cme_gap_tight_fade

not live
5
closed trades
40%
win rate
+18.75
total pnl ($)
1.098
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-06-03 17:18:39 (18.6d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: acl
n: 30  ·  wr: 36.7%  ·  total_bps: -711.2  ·  mean_bps: -23.71  ·  sharpe: -0.19  ·  max_dd_bps: -1016.8
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-09 23:01BTCSell63454.8→62023.1+10.76timeout
06-01 22:50BTCSell73920.3→71372.6+16.93timeout
05-19 13:35BTCBuy77162.9→76844.2-2.56timeout
05-12 22:43BTCSell81715.9→81724.1-0.51timeout
05-04 23:02BTCSell79095→79938-5.88timeout

Paper vs Live

Paper (trades.jsonl)
5
closed
40%
win rate
+18.75
total pnl ($)
+75.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC540%+75.3+18.75

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-04 23:02BTCSell-5.88The market was in a low-funding, high-open-interest environment where BTC price action remained range-bound without a decisive directional move. The trade failed because the anticipated breakout never materialized, resulting in a forced exit due to the time…