← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-07 17:00Z
- strategy
- cmd.breakout
- entry price
- 2,115.97
- quantity
- 5.000
- initial stop
- 2,068.70
- take profit
- 2,233.01
- planned risk
- $236 · 0.24%
- confidence (uncalibrated)
- 56
- closed
- 09-08 23:00Z
- exit price
- 2,094.91
- exit reason
- invalidation: horizon exceeded: 96 bars held
- bars held
- 98
- gross P&L
- −105.29
- fees · financing
- −2.11 · −1.46
- net P&L
- −108.86
- MAE · MFE price
- 2,094.00 · 2,145.37
- macro regime
- MIXED / TRANSITIONAL
- usd
- neutral
- risk
- neutral
- crypto
- crypto deleveraging
- growth
- growth acceleration
- commodity
- normal
- inflation
- neutral
- liquidity
- liquidity contraction
- volatility
- volatility expansion
REGIME ERROR−0.46Rlegacy class normal variance · post-trade-2.0.0 · 2 versions (older kept)
- REGIME ERROR regime changed by exit: growth
| Expected | Actual | |
|---|---|---|
| R | expected 0.11 · target 2.48 | actual -0.46 · MFE 0.62 · MAE -0.47 |
| Entry | plan 2,115.64287 | filled 2,115.97041 (0.01R) · slippage 1.13 vs — |
| Exit | stop 2,068.69788 · target 2,233.00533 | 2,094.91171 · invalidation: horizon exceeded: 96 bars held · target reached no |
| Horizon | 96 bars | 98 bars |
| Costs | model slippage: entry — · exit — | total 6.57 (0.03R): fees 2.11 · spread 1.04 · slippage 1.96 · financing -1.46 |
| Regime | usd neutral · risk neutral · crypto deleveraging · growth acceleration · inflation neutral · volatility expansion | changed by exit: growth · 31 bars |
| Relationships | stable relationships assumed by the thesis | NOT AVAILABLE (no stored graph for the trade) |
| Volatility | expected bar σ 0.00555 | realised 0.00307 (0.55×) · largest bar 1.96 ATR |
| Events | none of high importance |
Not available: relationship graph during the trade.
Thesis snapshot · stored hypothesis, journalled later by backfill
- cmd.breakout LONG XAU/USD: breakout signal, horizon 4H-4D
- EURUSD momentum +0.7 sd with correlation +0.38 confirms the trade
- broke the prior 55-bar high
- participation +1.46 sd above normal
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲cross asset0.68EURUSD momentum +0.7 sd with correlation +0.38 confirms the trade
- ▲technical2,110broke the prior 55-bar high
- ▲technical1.46participation +1.46 sd above normal
Nothing material against the trade was recorded. Absence of evidence is not evidence of safety.
- stop at 2068.7 (4.0 x ATR(14))
- close back inside the channel within 6 bars: false breakout
- horizon exceeded: 96 bars held
| cross asset | MIXED | +0.22 | 1 ev. |
| macro | MIXED | −0.12 | 0 ev. |
| technical | CONFIRMS | +0.46 | 2 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 |
|---|---|---|---|---|---|---|---|
| 09-08 23:00Z | SELL | 5.000 | 2,094.91 | 1.05 | 0.83 | — | normal |
| 09-07 17:00Z | BUY | 5.000 | 2,115.97 | 1.06 | 1.13 | — | high |
- executed09-07 17:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-07T17:00:00Z
- 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
- cmd.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