mempool_fee_spike_short_v11 · strategy

closed trades

46%

win rate

+117.34

total pnl ($)

1.454

weight

7d window — n=17 wr=35% pnl=+37.58 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 71 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:55	BTC	Sell	60038→60349	-3.03	timeout
06-27 05:55	BTC	Sell	59991→60223	-2.39	timeout
06-26 21:08	BTC	Sell	60048→59683	+2.63	timeout
06-26 07:15	BTC	Sell	58771.1→60571.3	-15.77	stop_loss
06-26 04:12	BTC	Sell	59654→59947	-2.93	timeout
06-25 15:04	BTC	Sell	60784→59092	+13.41	timeout
06-25 13:55	BTC	Sell	61573.9→58494.9	+24.54	take_profit
06-25 04:51	BTC	Sell	59743→61068.1	-11.55	timeout
06-24 17:20	BTC	Sell	62599.9→59468	+24.51	take_profit
06-24 14:57	BTC	Sell	62640.9→61000	+12.62	timeout
06-24 06:09	BTC	Sell	62288.9→62820.1	-4.69	timeout
06-23 21:56	BTC	Sell	62362.9→62577.1	-2.18	timeout
06-23 05:55	BTC	Sell	64601.8→63355.2	+9.22	timeout
06-22 22:04	BTC	Sell	64167.8→64359.2	-1.94	timeout
06-22 05:14	BTC	Sell	64169.8→64267.2	-1.20	timeout
06-21 09:25	BTC	Sell	63945.8→64040.2	-1.12	timeout
06-21 03:17	BTC	Sell	63989.8→64261.2	-2.57	timeout
06-20 04:53	BTC	Sell	63062.8→63556.2	-4.37	timeout
06-19 21:25	BTC	Sell	62406.9→63166.2	-6.51	timeout
06-19 15:18	BTC	Sell	62354.9→63139.2	-6.79	timeout
06-19 08:55	BTC	Sell	63089.8→62576.1	+3.56	timeout
06-19 03:32	BTC	Sell	63170.8→62789.1	+2.55	timeout
06-18 18:47	BTC	Sell	64049.8→62768.1	+9.45	timeout
06-18 05:59	BTC	Sell	66025.7→63965.2	+15.15	timeout
06-17 23:51	BTC	Sell	64828.8→64458.2	+2.46	timeout
06-17 07:38	BTC	Sell	65592.7→65505.3	+0.23	timeout
06-17 00:22	BTC	Sell	66608.7→65720.3	+6.24	timeout
06-16 16:07	BTC	Sell	66133.7→65807.3	+2.06	timeout
06-16 05:56	BTC	Sell	66827.7→66056.3	+5.28	timeout
06-15 23:24	BTC	Sell	66291.7→66130.3	+0.75	timeout
06-14 22:27	BTC	Sell	64573.8→65149.3	-4.88	timeout
06-14 11:11	BTC	Sell	64430.8→64527.2	-1.20	timeout
06-14 05:00	BTC	Sell	64007.8→64353.2	-3.16	timeout
06-13 22:56	BTC	Sell	63781.8→64443.2	-5.62	timeout
06-13 15:13	BTC	Sell	63655.8→64274.2	-5.29	timeout
06-13 08:53	BTC	Sell	63400.8→63782.2	-3.42	timeout
06-13 02:03	BTC	Sell	63326.8→63796.2	-4.13	timeout
06-12 15:41	BTC	Sell	63431.8→63868.2	-3.85	timeout
06-12 07:47	BTC	Sell	63640.8→63008.2	+4.54	timeout
06-12 01:44	BTC	Sell	62903.9→63387.2	-4.24	timeout
06-11 09:11	BTC	Sell	61501.9→62830.1	-11.19	timeout
06-11 03:06	BTC	Sell	61997.9→62038.1	-0.73	timeout
06-10 05:02	BTC	Sell	61495.9→62023.1	-4.79	timeout
06-09 23:00	BTC	Sell	62761.9→62023.1	+5.38	timeout
06-09 14:58	BTC	Sell	62812.9→61410.1	+10.73	timeout
06-09 05:06	BTC	Sell	63534.8→63161.2	+2.49	timeout
06-08 23:01	BTC	Sell	63052.8→63419.2	-3.34	timeout
06-08 16:00	BTC	Sell	63096.8→63764.2	-5.66	timeout
06-07 22:14	BTC	Sell	61676.9→63565.9	-15.77	stop_loss
06-07 08:46	BTC	Sell	60912→62777.5	-15.78	stop_loss
06-07 03:08	BTC	Sell	60654→61458.1	-7.05	timeout
06-06 21:04	BTC	Sell	61138.9→60711	+3.02	timeout
06-06 09:58	BTC	Sell	61614.9→60983	+4.71	timeout
06-06 03:21	BTC	Sell	60641→60860	-2.25	timeout
06-05 18:44	BTC	Sell	62750.9→59619	+24.53	take_profit
06-05 06:18	BTC	Sell	63368.8→61866.1	+11.37	timeout
06-04 17:02	BTC	Sell	64130.8→63534.2	+4.24	timeout
06-04 14:08	BTC	Sell	62411.9→64325.4	-15.79	stop_loss
06-04 01:58	BTC	Sell	65345.7→62084.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66797.7→63463.2	+24.50	take_profit
06-03 17:16	BTC	Sell	67207.6→65749.3	+10.43	timeout
06-03 12:49	BTC	Sell	66980.7→66992.3	-0.55	timeout
06-03 04:45	BTC	Sell	67656.6→66396.3	+8.87	timeout
06-02 19:33	BTC	Sell	69968.5→66475.3	+24.52	take_profit
06-02 08:27	BTC	Sell	71551.4→70058.5	+10.04	timeout
06-02 00:49	BTC	Sell	72131.4→71181.6	+6.21	timeout
05-31 23:01	BTC	Sell	73893.3→73993.7	-1.14	timeout
05-31 04:28	BTC	Sell	73874.3→74178.7	-2.48	timeout
05-30 02:54	BTC	Sell	72948.4→73738.7	-5.85	timeout
05-29 07:47	BTC	Sell	73471.3→73372.7	+0.24	timeout
05-29 00:43	BTC	Sell	73463.3→73772.7	-2.48	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+117.34

total pnl ($)

+32.9 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	71	46%	+32.9	+117.34

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 14:09	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…