cme_gap_rejection_momentum

not live
24
closed trades
42%
win rate
+70.93
total pnl ($)
1.371
weight
7d window — n=7 wr=57% pnl=+24.31  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 20:19:18 (39.8d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: acu__restored_526ba3db
n: 24  ·  wr: 50.0%  ·  total_bps: +104.6  ·  mean_bps: +4.36  ·  sharpe: +0.05  ·  max_dd_bps: -677.6
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 03:19BTCSell59909→60228-3.73timeout
06-26 10:26BTCSell59784→59746-0.14timeout
06-25 13:53BTCSell61625.9→58915.9+25.82take_profit
06-25 02:35BTCSell61300.9→60860+3.77timeout
06-24 10:20BTCSell62690.9→62532.1+1.01timeout
06-23 18:24BTCSell62583.9→62346.1+1.74timeout
06-21 05:24BTCSell63873.8→64260.2-4.17timeout
06-20 12:26BTCSell63512.8→63726.2-2.53timeout
06-19 20:23BTCSell62672.9→62952.1-3.19timeout
06-19 04:20BTCSell62618.9→62773.1-2.04timeout
06-10 15:46BTCSell61017.9→62520.4-15.30stop_loss
06-10 02:59BTCSell61467.9→62023.1-6.00timeout
06-07 22:14BTCSell61512.9→63027.6-15.32stop_loss
06-07 16:03BTCSell61559.9→62016.1-4.98timeout
06-06 22:57BTCSell60540→60573-0.91timeout
06-05 18:05BTCSell62298.9→60742+14.50timeout
06-05 01:53BTCSell63756.8→63271.2+4.02timeout
06-04 01:58BTCSell64965.8→62113.1+25.81take_profit
06-03 16:50BTCSell66405.7→65900.3+4.07timeout
06-02 19:31BTCSell69693.5→66603.3+26.07take_profit
06-02 14:27BTCSell70806.5→67697.4+25.83take_profit
05-16 18:02BTCSell78996.1→79000-0.51timeout
05-16 02:02BTCSell78873.1→79104-2.32timeout
05-12 10:43BTCSell81715.9→81724.1-0.58timeout

Paper vs Live

Paper (trades.jsonl)
24
closed
42%
win rate
+70.93
total pnl ($)
+49.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2442%+49.1+70.93

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems