cme_gap_fill_exhaustion_fade

not live
8
closed trades
25%
win rate
-5.04
total pnl ($)
1.221
weight
7d window — n=1 wr=0% pnl=-0.70  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 03:34:37 (38.4d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: ku
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 8 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-20 21:05BTCUSDTBuy63927→63894.9-0.70timeout
06-20 12:48BTCUSDTBuy63452.6→63568.8+0.45timeout
06-20 04:30BTCUSDTBuy63570.9→63510.9-0.92timeout
06-19 19:51BTCUSDTBuy63222.7→63057.5-1.76timeout
06-19 10:57BTCUSDTBuy62867.5→62533.7-3.09timeout
06-19 03:43BTCUSDTBuy62904→62602.6-2.84timeout
06-18 20:19BTCUSDTBuy62494.4→63112.4+4.52timeout
05-15 15:05BTCUSDTBuy80617.2→80576.9-0.69timeout

Paper vs Live

Paper (trades.jsonl)
8
closed
25%
win rate
-5.04
total pnl ($)
-12.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTCUSDT825%-12.7-5.04

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems