mempool_fee_zscore_mean_reversion_long

not live
23
closed trades
52%
win rate
-49.96
total pnl ($)
0.975
weight
7d window — n=9 wr=33% pnl=-22.67  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 05:31BTCBuy64072.2→64161.8+0.24timeout
06-21 12:47BTCBuy64228.2→64022.8-2.02timeout
06-21 05:23BTCBuy63878.2→64242.8+2.41timeout
06-20 00:42BTCBuy62531.1→63528.8+7.53timeout
06-19 03:41BTCBuy62756.1→62620.9-1.50timeout
06-18 05:51BTCBuy65840.3→63859.8-15.50timeout
06-17 00:36BTCBuy66640.3→65768.7-7.02timeout
06-16 06:02BTCBuy66792.3→66080.7-5.75timeout
06-15 23:37BTCBuy66187.3→66109.7-1.06timeout
06-14 09:19BTCBuy64233.2→64307.8+0.10timeout
06-14 02:39BTCBuy64200.2→64526.8+2.10timeout
06-12 18:12BTCBuy63271.2→63897.8+4.49timeout
06-12 07:48BTCBuy63671.2→62996.8-5.82timeout
06-12 01:48BTCBuy63042.2→63394.8+2.29timeout
06-11 06:05BTCBuy62108.1→62530.9+2.88timeout
06-10 05:14BTCBuy61573.1→62016.9+3.21timeout
06-09 23:14BTCBuy62542.1→62016.9-4.60timeout
06-09 15:18BTCBuy62946.1→61600.9-11.15timeout
06-09 01:25BTCBuy63654.2→62738.9-7.64timeout
06-04 00:26BTCBuy66005.3→63656-18.24stop_loss
06-03 11:16BTCBuy66727.3→67266.6+3.52timeout
05-31 04:53BTCBuy73896.7→74183.3+1.46timeout
05-30 07:04BTCBuy73423.7→73506.3+0.09timeout

Paper vs Live

Paper (trades.jsonl)
23
closed
52%
win rate
-49.96
total pnl ($)
-43.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2352%-43.2-49.96

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems