mempool_vsize_demand_surge_long · strategy

150

closed trades

47%

win rate

-315.17

total pnl ($)

0.415

weight

7d window — n=43 wr=44% pnl=-136.15 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 11:11	BTC	Buy	60230→60358	+0.58	timeout
06-27 07:50	BTC	Buy	59522→60489	+7.67	timeout
06-27 05:13	BTC	Buy	59460→60269	+6.36	timeout
06-26 20:15	BTC	Buy	58739.9→59773	+8.25	timeout
06-26 15:15	BTC	Buy	59594→59776	+1.04	timeout
06-26 13:12	BTC	Buy	59277→59061	-2.31	timeout
06-26 10:57	BTC	Buy	59249→59361	+0.46	timeout
06-26 08:56	BTC	Buy	59676→60116	+3.29	timeout
06-25 13:48	BTC	Buy	60847→59350.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	60871→59374.3	-12.72	stop_loss
06-25 13:46	BTC	Buy	61083.1→59572.2	-12.79	stop_loss
06-25 13:46	BTC	Buy	61151.1→59647.2	-12.71	stop_loss
06-25 12:02	BTC	Buy	59352→61202.9	+15.13	timeout
06-24 17:47	BTC	Buy	60621→59129.5	-12.74	stop_loss
06-24 14:19	BTC	Buy	62517.1→60966.5	-12.85	stop_loss
06-24 14:13	BTC	Buy	62627.1→61087.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62613.1→61073.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62772.1→61227.3	-12.75	stop_loss
06-24 13:47	BTC	Buy	62832.1→61287.3	-12.74	stop_loss
06-24 08:53	BTC	Buy	62512.1→62772.9	+1.58	timeout
06-24 06:49	BTC	Buy	62298.1→62732.9	+3.00	timeout
06-24 04:46	BTC	Buy	62219.1→62677.9	+3.18	timeout
06-24 02:46	BTC	Buy	62306.1→62708.9	+2.75	timeout
06-24 00:29	BTC	Buy	62741.1→62810.9	+0.12	timeout
06-23 08:17	BTC	Buy	63978.2→62400.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	64006.2→62430.6	-12.77	stop_loss
06-23 06:20	BTC	Buy	64447.2→62861.4	-12.77	stop_loss
06-23 06:18	BTC	Buy	64612.2→63009.3	-12.87	stop_loss
06-23 04:43	BTC	Buy	64064.2→63805.8	-2.47	timeout
06-22 22:28	BTC	Buy	65501.3→63888.8	-12.76	stop_loss
06-22 22:16	BTC	Buy	63984.2→64286.8	+1.91	timeout
06-22 19:32	BTC	Buy	64592.2→64379.8	-2.13	timeout
06-22 07:08	BTC	Buy	64131.2→64049.8	-1.10	timeout
06-22 04:43	BTC	Buy	64357.2→63974.8	-3.44	timeout
06-22 00:40	BTC	Buy	64301.2→63961.8	-3.10	timeout
06-21 22:37	BTC	Buy	64536.2→63598.8	-7.70	timeout
06-21 20:35	BTC	Buy	64222.2→64007.8	-2.12	timeout
06-21 11:29	BTC	Buy	63892.2→64298.8	+2.74	timeout
06-21 09:26	BTC	Buy	64176.2→64047.8	-1.56	timeout
06-21 04:29	BTC	Buy	63653.2→64504.8	+6.25	timeout
06-21 00:21	BTC	Buy	63643.2→64210.8	+3.99	timeout
06-20 22:14	BTC	Buy	63402.2→64130.8	+5.30	timeout
06-20 15:45	BTC	Buy	63093.2→64119.8	+7.63	timeout
06-20 12:12	BTC	Buy	63134.2→63746.8	+4.37	timeout
06-20 08:45	BTC	Buy	63297.2→63416.8	+0.41	timeout
06-20 06:02	BTC	Buy	62629.1→63671.8	+7.87	timeout
06-20 03:24	BTC	Buy	62375.1→63382.8	+7.63	timeout
06-19 19:12	BTC	Buy	62898.1→63004.8	+0.38	timeout
06-19 15:41	BTC	Buy	62878.1→63147.8	+1.77	timeout
06-19 13:31	BTC	Buy	62781.1→62797.9	-0.25	timeout
06-19 11:24	BTC	Buy	62427.1→62645.9	+1.36	timeout
06-19 09:09	BTC	Buy	63676.2→62486.9	-9.68	timeout
06-18 15:52	BTC	Buy	64079.2→62498.6	-12.84	stop_loss
06-18 15:40	BTC	Buy	64341.2→62758.5	-12.74	stop_loss
06-18 15:40	BTC	Buy	64362.2→62779.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64554.2→62965.4	-12.74	stop_loss
06-18 14:49	BTC	Buy	64284.2→63931.8	-3.19	timeout
06-18 06:43	BTC	Buy	64855.2→64060.8	-6.58	timeout
06-18 04:37	BTC	Buy	64903.2→63872.8	-8.41	timeout
06-17 19:50	BTC	Buy	65589.3→63964.8	-12.85	stop_loss
06-17 19:41	BTC	Buy	65762.3→64143.7	-12.78	stop_loss
06-17 19:38	BTC	Buy	65849.3→64228.7	-12.76	stop_loss
06-17 16:08	BTC	Buy	65748.3→65786.7	-0.09	timeout
06-17 11:57	BTC	Buy	65897.3→64814.8	-8.72	timeout
06-17 08:17	BTC	Buy	65847.3→65259.7	-4.89	timeout
06-17 06:16	BTC	Buy	66613.3→65812.7	-6.48	timeout
06-16 22:54	BTC	Buy	65829.3→65699.7	-1.50	timeout
06-16 20:53	BTC	Buy	65776.3→65836.7	-0.06	timeout
06-16 15:48	BTC	Buy	66387.3→65705.7	-5.64	timeout
06-16 13:47	BTC	Buy	66629.3→66082.7	-4.61	timeout
06-16 07:46	BTC	Buy	66535.3→66289.7	-2.24	timeout
06-16 04:18	BTC	Buy	65697.3→66089.7	+2.57	timeout
06-15 22:52	BTC	Buy	65654.3→66212.7	+3.77	timeout
06-15 19:57	BTC	Buy	65498.3→66589.7	+7.83	timeout
06-15 17:52	BTC	Buy	65699.3→66889.7	+8.52	timeout
06-15 10:44	BTC	Buy	64136.2→65743.7	+12.08	timeout
06-15 06:54	BTC	Buy	64278.2→65846.7	+11.74	timeout
06-15 04:43	BTC	Buy	64592.2→65630.7	+7.57	timeout
06-15 01:51	BTC	Buy	64394.2→65529.7	+8.35	timeout
06-14 22:53	BTC	Buy	64330.2→65440.7	+8.15	timeout
06-14 13:48	BTC	Buy	64288.2→64290.8	-0.43	timeout
06-14 09:34	BTC	Buy	64275.2→64439.8	+0.79	timeout
06-14 07:32	BTC	Buy	64159.2→64295.8	+0.61	timeout
06-14 05:01	BTC	Buy	63840.2→64351.8	+3.58	timeout
06-14 01:16	BTC	Buy	63682.2→64666.8	+7.32	timeout
06-13 17:36	BTC	Buy	63434.2→64094.8	+4.74	timeout
06-13 15:22	BTC	Buy	63571.2→64284.8	+5.14	timeout
06-13 12:28	BTC	Buy	63723.2→63940.8	+1.20	timeout
06-13 08:04	BTC	Buy	63366.2→63787.8	+2.79	timeout
06-13 04:39	BTC	Buy	63709.2→63582.8	-1.44	timeout
06-12 22:41	BTC	Buy	63677.2→63490.8	-1.95	timeout
06-12 20:25	BTC	Buy	63582.2→63508.8	-1.04	timeout
06-12 17:17	BTC	Buy	63368.2→63867.8	+3.48	timeout
06-12 09:03	BTC	Buy	62613.1→63462.8	+6.28	timeout
06-12 07:03	BTC	Buy	62875.1→63030.8	+0.75	timeout
06-12 03:59	BTC	Buy	62904.1→63500.8	+4.23	timeout
06-12 01:08	BTC	Buy	62619.1→63476.8	+6.30	timeout
06-11 23:08	BTC	Buy	62563.1→63368.8	+5.89	timeout
06-11 13:48	BTC	Buy	61914.1→63021.8	+8.41	timeout
06-11 11:45	BTC	Buy	61773.1→63078.8	+10.02	timeout

Paper vs Live

Paper (trades.jsonl)

150

closed

47%

win rate

-315.17

total pnl ($)

-41.8 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	150	47%	-41.8	-315.17

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…