cme_large_gap_persistence_momentum

not live
2
closed trades
0%
win rate
-4.42
total pnl ($)
1.253
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 23:40:54 (40.3d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: aco
n: 12  ·  wr: 50.0%  ·  total_bps: -91.9  ·  mean_bps: -7.66  ·  sharpe: -0.06  ·  max_dd_bps: -602.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 2 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-17 06:29BTCBuy65750.3→65621.7-2.01timeout
06-16 06:17BTCBuy66350.3→66178.7-2.41timeout

Paper vs Live

Paper (trades.jsonl)
2
closed
0%
win rate
-4.42
total pnl ($)
-31.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC20%-31.7-4.42

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems