synthetic-loop-test — live 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.

Daemonrunning

Halt flagno

Tick age24s

Config hashSLT-2026-05-27-v1

Round-trips107

Open0

Summary stats

Closed100

Winners41

Losers44

Win rate41%

Total P&L$+217.18

Total slippage-0.00575

Open positions (0)

Closed round-trips (last 25)

pair	dir	size	entry sig	entry fill	e_slip	exit sig	exit fill	x_slip	total slip	P&L	closed
GBPUSD	L	74,291	1.34606	1.34599	-0.00007	1.34698	1.34696	+0.00002	-0.00005	$+72.06	2026-05-29T19:46:01
USDJPY	L	100,000	159.28000	159.28600	+0.00600	159.24850	159.24700	+0.00150	+0.00750	$-24.49	2026-05-29T19:20:58
EURUSD	L	85,725	1.16653	1.16653	+0.00001	1.16671	1.16670	+0.00001	+0.00002	$+14.57	2026-05-29T18:55:55
USDNOK	S	100,000	9.24767	9.24624	+0.00143	9.25052	9.25123	+0.00070	+0.00214	$-53.94	2026-05-29T18:30:51
NZDUSD	S	166,969	0.59891	0.59888	+0.00004	0.59828	0.59835	+0.00008	+0.00011	$+88.49	2026-05-29T18:05:51
AUDUSD	L	139,125	0.71878	0.71877	-0.00001	0.71849	0.71844	+0.00006	+0.00005	$-45.91	2026-05-29T17:40:46
USDCAD	L	100,000	1.37847	1.37854	+0.00007	1.37996	1.37987	+0.00009	+0.00016	$+96.39	2026-05-29T17:15:44
USDCHF	S	100,000	0.78102	0.78123	-0.00021	0.78165	0.78171	+0.00006	-0.00016	$-61.40	2026-05-29T16:50:40
GBPUSD	L	74,189	1.34791	1.34818	+0.00027	1.34713	1.34708	+0.00005	+0.00032	$-81.61	2026-05-29T16:25:36
USDJPY	S	100,000	159.31900	159.31300	+0.00600	159.22700	159.23100	+0.00400	+0.01000	$+51.50	2026-05-29T16:00:32
EURUSD	L	85,896	1.16420	1.16423	+0.00003	1.16813	1.16796	+0.00016	+0.00019	$+320.39	2026-05-29T15:35:28
USDNOK	S	100,000	9.25595	9.25631	-0.00036	9.24419	9.24390	-0.00029	-0.00065	$+134.25	2026-05-29T15:10:24
NZDUSD	S	167,100	0.59845	0.59838	+0.00006	0.59818	0.59824	+0.00006	+0.00012	$+23.39	2026-05-29T14:45:24
AUDUSD	S	139,263	0.71806	0.71797	+0.00009	0.71816	0.71825	+0.00009	+0.00018	$-38.99	2026-05-29T14:20:21
USDCAD	S	100,000	1.38221	1.38198	+0.00023	1.38160	1.38132	-0.00028	-0.00004	$+47.78	2026-05-29T13:55:21
USDCHF	S	100,000	0.78190	0.78194	-0.00004	0.78152	0.78145	-0.00007	-0.00011	$+62.70	2026-05-29T13:30:17
GBPUSD	S	74,491	1.34244	1.34233	+0.00011	1.34346	1.34352	+0.00006	+0.00017	$-88.64	2026-05-29T13:05:14
USDJPY	L	100,000	159.27500	159.27600	+0.00100	159.29300	159.29900	-0.00600	-0.00500	$+14.44	2026-05-29T12:40:10
EURUSD	L	85,886	1.16433	1.16431	-0.00002	1.16461	1.16455	+0.00006	+0.00004	$+20.61	2026-05-29T12:15:07
USDNOK	L	100,000	9.25086	9.25402	+0.00316	9.22774	9.22774	—	—	$+0.00	2026-05-29T11:50:03
NZDUSD	L	167,647	0.59649	0.59649	+0.00000	0.59658	0.59661	-0.00003	-0.00003	$+20.12	2026-05-29T11:25:05
AUDUSD	S	139,805	0.71528	0.71529	-0.00001	0.71579	0.71578	-0.00001	-0.00002	$-68.50	2026-05-29T11:00:02
USDCAD	S	100,000	1.38058	1.38082	-0.00024	1.38057	1.38059	+0.00002	-0.00022	$+16.66	2026-05-29T10:34:50
USDCHF	L	100,000	0.78458	0.78453	-0.00005	0.78356	0.78355	+0.00001	-0.00004	$-125.07	2026-05-29T10:09:47
GBPUSD	S	74,513	1.34205	1.34202	+0.00003	1.34109	1.34111	+0.00002	+0.00005	$+67.81	2026-05-29T09:44:44

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)	event	pair	price proxy	stop	reason
2026-05-30T16:45:07	skip_entry	USDJPY	—	—	no_fresh_price
2026-05-30T16:44:07	skip_entry	EURUSD	—	—	no_fresh_price
2026-05-30T16:43:07	skip_entry	USDNOK	—	—	no_fresh_price
2026-05-30T16:42:07	skip_entry	NZDUSD	—	—	no_fresh_price
2026-05-30T16:41:07	skip_entry	AUDUSD	—	—	no_fresh_price
2026-05-30T16:40:07	skip_entry	USDCAD	—	—	no_fresh_price
2026-05-30T16:39:07	skip_entry	USDCHF	—	—	no_fresh_price
2026-05-30T16:38:07	skip_entry	GBPUSD	—	—	no_fresh_price
2026-05-30T16:37:07	skip_entry	USDJPY	—	—	no_fresh_price
2026-05-30T16:36:07	skip_entry	EURUSD	—	—	no_fresh_price

synthetic-loop-test — execution-chain shakedown

Summary stats

Open positions (0)

Closed round-trips (last 25)

Recent audit events