cme_gap_down_persistence_unfilled_mean_reversion_long

not live
14
closed trades
43%
win rate
-17.11
total pnl ($)
1.231
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 23:18:21 (35.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: recovered_003__restored_2f16bbc5
n: 16  ·  wr: 43.8%  ·  total_bps: +601.6  ·  mean_bps: +37.60  ·  sharpe: +0.19  ·  max_dd_bps: -833.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-25 02:39BTCBuy76657.8→77116.1+3.53timeout
05-24 18:38BTCBuy77167.9→76650.2-5.35timeout
05-24 10:38BTCBuy76778.8→77159.1+2.79timeout
05-24 02:38BTCBuy75782.8→76771.2+8.47timeout
05-23 18:38BTCBuy74728.7→75775.2+9.14timeout
05-23 10:38BTCBuy75456.8→74721.3-7.45timeout
05-23 00:40BTCBuy76574.8→75136.7-13.80stop_loss
05-22 18:37BTCBuy77295.9→76553.2-7.40timeout
05-22 10:37BTCBuy77607.9→77288.1-3.56timeout
05-22 02:37BTCBuy77731.9→77600.1-1.83timeout
05-21 18:36BTCBuy77379.9→77729.1+2.48timeout
05-21 10:36BTCBuy78007.9→77372.1-6.38timeout
05-21 02:37BTCBuy77523.9→78014.1+3.78timeout
05-20 18:36BTCBuy77612.9→77521.1-1.51timeout

Paper vs Live

Paper (trades.jsonl)
14
closed
43%
win rate
-17.11
total pnl ($)
-17.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1443%-17.0-17.11

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems