mempool_fee_spike_mean_reversion_short_v9 · strategy

closed trades

46%

win rate

+84.84

total pnl ($)

1.447

weight

7d window — n=16 wr=38% pnl=+30.62 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 72 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 02:04	BTC	Sell	60494→60247	+1.60	timeout
06-27 11:59	BTC	Sell	60070→60341	-2.69	timeout
06-27 05:56	BTC	Sell	59928→60228	-2.95	timeout
06-26 21:08	BTC	Sell	60050→59690	+2.59	timeout
06-26 14:17	BTC	Sell	58734.1→59932	-10.62	timeout
06-26 04:13	BTC	Sell	59740→59902	-1.82	timeout
06-25 13:53	BTC	Sell	61553.9→58818.9	+21.75	take_profit
06-25 04:50	BTC	Sell	60074→61063.1	-8.69	timeout
06-24 16:51	BTC	Sell	62599.9→59850	+21.45	take_profit
06-24 14:59	BTC	Sell	62602.9→61058.1	+11.86	timeout
06-24 06:08	BTC	Sell	62246.9→62814.1	-4.98	timeout
06-23 21:57	BTC	Sell	62358.9→62582.1	-2.25	timeout
06-23 05:54	BTC	Sell	64629.8→63351.2	+9.46	timeout
06-22 22:00	BTC	Sell	64098.8→64301.2	-2.03	timeout
06-22 05:15	BTC	Sell	64169.8→64253.2	-1.09	timeout
06-21 09:23	BTC	Sell	63911.8→63988.2	-0.97	timeout
06-21 03:19	BTC	Sell	64208.8→64286.2	-1.05	timeout
06-20 04:53	BTC	Sell	63074.8→63551.2	-4.23	timeout
06-19 21:26	BTC	Sell	62389.9→63156.2	-6.57	timeout
06-19 11:42	BTC	Sell	62893.9→62634.1	+1.57	timeout
06-19 03:33	BTC	Sell	63172.8→62731.1	+3.02	timeout
06-18 18:47	BTC	Sell	64054.8→62722.1	+9.83	timeout
06-18 06:01	BTC	Sell	65550.7→63921.2	+11.99	timeout
06-17 23:49	BTC	Sell	64827.8→64444.2	+2.54	timeout
06-17 07:41	BTC	Sell	65593.7→65498.3	+0.29	timeout
06-17 00:23	BTC	Sell	66536.7→65697.3	+5.90	timeout
06-16 04:20	BTC	Sell	67111.6→66077.3	+7.23	timeout
06-15 22:18	BTC	Sell	65689.7→66355.3	-5.49	timeout
06-15 09:13	BTC	Sell	64014.8→65663.3	-13.33	timeout
06-14 22:26	BTC	Sell	64588.8→65160.3	-4.85	timeout
06-14 10:51	BTC	Sell	64471.8→64518.2	-0.80	timeout
06-14 04:25	BTC	Sell	63984.8→64475.2	-4.30	timeout
06-13 22:15	BTC	Sell	63750.8→64393.2	-5.47	timeout
06-13 14:40	BTC	Sell	63676.8→64192.2	-4.47	timeout
06-13 08:36	BTC	Sell	63513.8→63881.2	-3.29	timeout
06-13 02:03	BTC	Sell	63368.8→63797.2	-3.80	timeout
06-12 15:37	BTC	Sell	63437.8→63998.2	-4.83	timeout
06-12 07:48	BTC	Sell	63665.8→63002.1	+4.78	timeout
06-12 01:39	BTC	Sell	62830.9→63323.2	-4.32	timeout
06-11 18:58	BTC	Sell	62748.9→63478.2	-6.19	timeout
06-11 09:12	BTC	Sell	61478.9→62825.1	-11.34	timeout
06-11 03:04	BTC	Sell	62231.9→62138.1	+0.34	timeout
06-10 05:02	BTC	Sell	61458.9→62023.1	-5.10	timeout
06-09 23:00	BTC	Sell	62753.9→62023.1	+5.32	timeout
06-09 12:00	BTC	Sell	63043.8→62692.1	+2.31	timeout
06-09 05:11	BTC	Sell	63359.8→63139.2	+1.29	timeout
06-08 23:06	BTC	Sell	63103.8→63414.2	-2.90	timeout
06-08 16:05	BTC	Sell	62929.9→63854.2	-7.72	timeout
06-08 04:08	BTC	Sell	61965.9→62947.1	-8.36	timeout
06-07 09:29	BTC	Sell	60860→62659.1	-15.25	timeout
06-07 03:08	BTC	Sell	60653→61458.1	-7.06	timeout
06-06 21:03	BTC	Sell	61218.9→60708	+3.69	timeout
06-06 09:58	BTC	Sell	61623.9→60969	+4.89	timeout
06-06 03:19	BTC	Sell	60774→60858	-1.13	timeout
06-05 16:10	BTC	Sell	62717.9→59961	+21.50	take_profit
06-05 15:59	BTC	Sell	62693.9→60434	+17.55	timeout
06-05 08:03	BTC	Sell	63486.8→62953.1	+3.76	timeout
06-05 01:59	BTC	Sell	64116.8→63343.2	+5.58	timeout
06-04 18:54	BTC	Sell	64095.8→63961.2	+0.61	timeout
06-04 01:58	BTC	Sell	64951.8→62098.1	+21.52	take_profit
06-04 00:25	BTC	Sell	66793.7→63860.2	+21.50	take_profit
06-03 17:16	BTC	Sell	67197.6→65751.3	+10.34	timeout
06-03 14:11	BTC	Sell	66815.7→66857.3	-0.74	timeout
06-03 05:51	BTC	Sell	67375.6→67198.4	+0.88	timeout
06-02 21:20	BTC	Sell	69565.5→67686.4	+13.07	timeout
06-02 08:10	BTC	Sell	71528.4→69982.5	+10.42	timeout
06-02 00:48	BTC	Sell	72130.4→71187.6	+6.16	timeout
05-31 22:56	BTC	Sell	73831.3→73930.7	-1.13	timeout
05-30 22:28	BTC	Sell	73594.3→73853.7	-2.16	timeout
05-30 02:52	BTC	Sell	73007.3→73712.7	-5.26	timeout
05-29 07:45	BTC	Sell	73414.3→73377.7	-0.18	timeout
05-29 00:42	BTC	Sell	73495.3→73786.7	-2.36	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+84.84

total pnl ($)

+23.4 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	72	46%	+23.4	+84.84

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…