No equity curve hand-waving. Each trade broken down to the cent — signal quality, entry slippage, how it behaved while open (MAE/MFE), broker-confirmed P&L vs what the bot thought, and exactly where money leaks to fees and slippage. This is the layer that tells you where the edge is captured and where it bleeds.
4 bots live, collecting per-trade data right now. The full tick-level journal feed connects tonight (17:00 ET) — until then, below is a real closed trade, fully dissected.
MNQ· olivera_demo · overnight-reversal sleeve · LONG 1 · Jun 10→11
WIN · net +$643.26
Signal
Reversal
session-reversal trigger fired
● GOOD signal
Entry
28389.75 @18:05:03
target 28720 · stop 28100 (3×ATR)
slippage −$0.50 (½ tick)
Behavior
MAE −$19 @21:40 · MFE +$656 @00:10
held 6h11m
Exit
28712.25 @00:16:37
reason: time / next-RTH window
slippage −$0.50
P&L decomposition — where the money goes
Net +$643.26 · 99.7% kept
Gross +$645.00total cost −$1.74 (0.27%)
Cost breakdown — the $1.74, magnified
Fees $0.74
Entry slip $0.50
Exit slip $0.50
Synthetic vs broker-truth
bot reported +$645.00 · broker +$643.26 gap $1.74 = costs the bot doesn't book → reconciled ✓
Left on table
MFE +$656 − realized +$645 = $11 exited 5.5pt before the peak — acceptable (time-exit)
Verdict: good signal, edge captured 98%. Total leak = $1.74 (fees+slippage, 0.27% of gross) + $11 left on table. Clean execution — nothing to fix here. A red trade would be: bad signal, slippage > edge, or synthetic ≠ broker.
P&L, entry/exit and fees are broker-confirmed. Path metrics (MAE/MFE) and tick-level slippage populate from the live journal feed connecting tonight.
All trades
trade
gross
fees
slip
net
signal
What each number means.Signal quality — was the entry condition one our backtests reward (GOOD) or noise/whipsaw (BAD)?
Slippage — fill price vs the quote at signal; >1.5bp flags a fill problem.
MAE / MFE — worst and best unrealized point while open; tells us if we exited early (realized < 50% of MFE) or survived a deep drawdown (> 60% of stop).
Synthetic vs broker-truth — what the bot reported vs what actually cleared; the gap is real cost the bot doesn't see.
Left on table — MFE minus realized; the profit that was there and we didn't take.
Every figure is reconciled against the broker statement — synthetic numbers never count.