mempool_congestion_volatility_breakout

not live
64
closed trades
42%
win rate
-171.74
total pnl ($)
1.088
weight
7d window — n=14 wr=57% pnl=-21.24  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 64 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 21:08BTCBuy60054→59677-3.63timeout
06-26 14:17BTCBuy58776.9→59996+9.89timeout
06-26 04:12BTCBuy59660→59941+1.93timeout
06-25 13:46BTCBuy61580.1→59694.2-15.75stop_loss
06-25 03:08BTCBuy60840→60788-0.87timeout
06-24 14:57BTCBuy62647.1→60994-13.62timeout
06-24 06:09BTCBuy62295.1→62813.9+3.69timeout
06-23 21:56BTCBuy62369.1→62570.9+1.18timeout
06-23 05:55BTCBuy64608.2→63348.8-10.21timeout
06-22 22:04BTCBuy64174.2→64352.8+0.94timeout
06-22 05:15BTCBuy64166.2→64214.8-0.08timeout
06-21 09:25BTCBuy63952.2→64033.8+0.12timeout
06-21 03:17BTCBuy63996.2→64254.8+1.57timeout
06-20 04:54BTCBuy63026.2→63536.8+3.61timeout
06-19 21:26BTCBuy62395.1→63149.8+5.57timeout
06-19 11:41BTCBuy62904.1→62595.9-2.86timeout
06-19 03:32BTCBuy63177.2→62782.9-3.55timeout
06-18 18:47BTCBuy64056.2→62761.9-10.45timeout
06-17 23:51BTCBuy64835.2→64451.8-3.46timeout
06-17 19:50BTCBuy66032.3→64011.8-15.75stop_loss
06-17 07:38BTCBuy65599.3→65498.7-1.23timeout
06-17 00:22BTCBuy66615.3→65713.7-7.24timeout
06-16 16:07BTCBuy66140.3→65800.7-3.06timeout
06-16 05:56BTCBuy66834.3→66049.7-6.28timeout
06-15 23:24BTCBuy66298.3→66123.7-1.75timeout
06-14 22:27BTCBuy64580.2→65150.7+3.94timeout
06-14 11:11BTCBuy64437.2→64520.8+0.20timeout
06-14 05:00BTCBuy64014.2→64346.8+2.16timeout
06-13 22:56BTCBuy63788.2→64436.8+4.62timeout
06-13 14:40BTCBuy63678.2→64185.8+3.51timeout
06-13 04:38BTCBuy63927.2→63570.8-3.23timeout
06-12 21:51BTCBuy63792.2→63446.8-3.18timeout
06-12 15:41BTCBuy63438.2→63861.8+2.86timeout
06-12 07:53BTCBuy63628.2→62983.9-5.51timeout
06-12 01:50BTCBuy63131.2→63393.8+1.57timeout
06-11 09:11BTCBuy61508.1→62823.9+10.19timeout
06-11 03:06BTCBuy62004.1→62031.9-0.27timeout
06-10 05:03BTCBuy61487.1→62016.9+3.91timeout
06-09 16:19BTCBuy62741.1→60821.5-15.78stop_loss
06-09 14:58BTCBuy62810.1→61392.9-11.74timeout
06-09 05:13BTCBuy63318.2→63187.8-1.48timeout
06-08 23:07BTCBuy63199.2→63438.8+1.43timeout
06-08 16:00BTCBuy63103.2→63751.8+4.61timeout
06-07 10:08BTCBuy60591→62399.9+14.48timeout
06-07 03:09BTCBuy60643→61461.9+6.27timeout
06-06 21:04BTCBuy61145.1→60705-4.01timeout
06-06 04:20BTCBuy61821.1→59927-15.77stop_loss
06-06 03:24BTCBuy60867→60815-0.88timeout
06-05 13:59BTCBuy62583.1→60668.6-15.75stop_loss
06-05 06:19BTCBuy63363.2→61789.9-12.83timeout
06-04 19:18BTCBuy63524.2→63871.8+2.28timeout
06-04 00:30BTCBuy65267.3→63271.2-15.74stop_loss
06-03 20:55BTCBuy66805.3→64761.4-15.76stop_loss
06-03 17:25BTCBuy67011.4→65816.7-9.39timeout
06-03 14:10BTCBuy66825.3→66829.7-0.44timeout
06-03 05:48BTCBuy67398.4→67039.6-3.13timeout
06-02 15:26BTCBuy69449.5→67323-15.77stop_loss
06-02 08:27BTCBuy71558.6→70051.5-11.04timeout
06-02 00:50BTCBuy72148.6→71180.4-7.23timeout
05-31 23:02BTCBuy73916.7→74019.3+0.26timeout
05-31 04:37BTCBuy73925.7→74157.3+1.09timeout
05-30 02:54BTCBuy72955.6→73731.3+4.85timeout
05-29 07:47BTCBuy73477.7→73366.3-1.23timeout
05-29 00:44BTCBuy73474.7→73773.3+1.51timeout

Paper vs Live

Paper (trades.jsonl)
64
closed
42%
win rate
-171.74
total pnl ($)
-53.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6442%-53.4-171.74

Recent bounces (last 20 of 4)

timesymsidereason
06-27 00:10BTCBuystale_intent
06-26 09:23BTCBuystale_intent
06-26 02:23BTCBuybelow_min_notional_skip
06-24 15:23BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems