mempool_vsize_surge_trend · strategy

closed trades

48%

win rate

-101.97

total pnl ($)

0.884

weight

7d window — n=28 wr=50% pnl=-20.68 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 88 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 00:31	BTC	Buy	64147.2→63758.8	-3.49	timeout
06-21 18:30	BTC	Buy	64271.2→63997.8	-2.56	timeout
06-21 12:29	BTC	Buy	64510.2→63982.8	-4.52	timeout
06-21 06:23	BTC	Buy	64086.2→64223.8	+0.62	timeout
06-21 00:25	BTC	Buy	64035.2→64224.8	+1.02	timeout
06-20 18:19	BTC	Buy	63679.2→63826.8	+0.71	timeout
06-20 12:15	BTC	Buy	63395.2→63719.8	+2.10	timeout
06-20 06:11	BTC	Buy	63042.2→63631.8	+4.23	timeout
06-20 00:10	BTC	Buy	63090.2→63455.8	+2.45	timeout
06-19 18:07	BTC	Buy	62405.1→63093.8	+5.07	timeout
06-19 12:05	BTC	Buy	62643.1→62625.9	-0.56	timeout
06-19 05:59	BTC	Buy	62953.1→62704.9	-2.40	timeout
06-19 00:13	BTC	Buy	62658.1→62816.9	+0.83	timeout
06-18 17:58	BTC	Buy	64180.2→62519.9	-13.30	timeout
06-18 11:55	BTC	Buy	64322.2→63923.8	-3.57	timeout
06-18 05:59	BTC	Buy	64194.2→63958.8	-2.29	timeout
06-17 23:59	BTC	Buy	65735.3→64432.8	-10.39	timeout
06-17 17:41	BTC	Buy	64944.2→65891.7	+6.81	timeout
06-17 11:45	BTC	Buy	65791.3→64788.8	-8.10	timeout
06-17 05:48	BTC	Buy	65725.3→65859.7	+0.56	timeout
06-16 23:45	BTC	Buy	65785.3→65676.7	-1.30	timeout
06-16 17:46	BTC	Buy	66646.3→65760.7	-7.12	timeout
06-16 11:35	BTC	Buy	66025.3→66366.7	+2.11	timeout
06-16 05:28	BTC	Buy	66403.3→66031.7	-3.23	timeout
06-15 23:29	BTC	Buy	66630.3→66198.7	-3.70	timeout
06-15 17:27	BTC	Buy	65682.3→66833.7	+8.28	timeout
06-15 11:26	BTC	Buy	65703.3→66325.7	+4.29	timeout
06-15 05:20	BTC	Buy	64757.2→65694.7	+6.78	timeout
06-14 23:15	BTC	Buy	64079.2→65577.7	+11.23	timeout
06-14 17:11	BTC	Buy	64437.2→63926.8	-4.43	timeout
06-14 11:07	BTC	Buy	64477.2→64463.8	-0.56	timeout
06-14 05:02	BTC	Buy	64298.2→64349.8	-0.04	timeout
06-13 22:58	BTC	Buy	64207.2→64442.8	+1.38	timeout
06-13 16:53	BTC	Buy	63783.2→63955.8	+0.90	timeout
06-13 11:01	BTC	Buy	63665.2→63824.8	+0.77	timeout
06-13 04:56	BTC	Buy	63406.2→63553.8	+0.72	timeout
06-12 22:51	BTC	Buy	63611.2→63497.8	-1.36	timeout
06-12 16:43	BTC	Buy	63355.2→63788.8	+2.96	timeout
06-12 10:39	BTC	Buy	63587.2→63682.8	+0.28	timeout
06-12 04:39	BTC	Buy	63303.2→63688.8	+2.57	timeout
06-11 22:36	BTC	Buy	62996.1→63539.8	+3.82	timeout
06-11 16:32	BTC	Buy	62918.1→62546.9	-3.44	timeout
06-11 10:28	BTC	Buy	62039.1→62813.9	+5.75	timeout
06-11 04:28	BTC	Buy	61872.1→62579.9	+5.22	timeout
06-10 22:25	BTC	Buy	62132.1→61246.9	-7.57	timeout
06-10 16:19	BTC	Buy	61623.1→62295.9	+4.98	timeout
06-10 00:01	BTC	Buy	61199.1→62016.9	+6.27	timeout
06-09 18:09	BTC	Buy	62610.1→61782.9	-7.08	timeout
06-09 11:59	BTC	Buy	62844.1→62696.9	-1.60	timeout
06-09 06:04	BTC	Buy	63503.2→63291.8	-2.13	timeout
06-09 00:05	BTC	Buy	63853.2→63041.8	-6.81	timeout
06-08 17:53	BTC	Buy	63415.2→63480.8	+0.03	timeout
06-08 11:47	BTC	Buy	63114.2→63491.8	+2.54	timeout
06-07 22:15	BTC	Buy	62131.1→64113.8	+15.51	take_profit
06-07 17:40	BTC	Buy	62575.1→62234.9	-3.16	timeout
06-07 11:35	BTC	Buy	61608.1→62513.9	+6.91	timeout
06-07 05:31	BTC	Buy	60913→61760.9	+6.52	timeout
06-06 23:24	BTC	Buy	60511→60640	+0.64	timeout
06-06 17:17	BTC	Buy	61217.1→60680	-4.83	timeout
06-06 11:15	BTC	Buy	60897→60586	-2.98	timeout
06-06 05:11	BTC	Buy	61684.1→60110	-13.20	timeout
06-05 23:22	BTC	Buy	60685→61151.9	+3.38	timeout
06-05 16:11	BTC	Buy	62721.1→59825.1	-23.51	stop_loss
06-05 12:02	BTC	Buy	62573.1→61776.9	-6.82	timeout
06-05 05:18	BTC	Buy	63612.2→63298.8	-2.89	timeout
06-04 23:51	BTC	Buy	63791.2→63822.8	-0.17	timeout
06-04 17:43	BTC	Buy	62887.1→63001.8	+0.44	timeout
06-04 13:01	BTC	Buy	64171.2→63718.8	-3.95	timeout
06-04 01:50	BTC	Buy	65358.3→62379.7	-23.24	stop_loss
06-03 21:56	BTC	Buy	66900.3→65672.7	-9.63	timeout
06-03 12:41	BTC	Buy	66383.3→66895.7	+3.42	timeout
06-03 07:29	BTC	Buy	66396.3→67175.6	+5.37	timeout
06-03 00:03	BTC	Buy	67317.4→66738.7	-4.75	timeout
06-02 15:16	BTC	Buy	70167.5→67712.6	-17.95	timeout
06-02 13:40	BTC	Buy	70469.5→68778.6	-12.46	timeout
06-02 06:15	BTC	Buy	70982.5→70300.5	-5.30	timeout
06-01 22:39	BTC	Buy	71487.6→71114.4	-3.11	timeout
05-31 21:53	BTC	Buy	73806.7→73830.3	-0.29	timeout
05-31 13:48	BTC	Buy	74054.7→73840.3	-1.91	timeout
05-31 07:54	BTC	Buy	73811.7→73845.3	-0.27	timeout
05-31 05:16	BTC	Buy	73962.7→74146.3	+0.77	timeout
05-30 17:51	BTC	Buy	73553.7→73962.3	+2.29	timeout
05-30 08:45	BTC	Buy	73486.7→73492.3	-0.42	timeout
05-29 22:03	BTC	Buy	73147.7→73430.3	+1.47	timeout
05-29 15:17	BTC	Buy	73785.7→73565.3	-1.96	timeout
05-29 09:53	BTC	Buy	73480.7→73701.3	+1.03	timeout
05-29 04:03	BTC	Buy	73346.7→73330.3	-0.60	timeout
05-28 21:02	BTC	Buy	73508.7→73582.3	+0.00	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-101.97

total pnl ($)

-23.0 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	88	48%	-23.0	-101.97

Recent bounces (last 20 of 1)

time	sym	side	reason
06-21 22:50	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…