mempool_vsize_surge_fear_long

61

closed trades

44%

win rate

-172.18

total pnl ($)

0.940

weight

7d window — n=12 wr=33% pnl=-48.57 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-06-02 10:43:05 (26.3d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: x3485394_12640

n: 11 · wr: 45.5% · total_bps: -524.0 · mean_bps: -47.64 · sharpe: -0.37 · max_dd_bps: -695.3

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-27 22:49	BTC	Buy	60321→60148	-1.84	timeout
06-27 13:25	BTC	Buy	59913→60442	+3.95	timeout
06-27 05:12	BTC	Buy	59460→60270	+6.37	timeout
06-26 20:14	BTC	Buy	58683.9→59683	+7.99	timeout
06-26 11:34	BTC	Buy	59503→59435	-1.07	timeout
06-25 13:48	BTC	Buy	61695.1→59499.3	-18.23	stop_loss
06-24 15:56	BTC	Buy	62472.1→60248.8	-18.23	stop_loss
06-24 13:49	BTC	Buy	62261.1→61347.9	-7.78	timeout
06-24 03:16	BTC	Buy	62442.1→62528.9	+0.20	timeout
06-23 08:24	BTC	Buy	64419.2→62124.8	-18.22	stop_loss
06-23 03:25	BTC	Buy	64115.2→64027.8	-1.13	timeout
06-22 10:20	BTC	Buy	64150.2→64143.8	-0.57	timeout
06-21 15:37	BTC	Buy	63924.2→64157.8	+1.42	timeout
06-21 07:36	BTC	Buy	63400.2→64185.8	+5.75	timeout
06-20 10:03	BTC	Buy	63143.2→63729.8	+4.13	timeout
06-20 01:39	BTC	Buy	62507.1→63579.8	+8.12	timeout
06-19 17:39	BTC	Buy	62888.1→63023.8	+0.63	timeout
06-19 06:18	BTC	Buy	64033.2→62759.9	-10.36	timeout
06-18 22:17	BTC	Buy	64069.2→62869.9	-9.74	timeout
06-18 14:15	BTC	Buy	64230.2→63702.8	-4.55	timeout
06-18 06:16	BTC	Buy	64826.2→63896.8	-7.63	timeout
06-17 22:12	BTC	Buy	65865.3→64163.8	-13.35	timeout
06-17 14:09	BTC	Buy	65623.3→65227.7	-3.48	timeout
06-17 06:05	BTC	Buy	66386.3→65800.7	-4.89	timeout
06-16 20:35	BTC	Buy	65793.3→65729.7	-1.01	timeout
06-16 11:18	BTC	Buy	66910.3→66481.7	-3.70	timeout
06-16 03:19	BTC	Buy	65757.3→65718.7	-0.74	timeout
06-15 04:32	BTC	Buy	64609.2→65696.7	+7.94	timeout
06-14 13:30	BTC	Buy	64166.2→64277.8	+0.42	timeout
06-14 04:50	BTC	Buy	63852.2→64340.8	+3.41	timeout
06-13 20:47	BTC	Buy	63583.2→64222.8	+4.56	timeout
06-13 08:29	BTC	Buy	63601.2→63786.8	+0.93	timeout
06-13 00:20	BTC	Buy	63148.2→63538.8	+2.57	timeout
06-12 16:08	BTC	Buy	63630.2→63732.8	+0.32	timeout
06-12 08:12	BTC	Buy	62841.1→63279.8	+2.95	timeout
06-11 11:41	BTC	Buy	61659.1→63109.8	+11.22	timeout
06-11 02:55	BTC	Buy	61246.1→62067.9	+6.21	timeout
06-10 13:10	BTC	Buy	61786.1→61514.9	-2.63	timeout
06-10 05:19	BTC	Buy	62508.1→62016.9	-4.30	timeout
06-09 21:05	BTC	Buy	62834.1→62016.9	-6.88	timeout
06-09 07:19	BTC	Buy	63674.2→63314.8	-3.31	timeout
06-08 21:59	BTC	Buy	63087.2→63698.8	+4.37	timeout
06-07 20:58	BTC	Buy	61518.1→61875.9	+2.47	timeout
06-07 11:47	BTC	Buy	60557→62751.9	+17.69	timeout
06-07 03:14	BTC	Buy	61206.1→61510.9	+2.00	timeout
06-05 18:54	BTC	Buy	61323.1→59140.5	-18.25	stop_loss
06-05 15:39	BTC	Buy	62384.1→60163.9	-18.23	stop_loss
06-05 06:23	BTC	Buy	63439.2→61176.3	-18.25	stop_loss
06-05 01:59	BTC	Buy	63580.2→63354.8	-2.22	timeout
06-04 00:39	BTC	Buy	65331.3→63006.3	-18.24	stop_loss
06-04 00:30	BTC	Buy	65610.3→63275.2	-18.24	stop_loss
06-03 22:42	BTC	Buy	66369.3→65069.7	-10.24	timeout
06-03 14:30	BTC	Buy	67003.4→66818.7	-1.87	timeout
06-02 15:37	BTC	Buy	69498.5→67025.1	-18.25	stop_loss
06-02 14:10	BTC	Buy	70772.5→68253.4	-18.27	stop_loss
05-31 10:43	BTC	Buy	73925.7→73779.3	-1.54	timeout
05-30 12:16	BTC	Buy	73968.7→73565.3	-3.21	timeout
05-30 01:50	BTC	Buy	73373.7→73604.3	+1.09	timeout
05-29 18:07	BTC	Buy	73645.7→73954.3	+1.56	timeout
05-29 09:13	BTC	Buy	72867.6→73802.3	+5.92	timeout
05-29 00:52	BTC	Buy	73069.7→73748.3	+4.08	timeout

Paper (trades.jsonl)

61

closed

44%

win rate

-172.18

total pnl ($)

-56.1 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	61	44%	-56.1	-172.18

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 61 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)