cme_gap_filled_reversal_momentum

not live
0
closed trades
0%
win rate
+0.00
total pnl ($)
0.000
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 02:39:25 (32.9d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aas
n: 612  ·  wr: 48.2%  ·  total_bps: -2653.9  ·  mean_bps: -4.34  ·  sharpe: -0.05  ·  max_dd_bps: -7009.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 0 closed)

no closed trades to chart

Last 100 trades

timesymsideentry→exitpnlclose
none

Paper vs Live

Paper (trades.jsonl)
0
closed
0%
win rate
+0.00
total pnl ($)
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
no paper trades

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
04-30 01:37BTCSELL+4.09BTC rallied 0.67% from the $75,755 entry to $76,266 close over the 5-hour window, with funding rates remaining positive at 0.053% and open interest stable near $3.79B, indicating sustained bullish sentiment despite the 7-day -2.39% drawdown. The short thesi…