mempool_fee_spike_mean_reversion_short_v11 · strategy

closed trades

37%

win rate

-16.26

total pnl ($)

1.215

weight

7d window — n=14 wr=36% pnl=+0.46 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 67 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 18:31	BTC	Sell	59652→59752	-0.75	timeout
06-26 08:19	BTC	Sell	58614.1→60168	-8.23	timeout
06-25 22:12	BTC	Sell	59659→59879	-1.37	timeout
06-25 13:46	BTC	Sell	61573.9→59603	+9.33	take_profit
06-24 22:51	BTC	Sell	59699→60815	-5.89	timeout
06-24 15:40	BTC	Sell	62590.9→60593	+9.29	take_profit
06-24 08:56	BTC	Sell	62660.9→62785.1	-0.85	timeout
06-24 01:54	BTC	Sell	62352.9→63001.1	-3.38	timeout
06-23 15:56	BTC	Sell	62362.9→62373.1	-0.32	timeout
06-22 23:59	BTC	Sell	64583.8→64015.2	+2.37	timeout
06-22 16:04	BTC	Sell	64178.8→64675.2	-2.59	timeout
06-21 23:14	BTC	Sell	64169.8→63668.2	+2.07	timeout
06-21 06:29	BTC	Sell	64230.8→64240.2	-0.31	timeout
06-20 21:22	BTC	Sell	64209.8→63915.2	+1.10	timeout
06-19 22:53	BTC	Sell	63063.8→63309.2	-1.43	timeout
06-19 15:26	BTC	Sell	62388.9→63024.2	-3.34	timeout
06-19 05:39	BTC	Sell	62867.9→62592.1	+1.04	timeout
06-18 21:33	BTC	Sell	63172.8→62959.1	+0.73	timeout
06-18 12:48	BTC	Sell	64075.8→64304.2	-1.34	timeout
06-18 02:03	BTC	Sell	64332.8→64579.2	-1.41	timeout
06-17 17:49	BTC	Sell	64827.8→65819.3	-4.85	timeout
06-17 01:42	BTC	Sell	65593.7→65735.3	-0.91	timeout
06-16 18:23	BTC	Sell	66536.7→65920.3	+2.52	timeout
06-16 10:05	BTC	Sell	66237.7→66540.3	-1.64	timeout
06-15 23:22	BTC	Sell	66771.7→66130.3	+2.62	timeout
06-15 16:19	BTC	Sell	65685.7→67087.4	-6.67	timeout
06-15 03:13	BTC	Sell	64014.8→65666.3	-8.00	timeout
06-14 16:26	BTC	Sell	64588.8→64165.2	+1.71	timeout
06-14 03:01	BTC	Sell	64260.8→64474.2	-1.27	timeout
06-13 20:07	BTC	Sell	64118.8→64233.2	-0.81	timeout
06-13 11:35	BTC	Sell	63532.8→63913.2	-2.05	timeout
06-13 02:41	BTC	Sell	63525.8→63678.2	-0.99	timeout
06-12 20:05	BTC	Sell	63307.8→63615.2	-1.73	timeout
06-12 09:41	BTC	Sell	63446.8→63809.2	-1.97	timeout
06-12 02:16	BTC	Sell	63469.8→63615.2	-0.94	timeout
06-11 19:38	BTC	Sell	62755.9→63715.2	-4.84	timeout
06-11 13:03	BTC	Sell	62638.9→62876.1	-1.39	timeout
06-10 21:03	BTC	Sell	62311.9→61755.1	+2.42	timeout
06-10 01:13	BTC	Sell	61777.9→62023.1	-1.48	timeout
06-09 17:01	BTC	Sell	62741.9→61458.1	+5.88	timeout
06-09 09:03	BTC	Sell	62799.9→62818.1	-0.36	timeout
06-09 01:09	BTC	Sell	63453.8→62569.1	+3.91	timeout
06-08 17:06	BTC	Sell	63103.8→63508.2	-2.18	timeout
06-08 10:05	BTC	Sell	62925.9→63431.2	-2.68	timeout
06-07 22:12	BTC	Sell	61985.9→62134.1	-0.99	timeout
06-07 08:38	BTC	Sell	61244.9→62643.1	-7.12	timeout
06-06 23:52	BTC	Sell	60606→60805	-1.25	timeout
06-06 15:03	BTC	Sell	61197.9→60650	+2.42	timeout
06-06 03:56	BTC	Sell	61701.9→60728	+4.47	timeout
06-05 21:51	BTC	Sell	60506→61798.1	-6.67	timeout
06-05 15:41	BTC	Sell	62018.9→60037	+9.31	take_profit
06-05 11:56	BTC	Sell	62595.9→62067.1	+2.27	timeout
06-05 04:02	BTC	Sell	63376.8→62593.1	+3.43	timeout
06-04 20:00	BTC	Sell	64201.8→63545.2	+2.80	timeout
06-04 08:19	BTC	Sell	62453.9→63446.2	-5.03	timeout
06-04 00:24	BTC	Sell	66063.7→63955.2	+9.30	take_profit
06-03 11:16	BTC	Sell	67204.6→67306.4	-0.70	timeout
06-03 03:03	BTC	Sell	67568.6→66589.3	+4.08	timeout
06-02 14:10	BTC	Sell	69964.5→68352.4	+6.65	timeout
06-01 23:22	BTC	Sell	71526.4→71388.6	+0.33	timeout
05-31 22:53	BTC	Sell	73472.3→73952.7	-2.23	timeout
05-31 16:57	BTC	Sell	73852.3→73502.7	+1.16	timeout
05-30 23:28	BTC	Sell	73922.3→73842.7	+0.07	timeout
05-30 18:20	BTC	Sell	73627.3→74064.7	-2.04	timeout
05-29 01:53	BTC	Sell	73468.3→73489.7	-0.33	timeout
05-28 22:06	BTC	Sell	72744.4→73763.7	-4.45	timeout
05-28 18:43	BTC	Sell	73462.3→73581.7	-0.73	timeout

Paper vs Live

Paper (trades.jsonl)

closed

37%

win rate

-16.26

total pnl ($)

-8.2 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	67	37%	-8.2	-16.26

Recent bounces (last 20 of 2)

time	sym	side	reason
06-26 21:26	BTC	Sell	stale_intent
06-24 17:06	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…