mempool_fee_spike_tvl_drop_long

not live
68
closed trades
46%
win rate
-160.61
total pnl ($)
0.944
weight
7d window — n=16 wr=62% pnl=-46.03  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 68 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:18BTCBuy58646.9→59906+10.26timeout
06-26 04:11BTCBuy59975→60009-0.14timeout
06-25 13:54BTCBuy60773→58543.8-18.75stop_loss
06-25 13:48BTCBuy61556.1→59363.3-18.25stop_loss
06-25 04:50BTCBuy60055→61056.9+7.90timeout
06-24 15:45BTCBuy62633.1→60395.8-18.29stop_loss
06-24 14:59BTCBuy62633.1→61045.9-13.09timeout
06-24 03:13BTCBuy62326.1→62600.9+1.73timeout
06-23 20:24BTCBuy62216.1→62425.9+1.23timeout
06-23 06:00BTCBuy64602.2→63357.8-10.10timeout
06-22 22:05BTCBuy64175.2→64348.8+0.90timeout
06-22 05:14BTCBuy64175.2→64258.8+0.19timeout
06-21 09:26BTCBuy63940.2→64049.8+0.33timeout
06-21 03:21BTCBuy64197.2→64306.8+0.40timeout
06-20 04:54BTCBuy63047.2→63557.8+3.60timeout
06-19 21:24BTCBuy62390.1→63203.8+6.05timeout
06-19 11:40BTCBuy62893.1→62591.9-2.80timeout
06-19 03:34BTCBuy63207.2→62726.9-4.22timeout
06-18 18:50BTCBuy64084.2→62749.9-10.74timeout
06-18 06:03BTCBuy65372.3→63985.8-11.06timeout
06-17 23:50BTCBuy64837.2→64460.8-3.36timeout
06-17 07:43BTCBuy65606.3→65516.7-1.15timeout
06-17 00:24BTCBuy66556.3→65703.7-6.90timeout
06-16 16:06BTCBuy66150.3→65802.7-3.10timeout
06-16 04:22BTCBuy67147.4→66036.7-8.70timeout
06-15 22:19BTCBuy65692.3→66335.7+4.42timeout
06-15 09:14BTCBuy64074.2→65662.7+11.95timeout
06-14 22:27BTCBuy64579.2→65120.7+3.72timeout
06-14 10:46BTCBuy64489.2→64534.8-0.11timeout
06-14 04:20BTCBuy64015.2→64489.8+3.28timeout
06-13 22:16BTCBuy63740.2→64355.8+4.36timeout
06-13 14:42BTCBuy63676.2→64177.8+3.47timeout
06-13 08:38BTCBuy63519.2→63835.8+1.99timeout
06-13 02:05BTCBuy63363.2→63762.8+2.68timeout
06-12 19:59BTCBuy63090.2→63592.8+3.53timeout
06-12 13:45BTCBuy63392.2→63166.8-2.26timeout
06-12 07:43BTCBuy63739.2→63027.8-6.05timeout
06-12 01:39BTCBuy62815.1→63316.8+3.49timeout
06-11 19:02BTCBuy62742.1→63516.8+5.66timeout
06-11 09:09BTCBuy61610.1→62823.9+9.34timeout
06-11 03:04BTCBuy62156.1→62125.9-0.73timeout
06-10 07:14BTCBuy61775.1→62016.9+1.56timeout
06-10 01:09BTCBuy62653.1→62016.9-5.48timeout
06-09 15:55BTCBuy63329.2→61075.4-18.30stop_loss
06-09 12:02BTCBuy63057.2→62711.9-3.16timeout
06-09 05:13BTCBuy63338.2→63208.8-1.47timeout
06-08 23:07BTCBuy63195.2→63438.8+1.47timeout
06-08 16:00BTCBuy63112.2→63759.8+4.61timeout
06-08 08:39BTCBuy61713.1→63109.8+10.83timeout
06-08 02:12BTCBuy61794.1→63044.8+9.64timeout
06-07 09:30BTCBuy60866→62662.9+14.32timeout
06-07 03:08BTCBuy60611→61458.9+6.52timeout
06-06 21:04BTCBuy61148.1→60704-4.05timeout
06-06 14:58BTCBuy60940→60846-1.22timeout
06-06 07:26BTCBuy59661→60840+9.40timeout
06-05 18:44BTCBuy61903.1→59700.1-18.27stop_loss
06-05 16:11BTCBuy62056.1→59827.1-18.40stop_loss
06-05 06:21BTCBuy63780.2→61508.2-18.24stop_loss
06-05 05:57BTCBuy63457.2→62600.9-7.17timeout
06-04 22:28BTCBuy62550.1→63369.8+6.12timeout
06-04 17:01BTCBuy64171.2→63512.8-5.62timeout
06-04 00:54BTCBuy65294.3→62970.3-18.24stop_loss
06-03 23:03BTCBuy66835.3→64456.5-18.28stop_loss
06-03 17:17BTCBuy67134.4→65752.7-10.77timeout
06-03 12:48BTCBuy66995.3→67001.6-0.39timeout
06-03 05:04BTCBuy67489.4→66916.7-4.70timeout
06-02 14:27BTCBuy69981.5→67472.9-18.39stop_loss
06-02 03:17BTCBuy71408.6→70968.5-3.61timeout

Paper vs Live

Paper (trades.jsonl)
68
closed
46%
win rate
-160.61
total pnl ($)
-47.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6846%-47.1-160.61

Recent bounces (last 20 of 6)

timesymsidereason
06-26 09:23BTCBuystale_intent
06-26 02:29BTCBuybelow_min_notional_skip
06-25 10:32BTCBuybelow_min_notional_skip
06-25 03:06BTCBuybelow_min_notional_skip
06-24 17:06BTCBuystale_intent
06-24 10:23BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems