.80	timeout
06-06 12:56	BTC	Sell	61323.9→61061.1	+1.66	timeout
06-06 04:04	BTC	Sell	60225→60715	-4.51	timeout
06-05 14:28	BTC	Sell	63098.8→60328	+21.50	take_profit
06-05 06:24	BTC	Sell	63954.8→61146.1	+21.48	take_profit
06-05 00:42	BTC	Sell	63558.8→63713.2	-1.68	timeout
06-04 18:33	BTC	Sell	64082.8→63824.2	+1.58	timeout
06-04 01:50	BTC	Sell	65260.7→62395.1	+21.50	take_profit
06-04 00:29	BTC	Sell	66374.7→63460.2	+21.50	take_profit
06-03 17:57	BTC	Sell	67304.6→65945.3	+9.68	timeout
06-03 06:35	BTC	Sell	67234.6→67401.4	-1.66	timeout
06-02 14:27	BTC	Sell	70878.5→67766.4	+21.52	take_profit
06-02 01:18	BTC	Sell	71923.4→71312.6	+3.87	timeout
05-31 22:19	BTC	Sell	73777.3→73877.7	-1.14	timeout
05-31 14:06	BTC	Sell	74067.3→73773.7	+1.54	timeout
05-30 21:52	BTC	Sell	73547.3→73935.7	-3.03	timeout
05-30 18:54	BTC	Sell	73572.3→73976.7	-3.14	timeout
05-30 07:37	BTC	Sell	73599.3→73468.7	+0.46	timeout
05-29 22:37	BTC	Sell	73684.3→73439.7	+1.23	timeout
05-29 13:07	BTC	Sell	73795.3→73211.7	+3.52	timeout
05-29 02:49	BTC	Sell	72812.4→73355.7	-4.12	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+88.84

total pnl ($)

+21.3 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	83	46%	+21.3	+88.84

Recent bounces (last 20 of 2)

time	sym	side	reason
06-27 12:35	BTC	Sell	circuit_breaker
06-27 12:34	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…