mempool_fee_spike_fade_short_v2 · strategy

closed trades

46%

win rate

+147.63

total pnl ($)

1.507

weight

7d window — n=17 wr=41% pnl=+40.08 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 68 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 02:12	BTC	Sell	60558→60258	+2.03	timeout
06-27 11:54	BTC	Sell	60031→60325	-2.88	timeout
06-27 05:54	BTC	Sell	59938→60225	-2.85	timeout
06-26 21:07	BTC	Sell	60052→59676	+2.72	timeout
06-26 06:46	BTC	Sell	58641.1→60437.2	-15.76	stop_loss
06-26 04:11	BTC	Sell	59969→60015	-0.86	timeout
06-25 15:02	BTC	Sell	60817→59208	+12.72	timeout
06-25 13:55	BTC	Sell	61573.9→58495.9	+24.53	take_profit
06-25 04:56	BTC	Sell	59505→61332.7	-15.81	stop_loss
06-24 17:20	BTC	Sell	62526.9→59404	+24.49	take_profit
06-24 14:59	BTC	Sell	62626.9→61052.1	+12.09	timeout
06-24 07:52	BTC	Sell	62312.9→62610.1	-2.82	timeout
06-23 21:56	BTC	Sell	62361.9→62577.1	-2.18	timeout
06-23 06:00	BTC	Sell	64595.8→63364.2	+9.10	timeout
06-22 22:04	BTC	Sell	64149.8→64338.2	-1.92	timeout
06-22 05:14	BTC	Sell	64168.8→64265.2	-1.19	timeout
06-21 09:26	BTC	Sell	63933.8→64056.2	-1.33	timeout
06-21 03:21	BTC	Sell	64190.8→64313.2	-1.40	timeout
06-20 04:53	BTC	Sell	63074.8→63554.2	-4.25	timeout
06-19 21:24	BTC	Sell	62383.9→63210.2	-7.05	timeout
06-19 11:40	BTC	Sell	62886.9→62598.1	+1.80	timeout
06-19 03:34	BTC	Sell	63200.8→62733.1	+3.23	timeout
06-18 18:50	BTC	Sell	64077.8→62756.1	+9.74	timeout
06-18 06:03	BTC	Sell	65365.7→63992.2	+10.06	timeout
06-17 23:50	BTC	Sell	64830.8→64467.2	+2.37	timeout
06-17 07:43	BTC	Sell	65599.7→65524.3	+0.14	timeout
06-17 00:24	BTC	Sell	66549.7→65710.3	+5.90	timeout
06-16 10:40	BTC	Sell	66265.7→66567.3	-2.70	timeout
06-16 04:21	BTC	Sell	67095.6→66083.3	+7.07	timeout
06-15 22:19	BTC	Sell	65685.7→66342.3	-5.42	timeout
06-14 22:27	BTC	Sell	64572.8→65127.3	-4.72	timeout
06-14 10:57	BTC	Sell	64441.8→64505.2	-0.94	timeout
06-14 04:20	BTC	Sell	64008.8→64496.2	-4.28	timeout
06-13 22:16	BTC	Sell	63733.8→64362.2	-5.36	timeout
06-13 15:13	BTC	Sell	63655.8→64274.2	-5.29	timeout
06-13 09:14	BTC	Sell	63588.8→63783.2	-1.93	timeout
06-13 02:06	BTC	Sell	63344.8→63770.2	-3.78	timeout
06-12 18:10	BTC	Sell	63254.8→63756.2	-4.41	timeout
06-12 07:56	BTC	Sell	63626.8→63051.2	+4.06	timeout
06-12 01:47	BTC	Sell	63046.8→63391.2	-3.12	timeout
06-11 09:13	BTC	Sell	61519.9→62800.1	-10.80	timeout
06-11 03:05	BTC	Sell	62065.9→62151.1	-1.10	timeout
06-10 05:02	BTC	Sell	61495.9→62023.1	-4.79	timeout
06-09 23:01	BTC	Sell	62749.9→62023.1	+5.29	timeout
06-09 14:57	BTC	Sell	62807.9→61382.1	+10.91	timeout
06-09 05:13	BTC	Sell	63331.8→63215.2	+0.47	timeout
06-08 23:06	BTC	Sell	63104.8→63414.2	-2.89	timeout
06-08 16:00	BTC	Sell	63105.8→63766.2	-5.61	timeout
06-07 08:02	BTC	Sell	60590→62450.3	-15.83	stop_loss
06-07 03:08	BTC	Sell	60605→61465.1	-7.52	timeout
06-06 21:04	BTC	Sell	61141.9→60710	+3.05	timeout
06-06 10:49	BTC	Sell	61858.9→60336	+11.85	timeout
06-06 03:25	BTC	Sell	60896→60714	+1.05	timeout
06-05 18:51	BTC	Sell	62694.9→59566	+24.53	take_profit
06-05 06:22	BTC	Sell	63416.8→61382.1	+15.56	timeout
06-04 19:20	BTC	Sell	63464.8→64003.2	-4.68	timeout
06-04 01:58	BTC	Sell	65351.7→62089.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66828.7→63493.2	+24.49	take_profit
06-03 17:16	BTC	Sell	67205.6→65749.3	+10.41	timeout
06-03 12:48	BTC	Sell	66988.7→67008.4	-0.61	timeout
06-03 05:04	BTC	Sell	67482.6→66923.3	+3.70	timeout
06-02 19:33	BTC	Sell	69974.5→66477.3	+24.54	take_profit
06-02 08:35	BTC	Sell	71601.4→70010.5	+10.72	timeout
06-02 00:50	BTC	Sell	72155.4→71202.6	+6.23	timeout
05-31 23:01	BTC	Sell	73892.3→73998.7	-1.18	timeout
05-31 04:35	BTC	Sell	73925.3→74125.7	-1.77	timeout
05-29 07:44	BTC	Sell	73406.3→73377.7	-0.23	timeout
05-29 00:43	BTC	Sell	73466.3→73772.7	-2.46	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+147.63

total pnl ($)

+43.3 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	68	46%	+43.3	+147.63

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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