simulated trades on assets with paper: true · same entry + exit logic, sim'd fills with adverse slippage
⚠ Pre-2026-04-30 10:05 UTC trades are biased downward (vol_decay / no_move
exits were silently disabled). For viability decisions, trust only the post-cutoff window.
Cards covering pre-cutoff history are marked with ⚠.
Cumulative paper PnL—
Vertical line = post-fix cutoff (2026-04-30 10:05 UTC). Slope before is bug-suppressed; slope after is clean.
Simulated trades on assets with paper: true.
Same wick + exit logic as live; fills include adverse slippage (5-15 bps).
No real orders are placed.
⚠️ Pre-2026-04-29 16:39 UTC trades are biased downward — vol_decay /
no_move exits were silently disabled by a deque-length bug. Trades held to SL/TP
that should have profit-exited via vol_decay. Re-score paper-asset viability using
only post-cutoff data (next 7 days = first clean window).