cme_gap_fade_calm_markets

not live
13
closed trades
46%
win rate
-3.59
total pnl ($)
1.055
weight
7d window — n=4 wr=50% pnl=+0.41  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 20:46:55 (34.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: acp__restored_67cd9c5d
n: 4  ·  wr: 25.0%  ·  total_bps: -178.2  ·  mean_bps: -44.55  ·  sharpe: -0.83  ·  max_dd_bps: -194.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 13 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 16:26BTCSell64916.8→66127.4-9.75stop_loss
06-17 05:01BTCSell65846.7→65866.3-0.59timeout
06-16 16:52BTCSell66766.7→65733.3+7.32timeout
06-16 04:22BTCSell66544.7→66026.3+3.43timeout
05-24 18:38BTCBuy77160.9→76638.2-3.85timeout
05-24 06:37BTCBuy76382.8→76718.2+1.71timeout
05-23 18:37BTCBuy74718.7→75813.2+6.85timeout
05-23 06:36BTCBuy75694.8→75433.2-2.18timeout
05-22 18:37BTCBuy77293.9→76654.2-4.62timeout
05-21 15:36BTCBuy77623.9→77097.1-3.87timeout
05-21 03:36BTCBuy77548.9→77973.1+2.26timeout
05-20 15:35BTCBuy77339.9→77566.1+0.97timeout
05-20 03:35BTCBuy76876.8→76757.2-1.27timeout

Paper vs Live

Paper (trades.jsonl)
13
closed
46%
win rate
-3.59
total pnl ($)
-5.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1346%-5.2-3.59

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems