cme_weekend_gap_fill

not live
5
closed trades
0%
win rate
-23.96
total pnl ($)
1.081
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-16 22:14:07 (36.1d ago) · src: canon
verdict: PASS  ·  strict: STRICT-PASS  ·  batch: a
n: 14  ·  wr: 50.0%  ·  total_bps: +129.2  ·  mean_bps: +9.23  ·  sharpe: +0.07  ·  max_dd_bps: -616.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-11 20:02BTCSell63328.8→63569.2-1.97timeout
05-21 13:36BTCBuy77114.9→77152.1-0.51timeout
05-14 22:43BTCSell81715.9→81724.1-0.85timeout
05-06 06:37BTCSell79096→81444.8-15.18stop_loss
04-27 00:55BTCSell78324→79108-5.45stop_loss

Paper vs Live

Paper (trades.jsonl)
5
closed
0%
win rate
-23.96
total pnl ($)
-95.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC50%-95.2-23.96

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-06 06:37BTCSell-15.18Bitcoin was trading in a tight consolidation range with neutral funding rates and elevated open interest, indicating low immediate volatility. The short thesis failed because the price did not break lower as anticipated, triggering the stop loss before any …
04-27 00:55BTCSell-5.45Bitcoin was rallying sharply through the close with a 2.39% 24-hour gain and positive momentum across 1-hour, daily, and weekly timeframes, defying the gap-fill thesis. The trade's sell signal failed because the weekend CME gap at +110bps represented genuin…