{ "scope": "Real-data fixed six-hour 3000U counterfactual sample; not exchange fills or seven-year performance", "results": { "A9": { "state": { "strategy": "A9", "protection_mode": "native_trade", "frozen": false, "cash": "2999.171346240", "qty": "-0.024", "average": "86318.10", "fees": "0.828653760", "funding": "0", "gross_realized": "0", "stop": "88138.99605506653", "partial_done": false, "breakeven_due_ns": null, "cooldown_until_ns": -1, "blocked_side": 0, "v8_cooldown_requires_adapter": false }, "last_determinate_ledger_only": false, "mark": { "receive_ns": 1764568799045309900, "native_ns": 1764568799003000000, "price": "85970.32281159", "next_funding_ms": 1764576000000 }, "gross_unrealized": "8.34665252184", "gross_realized": "0", "fees_paid": "0.828653760", "funding_paid_net": "0", "net_equity": "3007.51799876184", "net_pnl_including_open_position": "7.51799876184", "terminal": { "status": "complete_bounded_sample", "position_remains_open": true } }, "V8": { "state": { 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"receive_ns": 1764547321176074800, "data": { "e": "trade", "E": 1764547321173, "T": 1764547321172, "s": "BTCUSDT", "t": 6954516401, "p": "0", "q": "0", "X": "NA", "m": false } } ], "gaps": [ { "at_ns": 1764548302044185301, "reason": "native disconnect", "evidence": { "source": "mark" } }, { "at_ns": 1764548302166328701, "reason": "native disconnect", "evidence": { "source": "quotes" } } ], "orders": [ { "strategy": "A9", "id": "A9:1764561600000000000", "reason": "entry", "side": "SELL", "quantity": "0.024", "limit": "86232.8", "decision_ns": 1764561600000000000, "arrival_ns": 1764561600250000000, "decision_bbo": { "receive_ns": 1764561599975109100, "native_ns": 1764561599972000000, "bid": "86319.10", "ask": "86319.20", "bid_qty": "1.523", "ask_qty": "9.595", "update_id": 9347688370904 }, "arrival_bbo": { "receive_ns": 1764561600131663500, "native_ns": 1764561600127000000, "bid": "86318.10", "ask": "86318.20", "bid_qty": "0.119", "ask_qty": "18.499", "update_id": 9347688415724 }, 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1764561600127000000, "bid": "86318.10", "ask": "86318.20", "bid_qty": "0.119", "ask_qty": "18.499", "update_id": 9347688415724 }, "result": { "status": "filled", "fills": [ [ "86318.10", "0.023" ] ], "filled_quantity": "0.023", "cancelled_quantity": "0", "notional": "1985.31630" }, "state_after": { "strategy": "V8", "protection_mode": "original_4h", "frozen": false, "cash": "2999.205873480", "qty": "-0.023", "average": "86318.10", "fees": "0.794126520", "funding": "0", "gross_realized": "0", "stop": "88887.1125", "partial_done": false, "breakeven_due_ns": null, "cooldown_until_ns": -1, "blocked_side": 0, "v8_cooldown_requires_adapter": false }, "original_shadow_after": { "schema_version": 1, "last_processed_ts": 1764547200, "side": "short", "units": 1, "exposure": 0.6617805333333333, "base_quantity": 0.023, "shadow_equity": 2997.0219876, "entry_equity": 3000.0, "entry_cost_total": 2.9780124000000003, "avg_entry_price": 86319.2, "entry_atr": 1027.1650000000002, "stop_price": 88887.1125, "next_add_price": 84881.169, "last_exit_long_ts": 0, "last_exit_short_ts": 0, "last_action": "open_short:breakout", "last_diagnostic_code": "" } } ], "source_files_verified": 72, "no_old_fill_tape": true, "carry_included": false, "net_pnl_definition": "gross realized + mark-valued unrealized - transaction commissions + signed funding cashflows; slippage embedded only in fills; no Carry or platform share", "engineering_variants": "Partial-fill shadow proposal scaling; declared lot/tick/fee/latency assumptions; not historical exchange acceptance proof" }