mempool_vsize_regime_shift_short · strategy

108

closed trades

43%

win rate

+19.49

total pnl ($)

1.240

weight

7d window — n=24 wr=50% pnl=+24.27 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 16:15	BTC	Sell	59923→59724	+1.01	timeout
06-29 08:56	BTC	Sell	59593→59829	-1.90	timeout
06-28 23:23	BTC	Sell	60005→59385	+3.80	timeout
06-28 13:09	BTC	Sell	59985→59990	-0.39	timeout
06-28 04:33	BTC	Sell	60233→60066	+0.75	timeout
06-27 22:27	BTC	Sell	60596→60075	+3.06	timeout
06-27 16:23	BTC	Sell	60436→60691	-2.05	timeout
06-27 09:02	BTC	Sell	59984→60403	-3.15	timeout
06-27 03:01	BTC	Sell	59650→60247	-4.36	timeout
06-26 20:54	BTC	Sell	59250→59702	-3.38	timeout
06-26 14:48	BTC	Sell	60379→59733	+3.93	timeout
06-26 08:38	BTC	Sell	59733→60223	-3.66	timeout
06-26 02:21	BTC	Sell	59622→58548.9	+6.83	timeout
06-25 13:48	BTC	Sell	61511.9→59548	+12.40	take_profit
06-25 12:36	BTC	Sell	60826→61402.1	-4.15	timeout
06-25 06:02	BTC	Sell	61096.9→61613.1	-3.75	timeout
06-24 23:49	BTC	Sell	60362→60955	-4.31	timeout
06-24 15:37	BTC	Sell	62638.9→60635	+12.42	take_profit
06-24 11:30	BTC	Sell	62646.9→62368.1	+1.43	timeout
06-24 05:27	BTC	Sell	62543.9→62841.1	-2.24	timeout
06-23 22:22	BTC	Sell	62599.9→62600.1	-0.37	timeout
06-23 16:07	BTC	Sell	62807.9→62652.1	+0.63	timeout
06-23 06:35	BTC	Sell	64110.8→62871.1	+7.38	timeout
06-23 00:11	BTC	Sell	64681.8→63921.2	+4.32	timeout
06-22 17:29	BTC	Sell	64090.8→64512.2	-2.98	timeout
06-22 11:24	BTC	Sell	64308.8→64261.2	-0.03	timeout
06-22 05:12	BTC	Sell	63553.8→64246.2	-4.71	timeout
06-21 23:09	BTC	Sell	64140.8→63684.2	+2.48	timeout
06-21 16:30	BTC	Sell	64012.8→64156.2	-1.26	timeout
06-21 09:56	BTC	Sell	64221.8→64185.2	-0.10	timeout
06-21 03:25	BTC	Sell	63882.8→64406.2	-3.64	timeout
06-20 18:41	BTC	Sell	63566.8→63816.2	-1.93	timeout
06-20 12:41	BTC	Sell	63545.8→63592.2	-0.64	timeout
06-20 06:39	BTC	Sell	63213.8→63706.2	-3.47	timeout
06-20 00:39	BTC	Sell	63281.8→63555.2	-2.08	timeout
06-19 18:38	BTC	Sell	62416.9→63062.2	-4.49	timeout
06-19 11:52	BTC	Sell	62741.9→62610.1	+0.46	timeout
06-19 05:29	BTC	Sell	62941.9→62590.1	+1.86	timeout
06-18 23:52	BTC	Sell	62580.9→62923.1	-2.57	timeout
06-18 15:57	BTC	Sell	64424.8→62365.1	+12.35	take_profit
06-18 11:06	BTC	Sell	64583.8→64081.2	+2.77	timeout
06-17 16:38	BTC	Sell	65042.7→66050.3	-6.55	timeout
06-17 10:36	BTC	Sell	65865.7→64912.2	+5.45	timeout
06-17 04:17	BTC	Sell	65737.7→65808.3	-0.78	timeout
06-16 21:27	BTC	Sell	66087.7→65704.3	+1.99	timeout
06-16 14:47	BTC	Sell	66426.7→65640.3	+4.40	timeout
06-16 08:44	BTC	Sell	66396.7→66571.3	-1.42	timeout
06-16 02:44	BTC	Sell	66784.7→65835.3	+5.33	timeout
06-15 18:01	BTC	Sell	65586.7→66789.3	-7.66	timeout
06-15 11:56	BTC	Sell	65936.7→66200.3	-1.96	timeout
06-15 05:20	BTC	Sell	64747.8→65701.3	-6.24	timeout
06-14 23:16	BTC	Sell	64091.8→65580.3	-9.64	timeout
06-14 17:11	BTC	Sell	64429.8→63934.2	+2.74	timeout
06-14 10:32	BTC	Sell	64503.8→64577.2	-0.81	timeout
06-14 04:28	BTC	Sell	64224.8→64449.2	-1.77	timeout
06-13 22:20	BTC	Sell	64131.8→64428.2	-2.20	timeout
06-13 16:16	BTC	Sell	63784.8→64029.2	-1.91	timeout
06-13 10:13	BTC	Sell	63773.8→63750.2	-0.19	timeout
06-13 04:08	BTC	Sell	63649.8→63468.2	+0.78	timeout
06-12 21:29	BTC	Sell	63352.8→63494.2	-1.24	timeout
06-12 15:28	BTC	Sell	62975.9→64195.2	-8.08	timeout
06-12 09:14	BTC	Sell	63456.8→63501.2	-0.62	timeout
06-12 01:59	BTC	Sell	63511.8→63395.2	+0.40	timeout
06-11 18:27	BTC	Sell	62795.9→63408.2	-4.23	timeout
06-11 11:59	BTC	Sell	62655.9→63075.2	-3.00	timeout
06-11 05:55	BTC	Sell	61236.9→62627.1	-9.40	timeout
06-10 22:53	BTC	Sell	61861.9→61407.1	+2.58	timeout
06-10 16:19	BTC	Sell	61589.9→62301.1	-4.95	timeout
06-10 03:22	BTC	Sell	61787.9→62023.1	-1.91	timeout
06-09 21:15	BTC	Sell	62514.9→62023.1	+2.76	timeout
06-09 14:44	BTC	Sell	63316.8→61296.1	+12.41	take_profit
06-09 08:56	BTC	Sell	62552.9→62829.1	-2.13	timeout
06-09 02:56	BTC	Sell	63458.8→62795.1	+3.82	timeout
06-08 19:01	BTC	Sell	63052.8→63438.2	-2.79	timeout
06-08 12:57	BTC	Sell	62754.9→63723.2	-6.53	timeout
06-08 06:51	BTC	Sell	63173.8→62953.1	+1.04	timeout
06-07 22:15	BTC	Sell	62183.9→64088.2	-12.61	stop_loss
06-07 17:52	BTC	Sell	62570.9→62171.1	+2.19	timeout
06-07 11:35	BTC	Sell	61601.9→62522.1	-6.34	timeout
06-07 05:30	BTC	Sell	60893→61744.1	-5.96	timeout
06-06 23:24	BTC	Sell	60516→60632	-1.15	timeout
06-06 17:21	BTC	Sell	61115.9→60686	+2.45	timeout
06-06 11:19	BTC	Sell	60876→60698	+0.79	timeout
06-06 04:27	BTC	Sell	61803.9→59832	+12.40	take_profit
06-05 23:21	BTC	Sell	60739→61161.1	-3.13	timeout
06-05 13:52	BTC	Sell	63098.8→61083.1	+12.42	take_profit
06-05 12:01	BTC	Sell	62625.9→61774.1	+5.09	timeout
06-05 04:15	BTC	Sell	63453.8→62846.1	+3.46	timeout
06-04 22:11	BTC	Sell	64338.8→63276.2	+6.24	timeout
06-04 15:34	BTC	Sell	63725.8→63890.2	-1.35	timeout
06-04 03:31	BTC	Sell	62384.9→64296.3	-12.61	stop_loss
06-03 20:55	BTC	Sell	66940.7→64804.2	+12.42	take_profit
06-03 12:50	BTC	Sell	66405.7→67000.3	-3.94	timeout
06-03 08:19	BTC	Sell	67067.6→67078.4	-0.39	timeout
06-03 00:34	BTC	Sell	67788.6→66957.3	+4.55	timeout
06-02 14:26	BTC	Sell	70093.5→67853.4	+12.43	take_profit
06-02 14:23	BTC	Sell	70188.5→67946.4	+12.43	take_profit
06-02 07:32	BTC	Sell	71272.4→70093.5	+6.30	timeout
06-02 00:19	BTC	Sell	70918.5→71221.6	-2.03	timeout
05-31 23:55	BTC	Sell	73628.3→73663.7	-0.56	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

43%

win rate

+19.49

total pnl ($)

+4.3 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	108	43%	+4.3	+19.49

Recent bounces (last 20 of 3)

time	sym	side	reason
06-29 22:36	BTC	Sell	circuit_breaker
06-29 15:45	BTC	Sell	circuit_breaker
06-29 08:16	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…