btc_cme_gap_fill_v8

not live
2
closed trades
50%
win rate
-0.54
total pnl ($)
1.225
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-30 02:26 (28.7d ago) · src: backtest-gate-results.jsonl
verdict: PASS  ·  strict: STRICT-FAIL  ·  batch: strategies_batch_agent_session_evt_cme_15
n: 10  ·  wr: 70.0%  ·  total_bps: +555.1  ·  mean_bps: +55.51  ·  sharpe: +0.34  ·  max_dd_bps: -216.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=237.636

Cumulative P&L (last 2 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-15 13:16BTCSell65170.7→66790.7-12.89stop_loss
06-10 23:03BTCSell62957.9→61342.1+12.36timeout

Paper vs Live

Paper (trades.jsonl)
2
closed
50%
win rate
-0.54
total pnl ($)
-5.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC250%-5.0-0.54

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems