cme_gap_partial_fill_stall_reversal_fade

not live
4
closed trades
50%
win rate
+2.58
total pnl ($)
1.222
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-19 15:07:37 (38.7d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: aca
n: 31  ·  wr: 45.2%  ·  total_bps: +606.9  ·  mean_bps: +19.58  ·  sharpe: +0.13  ·  max_dd_bps: -784.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 4 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 17:25BTCSell63886.8→62333.1+11.64timeout
06-18 09:16BTCSell64468.8→64428.2-0.13timeout
06-18 01:26BTCSell64786.8→64622.2+0.84timeout
06-17 15:50BTCSell64589.8→65792.2-9.77stop_loss

Paper vs Live

Paper (trades.jsonl)
4
closed
50%
win rate
+2.58
total pnl ($)
+13.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC450%+13.2+2.58

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems