mempool_half_hour_fee_zscore_reversion_long

not live
21
closed trades
43%
win rate
-56.36
total pnl ($)
1.046
weight
7d window — n=6 wr=33% pnl=-18.79  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 07:23:54 (26.4d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: x2189873_37464
n: 13  ·  wr: 46.2%  ·  total_bps: +257.2  ·  mean_bps: +19.79  ·  sharpe: +0.08  ·  max_dd_bps: -635.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 13:18BTCBuy62695.1→64142.8+11.22timeout
06-18 15:40BTCBuy64318.2→62734.5-12.76stop_loss
06-18 15:18BTCBuy64790.2→63189.2-12.79stop_loss
06-17 10:16BTCBuy65709.3→64911.8-6.71timeout
06-17 08:39BTCBuy66577.3→64925.3-12.85stop_loss
06-16 10:13BTCBuy64494.2→66502.7+15.09timeout
06-15 10:03BTCBuy63740.2→65598.7+14.14timeout
06-14 09:28BTCBuy63716.2→64318.8+4.16timeout
06-13 09:10BTCBuy62852.1→63776.8+6.74timeout
06-12 08:26BTCBuy61480.1→63456.8+15.43timeout
06-09 14:29BTCBuy63053.2→61502.2-12.76stop_loss
06-09 14:17BTCBuy63360.2→61802-12.75stop_loss
06-07 22:14BTCBuy60612→63272.8+21.51take_profit
06-06 04:13BTCBuy61620.1→60099.9-12.79stop_loss
06-05 06:20BTCBuy63276.2→61716-12.75stop_loss
06-04 00:29BTCBuy65037.3→63438.1-12.74stop_loss
06-02 23:01BTCBuy67842.4→66173.6-12.75stop_loss
06-02 12:31BTCBuy70863.5→69120-12.80stop_loss
06-01 22:25BTCBuy73669.7→71211.8-17.31stop_loss
05-31 14:48BTCBuy72709.6→73662.3+6.07timeout
05-30 12:32BTCBuy73443.7→73676.3+1.04timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
43%
win rate
-56.36
total pnl ($)
-52.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2143%-52.8-56.36

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems