cme_gap_partial_fill_momentum

not live
2
closed trades
50%
win rate
-6.99
total pnl ($)
0.986
weight
7d window — n=2 wr=50% pnl=-6.99  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 12:51:37 (34.3d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: ack
n: 1  ·  wr: 100.0%  ·  total_bps: +31.4  ·  mean_bps: +31.37  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 2 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 23:54BTCSell63923.8→62917.1+9.61timeout
06-17 16:27BTCSell64589.8→66180.4-16.60stop_loss

Paper vs Live

Paper (trades.jsonl)
2
closed
50%
win rate
-6.99
total pnl ($)
-53.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC250%-53.4-6.99

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems