cme_gap_filled_overshoot_fear_reversal_long

not live
12
closed trades
17%
win rate
-80.21
total pnl ($)
1.232
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 19:53:08 (42.9d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: abk__restored_dc50c508
n: 48  ·  wr: 43.8%  ·  total_bps: -1262.8  ·  mean_bps: -26.31  ·  sharpe: -0.22  ·  max_dd_bps: -1649.1
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 12 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-04 09:31BTCBuy63832.2→62645.5-12.18stop_loss
06-04 08:20BTCBuy63972.2→63450.8-5.66timeout
06-03 23:54BTCBuy65310.3→64095.7-12.18stop_loss
06-03 20:55BTCBuy66032.3→64802.3-12.21stop_loss
06-03 16:02BTCBuy67059.4→65800.8-12.31stop_loss
06-03 09:31BTCBuy66339.3→66797.7+3.72timeout
06-03 08:15BTCBuy66508.3→67052.6+4.52timeout
06-03 01:33BTCBuy67311.4→66987.7-3.57timeout
06-02 19:31BTCBuy67990.4→66683.3-12.58stop_loss
06-02 12:07BTCBuy69914.5→69464.5-4.62timeout
06-02 07:27BTCBuy70643.5→69842.5-7.69timeout
06-02 01:33BTCBuy71607.6→71052.4-5.45timeout

Paper vs Live

Paper (trades.jsonl)
12
closed
17%
win rate
-80.21
total pnl ($)
-106.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1217%-106.7-80.21

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
04-30 07:23BTCBUY-3.43# Trade Close Analysis BTC was choppy but marginally positive on the 1-hour candle (+0.22%) while nursing a mild 24-hour decline (-1.52%), with negative funding rates (-0.29%) signaling weak conviction from leveraged longs at the time of close. The "cme_ga…