cme_gap_fill_up

not live
13
closed trades
62%
win rate
+51.34
total pnl ($)
1.581
weight
7d window — n=13 wr=62% pnl=+51.34  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-17 00:16:15 (36.0d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: il
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 13 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-20 21:02BTCSell64343.8→63927.2+2.75timeout
06-20 20:31BTCSell64378.8→63882.2+3.31timeout
06-20 19:57BTCSell64176.8→63904.2+1.58timeout
06-17 22:03BTCSell66823.7→63889.2+21.46take_profit
06-17 22:03BTCSell66832.7→63889.2+21.52take_profit
06-17 19:41BTCSell67124.6→64166.2+21.66take_profit
06-17 19:41BTCSell67117.6→64166.2+21.61take_profit
06-17 19:39BTCSell67210.6→64257.2+21.59take_profit
06-15 16:10BTCSell65682.7→67318-12.89stop_loss
06-15 15:47BTCSell65614.7→67237-12.82stop_loss
06-15 15:47BTCSell65484.7→67109.9-12.87stop_loss
06-15 15:46BTCSell65412.7→67022.8-12.77stop_loss
06-15 15:46BTCSell65376.7→66986.8-12.78stop_loss

Paper vs Live

Paper (trades.jsonl)
13
closed
62%
win rate
+51.34
total pnl ($)
+79.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1362%+79.2+51.34

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems