mempool_fee_spike_btc_short_v2 · strategy

closed trades

46%

win rate

+58.25

total pnl ($)

1.669

weight

7d window — n=23 wr=48% pnl=+65.48 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 87 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:51	BTC	Sell	60314→60124	+0.89	timeout
06-27 16:49	BTC	Sell	60315→60796	-3.54	timeout
06-27 09:05	BTC	Sell	59663→60429	-5.50	timeout
06-27 03:01	BTC	Sell	59608→60245	-4.63	timeout
06-26 20:22	BTC	Sell	60327→59707	+3.80	timeout
06-26 13:37	BTC	Sell	59249→59093	+0.71	timeout
06-26 07:13	BTC	Sell	59273→60346	-7.60	timeout
06-25 13:58	BTC	Sell	61268.9→58210.9	+19.60	take_profit
06-25 13:54	BTC	Sell	61734.9→58570.9	+20.12	take_profit
06-25 10:09	BTC	Sell	61051.9→61647.1	-4.25	timeout
06-25 04:07	BTC	Sell	60356→60809	-3.37	timeout
06-24 17:20	BTC	Sell	62648.9→59521	+19.57	take_profit
06-24 14:40	BTC	Sell	62629.9→61137.1	+9.16	timeout
06-24 04:49	BTC	Sell	62565.9→62766.1	-1.61	timeout
06-23 22:03	BTC	Sell	62524.9→62628.1	-1.03	timeout
06-23 16:01	BTC	Sell	64053.8→62497.1	+9.36	timeout
06-23 07:55	BTC	Sell	64454.8→62906.1	+9.26	timeout
06-23 01:52	BTC	Sell	65483.7→63971.2	+8.87	timeout
06-22 19:47	BTC	Sell	64231.8→64329.2	-0.95	timeout
06-22 03:20	BTC	Sell	64166.8→64274.2	-1.00	timeout
06-21 20:33	BTC	Sell	63980.8→64043.2	-0.75	timeout
06-21 13:40	BTC	Sell	64193.8→63985.2	+0.91	timeout
06-21 07:37	BTC	Sell	63848.8→64198.2	-2.55	timeout
06-21 01:35	BTC	Sell	63354.8→64217.2	-5.78	timeout
06-20 18:59	BTC	Sell	63721.8→63775.2	-0.70	timeout
06-20 08:44	BTC	Sell	63062.8→63424.2	-2.61	timeout
06-20 02:32	BTC	Sell	63148.8→63433.2	-2.16	timeout
06-19 20:28	BTC	Sell	62641.9→63051.2	-2.96	timeout
06-19 12:39	BTC	Sell	62973.9→62513.1	+2.53	timeout
06-19 06:23	BTC	Sell	62876.9→62794.1	+0.15	timeout
06-19 00:51	BTC	Sell	64301.8→63005.2	+7.66	timeout
06-18 18:33	BTC	Sell	64022.8→62806.1	+7.13	timeout
06-18 12:07	BTC	Sell	64586.8→63934.2	+3.71	timeout
06-18 05:49	BTC	Sell	65812.7→63899.2	+11.28	timeout
06-17 23:34	BTC	Sell	64703.8→64422.2	+1.38	timeout
06-17 16:53	BTC	Sell	65910.7→65816.3	+0.23	timeout
06-17 10:43	BTC	Sell	65685.7→64886.2	+4.55	timeout
06-17 04:22	BTC	Sell	65771.7→65816.3	-0.61	timeout
06-16 22:18	BTC	Sell	66587.7→65835.3	+4.20	timeout
06-16 15:56	BTC	Sell	66074.7→65956.3	+0.34	timeout
06-16 08:49	BTC	Sell	66467.7→66609.3	-1.22	timeout
06-16 02:36	BTC	Sell	66477.7→65797.3	+3.74	timeout
06-15 20:39	BTC	Sell	65696.7→66617.3	-5.94	timeout
06-15 14:14	BTC	Sell	65629.7→66401.3	-5.07	timeout
06-15 01:37	BTC	Sell	64271.8→65509.3	-8.05	timeout
06-14 23:28	BTC	Sell	63789.8→65745.1	-12.62	stop_loss
06-14 19:22	BTC	Sell	64311.8→63794.2	+2.89	timeout
06-14 10:47	BTC	Sell	64482.8→64540.2	-0.71	timeout
06-14 04:46	BTC	Sell	64133.8→64326.2	-1.58	timeout
06-13 22:45	BTC	Sell	63836.8→64493.2	-4.46	timeout
06-13 16:24	BTC	Sell	63520.8→63973.2	-3.22	timeout
06-13 10:00	BTC	Sell	63511.8→63732.2	-1.71	timeout
06-13 03:38	BTC	Sell	63892.8→63469.2	+2.29	timeout
06-12 21:30	BTC	Sell	63751.8→63497.2	+1.25	timeout
06-12 15:27	BTC	Sell	63386.8→64249.2	-5.77	timeout
06-12 09:24	BTC	Sell	63485.8→63641.2	-1.31	timeout
06-12 03:21	BTC	Sell	62766.9→63437.2	-4.59	timeout
06-11 21:13	BTC	Sell	62811.9→63563.2	-5.09	timeout
06-11 15:12	BTC	Sell	61999.9→62760.1	-5.23	timeout
06-11 08:59	BTC	Sell	61773.9→62925.1	-7.77	timeout
06-11 02:58	BTC	Sell	61908.9→62189.1	-2.15	timeout
06-10 20:32	BTC	Sell	61416.9→61839.1	-3.09	timeout
06-10 05:54	BTC	Sell	61695.9→62023.1	-2.52	timeout
06-09 23:55	BTC	Sell	62567.9→62023.1	+3.08	timeout
06-09 17:55	BTC	Sell	63312.8→61721.1	+9.72	timeout
06-09 11:48	BTC	Sell	62978.9→62612.1	+1.95	timeout
06-09 04:50	BTC	Sell	63594.8→63393.2	+0.91	timeout
06-08 22:47	BTC	Sell	63113.8→63263.2	-1.29	timeout
06-08 16:05	BTC	Sell	62934.9→63854.2	-6.14	timeout
06-07 22:15	BTC	Sell	62051.9→63952.2	-12.61	stop_loss
06-07 22:14	BTC	Sell	61721.9→63614	-12.62	stop_loss
06-07 21:54	BTC	Sell	62545.9→61633.1	+5.47	timeout
06-07 14:20	BTC	Sell	61231.9→61926.1	-4.89	timeout
06-07 07:53	BTC	Sell	60588→62231.1	-11.23	timeout
06-07 01:25	BTC	Sell	60888→61526.1	-4.53	timeout
06-06 19:19	BTC	Sell	61007.9→60649	+1.97	timeout
06-06 13:08	BTC	Sell	61315.9→60963	+1.92	timeout
06-06 00:45	BTC	Sell	61993.9→61185.1	+4.85	timeout
06-05 20:50	BTC	Sell	59816→61647.9	-12.61	stop_loss
06-05 18:21	BTC	Sell	61522.9→60471	+6.51	timeout
06-05 11:57	BTC	Sell	63799.8→62013.1	+10.85	timeout
06-05 05:43	BTC	Sell	62960.9→62931.1	-0.20	timeout
06-04 22:25	BTC	Sell	62743.9→63350.2	-4.24	timeout
06-04 17:20	BTC	Sell	63835.8→63238.2	+3.42	timeout
06-04 02:00	BTC	Sell	65339.7→62078.1	+19.61	take_profit
06-04 01:49	BTC	Sell	65793.7→62510.1	+19.60	take_profit
06-03 23:44	BTC	Sell	67126.6→64233.2	+16.88	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+58.25

total pnl ($)

+16.6 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	87	46%	+16.6	+58.25

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 02:07	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…