mempool_fee_spike_zscore_short · strategy

closed trades

44%

win rate

+24.08

total pnl ($)

1.439

weight

7d window — n=31 wr=45% pnl=+34.34 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-21 21:08	BTC	Sell	63903.8→63756.2	+0.71	timeout
06-21 17:19	BTC	Sell	63891.8→64143.2	-2.50	timeout
06-21 16:10	BTC	Sell	64002.8→64162.2	-1.73	timeout
06-21 15:03	BTC	Sell	63951.8→64227.2	-2.66	timeout
06-21 13:34	BTC	Sell	63331.8→64014.2	-5.91	timeout
06-20 20:54	BTC	Sell	63171.8→63895.2	-6.19	timeout
06-20 16:52	BTC	Sell	63100.8→64012.2	-7.63	timeout
06-20 11:05	BTC	Sell	62528.9→63643.2	-9.31	timeout
06-20 05:10	BTC	Sell	62292.9→63831.1	-12.80	stop_loss
06-19 20:54	BTC	Sell	63091.8→63166.2	-0.99	timeout
06-19 16:42	BTC	Sell	62643.9→63256.2	-5.38	timeout
06-19 15:33	BTC	Sell	63160.8→63137.2	-0.36	timeout
06-19 08:01	BTC	Sell	64404.8→62591.1	+13.41	timeout
06-19 06:47	BTC	Sell	64054.8→62747.1	+9.72	timeout
06-18 20:11	BTC	Sell	64304.8→63103.2	+8.72	timeout
06-18 15:37	BTC	Sell	65821.7→62922.1	+21.54	take_profit
06-18 14:50	BTC	Sell	65147.7→63864.2	+9.39	timeout
06-18 04:50	BTC	Sell	65965.7→63804.2	+15.95	timeout
06-17 23:27	BTC	Sell	65688.7→64440.2	+9.05	timeout
06-17 19:39	BTC	Sell	65594.7→64278.2	+9.61	timeout
06-17 16:28	BTC	Sell	64838.8→66436.5	-12.78	stop_loss
06-17 14:09	BTC	Sell	66041.7→65225.3	+5.75	timeout
06-17 12:22	BTC	Sell	66603.7→64715.2	+13.80	timeout
06-17 04:09	BTC	Sell	66150.7→65840.3	+1.94	timeout
06-16 17:22	BTC	Sell	66760.7→65696.3	+7.61	timeout
06-16 16:11	BTC	Sell	67183.6→65844.3	+9.56	timeout
06-16 07:23	BTC	Sell	65856.7→66309.3	-3.96	timeout
06-16 05:55	BTC	Sell	65813.7→66050.3	-2.30	timeout
06-16 03:43	BTC	Sell	65804.7→66068.3	-2.48	timeout
06-15 15:59	BTC	Sell	65680.7→67298	-12.76	stop_loss
06-15 15:54	BTC	Sell	65674.7→67294	-12.68	stop_loss
06-15 03:50	BTC	Sell	64407.8→65999.3	-12.80	stop_loss
06-14 23:06	BTC	Sell	64416.8→65236.3	-6.77	timeout
06-14 21:50	BTC	Sell	64025.8→65602.1	-12.75	stop_loss
06-14 20:59	BTC	Sell	64260.8→63985.2	+1.72	timeout
06-14 19:15	BTC	Sell	64162.8→63772.2	+2.67	timeout
06-14 16:22	BTC	Sell	64046.8→64088.2	-0.69	timeout
06-14 15:12	BTC	Sell	64248.8→64072.2	+0.94	timeout
06-13 22:09	BTC	Sell	63492.8→64397.2	-7.54	timeout
06-13 20:40	BTC	Sell	63515.8→64222.2	-6.00	timeout
06-13 18:40	BTC	Sell	63866.8→64262.2	-3.54	timeout
06-13 15:10	BTC	Sell	64067.8→64211.2	-1.53	timeout
06-13 14:05	BTC	Sell	63326.8→64142.2	-6.84	timeout
06-12 20:38	BTC	Sell	63300.8→63519.2	-2.16	timeout
06-12 19:34	BTC	Sell	63743.8→63638.2	+0.39	timeout
06-12 18:28	BTC	Sell	63347.8→63747.2	-3.59	timeout
06-12 14:55	BTC	Sell	62468.9→64008.2	-12.70	stop_loss
06-12 13:42	BTC	Sell	62707.9→63114.2	-3.61	timeout
06-11 17:32	BTC	Sell	61887.9→63434.9	-12.87	stop_loss
06-11 17:32	BTC	Sell	61851.9→63385.8	-12.77	stop_loss
06-11 17:32	BTC	Sell	61766.9→63297.8	-12.76	stop_loss
06-11 15:06	BTC	Sell	61986.9→62653.1	-5.73	timeout
06-11 08:48	BTC	Sell	61497.9→63012.6	-12.71	stop_loss
06-10 17:14	BTC	Sell	61640.9→62043.1	-3.66	timeout
06-10 15:46	BTC	Sell	61051.9→62555.4	-12.71	stop_loss
06-10 13:05	BTC	Sell	62661.9→61503.1	+8.77	timeout
06-10 10:57	BTC	Sell	62774.9→61327.1	+11.04	timeout
06-10 07:46	BTC	Sell	63146.8→62023.1	+8.31	timeout
06-09 14:46	BTC	Sell	64083.8→61270.1	+21.52	take_profit
06-09 10:44	BTC	Sell	63212.8→62688.1	+3.66	timeout
06-09 09:14	BTC	Sell	63249.8→62772.1	+3.33	timeout
06-09 07:55	BTC	Sell	63218.8→63184.2	-0.12	timeout
06-09 03:49	BTC	Sell	63078.8→62769.1	+2.00	timeout
06-08 14:57	BTC	Sell	62440.9→63978.2	-12.75	stop_loss
06-07 22:14	BTC	Sell	62030.9→63557.9	-12.76	stop_loss
06-07 22:14	BTC	Sell	61991.9→63517.9	-12.76	stop_loss
06-07 22:14	BTC	Sell	61759.9→63280.8	-12.77	stop_loss
06-07 08:46	BTC	Sell	61276.9→62785.5	-12.76	stop_loss
06-07 08:02	BTC	Sell	60954→62454.3	-12.81	stop_loss
06-07 07:54	BTC	Sell	60825→62323.3	-12.79	stop_loss
06-07 05:18	BTC	Sell	60627→62139.2	-12.93	stop_loss
06-07 05:18	BTC	Sell	60650→62148.2	-12.81	stop_loss
06-06 22:59	BTC	Sell	61678.9→60571	+8.46	timeout
06-06 21:57	BTC	Sell	61632.9→60733	+6.78	timeout
06-06 17:00	BTC	Sell	61454.9→60763	+5.14	timeout
06-06 15:06	BTC	Sell	60884→60536	+2.41	timeout
06-06 14:04	BTC	Sell	60544→60874	-3.19	timeout
06-05 21:04	BTC	Sell	60428→61916	-12.76	stop_loss
06-05 20:15	BTC	Sell	59550→61016.5	-12.76	stop_loss
06-05 18:54	BTC	Sell	61890.9→59173	+21.52	take_profit
06-05 15:41	BTC	Sell	62781.9→60024	+21.50	take_profit
06-05 09:23	BTC	Sell	63035.8→63047.2	-0.56	timeout
06-05 07:17	BTC	Sell	63644.8→61682.1	+14.90	timeout
06-05 05:46	BTC	Sell	64215.8→62792.1	+10.58	timeout
06-05 04:22	BTC	Sell	64638.8→62777.1	+13.89	timeout
06-05 03:07	BTC	Sell	63843.8→62381.1	+10.95	timeout
06-04 00:54	BTC	Sell	65889.7→62996.1	+21.50	take_profit
06-04 00:25	BTC	Sell	66843.7→63908.2	+21.50	take_profit
06-04 00:24	BTC	Sell	66904.7→63967.2	+21.50	take_profit
06-04 00:24	BTC	Sell	66995.7→64054.2	+21.49	take_profit
06-03 23:38	BTC	Sell	67262.6→64307.2	+21.53	take_profit

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

+24.08

total pnl ($)

+5.3 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	91	44%	+5.3	+24.08

Recent bounces (last 20 of 1)

time	sym	side	reason
06-22 07:57	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…