mempool_fee_spike_mean_reversion_short_v4 · strategy

closed trades

46%

win rate

+109.25

total pnl ($)

1.365

weight

7d window — n=16 wr=38% pnl=+20.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 72 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 10:45	BTC	Sell	60353→59292	+8.33	timeout
06-30 02:52	BTC	Sell	59346→59999	-5.99	timeout
06-29 06:40	BTC	Sell	59573→60042	-4.37	timeout
06-28 11:15	BTC	Sell	60054→60105	-0.86	timeout
06-28 02:12	BTC	Sell	60563→60258	+2.07	timeout
06-27 11:54	BTC	Sell	60035→60325	-2.85	timeout
06-27 05:52	BTC	Sell	59977→60230	-2.56	timeout
06-26 21:12	BTC	Sell	60103→59690	+3.03	timeout
06-26 06:43	BTC	Sell	58572.1→60366.2	-15.77	stop_loss
06-26 04:26	BTC	Sell	59733→59887	-1.76	timeout
06-25 13:54	BTC	Sell	61579.9→58502.9	+24.52	take_profit
06-25 04:56	BTC	Sell	59551→61374.7	-15.77	stop_loss
06-24 17:21	BTC	Sell	62480.9→59361	+24.49	take_profit
06-24 14:57	BTC	Sell	62638.9→61028.1	+12.38	timeout
06-24 07:52	BTC	Sell	62311.9→62610.1	-2.82	timeout
06-23 21:56	BTC	Sell	62370.9→62565.1	-2.02	timeout
06-23 05:58	BTC	Sell	64590.8→63351.2	+9.16	timeout
06-22 22:02	BTC	Sell	64122.8→64342.2	-2.16	timeout
06-22 05:13	BTC	Sell	64168.8→64232.2	-0.94	timeout
06-21 09:25	BTC	Sell	63945.8→64040.2	-1.12	timeout
06-21 03:21	BTC	Sell	64206.8→64312.2	-1.27	timeout
06-20 04:53	BTC	Sell	63063.8→63556.2	-4.36	timeout
06-19 21:25	BTC	Sell	62406.9→63167.2	-6.52	timeout
06-19 11:42	BTC	Sell	62892.9→62634.1	+1.57	timeout
06-19 03:30	BTC	Sell	63173.8→62808.1	+2.40	timeout
06-18 18:45	BTC	Sell	64086.8→62766.1	+9.72	timeout
06-18 06:08	BTC	Sell	65274.7→63904.2	+10.06	timeout
06-17 23:49	BTC	Sell	64814.8→64462.2	+2.28	timeout
06-17 07:44	BTC	Sell	65619.7→65532.3	+0.23	timeout
06-17 00:20	BTC	Sell	66599.7→65747.3	+5.99	timeout
06-16 10:40	BTC	Sell	66284.7→66572.3	-2.59	timeout
06-16 04:22	BTC	Sell	67159.6→66025.3	+7.97	timeout
06-15 22:19	BTC	Sell	65685.7→66342.3	-5.42	timeout
06-14 22:27	BTC	Sell	64572.8→65134.3	-4.77	timeout
06-14 11:04	BTC	Sell	64427.8→64456.2	-0.67	timeout
06-14 05:00	BTC	Sell	64007.8→64349.2	-3.14	timeout
06-13 22:56	BTC	Sell	63785.8→64444.2	-5.60	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 18:11	BTC	Sell	63299.8→63832.2	-4.65	timeout
06-12 07:56	BTC	Sell	63637.8→63046.2	+4.19	timeout
06-12 01:52	BTC	Sell	63067.8→63402.2	-3.05	timeout
06-11 09:09	BTC	Sell	61603.9→62830.1	-10.34	timeout
06-11 03:04	BTC	Sell	62149.9→62132.1	-0.27	timeout
06-10 05:06	BTC	Sell	61528.9→62023.1	-4.52	timeout
06-09 23:07	BTC	Sell	62632.9→62023.1	+4.37	timeout
06-09 14:58	BTC	Sell	62809.9→61430.1	+10.55	timeout
06-09 05:13	BTC	Sell	63331.8→63215.2	+0.48	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	60583→62438.3	-15.80	stop_loss
06-07 03:08	BTC	Sell	60591→61474.1	-7.71	timeout
06-06 21:04	BTC	Sell	61131.9→60711	+2.96	timeout
06-06 10:52	BTC	Sell	61790.9→60451	+10.38	timeout
06-06 03:25	BTC	Sell	60896→60714	+1.05	timeout
06-05 18:52	BTC	Sell	62553.9→59432	+24.53	take_profit
06-05 06:22	BTC	Sell	63416.8→61382.1	+15.56	timeout
06-04 19:34	BTC	Sell	63707.8→63905.2	-1.99	timeout
06-04 02:01	BTC	Sell	65260.7→62003.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66825.7→63490.2	+24.50	take_profit
06-03 17:31	BTC	Sell	66835.7→65876.3	+6.76	timeout
06-03 14:09	BTC	Sell	66867.7→66751.3	+0.44	timeout
06-03 06:00	BTC	Sell	67509.6→67307.4	+1.07	timeout
06-02 21:46	BTC	Sell	69378.5→67673.4	+11.86	timeout
06-02 09:47	BTC	Sell	71015.4→69377.5	+11.16	timeout
06-02 01:15	BTC	Sell	71877.4→71321.6	+3.49	timeout
05-31 23:01	BTC	Sell	73892.3→73998.7	-1.18	timeout
05-31 04:44	BTC	Sell	73918.3→74168.7	-2.11	timeout
05-30 02:55	BTC	Sell	72922.4→73752.7	-6.12	timeout
05-29 07:51	BTC	Sell	73504.3→73398.7	+0.29	timeout
05-29 00:44	BTC	Sell	73466.3→73781.7	-2.52	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+109.25

total pnl ($)

+30.2 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	72	46%	+30.2	+109.25

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…