mempool_fee_spike_mean_reversion_short_vol · strategy

163

closed trades

40%

win rate

-19.66

total pnl ($)

1.267

weight

7d window — n=45 wr=38% pnl=+7.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 08:59	BTC	Sell	60279→60436	-1.74	timeout
06-27 03:18	BTC	Sell	59668→60213	-5.02	timeout
06-27 00:18	BTC	Sell	59968→60073	-1.32	timeout
06-26 21:15	BTC	Sell	59782→59720	+0.09	timeout
06-26 17:41	BTC	Sell	59407→59955	-5.04	timeout
06-26 14:24	BTC	Sell	60286→59960	+2.27	timeout
06-26 10:55	BTC	Sell	59825→59375	+3.33	timeout
06-26 07:34	BTC	Sell	59210→60594	-12.16	timeout
06-26 04:10	BTC	Sell	59925→59955	-0.71	timeout
06-26 00:54	BTC	Sell	59492→59696	-2.17	timeout
06-25 21:51	BTC	Sell	59356→59961	-5.54	timeout
06-25 13:48	BTC	Sell	61304.9→59348	+15.51	take_profit
06-25 13:46	BTC	Sell	61686.9→59714	+15.53	take_profit
06-25 12:55	BTC	Sell	61733.9→61196.1	+3.90	timeout
06-25 07:26	BTC	Sell	60808→61781.1	-8.46	timeout
06-25 04:17	BTC	Sell	60954→60776	+1.01	timeout
06-25 01:09	BTC	Sell	59674→60734	-9.33	timeout
06-24 22:08	BTC	Sell	60363→61027.1	-5.99	timeout
06-24 15:37	BTC	Sell	62643.9→60645	+15.49	take_profit
06-24 15:28	BTC	Sell	62817.9→60813	+15.50	take_profit
06-24 11:53	BTC	Sell	62848.9→62909.1	-0.93	timeout
06-24 08:38	BTC	Sell	62657.9→62697.1	-0.75	timeout
06-24 03:49	BTC	Sell	62616.9→62785.1	-1.78	timeout
06-23 23:57	BTC	Sell	62345.9→62719.1	-3.44	timeout
06-23 20:27	BTC	Sell	62486.9→62441.1	-0.08	timeout
06-23 17:21	BTC	Sell	62487.9→62589.1	-1.26	timeout
06-23 14:07	BTC	Sell	62802.9→62477.1	+2.12	timeout
06-23 08:28	BTC	Sell	64006.8→61962.1	+15.51	take_profit
06-23 04:05	BTC	Sell	64339.8→64041.2	+1.87	timeout
06-22 23:48	BTC	Sell	64435.8→63956.2	+3.26	timeout
06-22 19:37	BTC	Sell	65256.7→64386.2	+6.23	timeout
06-22 16:17	BTC	Sell	64183.8→64671.2	-4.25	timeout
06-22 13:12	BTC	Sell	64130.8→65105.3	-8.01	timeout
06-22 10:05	BTC	Sell	63952.8→64175.2	-2.17	timeout
06-22 02:28	BTC	Sell	64068.8→64546.2	-4.15	timeout
06-21 22:58	BTC	Sell	64110.8→63767.2	+2.22	timeout
06-21 19:59	BTC	Sell	64081.8→64180.2	-1.22	timeout
06-21 16:33	BTC	Sell	64275.8→64112.2	+0.82	timeout
06-21 11:48	BTC	Sell	64223.8→64219.2	-0.43	timeout
06-21 08:41	BTC	Sell	64209.8→63917.2	+1.86	timeout
06-21 05:41	BTC	Sell	64279.8→64304.2	-0.64	timeout
06-21 01:05	BTC	Sell	63804.8→64273.2	-4.11	timeout
06-20 22:00	BTC	Sell	64006.8→63972.2	-0.18	timeout
06-20 18:45	BTC	Sell	63588.8→63800.2	-2.11	timeout
06-20 15:19	BTC	Sell	63486.8→64245.2	-6.41	timeout
06-20 10:40	BTC	Sell	63522.8→63592.2	-0.98	timeout
06-20 05:00	BTC	Sell	63309.8→63564.2	-2.46	timeout
06-20 01:52	BTC	Sell	63068.8→63556.2	-4.31	timeout
06-19 22:53	BTC	Sell	63062.8→63303.2	-2.34	timeout
06-19 19:53	BTC	Sell	63175.8→63052.2	+0.54	timeout
06-19 16:49	BTC	Sell	62438.9→63146.2	-6.12	timeout
06-19 13:18	BTC	Sell	62747.9→62691.1	-0.02	timeout
06-19 07:39	BTC	Sell	62858.9→62507.1	+2.34	timeout
06-19 04:12	BTC	Sell	62895.9→62854.1	-0.13	timeout
06-19 01:05	BTC	Sell	62642.9→63060.2	-3.81	timeout
06-18 22:27	BTC	Sell	62689.9→62831.1	-1.60	timeout
06-18 19:42	BTC	Sell	63909.8→62879.1	+7.57	timeout
06-18 16:02	BTC	Sell	64153.8→62535.1	+12.09	timeout
06-18 12:41	BTC	Sell	64055.8→64178.2	-1.41	timeout
06-18 09:36	BTC	Sell	64304.8→64247.2	+0.02	timeout
06-18 06:26	BTC	Sell	64520.8→63924.2	+4.17	timeout
06-18 03:13	BTC	Sell	64315.8→64494.2	-1.83	timeout
06-18 00:32	BTC	Sell	65479.7→64646.2	+5.93	timeout
06-17 21:24	BTC	Sell	65322.7→64339.2	+7.07	timeout
06-17 18:01	BTC	Sell	64800.8→65557.3	-6.27	timeout
06-17 15:06	BTC	Sell	64932.8→65124.3	-1.93	timeout
06-17 11:35	BTC	Sell	65823.7→64698.2	+8.11	timeout
06-17 08:27	BTC	Sell	66000.7→65360.3	+4.42	timeout
06-17 04:08	BTC	Sell	65736.7→65843.3	-1.25	timeout
06-16 23:52	BTC	Sell	65958.7→65634.3	+2.02	timeout
06-16 20:02	BTC	Sell	66132.7→65571.3	+3.82	timeout
06-16 16:58	BTC	Sell	66483.7→65759.3	+5.02	timeout
06-16 13:26	BTC	Sell	66332.7→66072.3	+1.53	timeout
06-16 10:07	BTC	Sell	66133.7→66539.3	-3.50	timeout
06-16 07:00	BTC	Sell	66210.7→66405.3	-1.93	timeout
06-16 02:36	BTC	Sell	66593.7→65837.3	+5.22	timeout
06-15 23:08	BTC	Sell	66836.7→66199.3	+4.30	timeout
06-15 19:59	BTC	Sell	66427.7→66508.3	-1.04	timeout
06-15 16:29	BTC	Sell	65694.7→67146.4	-11.47	timeout
06-15 13:22	BTC	Sell	65848.7→66778.3	-7.51	timeout
06-15 09:05	BTC	Sell	65548.7→65669.3	-1.37	timeout
06-15 06:10	BTC	Sell	65721.7→65835.3	-1.31	timeout
06-15 02:08	BTC	Sell	63774.8→65565.3	-14.48	timeout
06-14 23:04	BTC	Sell	63984.8→65293.3	-10.67	timeout
06-14 19:37	BTC	Sell	64254.8→63799.2	+3.11	timeout
06-14 16:10	BTC	Sell	64521.8→64024.2	+3.42	timeout
06-14 10:38	BTC	Sell	64406.8→64613.2	-2.05	timeout
06-14 07:15	BTC	Sell	64625.8→64218.2	+2.71	timeout
06-14 04:05	BTC	Sell	64387.8→64504.2	-1.37	timeout
06-14 00:59	BTC	Sell	64122.8→64543.2	-3.74	timeout
06-13 21:42	BTC	Sell	64318.8→64708.2	-3.47	timeout
06-13 18:40	BTC	Sell	63987.8→64262.2	-2.59	timeout
06-13 15:29	BTC	Sell	63787.8→64278.2	-4.29	timeout
06-13 10:56	BTC	Sell	63524.8→63787.2	-2.49	timeout
06-13 07:52	BTC	Sell	63785.8→63807.2	-0.59	timeout
06-13 04:20	BTC	Sell	63507.8→63512.2	-0.49	timeout
06-13 01:16	BTC	Sell	63667.8→63664.2	-0.40	timeout
06-12 22:16	BTC	Sell	63931.8→63498.2	+2.95	timeout
06-12 19:04	BTC	Sell	63393.8→63740.2	-3.18	timeout
06-12 15:51	BTC	Sell	63799.8→63738.2	+0.06	timeout

Paper vs Live

Paper (trades.jsonl)

163

closed

40%

win rate

-19.66

total pnl ($)

-2.5 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	163	40%	-2.5	-19.66

Recent bounces (last 20 of 2)

time	sym	side	reason
06-27 12:22	BTC	Sell	circuit_breaker
06-27 08:32	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…