mempool_fee_spike_dvol_mean_reversion_short · strategy

closed trades

53%

win rate

+109.38

total pnl ($)

1.247

weight

7d window — n=12 wr=33% pnl=+2.25 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 55 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 10:03	BTC	Sell	60459→59374	+8.52	timeout
06-30 02:54	BTC	Sell	59523→60005	-4.53	timeout
06-29 20:28	BTC	Sell	59804→60393	-5.30	timeout
06-29 13:02	BTC	Sell	59488→60055	-5.15	timeout
06-28 12:48	BTC	Sell	60103→60248	-1.64	timeout
06-28 06:24	BTC	Sell	60469→59893	+4.31	timeout
06-27 07:34	BTC	Sell	60028→60392	-3.48	timeout
06-26 21:09	BTC	Sell	60069→59701	+2.65	timeout
06-26 04:11	BTC	Sell	59769→60005	-2.44	timeout
06-25 04:51	BTC	Sell	59720→61054.1	-11.63	timeout
06-24 16:51	BTC	Sell	62626.9→59862	+21.56	take_profit
06-23 20:22	BTC	Sell	62415.9→62438.1	-0.63	timeout
06-23 01:59	BTC	Sell	65500.7→64141.2	+9.92	timeout
06-22 05:27	BTC	Sell	64126.8→64204.2	-1.05	timeout
06-21 09:25	BTC	Sell	63949.8→63996.2	-0.74	timeout
06-21 03:26	BTC	Sell	64169.8→64408.2	-2.31	timeout
06-19 21:22	BTC	Sell	62333.9→63198.2	-7.36	timeout
06-19 11:43	BTC	Sell	62894.9→62634.1	+1.58	timeout
06-18 18:50	BTC	Sell	64087.8→62756.1	+9.82	timeout
06-18 06:05	BTC	Sell	65201.7→64037.2	+8.48	timeout
06-17 00:21	BTC	Sell	66633.7→65724.3	+6.39	timeout
06-16 06:01	BTC	Sell	66812.7→66090.3	+4.92	timeout
06-15 23:29	BTC	Sell	66203.7→66206.3	-0.50	timeout
06-14 11:05	BTC	Sell	64419.8→64453.2	-0.71	timeout
06-14 05:01	BTC	Sell	63990.8→64354.2	-3.31	timeout
06-13 22:57	BTC	Sell	63795.8→64448.2	-5.55	timeout
06-13 16:38	BTC	Sell	63573.8→64000.2	-3.81	timeout
06-13 10:14	BTC	Sell	63482.8→63749.2	-2.51	timeout
06-13 04:09	BTC	Sell	63716.8→63468.2	+1.50	timeout
06-12 21:51	BTC	Sell	63799.8→63454.2	+2.28	timeout
06-12 15:40	BTC	Sell	63436.8→63914.2	-4.18	timeout
06-12 08:00	BTC	Sell	63599.8→63070.2	+3.70	timeout
06-12 01:45	BTC	Sell	62909.9→63380.2	-4.13	timeout
06-10 01:39	BTC	Sell	62196.9→62023.1	+0.90	timeout
06-09 09:25	BTC	Sell	63683.8→62833.1	+6.22	timeout
06-09 01:15	BTC	Sell	63761.8→62652.1	+8.25	timeout
06-08 16:12	BTC	Sell	62869.9→63862.2	-8.28	timeout
06-07 08:46	BTC	Sell	60888→62758.5	-15.82	stop_loss
06-07 03:09	BTC	Sell	60621→61462.1	-7.36	timeout
06-06 14:58	BTC	Sell	60934→60852	+0.22	timeout
06-05 20:30	BTC	Sell	59285→61100.6	-15.76	stop_loss
06-05 18:53	BTC	Sell	61948.9→59229	+21.52	take_profit
06-05 16:10	BTC	Sell	62667.9→59914	+21.48	take_profit
06-05 06:46	BTC	Sell	63821.8→61938.1	+14.27	timeout
06-04 17:25	BTC	Sell	63826.8→63132.2	+5.03	timeout
06-04 14:08	BTC	Sell	62411.9→64325.4	-15.79	stop_loss
06-04 01:50	BTC	Sell	65284.7→62418.1	+21.50	take_profit
06-04 00:25	BTC	Sell	66785.7→63853.2	+21.49	take_profit
06-03 17:16	BTC	Sell	67206.6→65760.3	+10.34	timeout
06-03 10:05	BTC	Sell	67356.6→67166.4	+1.03	timeout
06-03 02:39	BTC	Sell	68074.6→66813.3	+8.82	timeout
06-02 08:33	BTC	Sell	71574.4→70058.5	+10.20	timeout
06-02 00:55	BTC	Sell	72125.4→71249.6	+5.70	timeout
05-31 23:02	BTC	Sell	73909.3→74026.7	-1.26	timeout
05-30 05:50	BTC	Sell	73950.3→73596.7	+1.96	timeout

Paper vs Live

Paper (trades.jsonl)

closed

53%

win rate

+109.38

total pnl ($)

+39.7 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	55	53%	+39.7	+109.38

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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