cme_gap_fill_arbitrage

not live
1
closed trades
100%
win rate
+37.38
total pnl ($)
1.445
weight
7d window — n=1 wr=100% pnl=+37.38  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 07:49:28 (33.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: gs
n: 8  ·  wr: 37.5%  ·  total_bps: +1287.1  ·  mean_bps: +160.89  ·  sharpe: +0.16  ·  max_dd_bps: -2721.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 1 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-19 22:21BTCSell65170.7→63192.2+37.38timeout

Paper vs Live

Paper (trades.jsonl)
1
closed
100%
win rate
+37.38
total pnl ($)
+294.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1100%+294.6+37.38

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems