mempool_fee_spike_fear_long_v10 · strategy

129

closed trades

42%

win rate

-426.26

total pnl ($)

0.317

weight

7d window — n=40 wr=40% pnl=-149.17 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-23 08:24	BTC	Buy	63817.2→62245.7	-12.75	stop_loss
06-23 08:17	BTC	Buy	63982.2→62369.7	-13.06	stop_loss
06-23 06:21	BTC	Buy	64164.2→62565.6	-12.91	stop_loss
06-23 06:21	BTC	Buy	64281.2→62695.5	-12.80	stop_loss
06-23 06:18	BTC	Buy	64613.2→63024.3	-12.76	stop_loss
06-23 02:34	BTC	Buy	64477.2→64181.8	-2.74	timeout
06-23 01:22	BTC	Buy	64168.2→64222.8	+0.00	timeout
06-22 22:09	BTC	Buy	63589.2→64308.8	+5.21	timeout
06-22 20:30	BTC	Buy	64097.2→64404.8	+1.93	timeout
06-22 18:38	BTC	Buy	64135.2→64588.8	+3.03	timeout
06-21 23:32	BTC	Buy	64262.2→63390.8	-7.21	timeout
06-21 22:26	BTC	Buy	64154.2→63697.8	-3.99	timeout
06-21 21:06	BTC	Buy	63920.2→63769.8	-1.63	timeout
06-21 19:40	BTC	Buy	63882.2→64180.8	+1.91	timeout
06-21 17:15	BTC	Buy	63907.2→64167.8	+1.66	timeout
06-20 23:02	BTC	Buy	63275.2→64243.8	+7.20	timeout
06-20 21:43	BTC	Buy	63100.2→63977.8	+6.52	timeout
06-20 19:54	BTC	Buy	63075.2→63909.8	+6.20	timeout
06-20 18:48	BTC	Buy	63031.2→63787.8	+5.56	timeout
06-20 17:09	BTC	Buy	62990.1→63892.8	+6.68	timeout
06-19 20:06	BTC	Buy	63111.2→63017.8	-1.22	timeout
06-19 19:04	BTC	Buy	62647.1→63066.8	+2.88	timeout
06-19 17:45	BTC	Buy	62619.1→63053.8	+3.02	timeout
06-19 16:42	BTC	Buy	62649.1→63249.8	+4.38	timeout
06-19 16:06	BTC	Buy	62632.1→63169.8	+3.85	timeout
06-18 15:51	BTC	Buy	64121.2→62521.6	-12.65	stop_loss
06-18 15:40	BTC	Buy	64217.2→62636.5	-12.46	stop_loss
06-18 15:40	BTC	Buy	64303.2→62720.5	-12.47	stop_loss
06-18 15:37	BTC	Buy	64603.2→63014.3	-12.52	stop_loss
06-18 14:26	BTC	Buy	65156.3→63958.8	-9.63	timeout
06-17 19:41	BTC	Buy	65748.3→64130.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65800.3→64180.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65832.3→64213.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	65934.3→64310.6	-12.77	stop_loss
06-17 15:42	BTC	Buy	65845.3→65478.7	-3.24	timeout
06-17 14:14	BTC	Buy	65996.3→65311.7	-5.65	timeout
06-17 02:33	BTC	Buy	65872.3→65973.7	+0.31	timeout
06-17 01:21	BTC	Buy	66293.3→65540.7	-6.17	timeout
06-17 00:10	BTC	Buy	66378.3→65715.7	-5.50	timeout
06-16 15:04	BTC	Buy	66612.3→65628.7	-7.92	timeout
06-16 14:03	BTC	Buy	66329.3→66155.7	-1.84	timeout
06-16 00:47	BTC	Buy	65548.3→66399.7	+6.08	timeout
06-15 23:43	BTC	Buy	65578.3→66191.7	+4.18	timeout
06-15 22:43	BTC	Buy	65373.3→66256.7	+6.26	timeout
06-15 13:06	BTC	Buy	63802.2→66603.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63768.2→66567.7	+21.52	take_profit
06-14 23:43	BTC	Buy	64451.2→65571.7	+8.21	timeout
06-14 22:42	BTC	Buy	64486.2→65366.7	+6.33	timeout
06-14 21:15	BTC	Buy	64209.2→64156.8	-0.88	timeout
06-14 19:10	BTC	Buy	64162.2→63748.8	-3.75	timeout
06-14 17:49	BTC	Buy	64066.2→63772.8	-2.82	timeout
06-13 23:31	BTC	Buy	63456.2→64425.8	+7.17	timeout
06-13 21:56	BTC	Buy	63457.2→64480.8	+7.59	timeout
06-13 20:26	BTC	Buy	63494.2→64219.8	+5.26	timeout
06-13 18:45	BTC	Buy	63846.2→64246.8	+2.69	timeout
06-13 17:42	BTC	Buy	63784.2→64084.8	+1.89	timeout
06-12 21:38	BTC	Buy	63496.2→63544.8	-0.11	timeout
06-12 20:35	BTC	Buy	63361.2→63495.8	+0.60	timeout
06-12 19:29	BTC	Buy	63580.2→63716.8	+0.62	timeout
06-12 18:23	BTC	Buy	63410.2→63671.8	+1.60	timeout
06-12 16:15	BTC	Buy	62781.1→63968.8	+8.97	timeout
06-11 19:15	BTC	Buy	61719.1→63525.8	+14.05	timeout
06-11 18:10	BTC	Buy	61929.1→63303.8	+10.54	timeout
06-11 17:07	BTC	Buy	62232.1→62447.9	+1.22	timeout
06-11 16:03	BTC	Buy	62465.1→62677.9	+1.13	timeout
06-11 14:49	BTC	Buy	61914.1→62892.9	+7.36	timeout
06-10 19:08	BTC	Buy	61829.1→61881.9	-0.09	timeout
06-10 17:44	BTC	Buy	61678.1→61735.9	-0.02	timeout
06-10 16:30	BTC	Buy	61016.1→62250.9	+9.57	timeout
06-10 15:28	BTC	Buy	61389.1→62273.9	+6.71	timeout
06-10 14:23	BTC	Buy	61769.1→61954.9	+1.03	timeout
06-09 15:55	BTC	Buy	62641.1→61099.4	-12.76	stop_loss
06-09 14:47	BTC	Buy	62659.1→61118.4	-12.75	stop_loss
06-09 14:35	BTC	Buy	62931.1→61382.2	-12.76	stop_loss
06-09 14:30	BTC	Buy	63015.2→61459.2	-12.81	stop_loss
06-09 14:11	BTC	Buy	63488.2→61923.9	-12.77	stop_loss
06-09 09:19	BTC	Buy	63455.2→62897.9	-4.83	timeout
06-09 07:57	BTC	Buy	63288.2→63167.8	-1.43	timeout
06-09 06:55	BTC	Buy	62966.1→63271.8	+1.92	timeout
06-08 22:52	BTC	Buy	63129.2→63292.8	+0.82	timeout
06-08 17:51	BTC	Buy	62209.1→63473.8	+9.61	timeout
06-08 08:05	BTC	Buy	62354.1→63118.8	+5.62	timeout
06-08 07:03	BTC	Buy	62115.1→62916.9	+5.98	timeout
06-08 06:06	BTC	Buy	61625.1→62856.9	+9.54	timeout
06-07 22:15	BTC	Buy	61473.1→64171.8	+21.50	take_profit
06-07 19:57	BTC	Buy	60642→61291.9	+4.95	timeout
06-07 16:55	BTC	Buy	60718→62054.9	+10.54	timeout
06-07 07:13	BTC	Buy	60983→62088.9	+8.66	timeout
06-07 06:12	BTC	Buy	61079.1→61693.9	+4.63	timeout
06-07 05:09	BTC	Buy	60005→61798.9	+14.52	timeout
06-06 19:46	BTC	Buy	59883→60614	+5.71	timeout
06-06 15:54	BTC	Buy	60507→60728	+1.38	timeout
06-06 04:15	BTC	Buy	61503.1→59983	-12.81	stop_loss
06-06 04:14	BTC	Buy	61589.1→60068.9	-12.80	stop_loss
06-06 04:14	BTC	Buy	61591.1→60074.9	-12.76	stop_loss
06-05 18:52	BTC	Buy	60772→59277.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60855→59358.3	-12.76	stop_loss
06-05 18:42	BTC	Buy	61420.1→59909	-12.76	stop_loss
06-05 16:11	BTC	Buy	61369.1→59839.1	-12.88	stop_loss
06-05 16:09	BTC	Buy	61471.1→59958	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

129

closed

42%

win rate

-426.26

total pnl ($)

-66.0 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	129	42%	-66.0	-426.26

Recent bounces (last 20 of 16)

time	sym	side	reason
06-23 09:20	BTC	Buy	below_min_notional_skip
06-23 08:21	BTC	Buy	stale_intent
06-23 08:21	BTC	Buy	stale_intent
06-23 07:33	BTC	Buy	stale_intent
06-23 07:33	BTC	Buy	stale_intent
06-23 02:40	BTC	Buy	trigger_already_opened
06-22 23:00	BTC	Buy	stale_intent
06-22 23:00	BTC	Buy	stale_intent
06-22 21:50	BTC	Buy	stale_intent
06-22 21:49	BTC	Buy	stale_intent
06-22 20:19	BTC	Buy	stale_intent
06-22 20:19	BTC	Buy	stale_intent
06-22 02:49	BTC	Buy	trigger_already_opened
06-22 01:50	BTC	Buy	stale_intent
06-21 22:36	BTC	Buy	stale_intent
06-21 22:36	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…