cme_gap_unfilled_low_vol_persistence_momentum_long

not live
3
closed trades
0%
win rate
-18.51
total pnl ($)
1.250
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 07:51:33 (40.7d ago) · src: canon
verdict: INSUFFICIENT_HISTORY  ·  strict: STRICT-FAIL  ·  batch: abp
n: 0  ·  wr: 0.0%  ·  total_bps: +0.0  ·  mean_bps: +0.00  ·  sharpe: +0.00  ·  max_dd_bps: +0.0
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 3 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 22:03BTCBuy65069.3→63848.9-13.26stop_loss
06-17 14:29BTCBuy65629.3→65231.7-4.70timeout
06-17 06:20BTCBuy65855.3→65861.7-0.55timeout

Paper vs Live

Paper (trades.jsonl)
3
closed
0%
win rate
-18.51
total pnl ($)
-91.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC30%-91.4-18.51

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems