cme_gap_closed_vol_surge_exhaustion_short

not live
0
closed trades
0%
win rate
+0.00
total pnl ($)
0.000
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 07:12:03 (41.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: abf
n: 48  ·  wr: 47.9%  ·  total_bps: -106.6  ·  mean_bps: -2.22  ·  sharpe: -0.03  ·  max_dd_bps: -714.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 0 closed)

no closed trades to chart

Last 100 trades

timesymsideentry→exitpnlclose
none

Paper vs Live

Paper (trades.jsonl)
0
closed
0%
win rate
+0.00
total pnl ($)
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
no paper trades

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-06 06:37BTCSell-11.28The market was in a tight consolidation phase with flat momentum and neutral funding rates around the $80,949 level. The short thesis failed because the price did not break lower as anticipated, triggering the stop loss instead of generating the expected do…
05-04 21:03BTCSell+0.68The market was in a tight consolidation phase with neutral funding rates and low volatility, resulting in a flat price action environment. The trade thesis failed because the position was closed due to a timeout, indicating the setup did not generate suffic…
05-04 14:47BTCSell-8.68The market was in a consolidation phase with flat funding rates and neutral momentum as Bitcoin hovered near $81,416. The thesis failed because the anticipated downside move never materialized, triggering the stop loss before the trade could develop.
05-04 13:02BTCSell+7.09The market was in a neutral consolidation phase with flat funding rates and low volatility, offering no clear directional bias. The trade failed because the thesis lacked a defined exit strategy, resulting in a forced closure due to a timeout rather than a …