sp500_cme_equity_gap_contagion

not live
26
closed trades
58%
win rate
+20.27
total pnl ($)
1.222
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 15:37BTCBuy64504.2→62883.4-13.55stop_loss
06-18 14:24BTCBuy64315.2→64165.8-1.68timeout
06-17 03:22BTCBuy66602.3→65745.7-7.26timeout
06-16 04:55BTCBuy65851.3→65818.7-0.70timeout
06-15 16:22BTCBuy65227.3→67159.6+15.03timeout
06-09 14:11BTCBuy63565.2→61999.9-13.40stop_loss
06-09 05:08BTCBuy63176.2→63125.8-0.89timeout
06-08 17:03BTCBuy62974.1→63375.8+2.81timeout
05-31 17:43BTCSell73771.3→73668.7+0.31timeout
05-31 03:40BTCSell73527.3→74108.7-4.57timeout
05-30 00:34BTCSell73678.3→73398.7+1.55timeout
05-29 11:09BTCSell73474.3→73622.7-1.50timeout
05-28 22:39BTCSell73061.3→73540.7-3.80timeout
05-28 10:38BTCSell75036.2→73450.7+10.62timeout
05-27 22:38BTCSell75293.2→74589.7+4.48timeout
05-27 10:38BTCSell76661.2→75897.8+4.64timeout
05-26 22:37BTCSell76732.2→75792.8+5.98timeout
05-22 23:37BTCSell77580.1→75718.8+12.17timeout
05-22 11:36BTCSell77938.1→77308.9+3.85timeout
05-21 22:36BTCSell77936.1→77598.9+1.87timeout
05-20 15:36BTCSell77000.1→77573.9-4.28timeout
05-20 01:42BTCSell77203.1→76541.8+4.14timeout
05-19 13:42BTCSell76694.2→76834.8-1.40timeout
05-19 01:43BTCSell76907.2→76778.8+0.44timeout
05-12 08:03BTCBuy81148.1→81715.9+3.23timeout
05-11 20:03BTCBuy81510.1→81923.9+2.18timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
58%
win rate
+20.27
total pnl ($)
+14.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2658%+14.3+20.27

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems