cme_gap_persistence_fade_short

not live
3
closed trades
67%
win rate
+12.77
total pnl ($)
1.170
weight
7d window — n=3 wr=67% pnl=+12.77  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 19:56:52 (34.0d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: abu__restored_334e71b4
n: 15  ·  wr: 60.0%  ·  total_bps: +739.6  ·  mean_bps: +49.30  ·  sharpe: +0.39  ·  max_dd_bps: -105.9
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 22:22BTCSell63931.8→62775.1+11.56timeout
06-18 14:22BTCSell63907.8→63916.2-0.70timeout
06-18 06:21BTCSell64136.8→63898.2+1.91timeout

Paper vs Live

Paper (trades.jsonl)
3
closed
67%
win rate
+12.77
total pnl ($)
+63.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC367%+63.3+12.77

Recent bounces (last 20 of 1)

timesymsidereason
06-18 06:31BTCSelltrigger_already_opened

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems