mempool_hour_fee_mean_reversion_long

not live
22
closed trades
36%
win rate
-74.96
total pnl ($)
0.906
weight
7d window — n=6 wr=33% pnl=-36.68  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-27 07:23:54 (26.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: x2189873_37464
n: 22  ·  wr: 31.8%  ·  total_bps: -897.9  ·  mean_bps: -40.81  ·  sharpe: -0.13  ·  max_dd_bps: -2707.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 22 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 10:39BTCBuy62412.1→64091.8+12.72timeout
06-18 15:52BTCBuy64077.2→62500.6-12.68stop_loss
06-18 15:17BTCBuy64892.2→63296.2-12.70stop_loss
06-17 19:44BTCBuy65696.3→64078.7-12.82stop_loss
06-17 10:25BTCBuy64611.2→64909.8+1.56timeout
06-17 08:39BTCBuy66620.3→64981.2-12.76stop_loss
06-15 12:50BTCBuy63746.2→66545.7+21.54take_profit
06-15 10:15BTCBuy63689.2→65717.7+15.49timeout
06-14 10:10BTCBuy62913.1→64523.8+12.24timeout
06-11 19:30BTCBuy61160.1→63844.8+21.32take_profit
06-09 16:19BTCBuy62393.1→60858.5-13.09stop_loss
06-09 14:46BTCBuy62761.1→61216.3-12.76stop_loss
06-09 14:11BTCBuy63511.2→61948.9-12.75stop_loss
06-07 22:14BTCBuy60896→63569.8+21.52take_profit
06-05 13:56BTCBuy62422.1→60885.5-12.77stop_loss
06-05 13:49BTCBuy62795.1→61245.3-12.79stop_loss
06-03 19:54BTCBuy67047.4→65397-12.78stop_loss
06-02 14:23BTCBuy69666.5→67943.6-12.82stop_loss
06-02 08:56BTCBuy71424.6→69667.7-12.83stop_loss
06-01 22:25BTCBuy73904.7→71201.8-18.96stop_loss
06-01 22:25BTCBuy73529.7→71201.8-16.66stop_loss
05-31 06:33BTCBuy72833.6→74062.3+7.83timeout

Paper vs Live

Paper (trades.jsonl)
22
closed
36%
win rate
-74.96
total pnl ($)
-66.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2236%-66.3-74.96

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems