cme_gap_filled_dxy_strengthening_continuation_short

not live
11
closed trades
36%
win rate
+6.20
total pnl ($)
1.212
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 19:31:15 (39.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aaz__restored_44e1a2e8
n: 19  ·  wr: 42.1%  ·  total_bps: +50.6  ·  mean_bps: +2.66  ·  sharpe: +0.04  ·  max_dd_bps: -216.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 11 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-07 08:46BTCSell61595.9→62742.5-11.71stop_loss
06-06 04:34BTCSell61456.9→59492+18.65take_profit
06-05 20:08BTCSell59423→60530.3-11.72stop_loss
06-05 19:10BTCSell60947→59374+14.96timeout
05-16 10:52BTCSell78968.1→78972-0.55timeout
05-16 05:51BTCSell79074→78971.9+0.22timeout
05-16 00:52BTCSell79124→79082-0.23timeout
05-15 18:39BTCSell79247→79246-0.54timeout
05-12 03:43BTCSell81715.9→81724.1-0.59timeout
05-04 21:10BTCSell79703→80052-3.20timeout
04-30 03:02BTCSell75882→75700+0.90timeout

Paper vs Live

Paper (trades.jsonl)
11
closed
36%
win rate
+6.20
total pnl ($)
+9.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1136%+9.4+6.20

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-04 21:10BTCSell-3.20The market was in a neutral consolidation phase with flat funding rates and modest volatility as Bitcoin hovered near $80,249. The trade failed because the initial thesis lacked immediate confirmation, resulting in a forced exit due to the timeout mechanism…
04-30 03:02BTCSELL-1.98# Trade Review: CME Gap Filled DXY Strengthening Continuation Short At close, Bitcoin had declined modestly over the 1-hour (-0.72%) and 24-hour (-1.06%) windows with negative 7-day momentum (-3.37%), while funding rates remained slightly negative (-0.0023…