← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-03 12:00Z
- strategy
- fx.breakout
- entry price
- 1.36537
- quantity
- 28,000
- initial stop
- 1.35584
- take profit
- 1.38889
- planned risk
- $267 · 0.26%
- confidence (uncalibrated)
- 57
- closed
- 09-04 02:30Z
- exit price
- 1.35573
- exit reason
- bracket stop_loss
- bars held
- 57
- gross P&L
- −269.84
- fees · financing
- −2.67 · −1.27
- net P&L
- −273.78
- MAE · MFE price
- 1.35608 · 1.36765
- macro regime
- MIXED / TRANSITIONAL
- usd
- usd strengthening
- risk
- neutral
- crypto
- neutral
- growth
- neutral
- commodity
- normal
- inflation
- neutral
- liquidity
- liquidity contraction
- volatility
- volatility expansion
REGIME ERROR−1.03Rlegacy class false breakout · post-trade-2.0.0 · 2 versions (older kept)
- REGIME ERROR regime changed by exit: crypto
| Expected | Actual | |
|---|---|---|
| R | expected 0.06 · target 2.47 | actual -1.03 · MFE 0.24 · MAE -0.97 |
| Entry | plan 1.36528 | filled 1.36537 (0.01R) · slippage 1.30 vs — |
| Exit | stop 1.35584 · target 1.38889 | 1.35573 · bracket stop_loss · target reached no |
| Horizon | 96 bars | 57 bars |
| Costs | model slippage: entry — · exit — | total 9.37 (0.04R): fees 2.67 · spread 3.19 · slippage 2.25 · financing -1.27 |
| Regime | usd strengthening · risk neutral · crypto neutral · growth neutral · inflation neutral · volatility expansion | changed by exit: crypto · 15 bars |
| Relationships | stable relationships assumed by the thesis | NOT AVAILABLE (no stored graph for the trade) |
| Volatility | expected bar σ 0.00173 | realised 0.00061 (0.35×) · largest bar 0.89 ATR |
| Events | none of high importance |
Not available: relationship graph during the trade.
Lesson: Review breakout confirmation (volume / close-beyond requirement).
Thesis snapshot · stored hypothesis, journalled later by backfill
- fx.breakout LONG GBP/USD: breakout signal, horizon 4H-4D
- AUDUSD momentum +0.7 sd with correlation +0.64 confirms the trade
- close broke the prior 55-bar high at 1.3637
- band width in the 28% percentile before the break (compression)
- short/long realised vol 1.03: volatility expanding
- Against: usd strengthening regime (0.39) hurts a long GBPUSD (assumed sensitivity -1.0)
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲cross asset0.67AUDUSD momentum +0.7 sd with correlation +0.64 confirms the trade
- ▲technical1.36close broke the prior 55-bar high at 1.3637
- ▲volatility0.28band width in the 28% percentile before the break (compression)
- ▲volatility1.03short/long realised vol 1.03: volatility expanding
- ▼macro0.27usd strengthening regime (0.39) hurts a long GBPUSD (assumed sensitivity -1.0)
- stop at 1.35584 (4.0 x ATR(14))
- close back inside the channel (< 1.3637) within 6 bars: false breakout
- horizon exceeded: 96 bars held
| cross asset | MIXED | 0.00 | 1 ev. |
| macro | MIXED | −0.23 | 1 ev. |
| technical | CONFIRMS | +0.34 | 3 ev. |
- next event
- none in window
- blocks entry
- no
- size multiplier
- 1.00×
- confidence add
- +0
- state at decision
- high
- score
- +1.00
| eligibility | 1 ✓ | 0 ✗ |
| trade | 10 ✓ | 0 ✗ |
| portfolio | 11 ✓ | 0 ✗ |
| system | 2 ✓ | 0 ✗ |
| Time | Side | Qty | Price | Fee | Slippage | Expected | Liquidity |
|---|---|---|---|---|---|---|---|
| 09-04 02:30Z | SELL | 28,000 | 1.35573 | 1.33 | 0.95 | — | thin |
| 09-03 12:00Z | BUY | 28,000 | 1.36537 | 1.34 | 1.30 | — | high |
- executed09-03 12:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-03T12:00:00Z
- data source
- mock
- risk version
- risk-1.0.0+e561f3f2
- model version
- regime-rules-1.0.0+ba09c5ab
- feature version
- fs-1.0.0+bbfe6af5
- strategy version
- fx.breakout@1.0.0
- execution version
- exec-1.0.0+821dd562
- confidence version
- conf-1.0.0+18bcb659
- event policy version
- evpol-1.0.0+391f9e5d