Cucamelons

As noted above, there is currently (as of 2020) no published nutritional data for cucamelons. It is safe to assume that their nutritional profile is similar to their relatives the cucumbers - especially given the fact that they (like many other Cucurbit vegetables) are mostly water.  It is worth noting that the peel and skin of cucumbers are the most nutrient-dense parts of the plants. Given the small size of cucamelons and the higher ratio of skin to flesh, it's possible that cucamelons are a bit more nutritionally dense than their larger relatives.

Disclaimer - the information here is meant to act as a guide, and should not replace the advice of a trained medical professional.

The taxonomy and relationships of this species is complicated and contentious.  The genus Melothria previously included a number of similar looking species from Africa and Asia, but genetic analyses have shown that these plants belong in different genera.  Some of these plants, as well as other true members of the genus Melothria may be edible, but it's both difficult and unwise to make any broad assumptions given the complexity and unresolved relationships in the group.

Cucamelons can certainly be considered a healthy food, though they aren't particularly nutrient-dense.  Detailed nutritional and scientific information regarding cucamelons is lacking or minimal, so we can only speak in fairly broad terms as they relate to the family Cucurbitaceae.  Cucamelons, like other members of their family, can become bitter when mature thanks to the presence of chemical compounds called cucurbitacins.  In addition to having an important culinary impact, these compounds are also of interest in medicine.  As with many bitter compounds, cucurbitacins seem to have evolved to deter insects and other predators from consuming the mature fruits and seeds.  At high levels, cucurbitacins can cause illness (nausea, diarrhea, vomiting, etc.). This characteristic has long been exploited in traditional medicines, where various bitter melons and gourds have been used as purgatives.  The ability of cucurbitacins to disrupt and kill cells has also led to them being investigated for potential use as anti-cancer drugs. Cucurbitacins are also being investigated as potential treatments for diabetes, cardiovascular disease, and inflammatory disease.

There are dozens of different types of cucurbitacins with different chemical properties and differing effects.  Exactly which of these are present in cucamelons is, to the best of my knowledge, not currently known.  The subject is largely moot when cucamelons are used correctly for culinary purposes, as they're not very bitter and are most likely low in cucurbitacins.  That being said, unusually bitter cucamelons, cucumbers, or other related plants, should generally be discarded.