mempool_congestion_fear_reversal_long_v2

85

closed trades

39%

win rate

-353.73

total pnl ($)

0.618

weight

7d window — n=20 wr=40% pnl=-100.90 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-27 05:57:54 (30.7d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x2189873_35195

n: 69 · wr: 34.8% · total_bps: -7390.2 · mean_bps: -107.11 · sharpe: -0.51 · max_dd_bps: -9585.7

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

time	sym	side	entry→exit	pnl	close
06-26 19:12	BTC	Buy	59279→59959	+5.17	timeout
06-26 16:13	BTC	Buy	59696→60171	+3.44	timeout
06-25 13:58	BTC	Buy	59579→58104	-12.77	stop_loss
06-25 13:55	BTC	Buy	59875→58388.9	-12.80	stop_loss
06-25 13:48	BTC	Buy	60827→59331.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60922→59419.3	-12.77	stop_loss
06-24 15:09	BTC	Buy	62321.1→60787.5	-12.70	stop_loss
06-24 14:17	BTC	Buy	62596.1→61052.4	-12.78	stop_loss
06-24 11:39	BTC	Buy	62595.1→62587.9	-0.52	timeout
06-24 08:23	BTC	Buy	62367.1→62680.9	+1.98	timeout
06-23 08:17	BTC	Buy	63920.2→62337.7	-12.84	stop_loss
06-23 06:21	BTC	Buy	64158.2→62565.6	-12.89	stop_loss
06-23 06:18	BTC	Buy	64608.2→63013.3	-12.81	stop_loss
06-22 22:28	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-22 17:11	BTC	Buy	64191.2→64647.8	+3.10	timeout
06-21 21:23	BTC	Buy	63918.2→63727.8	-1.94	timeout
06-21 17:20	BTC	Buy	63892.2→64136.8	+1.53	timeout
06-21 15:18	BTC	Buy	64144.2→64205.8	+0.09	timeout
06-20 20:01	BTC	Buy	63041.2→63939.8	+6.71	timeout
06-20 16:57	BTC	Buy	62975.1→63964.8	+7.35	timeout
06-19 20:56	BTC	Buy	63095.2→63173.8	+0.13	timeout
06-19 18:24	BTC	Buy	62906.1→63099.8	+1.08	timeout
06-19 15:34	BTC	Buy	63247.2→63172.8	-0.94	timeout
06-18 15:40	BTC	Buy	64269.2→62687.5	-12.73	stop_loss
06-18 15:39	BTC	Buy	64377.2→62790.4	-12.75	stop_loss
06-18 11:51	BTC	Buy	64834.2→63883.8	-7.85	timeout
06-17 19:44	BTC	Buy	65695.3→64077.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65605.3→64212.8	-11.10	timeout
06-17 08:39	BTC	Buy	66617.3→64973.2	-12.78	stop_loss
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 04:00	BTC	Buy	65900.3→66124.7	+1.29	timeout
06-16 00:27	BTC	Buy	65743.3→66254.7	+3.48	timeout
06-15 15:52	BTC	Buy	64375.2→67203.6	+21.53	take_profit
06-14 23:17	BTC	Buy	64498.2→65574.7	+7.85	timeout
06-14 21:16	BTC	Buy	64244.2→64421.8	+0.91	timeout
06-14 19:17	BTC	Buy	64149.2→63827.8	-3.03	timeout
06-13 22:51	BTC	Buy	63504.2→64470.8	+7.13	timeout
06-13 20:42	BTC	Buy	63536.2→64216.8	+4.89	timeout
06-13 18:21	BTC	Buy	63669.2→64055.8	+2.56	timeout
06-12 20:30	BTC	Buy	63338.2→63511.8	+0.91	timeout
06-12 18:26	BTC	Buy	63413.2→63688.8	+1.71	timeout
06-12 16:05	BTC	Buy	62668.1→63648.8	+7.29	timeout
06-11 19:47	BTC	Buy	61973.1→63649.8	+12.95	timeout
06-11 17:45	BTC	Buy	61708.1→63326.8	+12.58	timeout
06-11 15:06	BTC	Buy	62020.1→62626.9	+4.35	timeout
06-10 19:11	BTC	Buy	61770.1→61784.9	-0.39	timeout
06-10 16:13	BTC	Buy	61058.1→62352.9	+10.10	timeout
06-09 14:47	BTC	Buy	62661.1→61118.4	-12.76	stop_loss
06-09 14:46	BTC	Buy	62770.1→61226.3	-12.75	stop_loss
06-09 13:19	BTC	Buy	63842.2→62268.7	-12.75	stop_loss
06-09 11:04	BTC	Buy	63055.2→62565.9	-4.27	timeout
06-09 04:03	BTC	Buy	63088.2→62829.9	-2.49	timeout
06-08 14:38	BTC	Buy	62182.1→63805.8	+12.57	timeout
06-07 17:54	BTC	Buy	60606→62127.9	+12.14	timeout
06-07 14:22	BTC	Buy	60939→61969.9	+7.99	timeout
06-07 09:02	BTC	Buy	61234.1→62842.9	+12.73	timeout
06-06 04:34	BTC	Buy	60929→59429.3	-12.76	stop_loss
06-06 04:32	BTC	Buy	61158.1→59648.2	-12.80	stop_loss
06-06 04:13	BTC	Buy	61630.1→60113.9	-12.76	stop_loss
06-05 21:03	BTC	Buy	59225→61824.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60861→59364.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61324.1→59816.1	-12.75	stop_loss
06-05 14:26	BTC	Buy	61863.1→60341.8	-12.75	stop_loss
06-05 13:56	BTC	Buy	62547.1→61005.4	-12.78	stop_loss
06-05 13:52	BTC	Buy	62602.1→61062.4	-12.75	stop_loss
06-05 06:23	BTC	Buy	62729.1→61175.3	-12.83	stop_loss
06-05 06:22	BTC	Buy	62902.1→61354.2	-12.75	stop_loss
06-05 06:01	BTC	Buy	63688.2→62120.8	-12.69	stop_loss
06-05 02:48	BTC	Buy	63427.2→62681.9	-6.29	timeout
06-05 02:30	BTC	Buy	64181.2→62598.6	-12.77	stop_loss
06-04 10:30	BTC	Buy	63987.2→62413.7	-12.73	stop_loss
06-04 01:16	BTC	Buy	64412.2→62827.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65084.3→63484.1	-12.74	stop_loss
06-03 19:54	BTC	Buy	66981.3→65327.1	-12.83	stop_loss
06-03 19:54	BTC	Buy	67003.4→65354	-12.82	stop_loss
06-03 19:52	BTC	Buy	67118.4→65468	-12.79	stop_loss
06-03 03:43	BTC	Buy	67403.4→65734.8	-12.83	stop_loss
06-03 03:33	BTC	Buy	67648.4→65981.7	-12.77	stop_loss
06-02 14:27	BTC	Buy	69243.5→67467.9	-13.28	stop_loss
06-02 14:26	BTC	Buy	69545.5→67830.7	-12.79	stop_loss
05-31 19:07	BTC	Buy	73975.7→73567.3	-3.28	timeout
05-31 15:14	BTC	Buy	73984.7→73646.3	-2.77	timeout
05-31 10:29	BTC	Buy	73625.7→73768.3	+0.39	timeout
05-29 19:48	BTC	Buy	73483.7→73621.3	+0.45	timeout
05-29 17:20	BTC	Buy	73445.7→74205.3	+4.68	timeout

Paper (trades.jsonl)

85

closed

39%

win rate

-353.73

total pnl ($)

-83.0 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	85	39%	-83.0	-353.73

time	sym	side	reason
06-26 17:13	BTC	Buy	stale_intent
06-26 02:33	BTC	Buy	below_min_notional_skip
06-24 21:37	BTC	Buy	below_min_notional_skip
06-24 17:22	BTC	Buy	below_min_notional_skip
06-24 15:21	BTC	Buy	below_min_notional_skip

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 85 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 5)

Postmortem feed (last 10)