mempool_fee_spike_mean_reversion_short_v3 · strategy

closed trades

48%

win rate

+107.60

total pnl ($)

1.411

weight

7d window — n=15 wr=33% pnl=+24.95 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 66 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 12:00	BTC	Sell	60077→60308	-2.35	timeout
06-27 05:56	BTC	Sell	59939→60226	-2.85	timeout
06-26 21:09	BTC	Sell	60078→59718	+2.60	timeout
06-26 06:46	BTC	Sell	58637.1→60433.2	-15.77	stop_loss
06-26 04:23	BTC	Sell	59753→59983	-2.40	timeout
06-25 13:54	BTC	Sell	61583.9→58502.9	+24.55	take_profit
06-25 04:56	BTC	Sell	59548→61374.7	-15.79	stop_loss
06-24 17:21	BTC	Sell	62507.9→59388	+24.48	take_profit
06-24 14:57	BTC	Sell	62646.9→61036.1	+12.38	timeout
06-24 07:53	BTC	Sell	62340.9→62605.1	-2.55	timeout
06-23 21:57	BTC	Sell	62358.9→62562.1	-2.09	timeout
06-23 05:56	BTC	Sell	64614.8→63427.2	+8.76	timeout
06-22 22:03	BTC	Sell	64151.8→64338.2	-1.90	timeout
06-22 05:13	BTC	Sell	64169.8→64241.2	-1.00	timeout
06-21 09:25	BTC	Sell	63945.8→64040.2	-1.12	timeout
06-21 03:20	BTC	Sell	64354.8→64287.2	+0.08	timeout
06-20 04:54	BTC	Sell	63070.8→63553.2	-4.28	timeout
06-19 21:24	BTC	Sell	62375.9→63210.2	-7.11	timeout
06-19 11:42	BTC	Sell	62898.9→62630.1	+1.65	timeout
06-19 03:31	BTC	Sell	63267.8→62797.1	+3.24	timeout
06-18 18:51	BTC	Sell	64064.8→62774.1	+9.50	timeout
06-18 05:58	BTC	Sell	66005.7→63950.2	+15.13	timeout
06-17 23:50	BTC	Sell	64822.8→64466.2	+2.32	timeout
06-17 07:44	BTC	Sell	65619.7→65532.3	+0.19	timeout
06-17 00:25	BTC	Sell	66532.7→65691.3	+5.91	timeout
06-16 16:06	BTC	Sell	66169.7→65822.3	+2.19	timeout
06-16 05:55	BTC	Sell	66835.7→66057.3	+5.35	timeout
06-15 23:26	BTC	Sell	66291.7→66186.3	+0.37	timeout
06-14 22:33	BTC	Sell	64599.8→65198.3	-5.06	timeout
06-14 11:04	BTC	Sell	64427.8→64453.2	-0.64	timeout
06-14 05:00	BTC	Sell	64013.8→64343.2	-3.04	timeout
06-13 22:56	BTC	Sell	63774.8→64441.2	-5.66	timeout
06-13 14:47	BTC	Sell	63576.8→64191.2	-5.26	timeout
06-13 02:01	BTC	Sell	63403.8→63793.2	-3.49	timeout
06-12 18:16	BTC	Sell	63166.8→63814.2	-5.57	timeout
06-12 08:10	BTC	Sell	63511.8→63294.2	+1.32	timeout
06-12 02:13	BTC	Sell	62767.9→63659.2	-7.49	timeout
06-11 10:51	BTC	Sell	61191.9→63065.7	-15.69	stop_loss
06-11 03:11	BTC	Sell	61855.9→62049.1	-1.97	timeout
06-10 05:13	BTC	Sell	61517.9→62023.1	-4.61	timeout
06-09 23:14	BTC	Sell	62538.9→62023.1	+3.62	timeout
06-09 15:05	BTC	Sell	62815.9→61388.1	+10.93	timeout
06-09 05:13	BTC	Sell	63363.8→63215.2	+0.73	timeout
06-08 23:07	BTC	Sell	63176.8→63445.2	-2.56	timeout
06-08 16:00	BTC	Sell	63105.8→63753.2	-5.52	timeout
06-07 14:56	BTC	Sell	61497.9→61910.1	-3.79	timeout
06-07 03:43	BTC	Sell	60836→61590.1	-6.63	timeout
06-06 21:13	BTC	Sell	61235.9→60812	+2.98	timeout
06-06 10:54	BTC	Sell	61919.9→60577	+10.38	timeout
06-05 21:15	BTC	Sell	60183→62026.1	-15.76	stop_loss
06-05 18:52	BTC	Sell	62586.9→59463	+24.53	take_profit
06-05 06:22	BTC	Sell	63432.8→61503.1	+14.73	timeout
06-04 20:00	BTC	Sell	63528.8→63544.2	-0.57	timeout
06-04 01:56	BTC	Sell	65382.7→62119.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66736.7→63406.2	+24.49	take_profit
06-03 17:32	BTC	Sell	66763.7→65849.3	+6.43	timeout
06-03 14:09	BTC	Sell	66759.7→66796.3	-0.70	timeout
06-03 05:59	BTC	Sell	67470.6→67336.4	+0.56	timeout
06-02 21:43	BTC	Sell	69491.5→67713.4	+12.36	timeout
06-02 08:16	BTC	Sell	71551.4→70007.5	+10.39	timeout
06-02 00:47	BTC	Sell	72130.4→71155.6	+6.38	timeout
05-31 23:03	BTC	Sell	73884.3→74134.7	-2.16	timeout
05-31 04:46	BTC	Sell	73924.3→74147.7	-1.93	timeout
05-30 02:54	BTC	Sell	72948.4→73738.7	-5.85	timeout
05-29 07:49	BTC	Sell	73481.3→73378.7	+0.27	timeout
05-29 00:44	BTC	Sell	73466.3→73781.7	-2.52	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

+107.60

total pnl ($)

+32.4 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	66	48%	+32.4	+107.60

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…