mempool_fee_spike_mean_reversion_short_v5 · strategy

closed trades

47%

win rate

+78.17

total pnl ($)

1.546

weight

7d window — n=24 wr=50% pnl=+66.18 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-03 17:16:36 (26.6d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485394_66073

n: 22 · wr: 40.9% · total_bps: -461.8 · mean_bps: -20.99 · sharpe: -0.17 · max_dd_bps: -815.0

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 02:27	BTC	Sell	59353→59938	-5.41	timeout
06-29 20:10	BTC	Sell	59963→60458	-4.50	timeout
06-29 12:42	BTC	Sell	59306→59888	-5.29	timeout
06-29 03:20	BTC	Sell	60019→59968	-0.01	timeout
06-28 20:29	BTC	Sell	60183→59710	+3.47	timeout
06-28 14:04	BTC	Sell	60242→60066	+1.03	timeout
06-28 07:16	BTC	Sell	60556→60122	+3.12	timeout
06-28 00:51	BTC	Sell	60314→60124	+1.12	timeout
06-27 16:49	BTC	Sell	60315→60796	-4.43	timeout
06-27 09:00	BTC	Sell	59669→60430	-6.83	timeout
06-27 03:01	BTC	Sell	59608→60245	-5.79	timeout
06-26 20:21	BTC	Sell	60220→59721	+3.75	timeout
06-26 13:32	BTC	Sell	59230→59023	+1.32	timeout
06-26 07:13	BTC	Sell	59273→60346	-9.50	timeout
06-25 13:58	BTC	Sell	61268.9→58210.9	+24.50	take_profit
06-25 13:54	BTC	Sell	61739.9→58570.9	+25.19	take_profit
06-25 10:09	BTC	Sell	61051.9→61647.1	-5.32	timeout
06-25 04:07	BTC	Sell	60356→60809	-4.21	timeout
06-24 17:19	BTC	Sell	62673.9→59545	+24.46	take_profit
06-24 15:53	BTC	Sell	62734.9→60465	+17.60	timeout
06-24 09:48	BTC	Sell	62626.9→62656.1	-0.64	timeout
06-24 02:26	BTC	Sell	62466.9→62693.1	-2.24	timeout
06-23 20:07	BTC	Sell	62802.9→62463.1	+2.26	timeout
06-23 10:43	BTC	Sell	63885.8→62216.1	+12.52	timeout
06-23 04:20	BTC	Sell	64719.8→63935.2	+5.61	timeout
06-22 22:10	BTC	Sell	64222.8→64319.2	-1.20	timeout
06-22 16:07	BTC	Sell	63935.8→64660.2	-6.14	timeout
06-22 04:56	BTC	Sell	64116.8→64054.2	+0.05	timeout
06-21 22:33	BTC	Sell	64276.8→63630.2	+4.57	timeout
06-21 15:34	BTC	Sell	64324.8→64170.2	+0.72	timeout
06-21 09:20	BTC	Sell	63928.8→63943.2	-0.49	timeout
06-21 03:20	BTC	Sell	64280.8→64287.2	-0.50	timeout
06-20 21:19	BTC	Sell	63486.8→63942.2	-4.04	timeout
06-20 13:23	BTC	Sell	63436.8→63421.2	-0.30	timeout
06-20 07:21	BTC	Sell	62994.9→63708.2	-6.11	timeout
06-20 01:20	BTC	Sell	62676.9→63472.2	-6.80	timeout
06-19 19:18	BTC	Sell	62764.9→63023.2	-2.50	timeout
06-19 12:21	BTC	Sell	62868.9→62508.1	+2.37	timeout
06-19 06:15	BTC	Sell	62632.9→62835.1	-2.09	timeout
06-19 00:18	BTC	Sell	64022.8→62841.1	+8.77	timeout
06-18 17:58	BTC	Sell	63943.8→62525.1	+10.52	timeout
06-18 11:48	BTC	Sell	64447.8→63884.2	+3.96	timeout
06-18 05:40	BTC	Sell	65877.7→63902.2	+14.56	timeout
06-17 23:32	BTC	Sell	64703.8→64476.2	+1.31	timeout
06-17 16:50	BTC	Sell	65984.7→65897.3	+0.22	timeout
06-17 10:28	BTC	Sell	65708.7→64900.2	+5.75	timeout
06-17 04:24	BTC	Sell	65761.7→65833.3	-0.97	timeout
06-16 22:18	BTC	Sell	66584.7→65838.3	+5.20	timeout
06-16 15:49	BTC	Sell	66113.7→65747.3	+2.36	timeout
06-16 08:43	BTC	Sell	66601.7→66563.3	-0.19	timeout
06-16 02:36	BTC	Sell	66460.7→65827.3	+4.32	timeout
06-15 20:38	BTC	Sell	65701.7→66604.3	-7.28	timeout
06-15 14:13	BTC	Sell	65616.7→66406.3	-6.47	timeout
06-15 07:24	BTC	Sell	63783.8→66056.3	-18.26	stop_loss
06-15 01:37	BTC	Sell	64285.8→65528.3	-10.10	timeout
06-14 19:22	BTC	Sell	64311.8→63795.2	+3.60	timeout
06-14 10:46	BTC	Sell	64489.8→64552.2	-0.92	timeout
06-14 04:46	BTC	Sell	64108.8→64327.2	-2.18	timeout
06-13 22:44	BTC	Sell	63841.8→64485.2	-5.47	timeout
06-13 16:23	BTC	Sell	63566.8→63983.2	-3.74	timeout
06-13 10:19	BTC	Sell	63524.8→63751.2	-2.19	timeout
06-13 04:09	BTC	Sell	63724.8→63469.2	+1.55	timeout
06-12 21:37	BTC	Sell	63821.8→63536.2	+1.81	timeout
06-12 15:28	BTC	Sell	63385.8→64233.2	-7.09	timeout
06-12 09:24	BTC	Sell	63479.8→63649.2	-1.74	timeout
06-12 03:25	BTC	Sell	62716.9→63346.2	-5.42	timeout
06-11 21:13	BTC	Sell	62797.9→63572.2	-6.54	timeout
06-11 15:14	BTC	Sell	62039.9→62670.1	-5.48	timeout
06-11 08:59	BTC	Sell	61770.9→62918.1	-9.68	timeout
06-11 02:57	BTC	Sell	61860.9→62192.1	-3.10	timeout
06-10 20:27	BTC	Sell	61456.9→61876.1	-3.83	timeout
06-10 04:10	BTC	Sell	60939→62023.1	-9.40	timeout
06-09 22:12	BTC	Sell	62647.9→62023.1	+4.49	timeout
06-09 15:32	BTC	Sell	62720.9→61312.1	+10.79	timeout
06-09 09:30	BTC	Sell	63653.8→62785.1	+6.37	timeout
06-09 03:28	BTC	Sell	64060.8→62812.1	+9.29	timeout
06-08 21:12	BTC	Sell	63232.8→63713.2	-4.23	timeout
06-08 15:02	BTC	Sell	63097.8→64025.2	-7.78	timeout
06-07 22:15	BTC	Sell	61715.9→63915.1	-18.27	stop_loss
06-07 22:14	BTC	Sell	61586.9→63781.1	-18.26	stop_loss
06-07 19:43	BTC	Sell	62181.9→61203.1	+7.40	timeout
06-07 13:18	BTC	Sell	61574.9→61690.1	-1.37	timeout
06-07 06:37	BTC	Sell	60547→62183.1	-13.98	timeout
06-07 00:30	BTC	Sell	60624→60814	-2.01	timeout
06-06 18:11	BTC	Sell	60996.9→60587	+2.88	timeout
06-06 12:08	BTC	Sell	61413.9→61059.1	+2.41	timeout
06-06 06:04	BTC	Sell	60714→61150.1	-4.05	timeout
06-06 00:15	BTC	Sell	62188.9→61452.1	+5.48	timeout
06-05 18:21	BTC	Sell	61522.9→60471	+8.13	timeout
06-05 11:56	BTC	Sell	63773.8→62046.1	+13.11	timeout
06-05 05:43	BTC	Sell	62960.9→62931.1	-0.24	timeout
06-05 00:49	BTC	Sell	63810.8→63730.2	+0.17	timeout
06-04 18:25	BTC	Sell	64274.8→63523.2	+5.41	timeout
06-04 02:01	BTC	Sell	65302.7→62043.1	+24.51	take_profit
06-04 01:51	BTC	Sell	65574.7→62301.1	+24.51	take_profit
06-03 23:49	BTC	Sell	67048.6→64275.2	+20.23	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

+78.17

total pnl ($)

+16.2 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	96	47%	+16.2	+78.17

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…