home research fv-live slt-live

synthetic-loop-test — execution-chain shakedown

NOT alpha. Round-trips fire ~2.4/hour at 100K notional with 25bp stops to exercise the signal→router→IB→fill→blotter chain. Phase-1 testbed.

Scope: this view shows GATE-integrity data (Phase-1 layers 1-6: chain works), NOT GOAL data (Rule #11 contract replication for fv-fast-1h-vb-8pair). SLT has no contract — its rate/PnL/slippage are properties of the load generator, not of any admitted strategy. Phase-1 progress toward the 5d-clean milestone is measured by fv-fast's trade count + contract band tracking, viewable on /research/fv-live.
Daemonrunning
Halt flagno
Tick age16s
Config hashSLT-2026-05-27-v1
Round-trips3639
Open0

Summary stats

Closed100
Winners40
Losers42
Win rate40%
Total P&L$+88.56
Total slippage+0.08587

Open positions (0)

no open positions

Closed round-trips (last 25)

pairdirsizeentry sigentry fille_slipexit sigexit fillx_sliptotal slipP&Lclosed
AUDUSDL140,2990.712760.71275-0.000010.712950.71295+0.00000-0.00001$+28.062026-06-03T21:00:50
USDNOKL4,805,0260.000000.00000+0.000000.000000.00000+0.00000+0.00000$+0.002026-06-03T20:54:11
EURUSDL1,288,6160.000000.00000+0.000000.000000.00000+0.00000+0.00000$+0.002026-06-03T20:54:11
GBPUSDS74,5161.342001.34202-0.000021.341841.34190+0.00006+0.00004$+8.942026-06-03T20:20:20
USDCADL100,0001.385451.38534-0.000111.381981.38198——$+0.002026-06-03T20:20:16
USDCHFS100,0000.789310.78950-0.000190.791280.79132+0.00004-0.00015$-230.002026-06-03T20:20:14
USDJPYL100,000160.03050160.03300+0.00250160.06150160.07200-0.01050-0.00800$+24.362026-06-03T20:14:08
USDNOKL4,805,0260.000000.00000+0.000000.000000.00000+0.00000+0.00000$+0.002026-06-03T18:51:24
GBPUSDL1,428,4070.000000.00000+0.000000.000000.00000+0.00000+0.00000$+0.002026-06-03T18:51:24
EURUSDL1,288,6160.000000.00000+0.000000.000000.00000+0.00000+0.00000$+0.002026-06-03T18:51:24
USDNOKL4,786,7210.000000.00000+0.000000.000000.00000+0.00000+0.00000$+0.002026-06-03T18:34:38
GBPUSDL1,426,3930.000000.00000+0.000000.000000.00000+0.00000+0.00000$+0.002026-06-03T18:34:38
EURUSDL1,288,3450.000000.00000+0.000000.000000.00000+0.00000+0.00000$+0.002026-06-03T18:34:38
GBPUSDL74,3671.344691.34470+0.000011.341331.34133——$+0.002026-06-03T08:06:53
USDJPYS100,000159.95000159.94300+0.00700159.65550159.66100+0.00550+0.01250$+176.622026-06-03T08:06:41
EURUSDL86,0371.162291.16231+0.000021.159381.15938——$+0.002026-06-03T08:06:37
NZDUSDS169,0960.591380.59131+0.000070.590210.59037+0.00016+0.00023$+158.952026-06-03T06:14:58
AUDUSDS139,4570.717060.71708-0.000020.716450.71649+0.00004+0.00002$+82.282026-06-03T05:49:52
USDCADS100,0001.384811.38480+0.000011.385151.38515+0.00000+0.00001$-24.912026-06-03T05:25:21
USDCHFS100,0000.788000.78806-0.000060.788380.78836-0.00002-0.00008$-38.052026-06-03T04:59:49
GBPUSDS74,2801.346251.34623+0.000021.345971.34600+0.00004+0.00005$+17.082026-06-03T04:34:48
USDJPYL100,000159.87500159.87600+0.00100159.88700159.88500+0.00200+0.00300$+5.632026-06-03T04:09:47
EURUSDL85,9931.162881.16287-0.000011.162941.16293+0.00001+0.00000$+5.162026-06-03T03:44:44
USDNOKS100,0009.282259.28068+0.001579.287599.28926+0.00167+0.00324$-92.362026-06-03T03:19:34
NZDUSDL168,5300.593370.59340+0.000040.592820.59288-0.00006-0.00002$-87.642026-06-03T02:54:32
Entry/exit signal columns are meaningful only for round-trips entered after the model_price fix (commit 72e07b9, ~2026-05-28 00:55 UTC). Earlier trades show stop_price as entry_signal.

Recent audit events

ts (UTC)eventpairdirprice proxystopreason
2026-09-11T04:22:48entryEURUSD-11.160751.16366fired
2026-09-11T04:22:48exitAUDUSD-10.715950.71707time_exit after 4500s
2026-09-11T03:57:46entryUSDNOK19.288329.26509fired
2026-09-11T03:57:46exitUSDCAD11.384271.38077time_exit after 4500s
2026-09-11T03:32:43entryNZDUSD10.581030.57957fired
2026-09-11T03:32:43exitUSDCHF-10.814090.81558time_exit after 4500s
2026-09-11T03:07:40entryAUDUSD-10.715280.71707fired
2026-09-11T03:07:40exitGBPUSD11.350101.34752time_exit after 4500s
2026-09-11T02:42:37entryUSDCAD11.384231.38077fired
2026-09-11T02:42:37exitUSDJPY1154.47300153.92323time_exit after 4500s

Auto-refresh 15s · Generated 2026-09-11T04:37:06+00:00