cme_gap_fill_mean_reversion

45

closed trades

51%

win rate

+4.65

total pnl ($)

1.225

weight

7d window — n=0 wr=0% pnl=+0.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-19 00:31:00 (39.7d ago) · src: canon

verdict: PASS · strict: STRICT-PASS · batch: afa__restored_29864730

n: 11 · wr: 54.5% · total_bps: +123.0 · mean_bps: +11.18 · sharpe: +0.24 · max_dd_bps: -61.5

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-09 14:01	BTC	Sell	62496.9→62331.1	+0.39	timeout
06-09 10:00	BTC	Sell	63303.8→62711.1	+1.86	timeout
06-09 05:53	BTC	Sell	62871.9→63366.2	-1.93	timeout
06-09 01:49	BTC	Sell	63558.8→62775.1	+2.51	timeout
06-08 21:44	BTC	Sell	63489.8→63811.2	-1.31	timeout
06-08 17:39	BTC	Sell	63929.8→63396.2	+1.64	timeout
05-24 21:26	BTC	Buy	76614.8→76610.2	-0.21	timeout
05-24 17:25	BTC	Buy	76432.8→76564.2	+0.18	timeout
05-24 13:24	BTC	Buy	77150.9→77024.1	-0.56	timeout
05-24 09:24	BTC	Buy	76763.8→76899.2	+0.18	timeout
05-24 05:24	BTC	Buy	76793.8→76656.2	-0.60	timeout
05-24 01:24	BTC	Buy	76495.8→76867.2	+0.87	timeout
05-23 21:24	BTC	Buy	75871.8→76935.2	+2.88	timeout
05-23 17:24	BTC	Buy	75424.8→75371.2	-0.36	timeout
05-23 13:23	BTC	Buy	74715.7→74950.3	+0.49	timeout
05-23 07:50	BTC	Buy	75413.8→74389.1	-3.19	stop_loss
05-23 05:23	BTC	Buy	75490.8→75455.2	-0.30	timeout
05-23 01:23	BTC	Buy	75649.8→75439.2	-0.81	timeout
05-22 19:41	BTC	Buy	76637.8→75577.4	-3.24	stop_loss
05-22 17:22	BTC	Buy	76760.8→76812.2	-0.06	timeout
05-22 13:21	BTC	Buy	77307.9→77401.1	+0.06	timeout
05-22 09:21	BTC	Buy	77391.9→77255.1	-0.59	timeout
05-22 05:21	BTC	Buy	77598.9→77641.1	-0.08	timeout
05-22 01:21	BTC	Buy	77567.9→77478.1	-0.45	timeout
05-21 21:21	BTC	Buy	77771.9→77731.1	-0.32	timeout
05-21 17:20	BTC	Buy	76970.8→77867.1	+2.36	timeout
05-21 13:19	BTC	Buy	77267.9→77203.1	-0.39	timeout
05-21 09:20	BTC	Buy	77695.9→77888.1	+0.34	timeout
05-21 05:19	BTC	Buy	78039.9→77908.1	-0.57	timeout
05-21 01:18	BTC	Buy	77396.9→77976.1	+1.45	timeout
05-20 21:19	BTC	Buy	77519.9→77681.1	+0.26	timeout
05-20 17:18	BTC	Buy	77303.9→77350.1	-0.07	timeout
05-20 13:18	BTC	Buy	77583.9→77400.1	-0.72	timeout
05-20 09:18	BTC	Buy	77269.9→77384.1	+0.12	timeout
05-20 05:18	BTC	Buy	76631.8→77136.1	+1.24	timeout
05-20 01:18	BTC	Buy	76701.8→76820.2	+0.13	timeout
05-19 21:18	BTC	Buy	76808.8→76991.2	+0.32	timeout
05-19 17:17	BTC	Buy	76347.8→76945.2	+1.52	timeout
05-19 13:16	BTC	Buy	76921.8→76798.2	-0.55	timeout
05-19 09:17	BTC	Buy	76961.8→76901.2	-0.37	timeout
05-19 05:17	BTC	Buy	76718.8→76796.2	+0.02	timeout
05-19 01:16	BTC	Buy	77138.9→76997.1	-0.60	timeout
05-18 21:15	BTC	Buy	76395.8→76882.2	+1.20	timeout
05-18 17:15	BTC	Buy	76336.8→76527.2	+0.35	timeout
05-18 13:16	BTC	Buy	76734.8→77358.1	+1.58	timeout

Paper (trades.jsonl)

45

closed

51%

win rate

+4.65

total pnl ($)

+4.8 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	45	51%	+4.8	+4.65

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
no postmortems

More…

Cumulative P&L (last 45 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)