cme_futures_gap_momentum_follow

70

closed trades

41%

win rate

-4.44

total pnl ($)

1.228

weight

7d window — n=1 wr=100% pnl=+0.23 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-17 01:04:28 (41.8d ago) · src: canon

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

n: 298 · wr: 37.2% · total_bps: -5972.1 · mean_bps: -20.04 · sharpe: -0.20 · max_dd_bps: -6344.3

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

time	sym	side	entry→exit	pnl	close
06-22 03:23	BTC	Buy	63723.2→64240.8	+0.23	timeout
06-17 01:35	BTC	Buy	65689.3→65560.7	-0.09	timeout
06-16 23:30	BTC	Buy	65742.3→65703.7	-0.05	timeout
06-16 21:26	BTC	Buy	65732.3→65707.7	-0.04	timeout
06-16 19:22	BTC	Buy	65726.3→65686.7	-0.05	timeout
06-16 17:22	BTC	Buy	66145.3→65702.7	-0.25	timeout
06-16 14:19	BTC	Buy	66516.3→65611.9	-0.47	stop_loss
06-16 13:10	BTC	Buy	66731.3→66096.7	-0.34	timeout
06-16 11:08	BTC	Buy	66419.3→66446.7	-0.02	timeout
06-16 09:03	BTC	Buy	65967.3→66803.7	+0.38	timeout
06-16 07:02	BTC	Buy	65735.3→66371.7	+0.29	timeout
06-16 05:02	BTC	Buy	66264.3→65883.7	-0.22	timeout
06-16 03:00	BTC	Buy	66179.3→65696.7	-0.27	timeout
06-16 00:57	BTC	Buy	66483.3→66212.7	-0.16	timeout
06-15 22:54	BTC	Buy	66815.3→66201.7	-0.33	timeout
06-15 20:54	BTC	Buy	67103.4→66491.7	-0.33	timeout
06-15 18:48	BTC	Buy	66623.3→66841.7	+0.08	timeout
06-15 16:46	BTC	Buy	66444.3→67104.6	+0.29	timeout
06-15 14:41	BTC	Buy	65721.3→66505.7	+0.36	timeout
06-15 12:39	BTC	Buy	65690.3→66301.7	+0.27	timeout
06-15 10:37	BTC	Buy	65803.3→65709.7	-0.08	timeout
06-15 08:33	BTC	Buy	65691.3→65676.7	-0.04	timeout
06-15 06:30	BTC	Buy	65628.3→65927.7	+0.12	timeout
06-15 04:25	BTC	Buy	65678.3→65709.7	-0.01	timeout
06-15 02:21	BTC	Buy	65177.3→65662.7	+0.21	timeout
06-09 14:39	BTC	Buy	62186.1→61340.2	-0.47	stop_loss
06-09 14:11	BTC	Buy	62825.1→61966.9	-0.47	stop_loss
06-09 14:02	BTC	Buy	62728.1→62345.9	-0.23	timeout
06-09 11:59	BTC	Buy	63180.2→62679.9	-0.29	timeout
06-09 09:57	BTC	Buy	63318.2→62688.9	-0.35	timeout
06-09 07:54	BTC	Buy	62725.1→63171.8	+0.20	timeout
06-09 05:52	BTC	Buy	62753.1→63360.8	+0.29	timeout
06-09 03:50	BTC	Buy	63002.1→62771.9	-0.15	timeout
06-09 00:21	BTC	Buy	63752.2→62885.4	-0.47	stop_loss
06-08 23:41	BTC	Buy	63443.2→63107.8	-0.20	timeout
06-08 21:37	BTC	Buy	63390.2→63723.8	+0.14	timeout
06-08 19:30	BTC	Buy	63933.2→63502.8	-0.25	timeout
06-08 17:24	BTC	Buy	63739.2→63484.8	-0.16	timeout
06-08 12:14	BTC	Buy	63526.2→62656.5	-0.47	stop_loss
06-08 12:05	BTC	Buy	63605.2→62740.5	-0.47	stop_loss
06-08 11:17	BTC	Buy	63093.2→63406.8	+0.13	timeout
06-08 09:11	BTC	Buy	62624.1→63235.8	+0.29	timeout
06-08 05:09	BTC	Buy	63322.2→62585.9	-0.41	timeout
06-08 05:07	BTC	Buy	63364.2→62500.6	-0.47	stop_loss
06-08 03:03	BTC	Buy	62974.1→63040.8	+0.00	timeout
06-01 02:55	BTC	Buy	73945.7→73716.3	-0.13	timeout
05-20 00:41	BTC	Sell	76922.2→76692.8	+0.07	timeout
05-19 22:41	BTC	Sell	76794.2→76722.8	+0.00	timeout
05-19 20:41	BTC	Sell	76729.2→76929.8	-0.11	timeout
05-19 18:41	BTC	Sell	76457.2→76800.8	-0.17	timeout
05-19 16:40	BTC	Sell	76861.2→76677.8	+0.05	timeout
05-19 14:40	BTC	Sell	76865.2→76425.8	+0.16	timeout
05-19 12:40	BTC	Sell	77118.1→76868.8	+0.08	timeout
05-19 10:40	BTC	Sell	77029.1→76872.8	+0.04	timeout
05-19 08:40	BTC	Sell	76861.2→77125.9	-0.14	timeout
05-19 06:40	BTC	Sell	76744.2→77036.9	-0.15	timeout
05-19 04:39	BTC	Sell	77162.1→76813.8	+0.12	timeout
05-19 02:39	BTC	Sell	77116.1→76774.8	+0.12	timeout
05-19 00:38	BTC	Sell	77063.1→77213.9	-0.09	timeout
05-18 22:39	BTC	Sell	76286.2→77132.9	-0.39	timeout
05-18 20:38	BTC	Sell	76467.2→77071.9	-0.29	timeout
05-18 18:38	BTC	Sell	76437.2→76357.8	+0.01	timeout
05-18 16:37	BTC	Sell	77493.1→76458.8	+0.40	timeout
05-18 14:37	BTC	Sell	76786.2→76292.8	+0.18	timeout
05-18 12:37	BTC	Sell	76877.2→77500.9	-0.29	timeout
05-18 10:37	BTC	Sell	76744.2→76779.8	-0.04	timeout
05-18 08:36	BTC	Sell	76818.2→76875.8	-0.05	timeout
05-18 06:36	BTC	Sell	76863.2→76767.8	+0.01	timeout
05-18 04:35	BTC	Sell	77029.1→76798.8	+0.07	timeout
05-18 02:35	BTC	Sell	78070.1→76966.8	+0.43	timeout

Paper (trades.jsonl)

70

closed

41%

win rate

-4.44

total pnl ($)

-19.6 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	70	41%	-19.6	-4.44

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 70 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)