cme_weekend_gap_fill_momentum

not live
7
closed trades
43%
win rate
-4.24
total pnl ($)
1.232
weight
7d window — n=1 wr=100% pnl=+1.24  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 21:14:35 (39.7d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: afo__restored_79176160
n: 10  ·  wr: 40.0%  ·  total_bps: +150.1  ·  mean_bps: +15.01  ·  sharpe: +0.30  ·  max_dd_bps: -96.5
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 7 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 03:23BTCBuy63749.2→64287.8+1.24timeout
06-18 15:17BTCBuy64177.2→63303.2-2.40stop_loss
06-18 11:30BTCBuy64261.2→64021.8-0.77timeout
06-18 04:11BTCBuy64682.2→63802.9-2.39stop_loss
06-18 01:30BTCBuy64248.2→64706.8+1.03timeout
06-17 18:05BTCBuy65900.3→64997.2-2.41stop_loss
06-17 15:23BTCBuy64665.2→65296.7+1.46timeout

Paper vs Live

Paper (trades.jsonl)
7
closed
43%
win rate
-4.24
total pnl ($)
-36.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC743%-36.6-4.24

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems