Summary
Compact: /trading-bot/status/llm_summary_compact.json
Full diagnostics: /trading-bot/status/llm_summary_full.json
Anomalies: /trading-bot/status/llm_anomaly_digest.json
The system is currently critical. The trend is worsening. 0 bots are improving, 5 are flat, 1 are worsening, and 3 are still building evidence. Promotion alignment is unknown. Validator maturity is mixed. The dominant diagnosis is window mismatch. Execution drag is low at 95%. Exit quality is exits giving back profits. Window mismatches flagged=1. Active anomalies: new=1, persistent=16.
Overall Status
critical
getting better no
Overall Trend
worsening
Strategy vs Execution vs Infra
window_mismatch
1 window/basis mismatches are active and can distort apparent performance
exits giveback 4, infra limited 2, too early 3
Execution Drag
edge heavily degraded
Execution Costs Are Consuming Most Edge
gross edge 44.36 bps versus net edge 8.03 bps on $185,685 turnover
PnL Basis
different basis
24h pnl uses the full rolling window, while the visible recent trade tables only show 20 rows against 187 aggregated 24h closes.
validator subset unavailable
Exit Efficiency
exits giving back profits
Median exits are only retaining about 32% of favorable excursion.
Affected bots: BOT3, BOT4, BOT5, BOT6, BOT7, BOT9
Promotion Alignment
unknown
promotion alignment is unknown for most bots
unknown 9
LLM Status
LLM OK
Why
System status is critical and worsening: 1 bot worsening, 5 flat, 3 still building evidence out of 9 total bots.
Exit slippage dominates (35.62 bps exit vs 5.76 bps entry) with spread as the primary driver across the stack (182.8 bps spread component vs 89.0 bps latency...
Median exits retain only 32.28% of favorable excursion, giving back 67.7% of profits; net exit efficiency is critically low.
Late-bar rate is 100%, exceeding the fail threshold; late bars affect entry-side stale decisioning and quote freshness (p95 quote-age proxy 2850.6 ms).
One window/basis mismatch is active and can distort apparent performance metrics across bots.
Strongest Symbols
NVDA
rank #1 by execution-adjusted signal at +34.46 (raw +34.46, drag proxy 0%) across 1 bots and 7 recent trades
MSFT
rank #2 by execution-adjusted signal at +27.95 (raw +27.95, drag proxy 0%) across 1 bots and 10 recent trades
MU
rank #3 by execution-adjusted signal at +6.67 (raw +6.67, drag proxy 0%) across 1 bots and 7 recent trades
Weakest Bots
BOT1
too_early | unknown
BOT2
too_early | unknown
BOT3
worsening | unknown
BOT4
flat | unknown
BOT5
flat | unknown
Validator Maturity
mixed
confidence 65%
5/9 bots have stable validator evidence; still building: BOT1, BOT2, BOT3, BOT4
evidence medium
Stack Reconciliation
Stack Reconciliation Summary
9 checks passed; 0 checks flagged
Bot Gross Rollup
sum(bot gross pnl) matches stack gross (3550.06)
Bot Net Rollup
sum(bot net pnl) matches stack net (161.14)
Bot Total Rollup
sum(bot total pnl) matches stack total (161.14)
Source Freshness
all required source files exist and are within configured freshness windows
Source Timestamp Spread
source timestamps are within 59s
Stack Cost Reconciliation
net pnl matches gross - implied cost within tolerance (161.15 vs 161.15)
Stack PnL Order
gross=3550.06, total=161.15, net=161.15
Symbol Rollup Reconciliation
symbol rollups reconcile to bot-level recent/open signal (46.38)
Trade Count Rollup
stack total trades matches bot trade counts (777)
PnL Breakdown
PnL Hierarchy
reference gross +224.28 | fill gross -1732.71 | cost +1957.07 | net -1661.47 | unrealized +0.00 | total -1661.47
Basis Labels
stack baseline-window total | validator subset unavailable
Reconciliation
24h pnl uses the full rolling window, while the visible recent trade tables only show 20 rows against 187 aggregated 24h closes.
Slippage Decomposition
Slippage Summary
exit slippage is dominating: entry 5.76 bps vs exit 35.62 bps
Slippage Metrics
entry 5.8 bps | exit 35.6 bps | net 48.0 bps
Slippage Source Attribution
spread
confidence high
mode direct
Live deterministic readback is filling fields missing from the saved summary artifacts.
Primary Slippage Driver
spread | confidence high
Source Components
spread 182.80 bps | latency 89.00 bps | impact n/a
Entry / Exit / Net Drivers
entry spread | exit spread | net spread
Entry Timing Context
Entries are bar/decision driven. Late bars primarily affect entry-side stale decisioning; quote-age and fallback are secondary execution proxies.
Exit Timing Context
Exits are evaluated separately for websocket-driven stop execution. Late bars are not treated as direct exit-path timing evidence; exit timing leans on trigger/live/fill, quote-...
Attribution Mode
net direct | entry direct | exit direct | confidence high
Limitations
decision/reference mid is not stored in current validator artifacts; live quote snapshot at execution is not stored, so fill-vs-live divergence is not directly measured; bid/ask...
Attribution Reason
Primary slippage driver looks spread-driven across the stack; spread explains more drag than entry bar-state timing and exit execution-path timing proxies.
Direct Evidence
entry decision->live unavailable | entry fill->live unavailable | exit trigger->live unavailable | exit fill->live unavailable
Attribution Coverage
entry direct 0 / 0 entry trades | exit direct 0 / 0 exit trades | net direct 358 / 572 trades | proxy 572 / 572 trades | exit trigger 572 exit replays with trigger timing
Coverage Limits
No additional coverage limits recorded.
Affected bots: BOT3, BOT4, BOT5, BOT6, BOT7, BOT9
Infra Timing
Infra Timing Summary
late-bar rate is 100.00%, above the fail threshold
Infra Metrics
late-bar 100% | fallback 0% | quote median 1665ms | quote p95 2851ms
Execution Drag
| Bot | Gross | Net | Cost Ratio | Gross Edge | Net Edge | Drawdown | Severity |
|---|---|---|---|---|---|---|---|
| BOT1 | +0.00 | +0.00 | 0% | n/a | n/a | 0.00% | info |
| BOT2 | +0.00 | +0.00 | 0% | n/a | n/a | 0.00% | info |
| BOT3 | +264.10 | +83.70 | 68% | 84.34 bps | 28.11 bps | 0.77% | high |
| BOT4 | +96.49 | +30.24 | 69% | 44.12 bps | 14.55 bps | 0.28% | medium |
| BOT5 | +229.07 | -24.45 | 111% | 27.78 bps | 9.41 bps | 1.09% | high |
| BOT6 | +1634.33 | +132.23 | 92% | 25.86 bps | -4.77 bps | 0.64% | high |
| BOT7 | +399.81 | +37.92 | 91% | 19.76 bps | 10.05 bps | 0.51% | high |
| BOT8 | +0.00 | +0.00 | 0% | n/a | n/a | 0.00% | info |
| BOT9 | +926.26 | -98.50 | 111% | 65.84 bps | -7.44 bps | 1.05% | critical |
Window / Basis Mismatches
Recent Closed-Trade Lists Look Truncated
completed_trades_24h=93 but only 44 recent closed trades are exposed in bot lists | the UI-facing recent trade lists are likely capped below the full 24h aggregation window
Return Percent Diagnostics
No return-percent diagnostics flagged.
Metric Anomalies
Deterministic reconciliation and consistency checks before Qwen inference
New
medium
new
Promotion / Trend Deterioration
BOT3 has enough evidence to judge, and its cross-metric trend is worsening.
Persistent
medium
persistent
Positive PnL But Red Validator
BOT3 shows 24h pnl +6.68 while validator/execution metrics remain stressed.
high
persistent
Infra Timing Problems
weighted late-bar rate is 100.00% across validator-attributed trades
medium
persistent
Execution Edge Decay
gross=229.07, net=-24.45, execution cost=253.52, ratio=110.67%
medium
persistent
Exit Quality Issues
stack entry slippage proxy is 5.76 bps while exit slippage proxy is 35.62 bps
medium
persistent
Window / Basis Mismatches
completed_trades_24h=93 but only 44 recent closed trades are exposed in bot lists
Cleared
No cleared anomalies.
Top Concerns
1 window/basis mismatches are active and can distort apparent performance
Exit-side slippage is the primary slippage driver across current validator samples
Exit efficiency is low; exits are giving back too much favorable excursion
Late-bar rate is materially high at 100%
1 window/basis mismatches are active
Investigation Targets
Inspect gross/net cost aggregation in paper_dashboard and the slippage/fill-cost path in post_trade_checks.
Inspect execution quote fallback and stale-quote paths for stack-wide drag.
Inspect late-bar source timing, bar finalization, and decision snapshot timing for stale decisions.
Inspect execution quote freshness and sidecar snapshot age around order timestamps.
Inspect 24h pnl basis in paper_dashboard versus recent closed-trade rollups and unrealized pnl.
Inspect exit-side slippage first; exits are the main slippage driver in current validator samples.
Next Actions
Inspect spread-driven exit slippage at the execution layer: verify bid/ask spread timing, partial-fill behavior, and stop-loss execution paths for BOT3, BOT4...
Audit the 100% late-bar rate: trace bar finalization timestamps, decision snapshot capture, and quote staleness paths that push late-bar to 1.0.
Resolve the active window/basis mismatch: identify which bot and instrument are affected, and validate that execution windows align with bar intervals.
Investigate PnL-vs-validator disconnect for BOT3, BOT5, BOT7: cross-check realized PnL attribution against validator/execution logs to confirm whether PnL is...
Review BOT3 infra limitations: determine whether infra bottleneck is quote fallback, stale-decision paths, or missing validator hooks.
Increase direct attribution coverage: 358/572 trades lack direct attribution; improve fill-vs-live and impact-component logging to close the spread-vs-latenc...
Bot Classifications
| Bot | Trend | Alignment | Classification | Main Issue | Exec Status | Slip Driver | Exit Eff | Giveback | Slippage | Late-Bar | Fallback | Quote Age | Gross | Net | Cost Ratio | Drawdown | Severity | Confidence | Evidence | Reset Aware | Reason | Sample Size |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BOT1 | too early | unknown | too early | validator evidence is still too small to judge direction reliably | healthy | unknown | — | — | n/a | — | — | n/a | +0.00 | +0.00 | 0% | 0.00% | info | 28% | low | yes | validator evidence is still too small to judge direction reliably | reset age 229h16m | validator trades 0 | calibration 0 | slippage 0 | infra 0 |
| BOT2 | too early | unknown | too early | validator evidence is still too small to judge direction reliably | healthy | unknown | — | — | n/a | — | — | n/a | +0.00 | +0.00 | 0% | 0.00% | info | 28% | low | yes | validator evidence is still too small to judge direction reliably | reset age 229h16m | validator trades 0 | calibration 0 | slippage 0 | infra 0 |
| BOT3 | worsening | unknown | infra limited | late-bar 100%, quote p95 2966ms, fallback 0% | edge heavily degraded | latency | 55% | 45% | 32.8 bps | 100% | 0% | 1545 ms | +264.10 | +83.70 | 68% | 0.77% | high | 82% | high | no | pnl moved -3.71 | reset age 229h16m | validator trades 20 | calibration 21 | slippage 20 | infra 20 |
| BOT4 | flat | unknown | exits giveback | exits are only retaining about 27% of favorable excursion and giving back about 73% | edge heavily degraded | spread | 69% | 31% | 29.1 bps | 100% | 0% | 2438 ms | +96.49 | +30.24 | 69% | 0.28% | medium | 73% | high | no | changes are small or mixed versus the prior saved snapshot | reset age 229h16m | validator trades 14 | calibration 14 | slippage 14 | infra 14 |
| BOT5 | flat | unknown | infra limited | late-bar 100%, quote p95 2252ms, fallback 0% | edge destroyed by execution | latency | 55% | 46% | 5.3 bps | 100% | 0% | 1348 ms | +229.07 | -24.45 | 111% | 1.09% | high | 82% | high | no | changes are small or mixed versus the prior saved snapshot | reset age 229h16m | validator trades 44 | calibration 44 | slippage 20 | infra 20 |
| BOT6 | flat | unknown | exits giveback | exits are only retaining about 38% of favorable excursion and giving back about 62% | edge heavily degraded | spread | 43% | 57% | 103.2 bps | 100% | 0% | 1637 ms | +1634.33 | +132.23 | 92% | 0.64% | high | 82% | high | no | sample grew 264->265 validator trades | reset age 229h16m | validator trades 265 | calibration 50 | slippage 20 | infra 20 |
| BOT7 | flat | unknown | exits giveback | exits are only retaining about 35% of favorable excursion and giving back about 65% | edge heavily degraded | spread | 40% | 60% | 26.3 bps | 100% | 0% | 1163 ms | +399.81 | +37.92 | 91% | 0.51% | high | 82% | high | no | changes are small or mixed versus the prior saved snapshot | reset age 229h16m | validator trades 165 | calibration 50 | slippage 20 | infra 20 |
| BOT8 | too early | unknown | too early | validator evidence is still too small to judge direction reliably | healthy | unknown | — | — | n/a | — | — | n/a | +0.00 | +0.00 | 0% | 0.00% | info | 28% | low | yes | validator evidence is still too small to judge direction reliably | reset age 229h16m | validator trades 0 | calibration 0 | slippage 0 | infra 0 |
| BOT9 | flat | unknown | exits giveback | exits are only retaining about 33% of favorable excursion and giving back about 67% | edge destroyed by execution | spread | 36% | 64% | 85.8 bps | 100% | 0% | 2092 ms | +926.26 | -98.50 | 111% | 1.05% | critical | 82% | high | no | changes are small or mixed versus the prior saved snapshot | reset age 229h16m | validator trades 64 | calibration 50 | slippage 20 | infra 20 |
Symbol Execution Drag
| Symbol | Raw Signal | Execution-Adjusted | Drag Proxy | Late-Bar | Fallback | Severity |
|---|---|---|---|---|---|---|
| COIN | -2.75 | -0.00 | 111% | 100% | 0% | high |
| NVDA | +34.46 | +0.00 | 111% | 100% | 0% | high |
| AMD | -11.04 | -0.89 | 92% | 100% | 0% | medium |
| META | -8.91 | -2.79 | 69% | 100% | 0% | medium |
| MSFT | +27.95 | +2.65 | 91% | 100% | 0% | medium |
| MU | +6.67 | +2.11 | 68% | 100% | 0% | medium |
Freshness
| Source | Generated | Modified | Age | Stale |
|---|---|---|---|---|
| Paper Controller | 11:45:08 AM ET | 11:45:08 AM ET | 1s | no |
| Paper Dashboard | 11:45:06 AM ET | 11:45:06 AM ET | 2s | no |
| Paper Dashboard State | — | 11:45:06 AM ET | 2s | no |
| Post Trade Summary | 11:44:09 AM ET | 11:44:09 AM ET | 1m00s | no |
Compact Stack Digest JSON
{
"confidence": 0.63,
"error": null,
"error_summary": null,
"execution_drag_summary": {
"dominant": true,
"edge_after_execution": "edge_retained",
"execution_cost": 3388.91,
"execution_cost_ratio": 0.9546,
"gross_edge_bps": 44.36,
"gross_pnl": 3550.06,
"gross_to_net_efficiency": 0.0454,
"net_edge_bps": 8.03,
"net_pnl": 161.15,
"reason": "gross edge 44.36 bps versus net edge 8.03 bps on $185,685 turnover",
"severity": "low",
"severity_score": 36,
"status_label": "edge_heavily_degraded",
"title": "Execution Costs Are Consuming Most Edge",
"total_friction_bps": 36.33,
"total_friction_usd": 674.59,
"turnover_usd": 185684.61
},
"generated_at": "2026-05-29T15:45:37.013184+00:00",
"investigation_targets": [
"Inspect gross/net cost aggregation in paper_dashboard and the slippage/fill-cost path in post_trade_checks.",
"Inspect execution quote fallback and stale-quote paths for stack-wide drag.",
"Inspect late-bar source timing, bar finalization, and decision snapshot timing for stale decisions.",
"Inspect execution quote freshness and sidecar snapshot age around order timestamps.",
"Inspect 24h pnl basis in paper_dashboard versus recent closed-trade rollups and unrealized pnl.",
"Inspect exit-side slippage first; exits are the main slippage driver in current validator samples."
],
"is_getting_better": false,
"llm_failure_reason": null,
"llm_status": "ok",
"llm_validation_errors": [],
"model": "Qwen3.6-35B-A3B-UD-IQ3_XXS",
"next_actions": [
"Inspect spread-driven exit slippage at the execution layer: verify bid/ask spread timing, partial-fill behavior, and stop-loss execution paths for BOT3, BOT4...",
"Audit the 100% late-bar rate: trace bar finalization timestamps, decision snapshot capture, and quote staleness paths that push late-bar to 1.0.",
"Resolve the active window/basis mismatch: identify which bot and instrument are affected, and validate that execution windows align with bar intervals.",
"Investigate PnL-vs-validator disconnect for BOT3, BOT5, BOT7: cross-check realized PnL attribution against validator/execution logs to confirm whether PnL is...",
"Review BOT3 infra limitations: determine whether infra bottleneck is quote fallback, stale-decision paths, or missing validator hooks.",
"Increase direct attribution coverage: 358/572 trades lack direct attribution; improve fill-vs-live and impact-component logging to close the spread-vs-latenc..."
],
"overall_status": "critical",
"overall_trend": "worsening",
"pnl_breakdown_summary": {
"aggregated_trade_count": 187,
"available": true,
"baseline_exclusion_detected": false,
"basis_notes": [
"Gross / cost / net uses the stack closed-trade ledger basis.",
"Total pnl uses stack closed-trade net plus live unrealized.",
"24h pnl uses the rolling 24h window, not the capped recent trade tables.",
"Validator current-era totals are unavailable."
],
"displayed_trade_count": 20,
"fill_based_gross_pnl": -1732.71,
"fill_based_gross_pnl_label": "Fill-based realized gross pnl",
"gross_pnl": 224.28,
"gross_pnl_label": "Reference/trigger gross pnl",
"implied_cost": 1957.07,
"net_pnl": -1661.47,
"pnl_24h": -340.27,
"pnl_basis_label": "stack baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--warn",
"pnl_reconciliation_label": "different basis",
"pnl_reconciliation_reason": "24h pnl uses the full rolling window, while the visible recent trade tables only show 20 rows against 187 aggregated 24h closes.",
"pnl_reconciliation_status": "mixed_basis",
"pnl_window_label": "sum of bot closed-trade net plus live unrealized since each bot baseline",
"recent_closed_pnl_24h": -10.41,
"recent_table_basis_label": "recent 24h closed-trade tables (10 rows per bot cap)",
"reference_gross_pnl": 224.28,
"reset_boundary_detected": false,
"return_pct": -0.1661562216703027,
"return_pct_display": "-0.17%",
"return_pct_reason": null,
"total_pnl": -1661.47,
"truncation_detected": true,
"unrealized_pnl": 0.0,
"validator_basis_label": "validator subset unavailable",
"validator_current_era_net_pnl": null,
"validator_trade_count": 0
},
"promotion_alignment_summary": {
"counts": {
"unknown": 9
},
"reason": "promotion alignment is unknown for most bots",
"status": "unknown"
},
"slippage_source_diagnostics": {
"affected_bots": [
"BOT3",
"BOT4",
"BOT5",
"BOT6",
"BOT7",
"BOT9"
],
"attribution_limitations": [
"decision/reference mid is not stored in current validator artifacts",
"live quote snapshot at execution is not stored, so fill-vs-live divergence is not directly measured",
"bid/ask spread snapshot is missing, so spread crossing is estimated conservatively",
"quote-age metadata is missing, so latency uses only entry bar-state and execution-path fallback proxies",
"entry/bar-state late-bar context is missing, so entry timing attribution is incomplete"
],
"attribution_mode": "direct",
"attribution_mode_label": "direct",
"available": true,
"baseline_excluded_count": 205,
"confidence": "high",
"confidence_label": "high",
"coverage_missing_reason": null,
"direct_attribution_coverage_count": 358,
"direct_attribution_coverage_text": "358 / 572 trades",
"entry_attribution_mode": "direct",
"entry_attribution_mode_label": "direct",
"entry_impact_component_bps": null,
"entry_latency_component_bps": null,
"entry_latency_context": "Entries are bar/decision driven. Late bars primarily affect entry-side stale decisioning; quote-age and fallback are secondary execution proxies.",
"entry_primary_driver": "spread",
"entry_primary_label": "spread",
"entry_reason": "entry slippage looks mostly spread-driven; fill drag stays close to the spread proxy.",
"entry_residual_component_bps": null,
"entry_spread_component_bps": 6.52,
"exit_attribution_mode": "direct",
"exit_attribution_mode_label": "direct",
"exit_impact_component_bps": null,
"exit_latency_component_bps": 2.34,
"exit_latency_context": "Exits are evaluated separately for websocket-driven stop execution. Late bars are not treated as direct exit-path timing evidence; exit timing leans on trigger/live/fill, quote-age, fallback, and trigger/submit/ack/fill timing when available.",
"exit_primary_driver": "spread",
"exit_primary_label": "spread",
"exit_reason": "exit slippage looks mostly spread-driven; fill drag stays close to the spread proxy.",
"exit_residual_component_bps": null,
"exit_spread_component_bps": 52.33,
"exit_trigger_timing_coverage_count": 572,
"exit_trigger_timing_coverage_text": "572 exit replays with trigger timing",
"has_bar_lag": true,
"has_bid_ask": true,
"has_decision_mid": true,
"has_fill_px": true,
"has_live_mid": true,
"has_quote_age": true,
"has_trigger_px_for_exit": true,
"impact_component_bps": null,
"impact_component_label": "impact",
"latency_component_bps": 89.0,
"net_primary_driver": "spread",
"net_primary_label": "spread",
"primary_label": "spread",
"proxy_attribution_coverage_count": 572,
"proxy_attribution_coverage_text": "572 / 572 trades",
"reason": "Primary slippage driver looks spread-driven across the stack; spread explains more drag than entry bar-state timing and exit execution-path timing proxies.",
"residual_component_bps": null,
"slippage_source_primary": "spread",
"spread_component_bps": 182.8,
"unattributed_component_bps": null
},
"strongest_symbols": [
{
"reason": "rank #1 by execution-adjusted signal at +34.46 (raw +34.46, drag proxy 0%) across 1 bots and 7 recent trades",
"symbol": "NVDA"
},
{
"reason": "rank #2 by execution-adjusted signal at +27.95 (raw +27.95, drag proxy 0%) across 1 bots and 10 recent trades",
"symbol": "MSFT"
},
{
"reason": "rank #3 by execution-adjusted signal at +6.67 (raw +6.67, drag proxy 0%) across 1 bots and 7 recent trades",
"symbol": "MU"
}
],
"summary": "The system is currently critical. The trend is worsening. 0 bots are improving, 5 are flat, 1 are worsening, and 3 are still building evidence. Promotion alignment is unknown. Validator maturity is mixed. The dominant diagnosis is window mismatch. Execution drag is low at 95%. Exit quality is exits giving back profits. Window mismatches flagged=1. Active anomalies: new=1, persistent=16.",
"top_anomalies": [
{
"affected_bots": [
"BOT3",
"BOT5",
"BOT7"
],
"affected_symbols": [],
"count": 3,
"family": "cross_metric_consistency",
"lifecycle": "persistent",
"reason": "BOT3 shows 24h pnl +6.68 while validator/execution metrics remain stressed.",
"severity": "medium",
"severity_score": 86,
"title": "Positive PnL But Red Validator"
},
{
"affected_bots": [
"BOT3"
],
"affected_symbols": [],
"count": 1,
"family": "promotion_alignment_family",
"lifecycle": "new",
"reason": "BOT3 has enough evidence to judge, and its cross-metric trend is worsening.",
"severity": "medium",
"severity_score": 86,
"title": "Promotion / Trend Deterioration"
},
{
"affected_bots": [],
"affected_symbols": [],
"count": 2,
"family": "infra_timing_family",
"lifecycle": "persistent",
"reason": "weighted late-bar rate is 100.00% across validator-attributed trades",
"severity": "high",
"severity_score": 70,
"title": "Infra Timing Problems"
},
{
"affected_bots": [
"BOT5",
"BOT9"
],
"affected_symbols": [],
"count": 2,
"family": "execution_edge_family",
"lifecycle": "persistent",
"reason": "gross=229.07, net=-24.45, execution cost=253.52, ratio=110.67%",
"severity": "medium",
"severity_score": 48,
"title": "Execution Edge Decay"
},
{
"affected_bots": [],
"affected_symbols": [],
"count": 1,
"family": "exit_quality_family",
"lifecycle": "persistent",
"reason": "stack entry slippage proxy is 5.76 bps while exit slippage proxy is 35.62 bps",
"severity": "medium",
"severity_score": 48,
"title": "Exit Quality Issues"
}
],
"top_concerns": [
"1 window/basis mismatches are active and can distort apparent performance",
"Exit-side slippage is the primary slippage driver across current validator samples",
"Exit efficiency is low; exits are giving back too much favorable excursion",
"Late-bar rate is materially high at 100%",
"1 window/basis mismatches are active"
],
"trade_quality_summary": {
"affected_bots": [
"BOT3",
"BOT4",
"BOT5",
"BOT6",
"BOT7",
"BOT9"
],
"available": true,
"class": "llm-badge llm-badge--down",
"exit_efficiency": 0.3228,
"exit_efficiency_pct": "32%",
"label": "exits giving back profits",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": 0.26,
"median_mfe_pct": 0.13,
"profit_giveback_pct": 67.7,
"reason": "Median exits are only retaining about 32% of favorable excursion.",
"samples": 1422,
"status": "exits_giving_back_profits"
},
"validator_maturity_summary": {
"badge": "mixed",
"confidence": 0.65,
"evidence_strength": "medium",
"reason": "5/9 bots have stable validator evidence; still building: BOT1, BOT2, BOT3, BOT4",
"status": "mixed"
},
"weakest_bots": [
{
"bot": "BOT1",
"classification": "too_early",
"execution_cost_ratio": 0.0,
"exit_efficiency": null,
"llm_status": "fallback_used",
"main_issue": "validator evidence is still too small to judge direction reliably",
"primary_slippage_driver": "unknown",
"promotion_alignment": "unknown",
"trend": "too_early"
},
{
"bot": "BOT2",
"classification": "too_early",
"execution_cost_ratio": 0.0,
"exit_efficiency": null,
"llm_status": "fallback_used",
"main_issue": "validator evidence is still too small to judge direction reliably",
"primary_slippage_driver": "unknown",
"promotion_alignment": "unknown",
"trend": "too_early"
},
{
"bot": "BOT3",
"classification": "infra_limited",
"execution_cost_ratio": 0.6831,
"exit_efficiency": 0.5489005637006917,
"llm_status": "fallback_used",
"main_issue": "late-bar 100%, quote p95 2966ms, fallback 0%",
"primary_slippage_driver": "latency",
"promotion_alignment": "unknown",
"trend": "worsening"
},
{
"bot": "BOT4",
"classification": "strategy_ok_execution_bad",
"execution_cost_ratio": 0.6866,
"exit_efficiency": 0.6876817615289145,
"llm_status": "fallback_used",
"main_issue": "gross edge is present, but execution costs and slippage are erasing it",
"primary_slippage_driver": "spread",
"promotion_alignment": "unknown",
"trend": "flat"
},
{
"bot": "BOT5",
"classification": "infra_limited",
"execution_cost_ratio": 1.1067,
"exit_efficiency": 0.5451445717403178,
"llm_status": "fallback_used",
"main_issue": "late-bar 100%, quote p95 2252ms, fallback 0%",
"primary_slippage_driver": "latency",
"promotion_alignment": "unknown",
"trend": "flat"
}
],
"why": [
"System status is critical and worsening: 1 bot worsening, 5 flat, 3 still building evidence out of 9 total bots.",
"Exit slippage dominates (35.62 bps exit vs 5.76 bps entry) with spread as the primary driver across the stack (182.8 bps spread component vs 89.0 bps latency...",
"Median exits retain only 32.28% of favorable excursion, giving back 67.7% of profits; net exit efficiency is critically low.",
"Late-bar rate is 100%, exceeding the fail threshold; late bars affect entry-side stale decisioning and quote freshness (p95 quote-age proxy 2850.6 ms).",
"One window/basis mismatch is active and can distort apparent performance metrics across bots."
]
}
Compact Anomaly Digest JSON
{
"generated_at": "2026-05-29T15:45:37.013184+00:00",
"items": [
{
"affected_bots": [
"BOT3",
"BOT5",
"BOT7"
],
"affected_symbols": [],
"count": 3,
"family": "cross_metric_consistency",
"lifecycle": "persistent",
"reason": "BOT3 shows 24h pnl +6.68 while validator/execution metrics remain stressed.",
"severity": "medium",
"severity_score": 86,
"title": "Positive PnL But Red Validator"
},
{
"affected_bots": [
"BOT3"
],
"affected_symbols": [],
"count": 1,
"family": "promotion_alignment_family",
"lifecycle": "new",
"reason": "BOT3 has enough evidence to judge, and its cross-metric trend is worsening.",
"severity": "medium",
"severity_score": 86,
"title": "Promotion / Trend Deterioration"
},
{
"affected_bots": [],
"affected_symbols": [],
"count": 2,
"family": "infra_timing_family",
"lifecycle": "persistent",
"reason": "weighted late-bar rate is 100.00% across validator-attributed trades",
"severity": "high",
"severity_score": 70,
"title": "Infra Timing Problems"
},
{
"affected_bots": [
"BOT5",
"BOT9"
],
"affected_symbols": [],
"count": 2,
"family": "execution_edge_family",
"lifecycle": "persistent",
"reason": "gross=229.07, net=-24.45, execution cost=253.52, ratio=110.67%",
"severity": "medium",
"severity_score": 48,
"title": "Execution Edge Decay"
},
{
"affected_bots": [],
"affected_symbols": [],
"count": 1,
"family": "exit_quality_family",
"lifecycle": "persistent",
"reason": "stack entry slippage proxy is 5.76 bps while exit slippage proxy is 35.62 bps",
"severity": "medium",
"severity_score": 48,
"title": "Exit Quality Issues"
},
{
"affected_bots": [],
"affected_symbols": [],
"count": 1,
"family": "window_basis_family",
"lifecycle": "persistent",
"reason": "completed_trades_24h=93 but only 44 recent closed trades are exposed in bot lists",
"severity": "medium",
"severity_score": 42,
"title": "Window / Basis Mismatches"
}
],
"summary": {
"cleared": 0,
"new": 1,
"persistent": 16
}
}
Full Raw Diagnostics JSON
{
"_live_backfill_used": true,
"anomalies": [
{
"bots": [
"BOT3"
],
"confidence": null,
"details": "BOT3 has enough evidence to judge, and its cross-metric trend is worsening.",
"first_seen": "2026-03-12T17:45:41.291447+00:00",
"id": "bot:BOT3:mature_worsening",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "new",
"reason": "BOT3 has enough evidence to judge, and its cross-metric trend is worsening.",
"severity": "medium",
"severity_score": 86,
"status": "warning",
"symbols": [],
"title": "BOT3 Mature But Worsening",
"type": "trend_deterioration"
},
{
"bots": [
"BOT3"
],
"confidence": null,
"details": "BOT3 shows 24h pnl +6.68 while validator/execution metrics remain stressed.",
"first_seen": "2026-03-12T16:40:31.283444+00:00",
"id": "bot:BOT3:positive_pnl_with_red_validator",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"reason": "BOT3 shows 24h pnl +6.68 while validator/execution metrics remain stressed.",
"severity": "medium",
"severity_score": 86,
"status": "warning",
"symbols": [],
"title": "BOT3 Positive PnL But Red Validator",
"type": "cross_metric_consistency"
},
{
"bots": [
"BOT5"
],
"confidence": null,
"details": "BOT5 shows 24h pnl +34.46 while validator/execution metrics remain stressed.",
"first_seen": "2026-03-12T16:40:31.283444+00:00",
"id": "bot:BOT5:positive_pnl_with_red_validator",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"reason": "BOT5 shows 24h pnl +34.46 while validator/execution metrics remain stressed.",
"severity": "medium",
"severity_score": 81,
"status": "warning",
"symbols": [],
"title": "BOT5 Positive PnL But Red Validator",
"type": "cross_metric_consistency"
},
{
"bots": [
"BOT7"
],
"confidence": null,
"details": "BOT7 shows 24h pnl +30.16 while validator/execution metrics remain stressed.",
"first_seen": "2026-03-12T17:45:41.291447+00:00",
"id": "bot:BOT7:positive_pnl_with_red_validator",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"reason": "BOT7 shows 24h pnl +30.16 while validator/execution metrics remain stressed.",
"severity": "medium",
"severity_score": 78,
"status": "warning",
"symbols": [],
"title": "BOT7 Positive PnL But Red Validator",
"type": "cross_metric_consistency"
},
{
"bots": [],
"confidence": 0.9,
"details": "weighted late-bar rate is 100.00% across validator-attributed trades",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "stack:late_bar_rate",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"reason": "weighted late-bar rate is 100.00% across validator-attributed trades",
"severity": "high",
"severity_score": 70,
"status": "warning",
"symbols": [],
"title": "Late Bars Are Material At The Stack Level",
"type": "infra_late_bar"
},
{
"bots": [
"BOT5"
],
"confidence": 0.95,
"details": "gross=229.07, net=-24.45, execution cost=253.52, ratio=110.67%",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "bot:BOT5:execution_edge_decay",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"reason": "gross=229.07, net=-24.45, execution cost=253.52, ratio=110.67%",
"severity": "medium",
"severity_score": 48,
"status": "warning",
"symbols": [],
"title": "BOT5 Execution Costs Exceed Gross Edge",
"type": "execution_edge_decay"
},
{
"bots": [
"BOT9"
],
"confidence": 0.95,
"details": "gross=926.26, net=-98.50, execution cost=1024.76, ratio=110.63%",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "bot:BOT9:execution_edge_decay",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"reason": "gross=926.26, net=-98.50, execution cost=1024.76, ratio=110.63%",
"severity": "medium",
"severity_score": 48,
"status": "warning",
"symbols": [],
"title": "BOT9 Execution Costs Exceed Gross Edge",
"type": "execution_edge_decay"
},
{
"bots": [],
"confidence": 0.9,
"details": "stack entry slippage proxy is 5.76 bps while exit slippage proxy is 35.62 bps",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "stack:exit_slippage_dominant",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"reason": "stack entry slippage proxy is 5.76 bps while exit slippage proxy is 35.62 bps",
"severity": "medium",
"severity_score": 48,
"status": "warning",
"symbols": [],
"title": "Exit Slippage Is The Primary Slippage Driver",
"type": "exit_slippage_dominant"
},
{
"bots": [],
"confidence": 0.9,
"details": "completed_trades_24h=93 but only 44 recent closed trades are exposed in bot lists",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "stack:truncated_recent_list",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"reason": "completed_trades_24h=93 but only 44 recent closed trades are exposed in bot lists",
"severity": "medium",
"severity_score": 42,
"status": "warning",
"symbols": [],
"title": "Recent Closed-Trade Lists Look Truncated",
"type": "truncated_recent_list"
},
{
"bots": [],
"confidence": 0.85,
"details": "stack p95 execution quote age proxy is 2851ms",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "stack:execution_quote_age",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"reason": "stack p95 execution quote age proxy is 2851ms",
"severity": "medium",
"severity_score": 40,
"status": "warning",
"symbols": [],
"title": "Execution Quote Age Looks Stale",
"type": "infra_quote_age"
}
],
"anomaly_checks": [
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "all required source files exist and are within configured freshness windows",
"id": "sources:freshness",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Source Freshness",
"type": "source_freshness"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "source timestamps are within 59s",
"id": "sources:timestamp_spread",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Source Timestamp Spread",
"type": "timestamp_mismatch"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "gross=3550.06, total=161.15, net=161.15",
"id": "stack:pnl_order",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Stack PnL Order",
"type": "metric_reconciliation"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "net pnl matches gross - implied cost within tolerance (161.15 vs 161.15)",
"id": "stack:cost_reconciliation",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Stack Cost Reconciliation",
"type": "metric_reconciliation"
},
{
"affected_fields": [
"gross_pnl",
"net_pnl",
"implied_cost"
],
"bots": [],
"confidence": 0.95,
"details": "execution cost=3388.91, ratio=95.46%, gross-to-net efficiency=4.54%",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "stack:execution_edge_decay",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"severity": "low",
"severity_score": 36,
"status": "warning",
"suspected_cause": "execution drag is large relative to gross edge",
"symbols": [],
"title": "Execution Costs Are Consuming Most Edge",
"type": "execution_edge_decay"
},
{
"affected_fields": [],
"bots": [
"BOT1",
"BOT2",
"BOT3",
"BOT4",
"BOT5",
"BOT6",
"BOT7",
"BOT8",
"BOT9"
],
"confidence": null,
"details": "sum(bot total pnl) matches stack total (161.14)",
"id": "stack:bot_total_rollup",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Bot Total Rollup",
"type": "bot_aggregation"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "sum(bot gross pnl) matches stack gross (3550.06)",
"id": "stack:bot_gross_rollup",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Bot Gross Rollup",
"type": "bot_aggregation"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "sum(bot net pnl) matches stack net (161.14)",
"id": "stack:bot_net_rollup",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Bot Net Rollup",
"type": "bot_aggregation"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "different timeframe bases by design: recent closed + full open=46.38, stack 24h + windowed unrealized=14.43, delta=-31.95",
"first_seen": "2026-04-01T01:03:41.412367+00:00",
"id": "stack:window_basis_context",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"severity": "info",
"severity_score": 0,
"status": "info",
"suspected_cause": "recent closed tables and stack 24h metrics use different windows/bases and are not strict reconciliation pairs",
"symbols": [
"AMD",
"COIN",
"META",
"MSFT",
"MU",
"NVDA"
],
"title": "Window/Basis Context",
"type": "window_basis_context"
},
{
"affected_fields": [
"pnl_24h",
"unrealized_pnl",
"recent_closed_trades"
],
"bots": [],
"confidence": 0.95,
"details": "recent closed + open=46.38, stack 24h + windowed unrealized=14.43, delta=-31.95",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "stack:recent_window_vs_24h_window",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"severity": "info",
"severity_score": 0,
"status": "info",
"suspected_cause": "not a direct mismatch; compared surfaces use different time windows and unrealized aggregation bases",
"symbols": [
"AMD",
"COIN",
"META",
"MSFT",
"MU",
"NVDA"
],
"title": "Recent Window And 24h Window Use Different Bases",
"type": "window_basis_context"
},
{
"affected_fields": [
"completed_trades_24h",
"recent_closed_trades"
],
"bots": [],
"confidence": 0.9,
"details": "completed_trades_24h=93 but only 44 recent closed trades are exposed in bot lists",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "stack:truncated_recent_list",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"severity": "medium",
"severity_score": 42,
"status": "warning",
"suspected_cause": "the UI-facing recent trade lists are likely capped below the full 24h aggregation window",
"symbols": [],
"title": "Recent Closed-Trade Lists Look Truncated",
"type": "truncated_recent_list"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "symbol rollups reconcile to bot-level recent/open signal (46.38)",
"id": "symbols:rollup_signal",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [
"AMD",
"COIN",
"META",
"MSFT",
"MU",
"NVDA"
],
"title": "Symbol Rollup Reconciliation",
"type": "symbol_aggregation"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "stack total trades matches bot trade counts (777)",
"id": "stack:trade_count_rollup",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Trade Count Rollup",
"type": "trade_aggregation"
},
{
"affected_fields": [
"gross_pnl",
"net_pnl",
"implied_cost"
],
"bots": [
"BOT3"
],
"confidence": 0.95,
"details": "gross=264.10, net=83.70, execution cost=180.40, ratio=68.31%",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "bot:BOT3:execution_edge_decay",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"severity": "low",
"severity_score": 36,
"status": "warning",
"suspected_cause": "execution drag is large relative to this bot's gross edge",
"symbols": [],
"title": "BOT3 Execution Costs Are Consuming Most Edge",
"type": "execution_edge_decay"
},
{
"affected_fields": [
"gross_pnl",
"net_pnl",
"implied_cost"
],
"bots": [
"BOT4"
],
"confidence": 0.95,
"details": "gross=96.49, net=30.24, execution cost=66.25, ratio=68.66%",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "bot:BOT4:execution_edge_decay",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"severity": "low",
"severity_score": 36,
"status": "warning",
"suspected_cause": "execution drag is large relative to this bot's gross edge",
"symbols": [],
"title": "BOT4 Execution Costs Are Consuming Most Edge",
"type": "execution_edge_decay"
},
{
"affected_fields": [
"gross_pnl",
"net_pnl",
"implied_cost"
],
"bots": [
"BOT5"
],
"confidence": 0.95,
"details": "gross=229.07, net=-24.45, execution cost=253.52, ratio=110.67%",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "bot:BOT5:execution_edge_decay",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"severity": "medium",
"severity_score": 48,
"status": "warning",
"suspected_cause": "fees or slippage appear to be exceeding this bot's gross edge",
"symbols": [],
"title": "BOT5 Execution Costs Exceed Gross Edge",
"type": "execution_edge_decay"
},
{
"affected_fields": [
"gross_pnl",
"net_pnl",
"implied_cost"
],
"bots": [
"BOT6"
],
"confidence": 0.95,
"details": "gross=1634.33, net=132.23, execution cost=1502.10, ratio=91.91%",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "bot:BOT6:execution_edge_decay",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"severity": "low",
"severity_score": 36,
"status": "warning",
"suspected_cause": "execution drag is large relative to this bot's gross edge",
"symbols": [],
"title": "BOT6 Execution Costs Are Consuming Most Edge",
"type": "execution_edge_decay"
},
{
"affected_fields": [
"gross_pnl",
"net_pnl",
"implied_cost"
],
"bots": [
"BOT7"
],
"confidence": 0.95,
"details": "gross=399.81, net=37.92, execution cost=361.89, ratio=90.52%",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "bot:BOT7:execution_edge_decay",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"severity": "low",
"severity_score": 36,
"status": "warning",
"suspected_cause": "execution drag is large relative to this bot's gross edge",
"symbols": [],
"title": "BOT7 Execution Costs Are Consuming Most Edge",
"type": "execution_edge_decay"
},
{
"affected_fields": [
"gross_pnl",
"net_pnl",
"implied_cost"
],
"bots": [
"BOT9"
],
"confidence": 0.95,
"details": "gross=926.26, net=-98.50, execution cost=1024.76, ratio=110.63%",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "bot:BOT9:execution_edge_decay",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"severity": "medium",
"severity_score": 48,
"status": "warning",
"suspected_cause": "fees or slippage appear to be exceeding this bot's gross edge",
"symbols": [],
"title": "BOT9 Execution Costs Exceed Gross Edge",
"type": "execution_edge_decay"
},
{
"affected_fields": [
"entry_slippage_bps",
"exit_slippage_bps",
"net_slippage_bps"
],
"bots": [],
"confidence": 0.9,
"details": "stack entry slippage proxy is 5.76 bps while exit slippage proxy is 35.62 bps",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "stack:exit_slippage_dominant",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"severity": "medium",
"severity_score": 48,
"status": "warning",
"suspected_cause": "exits are crossing more spread or reacting later than entries",
"symbols": [],
"title": "Exit Slippage Is The Primary Slippage Driver",
"type": "exit_slippage_dominant"
},
{
"affected_fields": [
"late_bar_rate"
],
"bots": [],
"confidence": 0.9,
"details": "weighted late-bar rate is 100.00% across validator-attributed trades",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "stack:late_bar_rate",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"severity": "high",
"severity_score": 70,
"status": "warning",
"suspected_cause": "bar finalization or decision timing is lagging enough to impair execution quality",
"symbols": [],
"title": "Late Bars Are Material At The Stack Level",
"type": "infra_late_bar"
},
{
"affected_fields": [
"execution_quote_p95_age_ms",
"execution_quote_median_age_ms"
],
"bots": [],
"confidence": 0.85,
"details": "stack p95 execution quote age proxy is 2851ms",
"first_seen": "2026-03-12T18:50:25.201564+00:00",
"id": "stack:execution_quote_age",
"last_seen": "2026-05-29T15:45:15.009578+00:00",
"lifecycle": "persistent",
"severity": "medium",
"severity_score": 40,
"status": "warning",
"suspected_cause": "quotes used for audit or decision attribution are materially stale",
"symbols": [],
"title": "Execution Quote Age Looks Stale",
"type": "infra_quote_age"
}
],
"anomaly_summary": {
"cleared": 0,
"new": 1,
"persistent": 16
},
"bot_digests": [
{
"bot": "BOT1",
"bot_specific_anomalies": [],
"classification": {
"class": "llm-badge llm-badge--early",
"label": "too early",
"reason": "validator evidence is still too small to judge direction reliably",
"value": "too_early"
},
"execution_drag": {
"available": true,
"edge_after_execution_bps": null,
"execution_cost": 0.0,
"execution_cost_ratio": 0.0,
"execution_cost_ratio_pct": "0%",
"gross_edge_bps": null,
"gross_pnl": 0.0,
"gross_to_net_efficiency": 0.0,
"gross_to_net_efficiency_pct": "0%",
"net_pnl": 0.0,
"reason": "Gross edge is weak before execution costs are applied.",
"scope_label": "Baseline-window PnL basis (closed-trade net plus live unrealized).",
"severity": "info",
"severity_class": "llm-badge llm-badge--flat",
"severity_label": "info",
"status_label": "healthy",
"total_pnl": 0.0,
"turnover_usd": null
},
"generated_at": "2026-05-29T15:45:15.015897+00:00",
"infra_breakdown": {
"age_samples": 0,
"attribution_coverage": null,
"attribution_coverage_text": "\u2014",
"available": false,
"fallback_rate": null,
"fallback_rate_text": "\u2014",
"late_bar_rate": null,
"late_bar_rate_text": "\u2014",
"median_quote_age_ms": null,
"median_quote_age_text": "\u2014",
"p95_quote_age_ms": null,
"p95_quote_age_text": "\u2014",
"quote_missing_rate": null,
"quote_missing_rate_text": "\u2014",
"reason": "Infra timing looks acceptable relative to current validator samples.",
"scope_label": "Since baseline replay scope (closed-trade matched entry 0 | exit 0).",
"top_fallback_symbols": []
},
"investigation_targets": [
"Wait for more validator evidence before judging this bot: validator evidence is still too small to judge direction reliably.",
"Inspect reset boundary and window/basis accounting; validator metrics exclude older pre-cutoff trades."
],
"llm_failure_reason": "LLM prompt payload exceeded budget (3505 > 2800)",
"llm_status": "fallback_used",
"main_issue": {
"class": "llm-badge llm-badge--early",
"label": "too early",
"reason": "validator evidence is still too small to judge direction reliably"
},
"model": "Qwen3.6-35B-A3B-UD-IQ3_XXS",
"pnl_breakdown": {
"aggregated_trade_count": 0,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": true,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:24 PM ET."
],
"displayed_trade_count": 0,
"gross_pnl": 0.0,
"implied_cost": 0.0,
"net_pnl": 0.0,
"pnl_24h": 0.0,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--warn",
"pnl_reconciliation_label": "different basis",
"pnl_reconciliation_reason": "Displayed pnl reconciles internally, but validator current-era excludes 169 older baseline-era trades before the cutoff.",
"pnl_reconciliation_status": "mixed_basis",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": 0.0,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": true,
"return_pct": 0.0,
"return_pct_display": "0.00%",
"return_pct_reason": null,
"total_pnl": 0.0,
"truncation_detected": false,
"unrealized_pnl": 0.0,
"validator_basis_label": "current-era validator subset since 10:28:24 PM ET",
"validator_current_era_cost": null,
"validator_current_era_gross_pnl": null,
"validator_current_era_net_pnl": null,
"validator_trade_count": 0
},
"promotion_alignment": {
"class": "llm-badge llm-badge--flat",
"label": "unknown",
"reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"value": "unknown"
},
"slippage_breakdown": {
"available": false,
"confidence_text": "Low (0/20)",
"driver_label": "entry slippage bps",
"driver_metric": "entry_slippage_bps",
"entry_dominant": false,
"entry_slippage_bps": null,
"exit_dominant": false,
"exit_slippage_bps": null,
"net_slippage_bps": null,
"quote_age_context": "quote-age context unavailable",
"reason": "Slippage breakdown is not available yet.",
"sample_count": 0,
"sample_window_text": "\u2014",
"scope_label": "Since baseline replay scope (0 exit replays), mapped to validator slippage checks.",
"validator_sample_count": 0
},
"slippage_source_diagnosis": {
"attribution_limitations": [
"decision/reference mid is not stored in current validator artifacts",
"live quote snapshot at execution is not stored, so fill-vs-live divergence is not directly measured",
"bid/ask spread snapshot is missing, so spread crossing is estimated conservatively",
"quote-age metadata is missing, so latency uses only entry bar-state and execution-path fallback proxies",
"entry/bar-state late-bar context is missing, so entry timing attribution is incomplete"
],
"attribution_mode": "unknown",
"attribution_mode_label": "unknown",
"available": false,
"baseline_excluded_count": 169,
"confidence": "low",
"confidence_label": "low",
"coverage_missing_reason": "unavailable: older trades were recorded before direct decision/live/fill quote linkage was persisted upstream",
"current_era_direct_coverage_count": 0,
"current_era_direct_coverage_text": "0 / 0 current-era trades",
"decision_mid_vs_live_mid_bps": null,
"decision_vs_live_mid_bps": null,
"decision_vs_live_mid_reason": "unavailable: decision/reference mid is not stored",
"direct_attribution_coverage_count": 0,
"direct_attribution_coverage_text": "0 / 0 trades",
"entry_attribution_mode": "proxy",
"entry_attribution_mode_label": "proxy",
"entry_current_era_count": 0,
"entry_direct_coverage_count": 0,
"entry_direct_coverage_text": "0 / 0 entry trades",
"entry_direct_unavailable_reason": null,
"entry_fallback_rate": null,
"entry_fill_vs_live_mid_bps": null,
"entry_fill_vs_live_mid_reason": "unavailable: entry live/fill linkage is not stored in current validator artifacts",
"entry_latency_context": "Entries are bar/decision driven. Late bars primarily affect entry-side stale decisioning.",
"entry_primary_driver": "unknown",
"entry_primary_label": "unknown",
"entry_quote_age_ms": null,
"entry_quote_age_proxy_ms": null,
"entry_quote_age_reason": "unavailable: no entry-side quote age data in current validator artifacts",
"entry_quote_source": null,
"entry_reason": "No entry slippage attribution is available yet.",
"exit_ack_to_fill_ms": null,
"exit_attribution_mode": "proxy",
"exit_attribution_mode_label": "proxy",
"exit_current_era_count": 0,
"exit_direct_coverage_count": 0,
"exit_direct_coverage_text": "0 / 0 exit trades",
"exit_direct_unavailable_reason": null,
"exit_fallback_rate": null,
"exit_fill_vs_live_mid_bps": null,
"exit_fill_vs_live_mid_reason": "unavailable: exit live/fill linkage is not stored in current validator artifacts",
"exit_latency_context": "Exit-side slippage is evaluated separately for websocket-driven stop execution.",
"exit_primary_driver": "unknown",
"exit_primary_label": "unknown",
"exit_quote_age_ms": null,
"exit_quote_age_proxy_ms": null,
"exit_quote_age_reason": "unavailable: no exit-side quote age data in current validator artifacts",
"exit_quote_source": null,
"exit_reason": "No exit slippage attribution is available yet.",
"exit_submit_to_ack_ms": null,
"exit_submit_to_fill_ms": null,
"exit_trigger_timing_coverage_count": 0,
"exit_trigger_timing_coverage_text": "0 / 0 exit replays",
"exit_trigger_to_ack_ms": null,
"exit_trigger_to_fill_ms": null,
"exit_trigger_to_submit_ms": null,
"exit_trigger_vs_execution_quote_bps": null,
"exit_websocket_driven": false,
"fill_vs_live_mid_bps": null,
"fill_vs_live_mid_reason": "unavailable: live quote snapshot at execution is not stored",
"has_bar_lag": false,
"has_bid_ask": false,
"has_decision_mid": false,
"has_fill_px": false,
"has_live_mid": false,
"has_quote_age": false,
"has_trigger_px_for_exit": false,
"impact_component_bps": null,
"late_bar_rate": null,
"latency_component_bps": null,
"latest_exit_fallback_used": null,
"legacy_blended_slippage_bps": null,
"live_mid_vs_fill_divergence_bps": null,
"net_primary_driver": "unknown",
"net_primary_label": "unknown",
"older_trades_missing_fields_count": 169,
"older_trades_missing_fields_text": "169 trades",
"order_size_vs_liquidity_ratio": null,
"primary_label": "unknown",
"proxy_attribution_coverage_count": 0,
"proxy_attribution_coverage_text": "0 / 0 trades",
"quote_age_at_execution_ms": null,
"reason": "Slippage-source attribution is unavailable because net slippage samples are not available yet.",
"slippage_source_primary": "unknown",
"spread_bps": null,
"spread_component_bps": null,
"trigger_quote_age_ms": null,
"trigger_reference_gap_bps": null,
"trigger_to_fill_gap_bps": null,
"trigger_vs_live_mid_bps": null,
"trigger_vs_live_mid_reason": "unavailable: exit trigger-to-live quote mapping is not stored",
"true_execution_slippage_bps": null,
"unattributed_component_bps": null
},
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": null,
"available": false,
"exit_efficiency": null,
"exit_efficiency_pct": "\u2014",
"interpretation": "Replay trade-quality evidence is still too limited to judge exits confidently.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": null,
"median_mfe_pct": null,
"not_promotion_safe": false,
"partial_replay_count": 0,
"profit_giveback_pct": null,
"reason": "Replay trade-quality evidence is still too limited to judge exits confidently.",
"samples": 0,
"scope_label": "Since baseline replay scope (closed-trade matched: entry 0 | exit 0)",
"status": "insufficient_data",
"status_class": "llm-badge llm-badge--early",
"status_label": "insufficient data",
"unsupported_realized_path_count": 0
},
"trend": {
"class": "llm-badge llm-badge--early",
"confidence_pct": "28%",
"evidence_strength": "low",
"evidence_strength_class": "llm-badge llm-badge--early",
"label": "too early",
"reason": "validator evidence is still too small to judge direction reliably",
"reset_aware": true,
"sample_size_comment": "reset age 229h16m | validator trades 0 | calibration 0 | slippage 0 | infra 0",
"value": "too_early"
},
"validator_maturity": {
"class": "llm-badge llm-badge--early",
"confidence": 0.2,
"confidence_pct": "20%",
"evidence_strength": "low",
"evidence_strength_class": "llm-badge llm-badge--early",
"evidence_strength_label": "low",
"label": "building",
"reason": "validator evidence is still too small to judge direction reliably",
"status": "building"
}
},
{
"bot": "BOT2",
"bot_specific_anomalies": [],
"classification": {
"class": "llm-badge llm-badge--early",
"label": "too early",
"reason": "validator evidence is still too small to judge direction reliably",
"value": "too_early"
},
"execution_drag": {
"available": true,
"edge_after_execution_bps": null,
"execution_cost": 0.0,
"execution_cost_ratio": 0.0,
"execution_cost_ratio_pct": "0%",
"gross_edge_bps": null,
"gross_pnl": 0.0,
"gross_to_net_efficiency": 0.0,
"gross_to_net_efficiency_pct": "0%",
"net_pnl": 0.0,
"reason": "Gross edge is weak before execution costs are applied.",
"scope_label": "Baseline-window PnL basis (closed-trade net plus live unrealized).",
"severity": "info",
"severity_class": "llm-badge llm-badge--flat",
"severity_label": "info",
"status_label": "healthy",
"total_pnl": 0.0,
"turnover_usd": null
},
"generated_at": "2026-05-29T15:45:15.025729+00:00",
"infra_breakdown": {
"age_samples": 0,
"attribution_coverage": null,
"attribution_coverage_text": "\u2014",
"available": false,
"fallback_rate": null,
"fallback_rate_text": "\u2014",
"late_bar_rate": null,
"late_bar_rate_text": "\u2014",
"median_quote_age_ms": null,
"median_quote_age_text": "\u2014",
"p95_quote_age_ms": null,
"p95_quote_age_text": "\u2014",
"quote_missing_rate": null,
"quote_missing_rate_text": "\u2014",
"reason": "Infra timing looks acceptable relative to current validator samples.",
"scope_label": "Since baseline replay scope (closed-trade matched entry 0 | exit 0).",
"top_fallback_symbols": []
},
"investigation_targets": [
"Wait for more validator evidence before judging this bot: validator evidence is still too small to judge direction reliably."
],
"llm_failure_reason": "LLM prompt payload exceeded budget (3342 > 2800)",
"llm_status": "fallback_used",
"main_issue": {
"class": "llm-badge llm-badge--early",
"label": "too early",
"reason": "validator evidence is still too small to judge direction reliably"
},
"model": "Qwen3.6-35B-A3B-UD-IQ3_XXS",
"pnl_breakdown": {
"aggregated_trade_count": 0,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": false,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:38 PM ET."
],
"displayed_trade_count": 0,
"gross_pnl": 0.0,
"implied_cost": 0.0,
"net_pnl": 0.0,
"pnl_24h": 0.0,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--up",
"pnl_reconciliation_label": "reconciles",
"pnl_reconciliation_reason": "Gross, cost, net, and total pnl reconcile on the displayed basis.",
"pnl_reconciliation_status": "pass",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": 0.0,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": false,
"return_pct": 0.0,
"return_pct_display": "0.00%",
"return_pct_reason": null,
"total_pnl": 0.0,
"truncation_detected": false,
"unrealized_pnl": 0.0,
"validator_basis_label": "current-era validator subset since 10:28:38 PM ET",
"validator_current_era_cost": null,
"validator_current_era_gross_pnl": null,
"validator_current_era_net_pnl": null,
"validator_trade_count": 0
},
"promotion_alignment": {
"class": "llm-badge llm-badge--flat",
"label": "unknown",
"reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"value": "unknown"
},
"slippage_breakdown": {
"available": false,
"confidence_text": "Low (0/20)",
"driver_label": "entry slippage bps",
"driver_metric": "entry_slippage_bps",
"entry_dominant": false,
"entry_slippage_bps": null,
"exit_dominant": false,
"exit_slippage_bps": null,
"net_slippage_bps": null,
"quote_age_context": "quote-age context unavailable",
"reason": "Slippage breakdown is not available yet.",
"sample_count": 0,
"sample_window_text": "\u2014",
"scope_label": "Since baseline replay scope (0 exit replays), mapped to validator slippage checks.",
"validator_sample_count": 0
},
"slippage_source_diagnosis": {
"attribution_limitations": [
"decision/reference mid is not stored in current validator artifacts",
"live quote snapshot at execution is not stored, so fill-vs-live divergence is not directly measured",
"bid/ask spread snapshot is missing, so spread crossing is estimated conservatively",
"quote-age metadata is missing, so latency uses only entry bar-state and execution-path fallback proxies",
"entry/bar-state late-bar context is missing, so entry timing attribution is incomplete"
],
"attribution_mode": "unknown",
"attribution_mode_label": "unknown",
"available": false,
"baseline_excluded_count": 0,
"confidence": "low",
"confidence_label": "low",
"coverage_missing_reason": "unavailable: older trades were recorded before direct decision/live/fill quote linkage was persisted upstream",
"current_era_direct_coverage_count": 0,
"current_era_direct_coverage_text": "0 / 0 current-era trades",
"decision_mid_vs_live_mid_bps": null,
"decision_vs_live_mid_bps": null,
"decision_vs_live_mid_reason": "unavailable: decision/reference mid is not stored",
"direct_attribution_coverage_count": 0,
"direct_attribution_coverage_text": "0 / 0 trades",
"entry_attribution_mode": "proxy",
"entry_attribution_mode_label": "proxy",
"entry_current_era_count": 0,
"entry_direct_coverage_count": 0,
"entry_direct_coverage_text": "0 / 0 entry trades",
"entry_direct_unavailable_reason": null,
"entry_fallback_rate": null,
"entry_fill_vs_live_mid_bps": null,
"entry_fill_vs_live_mid_reason": "unavailable: entry live/fill linkage is not stored in current validator artifacts",
"entry_latency_context": "Entries are bar/decision driven. Late bars primarily affect entry-side stale decisioning.",
"entry_primary_driver": "unknown",
"entry_primary_label": "unknown",
"entry_quote_age_ms": null,
"entry_quote_age_proxy_ms": null,
"entry_quote_age_reason": "unavailable: no entry-side quote age data in current validator artifacts",
"entry_quote_source": null,
"entry_reason": "No entry slippage attribution is available yet.",
"exit_ack_to_fill_ms": null,
"exit_attribution_mode": "proxy",
"exit_attribution_mode_label": "proxy",
"exit_current_era_count": 0,
"exit_direct_coverage_count": 0,
"exit_direct_coverage_text": "0 / 0 exit trades",
"exit_direct_unavailable_reason": null,
"exit_fallback_rate": null,
"exit_fill_vs_live_mid_bps": null,
"exit_fill_vs_live_mid_reason": "unavailable: exit live/fill linkage is not stored in current validator artifacts",
"exit_latency_context": "Exit-side slippage is evaluated separately for websocket-driven stop execution.",
"exit_primary_driver": "unknown",
"exit_primary_label": "unknown",
"exit_quote_age_ms": null,
"exit_quote_age_proxy_ms": null,
"exit_quote_age_reason": "unavailable: no exit-side quote age data in current validator artifacts",
"exit_quote_source": null,
"exit_reason": "No exit slippage attribution is available yet.",
"exit_submit_to_ack_ms": null,
"exit_submit_to_fill_ms": null,
"exit_trigger_timing_coverage_count": 0,
"exit_trigger_timing_coverage_text": "0 / 0 exit replays",
"exit_trigger_to_ack_ms": null,
"exit_trigger_to_fill_ms": null,
"exit_trigger_to_submit_ms": null,
"exit_trigger_vs_execution_quote_bps": null,
"exit_websocket_driven": false,
"fill_vs_live_mid_bps": null,
"fill_vs_live_mid_reason": "unavailable: live quote snapshot at execution is not stored",
"has_bar_lag": false,
"has_bid_ask": false,
"has_decision_mid": false,
"has_fill_px": false,
"has_live_mid": false,
"has_quote_age": false,
"has_trigger_px_for_exit": false,
"impact_component_bps": null,
"late_bar_rate": null,
"latency_component_bps": null,
"latest_exit_fallback_used": null,
"legacy_blended_slippage_bps": null,
"live_mid_vs_fill_divergence_bps": null,
"net_primary_driver": "unknown",
"net_primary_label": "unknown",
"older_trades_missing_fields_count": 0,
"older_trades_missing_fields_text": "0 trades",
"order_size_vs_liquidity_ratio": null,
"primary_label": "unknown",
"proxy_attribution_coverage_count": 0,
"proxy_attribution_coverage_text": "0 / 0 trades",
"quote_age_at_execution_ms": null,
"reason": "Slippage-source attribution is unavailable because net slippage samples are not available yet.",
"slippage_source_primary": "unknown",
"spread_bps": null,
"spread_component_bps": null,
"trigger_quote_age_ms": null,
"trigger_reference_gap_bps": null,
"trigger_to_fill_gap_bps": null,
"trigger_vs_live_mid_bps": null,
"trigger_vs_live_mid_reason": "unavailable: exit trigger-to-live quote mapping is not stored",
"true_execution_slippage_bps": null,
"unattributed_component_bps": null
},
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": null,
"available": false,
"exit_efficiency": null,
"exit_efficiency_pct": "\u2014",
"interpretation": "Replay trade-quality evidence is still too limited to judge exits confidently.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": null,
"median_mfe_pct": null,
"not_promotion_safe": false,
"partial_replay_count": 0,
"profit_giveback_pct": null,
"reason": "Replay trade-quality evidence is still too limited to judge exits confidently.",
"samples": 0,
"scope_label": "Since baseline replay scope (closed-trade matched: entry 0 | exit 0)",
"status": "insufficient_data",
"status_class": "llm-badge llm-badge--early",
"status_label": "insufficient data",
"unsupported_realized_path_count": 0
},
"trend": {
"class": "llm-badge llm-badge--early",
"confidence_pct": "28%",
"evidence_strength": "low",
"evidence_strength_class": "llm-badge llm-badge--early",
"label": "too early",
"reason": "validator evidence is still too small to judge direction reliably",
"reset_aware": true,
"sample_size_comment": "reset age 229h16m | validator trades 0 | calibration 0 | slippage 0 | infra 0",
"value": "too_early"
},
"validator_maturity": {
"class": "llm-badge llm-badge--early",
"confidence": 0.2,
"confidence_pct": "20%",
"evidence_strength": "low",
"evidence_strength_class": "llm-badge llm-badge--early",
"evidence_strength_label": "low",
"label": "building",
"reason": "validator evidence is still too small to judge direction reliably",
"status": "building"
}
},
{
"bot": "BOT3",
"bot_specific_anomalies": [
{
"id": "bot:BOT3:positive_pnl_with_red_validator",
"lifecycle": "persistent",
"reason": "BOT3 shows 24h pnl +6.68 while validator/execution metrics remain stressed.",
"severity": "medium",
"severity_score": 86,
"title": "BOT3 Positive PnL But Red Validator"
},
{
"id": "bot:BOT3:mature_worsening",
"lifecycle": "new",
"reason": "BOT3 has enough evidence to judge, and its cross-metric trend is worsening.",
"severity": "medium",
"severity_score": 86,
"title": "BOT3 Mature But Worsening"
}
],
"classification": {
"class": "llm-badge llm-badge--warn",
"label": "infra limited",
"reason": "late-bar 100%, quote p95 2966ms, fallback 0%",
"value": "infra_limited"
},
"execution_drag": {
"available": true,
"edge_after_execution_bps": 28.11,
"execution_cost": 180.4,
"execution_cost_ratio": 0.6831,
"execution_cost_ratio_pct": "68%",
"gross_edge_bps": 84.34,
"gross_pnl": 264.1,
"gross_to_net_efficiency": 0.3169,
"gross_to_net_efficiency_pct": "32%",
"net_pnl": 83.7,
"reason": "Execution costs are consuming most of the gross edge.",
"scope_label": "Baseline-window PnL basis (closed-trade net plus live unrealized).",
"severity": "high",
"severity_class": "llm-badge llm-badge--up",
"severity_label": "high",
"status_label": "edge heavily degraded",
"total_pnl": 83.7,
"turnover_usd": 32083.09
},
"generated_at": "2026-05-29T15:45:15.035541+00:00",
"infra_breakdown": {
"age_samples": 20,
"attribution_coverage": 1.0,
"attribution_coverage_text": "100.0%",
"available": true,
"fallback_rate": 0.0,
"fallback_rate_text": "0.0%",
"late_bar_rate": 1.0,
"late_bar_rate_text": "100.0%",
"median_quote_age_ms": 1544.647,
"median_quote_age_text": "1.5s",
"p95_quote_age_ms": 2965.5337500000005,
"p95_quote_age_text": "3.0s",
"quote_missing_rate": 0.0,
"quote_missing_rate_text": "0.0%",
"reason": "Late bars are likely contributing to stale decisions and slippage.",
"scope_label": "Since baseline replay scope (closed-trade matched entry 20 | exit 20).",
"top_fallback_symbols": []
},
"investigation_targets": [
"Inspect the late-bar and bar-finalization path for this bot; late-bar rate is 100%.",
"Inspect execution quote freshness, quote fallback, and quote attribution coverage around order timestamps.",
"Inspect exit-side slippage first; exits are the main current slippage driver for this bot.",
"Inspect decision staleness, quote freshness, and bar-finalization timing; latency looks like the main slippage source.",
"Inspect exit replay limitations; realized-path replay exists, but full-card parity coverage is still unavailable."
],
"llm_failure_reason": "LLM prompt payload exceeded budget (4000 > 2800)",
"llm_status": "fallback_used",
"main_issue": {
"class": "llm-badge llm-badge--warn",
"label": "infra limited",
"reason": "late-bar 100%, quote p95 2966ms, fallback 0%"
},
"model": "Qwen3.6-35B-A3B-UD-IQ3_XXS",
"pnl_breakdown": {
"aggregated_trade_count": 7,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": false,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:24 PM ET."
],
"displayed_trade_count": 7,
"gross_pnl": 264.1,
"implied_cost": 180.4,
"net_pnl": 83.7,
"pnl_24h": 6.68,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--down",
"pnl_reconciliation_label": "mismatch",
"pnl_reconciliation_reason": "Displayed pnl fields do not reconcile cleanly from the currently available deterministic inputs.",
"pnl_reconciliation_status": "warning",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": 13.16,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": false,
"return_pct": 0.8370000000000001,
"return_pct_display": "+0.84%",
"return_pct_reason": null,
"total_pnl": 83.7,
"truncation_detected": false,
"unrealized_pnl": -6.49,
"validator_basis_label": "current-era validator subset since 10:28:24 PM ET",
"validator_current_era_cost": 180.39921974025097,
"validator_current_era_gross_pnl": 270.58908984190685,
"validator_current_era_net_pnl": 90.18987010165583,
"validator_trade_count": 20
},
"promotion_alignment": {
"class": "llm-badge llm-badge--flat",
"label": "unknown",
"reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"value": "unknown"
},
"slippage_breakdown": {
"available": true,
"confidence_text": "Stable (20/20)",
"driver_label": "net slippage bps",
"driver_metric": "net_slippage_bps",
"entry_dominant": false,
"entry_slippage_bps": 6.302930057581301,
"exit_dominant": true,
"exit_slippage_bps": 16.86584084152244,
"net_slippage_bps": 32.75602928734163,
"quote_age_context": "median 1.5s | p95 3.0s",
"reason": "Exit slippage is the dominant current drag component.",
"sample_count": 20,
"sample_window_text": "last 20 fills",
"scope_label": "Since baseline replay scope (20 exit replays), mapped to validator slippage checks.",
"validator_sample_count": 20
},
"slippage_source_diagnosis": {
"attribution_limitations": [],
"attribution_mode": "direct",
"attribution_mode_label": "direct",
"available": true,
"baseline_excluded_count": 0,
"confidence": "high",
"confidence_label": "high",
"coverage_missing_reason": "unavailable: reducer source lacks per-trade live quote linkage",
"current_era_direct_coverage_count": 20,
"current_era_direct_coverage_text": "20 / 20 current-era trades",
"decision_mid_vs_live_mid_bps": 0.0,
"decision_vs_live_mid_bps": 0.0,
"decision_vs_live_mid_reason": "direct from persisted entry decision/live snapshots",
"direct_attribution_coverage_count": 20,
"direct_attribution_coverage_text": "20 / 20 trades",
"entry_attribution_mode": "direct",
"entry_attribution_mode_label": "direct",
"entry_current_era_count": 20,
"entry_direct_coverage_count": 20,
"entry_direct_coverage_text": "20 / 20 entry trades",
"entry_direct_unavailable_reason": null,
"entry_fallback_rate": 0.0,
"entry_fill_vs_live_mid_bps": 2.863551368208462,
"entry_fill_vs_live_mid_reason": "direct from persisted entry live/fill snapshots",
"entry_impact_component_bps": null,
"entry_latency_component_bps": null,
"entry_latency_context": "Entries are bar/decision driven. Late bars primarily affect entry stale decisioning. Decision->live exact; fill->live exact; entry quote-age exact 2.00s; late-bar 1.00.",
"entry_primary_driver": "spread",
"entry_primary_label": "spread",
"entry_quote_age_ms": 1996.5035,
"entry_quote_age_proxy_ms": 1996.5035,
"entry_quote_age_reason": "exact from persisted entry execution quote snapshots",
"entry_quote_source": "alpaca_stock",
"entry_reason": "Entry-side direct attribution uses persisted decision/live/fill quote snapshots.",
"entry_residual_component_bps": null,
"entry_spread_component_bps": 6.3,
"execution_timing_chain": {
"coverage": {
"na_reason": null,
"realized_path_coverage_text": "20 / 20 (100.0%)",
"replay_coverage_text": "0 / 20 (0.0%)",
"samples_used_text": "entry 20 | exit 20"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 20,
"latest_condition_first_true_ts": "2026-05-29T14:29:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:30:24.164285+00:00",
"latest_submit_ts": "2026-05-29T14:30:24.226966+00:00",
"quote_evaluated_count": 20,
"submit_count": 20
},
"exit": {
"condition_first_true_count": 20,
"latest_condition_first_true_ts": "2026-05-29T15:29:00.035184+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:29:00.035534+00:00",
"quote_evaluated_count": 0,
"submit_count": 20
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.929523468017578,
"median_text": "25ms",
"p95_ms": 180.25143146514912,
"p95_text": "180ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 20,
"median_ms": 49.637436866760254,
"median_text": "50ms",
"p95_ms": 72.88253307342538,
"p95_text": "73ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 20,
"median_ms": 21041.274070739746,
"median_text": "21.04s",
"p95_ms": 24297.022283077244,
"p95_text": "24.30s",
"sample_n": 20,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 20,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 24200.000000000004,
"p95_text": "24.20s",
"sample_n": 20,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 20,
"median_ms": 22.02451229095459,
"median_text": "22ms",
"p95_ms": 46.322083473205566,
"p95_text": "46ms",
"sample_n": 20,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 20,
"median_ms": 376.1870861053467,
"median_text": "376ms",
"p95_ms": 889.7979974746704,
"p95_text": "890ms",
"sample_n": 20,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 20,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.929523468017578,
"median_text": "25ms",
"p95_ms": 180.25143146514912,
"p95_text": "180ms",
"sample_n": 20,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 20,
"median_ms": 49.637436866760254,
"median_text": "50ms",
"p95_ms": 72.88253307342538,
"p95_text": "73ms",
"sample_n": 20,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 20,
"median_ms": 21041.274070739746,
"median_text": "21.04s",
"p95_ms": 24297.022283077244,
"p95_text": "24.30s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 20,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 24200.000000000004,
"p95_text": "24.20s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 20,
"median_ms": 22.02451229095459,
"median_text": "22ms",
"p95_ms": 46.322083473205566,
"p95_text": "46ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 20,
"median_ms": 376.1870861053467,
"median_text": "376ms",
"p95_ms": 889.7979974746704,
"p95_text": "890ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 20,
"median_ms": 1996.5035,
"median_text": "2.00s",
"p95_ms": 3494.773400000001,
"p95_text": "3.49s",
"unavailable_reason": null
},
"samples": 20
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 20,
"median_ms": 33.89251232147217,
"median_text": "34ms",
"p95_ms": 269.71714496612583,
"p95_text": "270ms",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 20,
"median_ms": 0.3625154495239258,
"median_text": "0ms",
"p95_ms": 1.2356758117675828,
"p95_text": "1ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.05095100402832,
"median_text": "24ms",
"p95_ms": 61.53572797775276,
"p95_text": "62ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 20,
"median_ms": 66.21253490447998,
"median_text": "66ms",
"p95_ms": 295.60387134552036,
"p95_text": "296ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 20,
"median_ms": 1544.647,
"median_text": "1.54s",
"p95_ms": 2965.5337500000005,
"p95_text": "2.97s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"sample_n": 20,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"sample_n": 20,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 20,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 20
},
"full_history": {
"coverage": {
"na_reason": null,
"realized_path_coverage_text": "20 / 20 (100.0%)",
"replay_coverage_text": "0 / 20 (0.0%)",
"samples_used_text": "entry 20 | exit 20"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 20,
"latest_condition_first_true_ts": "2026-05-29T14:29:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:30:24.164285+00:00",
"latest_submit_ts": "2026-05-29T14:30:24.226966+00:00",
"quote_evaluated_count": 20,
"submit_count": 20
},
"exit": {
"condition_first_true_count": 20,
"latest_condition_first_true_ts": "2026-05-29T15:29:00.035184+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:29:00.035534+00:00",
"quote_evaluated_count": 0,
"submit_count": 20
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.929523468017578,
"median_text": "25ms",
"p95_ms": 180.25143146514912,
"p95_text": "180ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 20,
"median_ms": 49.637436866760254,
"median_text": "50ms",
"p95_ms": 72.88253307342538,
"p95_text": "73ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 20,
"median_ms": 21041.274070739746,
"median_text": "21.04s",
"p95_ms": 24297.022283077244,
"p95_text": "24.30s",
"sample_n": 20,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 20,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 24200.000000000004,
"p95_text": "24.20s",
"sample_n": 20,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 20,
"median_ms": 22.02451229095459,
"median_text": "22ms",
"p95_ms": 46.322083473205566,
"p95_text": "46ms",
"sample_n": 20,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 20,
"median_ms": 376.1870861053467,
"median_text": "376ms",
"p95_ms": 889.7979974746704,
"p95_text": "890ms",
"sample_n": 20,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 20,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.929523468017578,
"median_text": "25ms",
"p95_ms": 180.25143146514912,
"p95_text": "180ms",
"sample_n": 20,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 20,
"median_ms": 49.637436866760254,
"median_text": "50ms",
"p95_ms": 72.88253307342538,
"p95_text": "73ms",
"sample_n": 20,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 20,
"median_ms": 21041.274070739746,
"median_text": "21.04s",
"p95_ms": 24297.022283077244,
"p95_text": "24.30s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 20,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 24200.000000000004,
"p95_text": "24.20s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 20,
"median_ms": 22.02451229095459,
"median_text": "22ms",
"p95_ms": 46.322083473205566,
"p95_text": "46ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 20,
"median_ms": 376.1870861053467,
"median_text": "376ms",
"p95_ms": 889.7979974746704,
"p95_text": "890ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 20,
"median_ms": 1996.5035,
"median_text": "2.00s",
"p95_ms": 3494.773400000001,
"p95_text": "3.49s",
"unavailable_reason": null
},
"samples": 20
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 20,
"median_ms": 33.89251232147217,
"median_text": "34ms",
"p95_ms": 269.71714496612583,
"p95_text": "270ms",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 20,
"median_ms": 0.3625154495239258,
"median_text": "0ms",
"p95_ms": 1.2356758117675828,
"p95_text": "1ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.05095100402832,
"median_text": "24ms",
"p95_ms": 61.53572797775276,
"p95_text": "62ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 20,
"median_ms": 66.21253490447998,
"median_text": "66ms",
"p95_ms": 295.60387134552036,
"p95_text": "296ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 20,
"median_ms": 1544.647,
"median_text": "1.54s",
"p95_ms": 2965.5337500000005,
"p95_text": "2.97s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"sample_n": 20,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"sample_n": 20,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 20,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 20
},
"label": "Since Baseline (All Eligible)",
"recent_limit": null,
"scope_key": "full_history",
"scope_note": "Current full-history/current-era replay rows.",
"selected_closed_trade_count": 20
},
"recent_50": {
"coverage": {
"na_reason": null,
"realized_path_coverage_text": "20 / 20 (100.0%)",
"replay_coverage_text": "0 / 20 (0.0%)",
"samples_used_text": "entry 20 | exit 20"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 20,
"latest_condition_first_true_ts": "2026-05-29T14:29:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:30:24.164285+00:00",
"latest_submit_ts": "2026-05-29T14:30:24.226966+00:00",
"quote_evaluated_count": 20,
"submit_count": 20
},
"exit": {
"condition_first_true_count": 20,
"latest_condition_first_true_ts": "2026-05-29T15:29:00.035184+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:29:00.035534+00:00",
"quote_evaluated_count": 0,
"submit_count": 20
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.929523468017578,
"median_text": "25ms",
"p95_ms": 180.25143146514912,
"p95_text": "180ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 20,
"median_ms": 49.637436866760254,
"median_text": "50ms",
"p95_ms": 72.88253307342538,
"p95_text": "73ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 20,
"median_ms": 21041.274070739746,
"median_text": "21.04s",
"p95_ms": 24297.022283077244,
"p95_text": "24.30s",
"sample_n": 20,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 20,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 24200.000000000004,
"p95_text": "24.20s",
"sample_n": 20,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 20,
"median_ms": 22.02451229095459,
"median_text": "22ms",
"p95_ms": 46.322083473205566,
"p95_text": "46ms",
"sample_n": 20,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 20,
"median_ms": 376.1870861053467,
"median_text": "376ms",
"p95_ms": 889.7979974746704,
"p95_text": "890ms",
"sample_n": 20,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 20,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.929523468017578,
"median_text": "25ms",
"p95_ms": 180.25143146514912,
"p95_text": "180ms",
"sample_n": 20,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 20,
"median_ms": 49.637436866760254,
"median_text": "50ms",
"p95_ms": 72.88253307342538,
"p95_text": "73ms",
"sample_n": 20,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 20,
"median_ms": 21041.274070739746,
"median_text": "21.04s",
"p95_ms": 24297.022283077244,
"p95_text": "24.30s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 20,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 24200.000000000004,
"p95_text": "24.20s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 20,
"median_ms": 22.02451229095459,
"median_text": "22ms",
"p95_ms": 46.322083473205566,
"p95_text": "46ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 20,
"median_ms": 376.1870861053467,
"median_text": "376ms",
"p95_ms": 889.7979974746704,
"p95_text": "890ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 20,
"median_ms": 1996.5035,
"median_text": "2.00s",
"p95_ms": 3494.773400000001,
"p95_text": "3.49s",
"unavailable_reason": null
},
"samples": 20
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 20,
"median_ms": 33.89251232147217,
"median_text": "34ms",
"p95_ms": 269.71714496612583,
"p95_text": "270ms",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 20,
"median_ms": 0.3625154495239258,
"median_text": "0ms",
"p95_ms": 1.2356758117675828,
"p95_text": "1ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.05095100402832,
"median_text": "24ms",
"p95_ms": 61.53572797775276,
"p95_text": "62ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 20,
"median_ms": 66.21253490447998,
"median_text": "66ms",
"p95_ms": 295.60387134552036,
"p95_text": "296ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 20,
"median_ms": 1544.647,
"median_text": "1.54s",
"p95_ms": 2965.5337500000005,
"p95_text": "2.97s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"sample_n": 20,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"sample_n": 20,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 20,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 20
},
"label": "Since Baseline (Latest 50)",
"recent_limit": 50,
"scope_key": "recent_50",
"scope_note": "Latest 20 available closed trades, sorted by actual close/exit/fill time.",
"selected_closed_trade_count": 20
},
"views": [
{
"coverage": {
"na_reason": null,
"realized_path_coverage_text": "20 / 20 (100.0%)",
"replay_coverage_text": "0 / 20 (0.0%)",
"samples_used_text": "entry 20 | exit 20"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 20,
"latest_condition_first_true_ts": "2026-05-29T14:29:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:30:24.164285+00:00",
"latest_submit_ts": "2026-05-29T14:30:24.226966+00:00",
"quote_evaluated_count": 20,
"submit_count": 20
},
"exit": {
"condition_first_true_count": 20,
"latest_condition_first_true_ts": "2026-05-29T15:29:00.035184+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:29:00.035534+00:00",
"quote_evaluated_count": 0,
"submit_count": 20
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.929523468017578,
"median_text": "25ms",
"p95_ms": 180.25143146514912,
"p95_text": "180ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 20,
"median_ms": 49.637436866760254,
"median_text": "50ms",
"p95_ms": 72.88253307342538,
"p95_text": "73ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 20,
"median_ms": 21041.274070739746,
"median_text": "21.04s",
"p95_ms": 24297.022283077244,
"p95_text": "24.30s",
"sample_n": 20,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 20,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 24200.000000000004,
"p95_text": "24.20s",
"sample_n": 20,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 20,
"median_ms": 22.02451229095459,
"median_text": "22ms",
"p95_ms": 46.322083473205566,
"p95_text": "46ms",
"sample_n": 20,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 20,
"median_ms": 376.1870861053467,
"median_text": "376ms",
"p95_ms": 889.7979974746704,
"p95_text": "890ms",
"sample_n": 20,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 20,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.929523468017578,
"median_text": "25ms",
"p95_ms": 180.25143146514912,
"p95_text": "180ms",
"sample_n": 20,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 20,
"median_ms": 49.637436866760254,
"median_text": "50ms",
"p95_ms": 72.88253307342538,
"p95_text": "73ms",
"sample_n": 20,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 20,
"median_ms": 21041.274070739746,
"median_text": "21.04s",
"p95_ms": 24297.022283077244,
"p95_text": "24.30s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 20,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 24200.000000000004,
"p95_text": "24.20s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 20,
"median_ms": 22.02451229095459,
"median_text": "22ms",
"p95_ms": 46.322083473205566,
"p95_text": "46ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 20,
"median_ms": 376.1870861053467,
"median_text": "376ms",
"p95_ms": 889.7979974746704,
"p95_text": "890ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 20,
"median_ms": 1996.5035,
"median_text": "2.00s",
"p95_ms": 3494.773400000001,
"p95_text": "3.49s",
"unavailable_reason": null
},
"samples": 20
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 20,
"median_ms": 33.89251232147217,
"median_text": "34ms",
"p95_ms": 269.71714496612583,
"p95_text": "270ms",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 20,
"median_ms": 0.3625154495239258,
"median_text": "0ms",
"p95_ms": 1.2356758117675828,
"p95_text": "1ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.05095100402832,
"median_text": "24ms",
"p95_ms": 61.53572797775276,
"p95_text": "62ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 20,
"median_ms": 66.21253490447998,
"median_text": "66ms",
"p95_ms": 295.60387134552036,
"p95_text": "296ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 20,
"median_ms": 1544.647,
"median_text": "1.54s",
"p95_ms": 2965.5337500000005,
"p95_text": "2.97s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"sample_n": 20,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"sample_n": 20,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 20,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 20
},
"label": "Since Baseline (All Eligible)",
"recent_limit": null,
"scope_key": "full_history",
"scope_note": "Current full-history/current-era replay rows.",
"selected_closed_trade_count": 20
},
{
"coverage": {
"na_reason": null,
"realized_path_coverage_text": "20 / 20 (100.0%)",
"replay_coverage_text": "0 / 20 (0.0%)",
"samples_used_text": "entry 20 | exit 20"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 20,
"latest_condition_first_true_ts": "2026-05-29T14:29:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:30:24.164285+00:00",
"latest_submit_ts": "2026-05-29T14:30:24.226966+00:00",
"quote_evaluated_count": 20,
"submit_count": 20
},
"exit": {
"condition_first_true_count": 20,
"latest_condition_first_true_ts": "2026-05-29T15:29:00.035184+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:29:00.035534+00:00",
"quote_evaluated_count": 0,
"submit_count": 20
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.929523468017578,
"median_text": "25ms",
"p95_ms": 180.25143146514912,
"p95_text": "180ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 20,
"median_ms": 49.637436866760254,
"median_text": "50ms",
"p95_ms": 72.88253307342538,
"p95_text": "73ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 20,
"median_ms": 21041.274070739746,
"median_text": "21.04s",
"p95_ms": 24297.022283077244,
"p95_text": "24.30s",
"sample_n": 20,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 20,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 24200.000000000004,
"p95_text": "24.20s",
"sample_n": 20,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 20,
"median_ms": 22.02451229095459,
"median_text": "22ms",
"p95_ms": 46.322083473205566,
"p95_text": "46ms",
"sample_n": 20,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 20,
"median_ms": 376.1870861053467,
"median_text": "376ms",
"p95_ms": 889.7979974746704,
"p95_text": "890ms",
"sample_n": 20,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 20,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.929523468017578,
"median_text": "25ms",
"p95_ms": 180.25143146514912,
"p95_text": "180ms",
"sample_n": 20,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 20,
"median_ms": 49.637436866760254,
"median_text": "50ms",
"p95_ms": 72.88253307342538,
"p95_text": "73ms",
"sample_n": 20,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 20,
"median_ms": 21041.274070739746,
"median_text": "21.04s",
"p95_ms": 24297.022283077244,
"p95_text": "24.30s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 20,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 24200.000000000004,
"p95_text": "24.20s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 20,
"median_ms": 22.02451229095459,
"median_text": "22ms",
"p95_ms": 46.322083473205566,
"p95_text": "46ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 20,
"median_ms": 376.1870861053467,
"median_text": "376ms",
"p95_ms": 889.7979974746704,
"p95_text": "890ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 20,
"median_ms": 1996.5035,
"median_text": "2.00s",
"p95_ms": 3494.773400000001,
"p95_text": "3.49s",
"unavailable_reason": null
},
"samples": 20
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 20,
"median_ms": 33.89251232147217,
"median_text": "34ms",
"p95_ms": 269.71714496612583,
"p95_text": "270ms",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 20,
"median_ms": 0.3625154495239258,
"median_text": "0ms",
"p95_ms": 1.2356758117675828,
"p95_text": "1ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 20,
"median_ms": 24.05095100402832,
"median_text": "24ms",
"p95_ms": 61.53572797775276,
"p95_text": "62ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 20,
"median_ms": 66.21253490447998,
"median_text": "66ms",
"p95_ms": 295.60387134552036,
"p95_text": "296ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 20,
"median_ms": 1544.647,
"median_text": "1.54s",
"p95_ms": 2965.5337500000005,
"p95_text": "2.97s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"sample_n": 20,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"sample_n": 20,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 20,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 20,
"median_ms": 1544.9495315551758,
"median_text": "1.54s",
"p95_ms": 3527.8433084487924,
"p95_text": "3.53s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 20,
"median_ms": 644.9464559555054,
"median_text": "645ms",
"p95_ms": 1355.6745648384099,
"p95_text": "1.36s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 20
},
"label": "Since Baseline (Latest 50)",
"recent_limit": 50,
"scope_key": "recent_50",
"scope_note": "Latest 20 available closed trades, sorted by actual close/exit/fill time.",
"selected_closed_trade_count": 20
}
]
},
"exit_ack_to_fill_median_ms": 33.89251232147217,
"exit_ack_to_fill_median_text": "34ms",
"exit_ack_to_fill_ms": 7.040977478027344,
"exit_ack_to_fill_p95_ms": 269.71714496612583,
"exit_ack_to_fill_p95_text": "270ms",
"exit_attribution_mode": "direct",
"exit_attribution_mode_label": "direct",
"exit_current_era_count": 20,
"exit_direct_coverage_count": 20,
"exit_direct_coverage_text": "20 / 20 exit trades",
"exit_direct_unavailable_reason": null,
"exit_dominant_condition_type": null,
"exit_fallback_rate": 0.0,
"exit_fill_vs_live_mid_bps": -13.650745037857284,
"exit_fill_vs_live_mid_reason": "direct from persisted exit live/fill snapshots",
"exit_impact_component_bps": null,
"exit_latency_component_bps": null,
"exit_latency_context": "Exits are websocket-driven stop executions. Late bars are not treated as direct exit-path timing evidence. Latest-exit timing metrics are single-trade diagnostics (not aggregated medians). Trigger->live exact; fill->live exact; exit quote-age exact 1.54s; fallback latest no; trigger->submit 0ms; submit->ack 27ms; ack->fill 7ms.",
"exit_market_to_fill_median_ms": 1631.0909986495972,
"exit_market_to_fill_median_text": "1.63s",
"exit_market_to_fill_p95_ms": 4241.27744436264,
"exit_market_to_fill_p95_text": "4.24s",
"exit_market_to_sidecar_median_ms": 644.9464559555054,
"exit_market_to_sidecar_median_text": "645ms",
"exit_market_to_sidecar_p95_ms": 1355.6745648384099,
"exit_market_to_sidecar_p95_text": "1.36s",
"exit_market_to_trigger_median_ms": 1544.9800491333008,
"exit_market_to_trigger_median_text": "1.54s",
"exit_market_to_trigger_p95_ms": 3527.897047996522,
"exit_market_to_trigger_p95_text": "3.53s",
"exit_price_condition_first_to_trigger_median_ms": 0.0,
"exit_price_condition_first_to_trigger_median_text": "0ms",
"exit_price_condition_first_to_trigger_p95_ms": 0.0,
"exit_price_condition_first_to_trigger_p95_text": "0ms",
"exit_primary_driver": "spread",
"exit_primary_label": "spread",
"exit_quote_age_median_ms": 1544.647,
"exit_quote_age_median_text": "1.54s",
"exit_quote_age_ms": 1544.647,
"exit_quote_age_p95_ms": 2965.5337500000005,
"exit_quote_age_p95_text": "2.97s",
"exit_quote_age_proxy_ms": 1544.647,
"exit_quote_age_reason": "exact from persisted exit execution quote snapshots",
"exit_quote_path_coverage": 0,
"exit_quote_path_coverage_text": "0 / 20 price exits",
"exit_quote_path_total": 20,
"exit_quote_seen_to_first_true_median_ms": null,
"exit_quote_seen_to_first_true_median_text": "\u2014",
"exit_quote_seen_to_first_true_p95_ms": null,
"exit_quote_seen_to_first_true_p95_text": "\u2014",
"exit_quote_source": "alpaca_stock",
"exit_reason": "Exit-side direct attribution uses persisted trigger/live/fill quote snapshots. Late bars are not treated as direct exit-path timing evidence here; exit slippage is evaluated separately for websocket-driven stop execution.",
"exit_residual_component_bps": null,
"exit_sidecar_to_seen_median_ms": null,
"exit_sidecar_to_seen_median_text": "\u2014",
"exit_sidecar_to_seen_p95_ms": null,
"exit_sidecar_to_seen_p95_text": "\u2014",
"exit_spread_component_bps": 16.87,
"exit_submit_to_ack_ms": 26.57318115234375,
"exit_submit_to_fill_ms": 33.614158630371094,
"exit_trigger_timing_coverage_count": 20,
"exit_trigger_timing_coverage_text": "20 / 20 exit replays",
"exit_trigger_to_ack_median_ms": 24.446487426757812,
"exit_trigger_to_ack_median_text": "24ms",
"exit_trigger_to_ack_ms": 26.923179626464844,
"exit_trigger_to_ack_p95_ms": 62.183773517608714,
"exit_trigger_to_ack_p95_text": "62ms",
"exit_trigger_to_fill_ms": 33.96415710449219,
"exit_trigger_to_submit_ms": 0.34999847412109375,
"exit_trigger_vs_execution_quote_bps": 68.71342115097613,
"exit_websocket_driven": true,
"fill_vs_live_mid_bps": -0.6866023977079181,
"fill_vs_live_mid_reason": "direct from persisted live/fill snapshots",
"has_bar_lag": true,
"has_bid_ask": true,
"has_decision_mid": true,
"has_fill_px": true,
"has_live_mid": true,
"has_quote_age": true,
"has_trigger_px_for_exit": true,
"impact_component_bps": null,
"impact_component_label": "impact",
"late_bar_rate": 1.0,
"latency_component_bps": 99.36,
"latest_exit_fallback_used": false,
"legacy_blended_slippage_bps": 68.71342115097613,
"live_mid_vs_fill_divergence_bps": null,
"net_primary_driver": "latency",
"net_primary_label": "latency",
"older_trades_missing_fields_count": 0,
"older_trades_missing_fields_text": "0 trades",
"order_size_vs_liquidity_ratio": null,
"primary_label": "latency",
"proxy_attribution_coverage_count": 20,
"proxy_attribution_coverage_text": "20 / 20 trades",
"quote_age_at_execution_ms": 1544.647,
"reason": "Primary slippage driver looks latency-driven; entry bar-state staleness and/or exit quote-path timing explain more drag than spread alone. Exit slippage is materially larger than entry slippage (16.87 vs 6.30 bps). Late bars are treated as entry/bar-state context only; exit-side slippage is evaluated from websocket trigger/live/fill and timing evidence. Direct decomposition is used where persisted snapshots are available; remaining gaps stay proxy-attributed.",
"residual_component_bps": null,
"sample_count": 20,
"slippage_source_primary": "latency",
"spread_bps": 71.0048534963155,
"spread_component_bps": 53.87,
"trigger_quote_age_ms": 1544.647,
"trigger_reference_gap_bps": 99.35632643955205,
"trigger_to_fill_gap_bps": 68.71342115097613,
"trigger_vs_live_mid_bps": 99.35632643955205,
"trigger_vs_live_mid_reason": "direct from persisted exit trigger/live snapshots",
"true_execution_slippage_bps": -13.650745037857284,
"unattributed_component_bps": null
},
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": "Some exits use partial replay support, so exit-capture metrics here remain approximate.",
"available": true,
"exit_efficiency": 0.5489005637006917,
"exit_efficiency_pct": "55%",
"interpretation": "Median exits are retaining about 55% of favorable excursion.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": 0.48945952325289416,
"median_mfe_pct": 0.5102536684609684,
"not_promotion_safe": false,
"partial_replay_count": 20,
"profit_giveback_pct": 45.1,
"reason": "median MFE 0.51%; median MAE 0.49%; exit efficiency 55%",
"samples": 20,
"scope_label": "Since baseline replay scope (closed-trade matched: entry 20 | exit 20)",
"status": "exits_acceptable",
"status_class": "llm-badge llm-badge--flat",
"status_label": "exits acceptable",
"unsupported_realized_path_count": 0
},
"trend": {
"class": "llm-badge llm-badge--down",
"confidence_pct": "82%",
"evidence_strength": "high",
"evidence_strength_class": "llm-badge llm-badge--up",
"label": "worsening",
"reason": "pnl moved -3.71",
"reset_aware": false,
"sample_size_comment": "reset age 229h16m | validator trades 20 | calibration 21 | slippage 20 | infra 20",
"value": "worsening"
},
"validator_maturity": {
"class": "llm-badge llm-badge--warn",
"confidence": 0.743,
"confidence_pct": "74%",
"evidence_strength": "high",
"evidence_strength_class": "llm-badge llm-badge--up",
"evidence_strength_label": "high",
"label": "mixed",
"reason": "2/6 validator lanes are stable, 3/6 are still building, and 20 current-era trades are available.",
"status": "mixed"
}
},
{
"bot": "BOT4",
"bot_specific_anomalies": [],
"classification": {
"class": "llm-badge llm-badge--warn",
"label": "strategy ok execution bad",
"reason": "gross edge is present, but execution costs and slippage are erasing it",
"value": "strategy_ok_execution_bad"
},
"execution_drag": {
"available": true,
"edge_after_execution_bps": 14.55,
"execution_cost": 66.25,
"execution_cost_ratio": 0.6866,
"execution_cost_ratio_pct": "69%",
"gross_edge_bps": 44.12,
"gross_pnl": 96.49,
"gross_to_net_efficiency": 0.3134,
"gross_to_net_efficiency_pct": "31%",
"net_pnl": 30.24,
"reason": "Execution costs are consuming most of the gross edge.",
"scope_label": "Baseline-window PnL basis (closed-trade net plus live unrealized).",
"severity": "medium",
"severity_class": "llm-badge llm-badge--early",
"severity_label": "medium",
"status_label": "edge heavily degraded",
"total_pnl": 30.24,
"turnover_usd": 22398.23
},
"generated_at": "2026-05-29T15:45:15.047531+00:00",
"infra_breakdown": {
"age_samples": 14,
"attribution_coverage": 1.0,
"attribution_coverage_text": "100.0%",
"available": true,
"fallback_rate": 0.0,
"fallback_rate_text": "0.0%",
"late_bar_rate": 1.0,
"late_bar_rate_text": "100.0%",
"median_quote_age_ms": 2438.3105,
"median_quote_age_text": "2.4s",
"p95_quote_age_ms": 2979.29115,
"p95_quote_age_text": "3.0s",
"quote_missing_rate": 0.0,
"quote_missing_rate_text": "0.0%",
"reason": "Late bars are likely contributing to stale decisions and slippage.",
"scope_label": "Since baseline replay scope (closed-trade matched entry 14 | exit 14).",
"top_fallback_symbols": []
},
"investigation_targets": [
"Inspect the late-bar and bar-finalization path for this bot; late-bar rate is 100%.",
"Inspect execution quote freshness, quote fallback, and quote attribution coverage around order timestamps.",
"Inspect exit-side slippage first; exits are the main current slippage driver for this bot.",
"Inspect symbols and times with wide spreads; spread crossing looks like the main slippage source.",
"Inspect exit replay limitations; realized-path replay exists, but full-card parity coverage is still unavailable."
],
"llm_failure_reason": "LLM prompt payload exceeded budget (3776 > 2800)",
"llm_status": "fallback_used",
"main_issue": {
"class": "llm-badge llm-badge--warn",
"label": "strategy ok execution bad",
"reason": "gross edge is present, but execution costs and slippage are erasing it"
},
"model": "Qwen3.6-35B-A3B-UD-IQ3_XXS",
"pnl_breakdown": {
"aggregated_trade_count": 7,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": false,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:25 PM ET."
],
"displayed_trade_count": 7,
"gross_pnl": 96.49,
"implied_cost": 66.25,
"net_pnl": 30.24,
"pnl_24h": -8.9,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--down",
"pnl_reconciliation_label": "mismatch",
"pnl_reconciliation_reason": "Displayed pnl fields do not reconcile cleanly from the currently available deterministic inputs.",
"pnl_reconciliation_status": "warning",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": -6.57,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": false,
"return_pct": 0.3024,
"return_pct_display": "+0.30%",
"return_pct_reason": null,
"total_pnl": 30.24,
"truncation_detected": false,
"unrealized_pnl": -2.34,
"validator_basis_label": "current-era validator subset since 10:28:25 PM ET",
"validator_current_era_cost": 66.2468022773562,
"validator_current_era_gross_pnl": 98.82686883092127,
"validator_current_era_net_pnl": 32.58006655356508,
"validator_trade_count": 14
},
"promotion_alignment": {
"class": "llm-badge llm-badge--flat",
"label": "unknown",
"reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"value": "unknown"
},
"slippage_breakdown": {
"available": true,
"confidence_text": "Building (14/20)",
"driver_label": "net slippage bps",
"driver_metric": "net_slippage_bps",
"entry_dominant": false,
"entry_slippage_bps": 4.626567900693338,
"exit_dominant": true,
"exit_slippage_bps": 26.502396677908006,
"net_slippage_bps": 29.127463585291338,
"quote_age_context": "median 2.4s | p95 3.0s",
"reason": "Exit slippage is the dominant current drag component.",
"sample_count": 14,
"sample_window_text": "last 14 fills",
"scope_label": "Since baseline replay scope (14 exit replays), mapped to validator slippage checks.",
"validator_sample_count": 14
},
"slippage_source_diagnosis": {
"attribution_limitations": [],
"attribution_mode": "direct",
"attribution_mode_label": "direct",
"available": true,
"baseline_excluded_count": 0,
"confidence": "medium",
"confidence_label": "medium",
"coverage_missing_reason": "unavailable: reducer source lacks per-trade live quote linkage",
"current_era_direct_coverage_count": 14,
"current_era_direct_coverage_text": "14 / 14 current-era trades",
"decision_mid_vs_live_mid_bps": 0.0,
"decision_vs_live_mid_bps": 0.0,
"decision_vs_live_mid_reason": "direct from persisted entry decision/live snapshots",
"direct_attribution_coverage_count": 14,
"direct_attribution_coverage_text": "14 / 14 trades",
"entry_attribution_mode": "direct",
"entry_attribution_mode_label": "direct",
"entry_current_era_count": 14,
"entry_direct_coverage_count": 14,
"entry_direct_coverage_text": "14 / 14 entry trades",
"entry_direct_unavailable_reason": null,
"entry_fallback_rate": 0.0,
"entry_fill_vs_live_mid_bps": -4.843175358218888,
"entry_fill_vs_live_mid_reason": "direct from persisted entry live/fill snapshots",
"entry_impact_component_bps": null,
"entry_latency_component_bps": null,
"entry_latency_context": "Entries are bar/decision driven. Late bars primarily affect entry stale decisioning. Decision->live exact; fill->live exact; entry quote-age exact 2.34s; late-bar 1.00.",
"entry_primary_driver": "mixed",
"entry_primary_label": "mixed",
"entry_quote_age_ms": 2335.48,
"entry_quote_age_proxy_ms": 2335.48,
"entry_quote_age_reason": "exact from persisted entry execution quote snapshots",
"entry_quote_source": "alpaca_stock",
"entry_reason": "Entry-side direct attribution uses persisted decision/live/fill quote snapshots.",
"entry_residual_component_bps": null,
"entry_spread_component_bps": 4.63,
"execution_timing_chain": {
"coverage": {
"na_reason": null,
"realized_path_coverage_text": "14 / 14 (100.0%)",
"replay_coverage_text": "0 / 14 (0.0%)",
"samples_used_text": "entry 14 | exit 14"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 14,
"latest_condition_first_true_ts": "2026-05-29T14:31:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:32:24.920349+00:00",
"latest_submit_ts": "2026-05-29T14:32:24.970220+00:00",
"quote_evaluated_count": 14,
"submit_count": 14
},
"exit": {
"condition_first_true_count": 14,
"latest_condition_first_true_ts": "2026-05-29T15:31:00.012734+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:31:00.013102+00:00",
"quote_evaluated_count": 0,
"submit_count": 14
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 24.07848834991455,
"median_text": "24ms",
"p95_ms": 39.855146408081055,
"p95_text": "40ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 14,
"median_ms": 48.4546422958374,
"median_text": "48ms",
"p95_ms": 77.26407051086424,
"p95_text": "77ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 14,
"median_ms": 22081.027507781982,
"median_text": "22.08s",
"p95_ms": 26604.201304912567,
"p95_text": "26.60s",
"sample_n": 14,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 14,
"median_ms": 21500.0,
"median_text": "21.50s",
"p95_ms": 26400.0,
"p95_text": "26.40s",
"sample_n": 14,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 14,
"median_ms": 23.998141288757324,
"median_text": "24ms",
"p95_ms": 106.8027734756469,
"p95_text": "107ms",
"sample_n": 14,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 14,
"median_ms": 351.4145612716675,
"median_text": "351ms",
"p95_ms": 899.0541219711304,
"p95_text": "899ms",
"sample_n": 14,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 14,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 24.07848834991455,
"median_text": "24ms",
"p95_ms": 39.855146408081055,
"p95_text": "40ms",
"sample_n": 14,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 14,
"median_ms": 48.4546422958374,
"median_text": "48ms",
"p95_ms": 77.26407051086424,
"p95_text": "77ms",
"sample_n": 14,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 14,
"median_ms": 22081.027507781982,
"median_text": "22.08s",
"p95_ms": 26604.201304912567,
"p95_text": "26.60s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 14,
"median_ms": 21500.0,
"median_text": "21.50s",
"p95_ms": 26400.0,
"p95_text": "26.40s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 14,
"median_ms": 23.998141288757324,
"median_text": "24ms",
"p95_ms": 106.8027734756469,
"p95_text": "107ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 14,
"median_ms": 351.4145612716675,
"median_text": "351ms",
"p95_ms": 899.0541219711304,
"p95_text": "899ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 14,
"median_ms": 2335.48,
"median_text": "2.34s",
"p95_ms": 5500.758449999999,
"p95_text": "5.50s",
"unavailable_reason": null
},
"samples": 14
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 14,
"median_ms": 1048.0871200561523,
"median_text": "1.05s",
"p95_ms": 178339.59282636642,
"p95_text": "178.34s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 14,
"median_ms": 0.3440380096435547,
"median_text": "0ms",
"p95_ms": 1.2973904609680167,
"p95_text": "1ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 23.494958877563477,
"median_text": "23ms",
"p95_ms": 29.41417694091797,
"p95_text": "29ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 14,
"median_ms": 1073.6075639724731,
"median_text": "1.07s",
"p95_ms": 178364.55297470093,
"p95_text": "178.36s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 14,
"median_ms": 2438.3105,
"median_text": "2.44s",
"p95_ms": 2979.29115,
"p95_text": "2.98s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"sample_n": 14,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"sample_n": 14,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 14,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 14
},
"full_history": {
"coverage": {
"na_reason": null,
"realized_path_coverage_text": "14 / 14 (100.0%)",
"replay_coverage_text": "0 / 14 (0.0%)",
"samples_used_text": "entry 14 | exit 14"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 14,
"latest_condition_first_true_ts": "2026-05-29T14:31:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:32:24.920349+00:00",
"latest_submit_ts": "2026-05-29T14:32:24.970220+00:00",
"quote_evaluated_count": 14,
"submit_count": 14
},
"exit": {
"condition_first_true_count": 14,
"latest_condition_first_true_ts": "2026-05-29T15:31:00.012734+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:31:00.013102+00:00",
"quote_evaluated_count": 0,
"submit_count": 14
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 24.07848834991455,
"median_text": "24ms",
"p95_ms": 39.855146408081055,
"p95_text": "40ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 14,
"median_ms": 48.4546422958374,
"median_text": "48ms",
"p95_ms": 77.26407051086424,
"p95_text": "77ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 14,
"median_ms": 22081.027507781982,
"median_text": "22.08s",
"p95_ms": 26604.201304912567,
"p95_text": "26.60s",
"sample_n": 14,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 14,
"median_ms": 21500.0,
"median_text": "21.50s",
"p95_ms": 26400.0,
"p95_text": "26.40s",
"sample_n": 14,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 14,
"median_ms": 23.998141288757324,
"median_text": "24ms",
"p95_ms": 106.8027734756469,
"p95_text": "107ms",
"sample_n": 14,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 14,
"median_ms": 351.4145612716675,
"median_text": "351ms",
"p95_ms": 899.0541219711304,
"p95_text": "899ms",
"sample_n": 14,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 14,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 24.07848834991455,
"median_text": "24ms",
"p95_ms": 39.855146408081055,
"p95_text": "40ms",
"sample_n": 14,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 14,
"median_ms": 48.4546422958374,
"median_text": "48ms",
"p95_ms": 77.26407051086424,
"p95_text": "77ms",
"sample_n": 14,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 14,
"median_ms": 22081.027507781982,
"median_text": "22.08s",
"p95_ms": 26604.201304912567,
"p95_text": "26.60s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 14,
"median_ms": 21500.0,
"median_text": "21.50s",
"p95_ms": 26400.0,
"p95_text": "26.40s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 14,
"median_ms": 23.998141288757324,
"median_text": "24ms",
"p95_ms": 106.8027734756469,
"p95_text": "107ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 14,
"median_ms": 351.4145612716675,
"median_text": "351ms",
"p95_ms": 899.0541219711304,
"p95_text": "899ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 14,
"median_ms": 2335.48,
"median_text": "2.34s",
"p95_ms": 5500.758449999999,
"p95_text": "5.50s",
"unavailable_reason": null
},
"samples": 14
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 14,
"median_ms": 1048.0871200561523,
"median_text": "1.05s",
"p95_ms": 178339.59282636642,
"p95_text": "178.34s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 14,
"median_ms": 0.3440380096435547,
"median_text": "0ms",
"p95_ms": 1.2973904609680167,
"p95_text": "1ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 23.494958877563477,
"median_text": "23ms",
"p95_ms": 29.41417694091797,
"p95_text": "29ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 14,
"median_ms": 1073.6075639724731,
"median_text": "1.07s",
"p95_ms": 178364.55297470093,
"p95_text": "178.36s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 14,
"median_ms": 2438.3105,
"median_text": "2.44s",
"p95_ms": 2979.29115,
"p95_text": "2.98s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"sample_n": 14,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"sample_n": 14,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 14,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 14
},
"label": "Since Baseline (All Eligible)",
"recent_limit": null,
"scope_key": "full_history",
"scope_note": "Current full-history/current-era replay rows.",
"selected_closed_trade_count": 14
},
"recent_50": {
"coverage": {
"na_reason": null,
"realized_path_coverage_text": "14 / 14 (100.0%)",
"replay_coverage_text": "0 / 14 (0.0%)",
"samples_used_text": "entry 14 | exit 14"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 14,
"latest_condition_first_true_ts": "2026-05-29T14:31:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:32:24.920349+00:00",
"latest_submit_ts": "2026-05-29T14:32:24.970220+00:00",
"quote_evaluated_count": 14,
"submit_count": 14
},
"exit": {
"condition_first_true_count": 14,
"latest_condition_first_true_ts": "2026-05-29T15:31:00.012734+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:31:00.013102+00:00",
"quote_evaluated_count": 0,
"submit_count": 14
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 24.07848834991455,
"median_text": "24ms",
"p95_ms": 39.855146408081055,
"p95_text": "40ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 14,
"median_ms": 48.4546422958374,
"median_text": "48ms",
"p95_ms": 77.26407051086424,
"p95_text": "77ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 14,
"median_ms": 22081.027507781982,
"median_text": "22.08s",
"p95_ms": 26604.201304912567,
"p95_text": "26.60s",
"sample_n": 14,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 14,
"median_ms": 21500.0,
"median_text": "21.50s",
"p95_ms": 26400.0,
"p95_text": "26.40s",
"sample_n": 14,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 14,
"median_ms": 23.998141288757324,
"median_text": "24ms",
"p95_ms": 106.8027734756469,
"p95_text": "107ms",
"sample_n": 14,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 14,
"median_ms": 351.4145612716675,
"median_text": "351ms",
"p95_ms": 899.0541219711304,
"p95_text": "899ms",
"sample_n": 14,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 14,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 24.07848834991455,
"median_text": "24ms",
"p95_ms": 39.855146408081055,
"p95_text": "40ms",
"sample_n": 14,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 14,
"median_ms": 48.4546422958374,
"median_text": "48ms",
"p95_ms": 77.26407051086424,
"p95_text": "77ms",
"sample_n": 14,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 14,
"median_ms": 22081.027507781982,
"median_text": "22.08s",
"p95_ms": 26604.201304912567,
"p95_text": "26.60s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 14,
"median_ms": 21500.0,
"median_text": "21.50s",
"p95_ms": 26400.0,
"p95_text": "26.40s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 14,
"median_ms": 23.998141288757324,
"median_text": "24ms",
"p95_ms": 106.8027734756469,
"p95_text": "107ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 14,
"median_ms": 351.4145612716675,
"median_text": "351ms",
"p95_ms": 899.0541219711304,
"p95_text": "899ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 14,
"median_ms": 2335.48,
"median_text": "2.34s",
"p95_ms": 5500.758449999999,
"p95_text": "5.50s",
"unavailable_reason": null
},
"samples": 14
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 14,
"median_ms": 1048.0871200561523,
"median_text": "1.05s",
"p95_ms": 178339.59282636642,
"p95_text": "178.34s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 14,
"median_ms": 0.3440380096435547,
"median_text": "0ms",
"p95_ms": 1.2973904609680167,
"p95_text": "1ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 23.494958877563477,
"median_text": "23ms",
"p95_ms": 29.41417694091797,
"p95_text": "29ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 14,
"median_ms": 1073.6075639724731,
"median_text": "1.07s",
"p95_ms": 178364.55297470093,
"p95_text": "178.36s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 14,
"median_ms": 2438.3105,
"median_text": "2.44s",
"p95_ms": 2979.29115,
"p95_text": "2.98s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"sample_n": 14,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"sample_n": 14,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 14,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 14
},
"label": "Since Baseline (Latest 50)",
"recent_limit": 50,
"scope_key": "recent_50",
"scope_note": "Latest 14 available closed trades, sorted by actual close/exit/fill time.",
"selected_closed_trade_count": 14
},
"views": [
{
"coverage": {
"na_reason": null,
"realized_path_coverage_text": "14 / 14 (100.0%)",
"replay_coverage_text": "0 / 14 (0.0%)",
"samples_used_text": "entry 14 | exit 14"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 14,
"latest_condition_first_true_ts": "2026-05-29T14:31:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:32:24.920349+00:00",
"latest_submit_ts": "2026-05-29T14:32:24.970220+00:00",
"quote_evaluated_count": 14,
"submit_count": 14
},
"exit": {
"condition_first_true_count": 14,
"latest_condition_first_true_ts": "2026-05-29T15:31:00.012734+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:31:00.013102+00:00",
"quote_evaluated_count": 0,
"submit_count": 14
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 24.07848834991455,
"median_text": "24ms",
"p95_ms": 39.855146408081055,
"p95_text": "40ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 14,
"median_ms": 48.4546422958374,
"median_text": "48ms",
"p95_ms": 77.26407051086424,
"p95_text": "77ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 14,
"median_ms": 22081.027507781982,
"median_text": "22.08s",
"p95_ms": 26604.201304912567,
"p95_text": "26.60s",
"sample_n": 14,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 14,
"median_ms": 21500.0,
"median_text": "21.50s",
"p95_ms": 26400.0,
"p95_text": "26.40s",
"sample_n": 14,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 14,
"median_ms": 23.998141288757324,
"median_text": "24ms",
"p95_ms": 106.8027734756469,
"p95_text": "107ms",
"sample_n": 14,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 14,
"median_ms": 351.4145612716675,
"median_text": "351ms",
"p95_ms": 899.0541219711304,
"p95_text": "899ms",
"sample_n": 14,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 14,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 24.07848834991455,
"median_text": "24ms",
"p95_ms": 39.855146408081055,
"p95_text": "40ms",
"sample_n": 14,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 14,
"median_ms": 48.4546422958374,
"median_text": "48ms",
"p95_ms": 77.26407051086424,
"p95_text": "77ms",
"sample_n": 14,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 14,
"median_ms": 22081.027507781982,
"median_text": "22.08s",
"p95_ms": 26604.201304912567,
"p95_text": "26.60s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 14,
"median_ms": 21500.0,
"median_text": "21.50s",
"p95_ms": 26400.0,
"p95_text": "26.40s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 14,
"median_ms": 23.998141288757324,
"median_text": "24ms",
"p95_ms": 106.8027734756469,
"p95_text": "107ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 14,
"median_ms": 351.4145612716675,
"median_text": "351ms",
"p95_ms": 899.0541219711304,
"p95_text": "899ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 14,
"median_ms": 2335.48,
"median_text": "2.34s",
"p95_ms": 5500.758449999999,
"p95_text": "5.50s",
"unavailable_reason": null
},
"samples": 14
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 14,
"median_ms": 1048.0871200561523,
"median_text": "1.05s",
"p95_ms": 178339.59282636642,
"p95_text": "178.34s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 14,
"median_ms": 0.3440380096435547,
"median_text": "0ms",
"p95_ms": 1.2973904609680167,
"p95_text": "1ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 23.494958877563477,
"median_text": "23ms",
"p95_ms": 29.41417694091797,
"p95_text": "29ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 14,
"median_ms": 1073.6075639724731,
"median_text": "1.07s",
"p95_ms": 178364.55297470093,
"p95_text": "178.36s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 14,
"median_ms": 2438.3105,
"median_text": "2.44s",
"p95_ms": 2979.29115,
"p95_text": "2.98s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"sample_n": 14,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"sample_n": 14,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 14,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 14
},
"label": "Since Baseline (All Eligible)",
"recent_limit": null,
"scope_key": "full_history",
"scope_note": "Current full-history/current-era replay rows.",
"selected_closed_trade_count": 14
},
{
"coverage": {
"na_reason": null,
"realized_path_coverage_text": "14 / 14 (100.0%)",
"replay_coverage_text": "0 / 14 (0.0%)",
"samples_used_text": "entry 14 | exit 14"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 14,
"latest_condition_first_true_ts": "2026-05-29T14:31:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:32:24.920349+00:00",
"latest_submit_ts": "2026-05-29T14:32:24.970220+00:00",
"quote_evaluated_count": 14,
"submit_count": 14
},
"exit": {
"condition_first_true_count": 14,
"latest_condition_first_true_ts": "2026-05-29T15:31:00.012734+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:31:00.013102+00:00",
"quote_evaluated_count": 0,
"submit_count": 14
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 24.07848834991455,
"median_text": "24ms",
"p95_ms": 39.855146408081055,
"p95_text": "40ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 14,
"median_ms": 48.4546422958374,
"median_text": "48ms",
"p95_ms": 77.26407051086424,
"p95_text": "77ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 14,
"median_ms": 22081.027507781982,
"median_text": "22.08s",
"p95_ms": 26604.201304912567,
"p95_text": "26.60s",
"sample_n": 14,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 14,
"median_ms": 21500.0,
"median_text": "21.50s",
"p95_ms": 26400.0,
"p95_text": "26.40s",
"sample_n": 14,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 14,
"median_ms": 23.998141288757324,
"median_text": "24ms",
"p95_ms": 106.8027734756469,
"p95_text": "107ms",
"sample_n": 14,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 14,
"median_ms": 351.4145612716675,
"median_text": "351ms",
"p95_ms": 899.0541219711304,
"p95_text": "899ms",
"sample_n": 14,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 14,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 24.07848834991455,
"median_text": "24ms",
"p95_ms": 39.855146408081055,
"p95_text": "40ms",
"sample_n": 14,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 14,
"median_ms": 48.4546422958374,
"median_text": "48ms",
"p95_ms": 77.26407051086424,
"p95_text": "77ms",
"sample_n": 14,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 14,
"median_ms": 22081.027507781982,
"median_text": "22.08s",
"p95_ms": 26604.201304912567,
"p95_text": "26.60s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 14,
"median_ms": 21500.0,
"median_text": "21.50s",
"p95_ms": 26400.0,
"p95_text": "26.40s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 14,
"median_ms": 23.998141288757324,
"median_text": "24ms",
"p95_ms": 106.8027734756469,
"p95_text": "107ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 14,
"median_ms": 351.4145612716675,
"median_text": "351ms",
"p95_ms": 899.0541219711304,
"p95_text": "899ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 14,
"median_ms": 2335.48,
"median_text": "2.34s",
"p95_ms": 5500.758449999999,
"p95_text": "5.50s",
"unavailable_reason": null
},
"samples": 14
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 14,
"median_ms": 1048.0871200561523,
"median_text": "1.05s",
"p95_ms": 178339.59282636642,
"p95_text": "178.34s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 14,
"median_ms": 0.3440380096435547,
"median_text": "0ms",
"p95_ms": 1.2973904609680167,
"p95_text": "1ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 14,
"median_ms": 23.494958877563477,
"median_text": "23ms",
"p95_ms": 29.41417694091797,
"p95_text": "29ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 14,
"median_ms": 1073.6075639724731,
"median_text": "1.07s",
"p95_ms": 178364.55297470093,
"p95_text": "178.36s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 14,
"median_ms": 2438.3105,
"median_text": "2.44s",
"p95_ms": 2979.29115,
"p95_text": "2.98s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"sample_n": 14,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"sample_n": 14,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 14,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 14,
"median_ms": 2438.605546951294,
"median_text": "2.44s",
"p95_ms": 4412.443053722382,
"p95_text": "4.41s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 14,
"median_ms": 1151.9988775253296,
"median_text": "1.15s",
"p95_ms": 2273.602044582367,
"p95_text": "2.27s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 14
},
"label": "Since Baseline (Latest 50)",
"recent_limit": 50,
"scope_key": "recent_50",
"scope_note": "Latest 14 available closed trades, sorted by actual close/exit/fill time.",
"selected_closed_trade_count": 14
}
]
},
"exit_ack_to_fill_median_ms": 1048.0871200561523,
"exit_ack_to_fill_median_text": "1.05s",
"exit_ack_to_fill_ms": 1133.4691047668457,
"exit_ack_to_fill_p95_ms": 178339.59282636642,
"exit_ack_to_fill_p95_text": "178.34s",
"exit_attribution_mode": "direct",
"exit_attribution_mode_label": "direct",
"exit_current_era_count": 14,
"exit_direct_coverage_count": 14,
"exit_direct_coverage_text": "14 / 14 exit trades",
"exit_direct_unavailable_reason": null,
"exit_dominant_condition_type": null,
"exit_fallback_rate": 0.0,
"exit_fill_vs_live_mid_bps": -1.7748622409410728,
"exit_fill_vs_live_mid_reason": "direct from persisted exit live/fill snapshots",
"exit_impact_component_bps": null,
"exit_latency_component_bps": null,
"exit_latency_context": "Exits are websocket-driven stop executions. Late bars are not treated as direct exit-path timing evidence. Latest-exit timing metrics are single-trade diagnostics (not aggregated medians). Trigger->live exact; fill->live exact; exit quote-age exact 2.44s; fallback latest no; trigger->submit 0ms; submit->ack 28ms; ack->fill 1.13s.",
"exit_market_to_fill_median_ms": 3738.9025688171387,
"exit_market_to_fill_median_text": "3.74s",
"exit_market_to_fill_p95_ms": 181392.9743051529,
"exit_market_to_fill_p95_text": "181.39s",
"exit_market_to_sidecar_median_ms": 1151.9988775253296,
"exit_market_to_sidecar_median_text": "1.15s",
"exit_market_to_sidecar_p95_ms": 2273.602044582367,
"exit_market_to_sidecar_p95_text": "2.27s",
"exit_market_to_trigger_median_ms": 2438.632011413574,
"exit_market_to_trigger_median_text": "2.44s",
"exit_market_to_trigger_p95_ms": 4412.5932812690735,
"exit_market_to_trigger_p95_text": "4.41s",
"exit_price_condition_first_to_trigger_median_ms": 0.0,
"exit_price_condition_first_to_trigger_median_text": "0ms",
"exit_price_condition_first_to_trigger_p95_ms": 0.0,
"exit_price_condition_first_to_trigger_p95_text": "0ms",
"exit_primary_driver": "spread",
"exit_primary_label": "spread",
"exit_quote_age_median_ms": 2438.3105,
"exit_quote_age_median_text": "2.44s",
"exit_quote_age_ms": 2438.3105,
"exit_quote_age_p95_ms": 2979.29115,
"exit_quote_age_p95_text": "2.98s",
"exit_quote_age_proxy_ms": 2438.3105,
"exit_quote_age_reason": "exact from persisted exit execution quote snapshots",
"exit_quote_path_coverage": 0,
"exit_quote_path_coverage_text": "0 / 14 price exits",
"exit_quote_path_total": 14,
"exit_quote_seen_to_first_true_median_ms": null,
"exit_quote_seen_to_first_true_median_text": "\u2014",
"exit_quote_seen_to_first_true_p95_ms": null,
"exit_quote_seen_to_first_true_p95_text": "\u2014",
"exit_quote_source": "alpaca_stock",
"exit_reason": "Exit-side direct attribution uses persisted trigger/live/fill quote snapshots. Late bars are not treated as direct exit-path timing evidence here; exit slippage is evaluated separately for websocket-driven stop execution.",
"exit_residual_component_bps": null,
"exit_sidecar_to_seen_median_ms": null,
"exit_sidecar_to_seen_median_text": "\u2014",
"exit_sidecar_to_seen_p95_ms": null,
"exit_sidecar_to_seen_p95_text": "\u2014",
"exit_spread_component_bps": 26.5,
"exit_submit_to_ack_ms": 27.788877487182617,
"exit_submit_to_fill_ms": 1161.2579822540283,
"exit_trigger_timing_coverage_count": 14,
"exit_trigger_timing_coverage_text": "14 / 14 exit replays",
"exit_trigger_to_ack_median_ms": 23.811936378479004,
"exit_trigger_to_ack_median_text": "24ms",
"exit_trigger_to_ack_ms": 28.15699577331543,
"exit_trigger_to_ack_p95_ms": 29.813361167907715,
"exit_trigger_to_ack_p95_text": "30ms",
"exit_trigger_to_fill_ms": 1161.6261005401611,
"exit_trigger_to_submit_ms": 0.3681182861328125,
"exit_trigger_vs_execution_quote_bps": 64.1287553630269,
"exit_websocket_driven": true,
"fill_vs_live_mid_bps": -3.9827176947171155,
"fill_vs_live_mid_reason": "direct from persisted live/fill snapshots",
"has_bar_lag": true,
"has_bid_ask": true,
"has_decision_mid": true,
"has_fill_px": true,
"has_live_mid": true,
"has_quote_age": true,
"has_trigger_px_for_exit": true,
"impact_component_bps": null,
"impact_component_label": "impact",
"late_bar_rate": 1.0,
"latency_component_bps": 58.31,
"latest_exit_fallback_used": false,
"legacy_blended_slippage_bps": 64.1287553630269,
"live_mid_vs_fill_divergence_bps": null,
"net_primary_driver": "spread",
"net_primary_label": "spread",
"older_trades_missing_fields_count": 0,
"older_trades_missing_fields_text": "0 trades",
"order_size_vs_liquidity_ratio": null,
"primary_label": "spread",
"proxy_attribution_coverage_count": 14,
"proxy_attribution_coverage_text": "14 / 14 trades",
"quote_age_at_execution_ms": 2438.3105,
"reason": "Primary slippage driver looks spread-driven; the spread proxy explains most observed slippage while entry bar-state lag and exit stream-path timing look secondary. Exit slippage is materially larger than entry slippage (26.50 vs 4.63 bps). Late bars are treated as entry/bar-state context only; exit-side slippage is evaluated from websocket trigger/live/fill and timing evidence. Direct decomposition is used where persisted snapshots are available; remaining gaps stay proxy-attributed.",
"residual_component_bps": null,
"sample_count": 14,
"slippage_source_primary": "spread",
"spread_bps": 68.8165159638306,
"spread_component_bps": 74.86,
"trigger_quote_age_ms": 2438.3105,
"trigger_reference_gap_bps": 58.30591434424824,
"trigger_to_fill_gap_bps": 64.1287553630269,
"trigger_vs_live_mid_bps": 58.30591434424824,
"trigger_vs_live_mid_reason": "direct from persisted exit trigger/live snapshots",
"true_execution_slippage_bps": -1.7748622409410728,
"unattributed_component_bps": null
},
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": "Some exits use partial replay support, so exit-capture metrics here remain approximate.",
"available": true,
"exit_efficiency": 0.6876817615289145,
"exit_efficiency_pct": "69%",
"interpretation": "Median exits are retaining about 69% of favorable excursion.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": 0.24901742666210508,
"median_mfe_pct": 0.15918378070427192,
"not_promotion_safe": false,
"partial_replay_count": 14,
"profit_giveback_pct": 31.2,
"reason": "median MFE 0.16%; median MAE 0.25%; exit efficiency 69%",
"samples": 14,
"scope_label": "Since baseline replay scope (closed-trade matched: entry 14 | exit 14)",
"status": "exits_acceptable",
"status_class": "llm-badge llm-badge--flat",
"status_label": "exits acceptable",
"unsupported_realized_path_count": 0
},
"trend": {
"class": "llm-badge llm-badge--flat",
"confidence_pct": "73%",
"evidence_strength": "high",
"evidence_strength_class": "llm-badge llm-badge--up",
"label": "flat",
"reason": "changes are small or mixed versus the prior saved snapshot",
"reset_aware": false,
"sample_size_comment": "reset age 229h16m | validator trades 14 | calibration 14 | slippage 14 | infra 14",
"value": "flat"
},
"validator_maturity": {
"class": "llm-badge llm-badge--warn",
"confidence": 0.581,
"confidence_pct": "58%",
"evidence_strength": "medium",
"evidence_strength_class": "llm-badge llm-badge--early",
"evidence_strength_label": "medium",
"label": "mixed",
"reason": "0/6 validator lanes are stable, 5/6 are still building, and 14 current-era trades are available.",
"status": "mixed"
}
},
{
"bot": "BOT5",
"bot_specific_anomalies": [
{
"id": "bot:BOT5:positive_pnl_with_red_validator",
"lifecycle": "persistent",
"reason": "BOT5 shows 24h pnl +34.46 while validator/execution metrics remain stressed.",
"severity": "medium",
"severity_score": 81,
"title": "BOT5 Positive PnL But Red Validator"
},
{
"id": "bot:BOT5:execution_edge_decay",
"lifecycle": "persistent",
"reason": "gross=229.07, net=-24.45, execution cost=253.52, ratio=110.67%",
"severity": "medium",
"severity_score": 48,
"title": "BOT5 Execution Costs Exceed Gross Edge"
}
],
"classification": {
"class": "llm-badge llm-badge--warn",
"label": "infra limited",
"reason": "late-bar 100%, quote p95 2252ms, fallback 0%",
"value": "infra_limited"
},
"execution_drag": {
"available": true,
"edge_after_execution_bps": 9.41,
"execution_cost": 253.52,
"execution_cost_ratio": 1.1067,
"execution_cost_ratio_pct": "111%",
"gross_edge_bps": 27.78,
"gross_pnl": 229.07,
"gross_to_net_efficiency": -0.1067,
"gross_to_net_efficiency_pct": "-11%",
"net_pnl": -24.45,
"reason": "Gross edge was positive before costs, but execution drag flipped net negative.",
"scope_label": "Baseline-window PnL basis (closed-trade net plus live unrealized).",
"severity": "high",
"severity_class": "llm-badge llm-badge--up",
"severity_label": "high",
"status_label": "edge destroyed by execution",
"total_pnl": -24.45,
"turnover_usd": 35208.42
},
"generated_at": "2026-05-29T15:45:15.062802+00:00",
"infra_breakdown": {
"age_samples": 20,
"attribution_coverage": 1.0,
"attribution_coverage_text": "100.0%",
"available": true,
"fallback_rate": 0.0,
"fallback_rate_text": "0.0%",
"late_bar_rate": 1.0,
"late_bar_rate_text": "100.0%",
"median_quote_age_ms": 1348.2285000000002,
"median_quote_age_text": "1.3s",
"p95_quote_age_ms": 2251.83935,
"p95_quote_age_text": "2.3s",
"quote_missing_rate": 0.0,
"quote_missing_rate_text": "0.0%",
"reason": "Late bars are likely contributing to stale decisions and slippage.",
"scope_label": "Since baseline replay scope (closed-trade matched entry 44 | exit 44).",
"top_fallback_symbols": []
},
"investigation_targets": [
"Inspect the late-bar and bar-finalization path for this bot; late-bar rate is 100%.",
"Inspect execution quote freshness, quote fallback, and quote attribution coverage around order timestamps.",
"Inspect decision staleness, quote freshness, and bar-finalization timing; latency looks like the main slippage source.",
"Inspect exit replay limitations; realized-path replay exists, but full-card parity coverage is still unavailable.",
"Inspect reset boundary and window/basis accounting; validator metrics exclude older pre-cutoff trades."
],
"llm_failure_reason": "LLM prompt payload exceeded budget (4150 > 2800)",
"llm_status": "fallback_used",
"main_issue": {
"class": "llm-badge llm-badge--warn",
"label": "infra limited",
"reason": "late-bar 100%, quote p95 2252ms, fallback 0%"
},
"model": "Qwen3.6-35B-A3B-UD-IQ3_XXS",
"pnl_breakdown": {
"aggregated_trade_count": 7,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": true,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:25 PM ET."
],
"displayed_trade_count": 7,
"gross_pnl": 229.07,
"implied_cost": 253.52,
"net_pnl": -24.45,
"pnl_24h": 34.46,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--warn",
"pnl_reconciliation_label": "different basis",
"pnl_reconciliation_reason": "Displayed pnl reconciles internally, but validator current-era excludes 12 older baseline-era trades before the cutoff.",
"pnl_reconciliation_status": "mixed_basis",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": 36.33,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": true,
"return_pct": -0.24450000000000002,
"return_pct_display": "-0.24%",
"return_pct_reason": null,
"total_pnl": -24.45,
"truncation_detected": false,
"unrealized_pnl": -1.87,
"validator_basis_label": "current-era validator subset since 10:28:25 PM ET",
"validator_current_era_cost": 64.69139963084473,
"validator_current_era_gross_pnl": 97.8258974827755,
"validator_current_era_net_pnl": 33.13449785193077,
"validator_trade_count": 44
},
"promotion_alignment": {
"class": "llm-badge llm-badge--flat",
"label": "unknown",
"reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"value": "unknown"
},
"slippage_breakdown": {
"available": true,
"confidence_text": "Stable (20/20)",
"driver_label": "net slippage bps",
"driver_metric": "net_slippage_bps",
"entry_dominant": false,
"entry_slippage_bps": 2.985046258893169,
"exit_dominant": false,
"exit_slippage_bps": 1.3863202996943034,
"net_slippage_bps": 5.287365675026759,
"quote_age_context": "median 1.3s | p95 2.3s",
"reason": "Entry and exit slippage are both contributing with similar weight.",
"sample_count": 44,
"sample_window_text": "last 44 fills",
"scope_label": "Since baseline replay scope (44 exit replays), mapped to validator slippage checks.",
"validator_sample_count": 20
},
"slippage_source_diagnosis": {
"attribution_limitations": [],
"attribution_mode": "direct",
"attribution_mode_label": "direct",
"available": true,
"baseline_excluded_count": 12,
"confidence": "high",
"confidence_label": "high",
"coverage_missing_reason": "unavailable: some current-era trades still predate the upstream observability enrichment",
"current_era_direct_coverage_count": 31,
"current_era_direct_coverage_text": "31 / 44 current-era trades",
"decision_mid_vs_live_mid_bps": 0.0,
"decision_vs_live_mid_bps": 0.0,
"decision_vs_live_mid_reason": "direct from persisted entry decision/live snapshots",
"direct_attribution_coverage_count": 31,
"direct_attribution_coverage_text": "31 / 44 trades",
"entry_attribution_mode": "direct",
"entry_attribution_mode_label": "direct",
"entry_current_era_count": 44,
"entry_direct_coverage_count": 31,
"entry_direct_coverage_text": "31 / 44 entry trades",
"entry_direct_unavailable_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"entry_fallback_rate": 0.0,
"entry_fill_vs_live_mid_bps": 1.1114816049784266,
"entry_fill_vs_live_mid_reason": "direct from persisted entry live/fill snapshots",
"entry_impact_component_bps": null,
"entry_latency_component_bps": null,
"entry_latency_context": "Entries are bar/decision driven. Late bars primarily affect entry stale decisioning. Decision->live exact; fill->live exact; entry quote-age exact 1.06s; late-bar 1.00.",
"entry_primary_driver": "mixed",
"entry_primary_label": "mixed",
"entry_quote_age_ms": 1060.219,
"entry_quote_age_proxy_ms": 1060.219,
"entry_quote_age_reason": "exact from persisted entry execution quote snapshots",
"entry_quote_source": "alpaca_stock",
"entry_reason": "Entry-side direct attribution uses persisted decision/live/fill quote snapshots.",
"entry_residual_component_bps": null,
"entry_spread_component_bps": 2.99,
"execution_timing_chain": {
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "44 / 44 (100.0%)",
"replay_coverage_text": "0 / 44 (0.0%)",
"samples_used_text": "entry 44 | exit 44"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 44,
"latest_condition_first_true_ts": "2026-05-29T14:34:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:35:21.784692+00:00",
"latest_submit_ts": "2026-05-29T14:35:21.850127+00:00",
"quote_evaluated_count": 44,
"submit_count": 40
},
"exit": {
"condition_first_true_count": 44,
"latest_condition_first_true_ts": "2026-05-29T15:34:00.036278+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:34:00.037079+00:00",
"quote_evaluated_count": 0,
"submit_count": 44
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 40,
"median_ms": 24.309992790222168,
"median_text": "24ms",
"p95_ms": 184.11067724227877,
"p95_text": "184ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 40,
"median_ms": 48.958420753479004,
"median_text": "49ms",
"p95_ms": 73.9474892616272,
"p95_text": "74ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 44,
"median_ms": 20861.38606071472,
"median_text": "20.86s",
"p95_ms": 22704.48019504547,
"p95_text": "22.70s",
"sample_n": 44,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 44,
"median_ms": 20000.0,
"median_text": "20.00s",
"p95_ms": 22000.0,
"p95_text": "22.00s",
"sample_n": 44,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 44,
"median_ms": 26.93653106689453,
"median_text": "27ms",
"p95_ms": 50.591421127319336,
"p95_text": "51ms",
"sample_n": 44,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.012934207916259766,
"p95_text": "0ms",
"sample_n": 4,
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 88.65749835968018,
"median_text": "89ms",
"p95_ms": 141.42056703567502,
"p95_text": "141ms",
"sample_n": 4,
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 44,
"median_ms": 562.0180368423462,
"median_text": "562ms",
"p95_ms": 948.4744548797607,
"p95_text": "948ms",
"sample_n": 44,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 44,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 40,
"median_ms": 24.309992790222168,
"median_text": "24ms",
"p95_ms": 184.11067724227877,
"p95_text": "184ms",
"sample_n": 40,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 40,
"median_ms": 48.958420753479004,
"median_text": "49ms",
"p95_ms": 73.9474892616272,
"p95_text": "74ms",
"sample_n": 40,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 44,
"median_ms": 20861.38606071472,
"median_text": "20.86s",
"p95_ms": 22704.48019504547,
"p95_text": "22.70s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 44,
"median_ms": 20000.0,
"median_text": "20.00s",
"p95_ms": 22000.0,
"p95_text": "22.00s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 44,
"median_ms": 26.93653106689453,
"median_text": "27ms",
"p95_ms": 50.591421127319336,
"p95_text": "51ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.012934207916259766,
"p95_text": "0ms",
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 88.65749835968018,
"median_text": "89ms",
"p95_ms": 141.42056703567502,
"p95_text": "141ms",
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 44,
"median_ms": 562.0180368423462,
"median_text": "562ms",
"p95_ms": 948.4744548797607,
"p95_text": "948ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 31,
"median_ms": 1060.219,
"median_text": "1.06s",
"p95_ms": 1884.1549999999997,
"p95_text": "1.88s",
"unavailable_reason": null
},
"samples": 44
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 44,
"median_ms": 1461.3538980484009,
"median_text": "1.46s",
"p95_ms": 313048.49578142184,
"p95_text": "313.05s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 44,
"median_ms": 0.3571510314941406,
"median_text": "0ms",
"p95_ms": 2.2308230400085476,
"p95_text": "2ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 44,
"median_ms": 24.366021156311035,
"median_text": "24ms",
"p95_ms": 70.93415260314947,
"p95_text": "71ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 44,
"median_ms": 1531.2154293060303,
"median_text": "1.53s",
"p95_ms": 313073.5438585283,
"p95_text": "313.07s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 44,
"median_ms": 744.454,
"median_text": "744ms",
"p95_ms": 2227.48475,
"p95_text": "2.23s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"sample_n": 44,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"sample_n": 44,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 44,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 44
},
"full_history": {
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "44 / 44 (100.0%)",
"replay_coverage_text": "0 / 44 (0.0%)",
"samples_used_text": "entry 44 | exit 44"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 44,
"latest_condition_first_true_ts": "2026-05-29T14:34:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:35:21.784692+00:00",
"latest_submit_ts": "2026-05-29T14:35:21.850127+00:00",
"quote_evaluated_count": 44,
"submit_count": 40
},
"exit": {
"condition_first_true_count": 44,
"latest_condition_first_true_ts": "2026-05-29T15:34:00.036278+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:34:00.037079+00:00",
"quote_evaluated_count": 0,
"submit_count": 44
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 40,
"median_ms": 24.309992790222168,
"median_text": "24ms",
"p95_ms": 184.11067724227877,
"p95_text": "184ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 40,
"median_ms": 48.958420753479004,
"median_text": "49ms",
"p95_ms": 73.9474892616272,
"p95_text": "74ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 44,
"median_ms": 20861.38606071472,
"median_text": "20.86s",
"p95_ms": 22704.48019504547,
"p95_text": "22.70s",
"sample_n": 44,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 44,
"median_ms": 20000.0,
"median_text": "20.00s",
"p95_ms": 22000.0,
"p95_text": "22.00s",
"sample_n": 44,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 44,
"median_ms": 26.93653106689453,
"median_text": "27ms",
"p95_ms": 50.591421127319336,
"p95_text": "51ms",
"sample_n": 44,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.012934207916259766,
"p95_text": "0ms",
"sample_n": 4,
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 88.65749835968018,
"median_text": "89ms",
"p95_ms": 141.42056703567502,
"p95_text": "141ms",
"sample_n": 4,
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 44,
"median_ms": 562.0180368423462,
"median_text": "562ms",
"p95_ms": 948.4744548797607,
"p95_text": "948ms",
"sample_n": 44,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 44,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 40,
"median_ms": 24.309992790222168,
"median_text": "24ms",
"p95_ms": 184.11067724227877,
"p95_text": "184ms",
"sample_n": 40,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 40,
"median_ms": 48.958420753479004,
"median_text": "49ms",
"p95_ms": 73.9474892616272,
"p95_text": "74ms",
"sample_n": 40,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 44,
"median_ms": 20861.38606071472,
"median_text": "20.86s",
"p95_ms": 22704.48019504547,
"p95_text": "22.70s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 44,
"median_ms": 20000.0,
"median_text": "20.00s",
"p95_ms": 22000.0,
"p95_text": "22.00s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 44,
"median_ms": 26.93653106689453,
"median_text": "27ms",
"p95_ms": 50.591421127319336,
"p95_text": "51ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.012934207916259766,
"p95_text": "0ms",
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 88.65749835968018,
"median_text": "89ms",
"p95_ms": 141.42056703567502,
"p95_text": "141ms",
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 44,
"median_ms": 562.0180368423462,
"median_text": "562ms",
"p95_ms": 948.4744548797607,
"p95_text": "948ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 31,
"median_ms": 1060.219,
"median_text": "1.06s",
"p95_ms": 1884.1549999999997,
"p95_text": "1.88s",
"unavailable_reason": null
},
"samples": 44
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 44,
"median_ms": 1461.3538980484009,
"median_text": "1.46s",
"p95_ms": 313048.49578142184,
"p95_text": "313.05s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 44,
"median_ms": 0.3571510314941406,
"median_text": "0ms",
"p95_ms": 2.2308230400085476,
"p95_text": "2ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 44,
"median_ms": 24.366021156311035,
"median_text": "24ms",
"p95_ms": 70.93415260314947,
"p95_text": "71ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 44,
"median_ms": 1531.2154293060303,
"median_text": "1.53s",
"p95_ms": 313073.5438585283,
"p95_text": "313.07s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 44,
"median_ms": 744.454,
"median_text": "744ms",
"p95_ms": 2227.48475,
"p95_text": "2.23s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"sample_n": 44,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"sample_n": 44,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 44,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 44
},
"label": "Since Baseline (All Eligible)",
"recent_limit": null,
"scope_key": "full_history",
"scope_note": "Current full-history/current-era replay rows.",
"selected_closed_trade_count": 44
},
"recent_50": {
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "44 / 44 (100.0%)",
"replay_coverage_text": "0 / 44 (0.0%)",
"samples_used_text": "entry 44 | exit 44"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 44,
"latest_condition_first_true_ts": "2026-05-29T14:34:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:35:21.784692+00:00",
"latest_submit_ts": "2026-05-29T14:35:21.850127+00:00",
"quote_evaluated_count": 44,
"submit_count": 40
},
"exit": {
"condition_first_true_count": 44,
"latest_condition_first_true_ts": "2026-05-29T15:34:00.036278+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:34:00.037079+00:00",
"quote_evaluated_count": 0,
"submit_count": 44
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 40,
"median_ms": 24.309992790222168,
"median_text": "24ms",
"p95_ms": 184.11067724227877,
"p95_text": "184ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 40,
"median_ms": 48.958420753479004,
"median_text": "49ms",
"p95_ms": 73.9474892616272,
"p95_text": "74ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 44,
"median_ms": 20861.38606071472,
"median_text": "20.86s",
"p95_ms": 22704.48019504547,
"p95_text": "22.70s",
"sample_n": 44,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 44,
"median_ms": 20000.0,
"median_text": "20.00s",
"p95_ms": 22000.0,
"p95_text": "22.00s",
"sample_n": 44,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 44,
"median_ms": 26.93653106689453,
"median_text": "27ms",
"p95_ms": 50.591421127319336,
"p95_text": "51ms",
"sample_n": 44,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.012934207916259766,
"p95_text": "0ms",
"sample_n": 4,
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 88.65749835968018,
"median_text": "89ms",
"p95_ms": 141.42056703567502,
"p95_text": "141ms",
"sample_n": 4,
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 44,
"median_ms": 562.0180368423462,
"median_text": "562ms",
"p95_ms": 948.4744548797607,
"p95_text": "948ms",
"sample_n": 44,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 44,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 40,
"median_ms": 24.309992790222168,
"median_text": "24ms",
"p95_ms": 184.11067724227877,
"p95_text": "184ms",
"sample_n": 40,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 40,
"median_ms": 48.958420753479004,
"median_text": "49ms",
"p95_ms": 73.9474892616272,
"p95_text": "74ms",
"sample_n": 40,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 44,
"median_ms": 20861.38606071472,
"median_text": "20.86s",
"p95_ms": 22704.48019504547,
"p95_text": "22.70s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 44,
"median_ms": 20000.0,
"median_text": "20.00s",
"p95_ms": 22000.0,
"p95_text": "22.00s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 44,
"median_ms": 26.93653106689453,
"median_text": "27ms",
"p95_ms": 50.591421127319336,
"p95_text": "51ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.012934207916259766,
"p95_text": "0ms",
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 88.65749835968018,
"median_text": "89ms",
"p95_ms": 141.42056703567502,
"p95_text": "141ms",
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 44,
"median_ms": 562.0180368423462,
"median_text": "562ms",
"p95_ms": 948.4744548797607,
"p95_text": "948ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 31,
"median_ms": 1060.219,
"median_text": "1.06s",
"p95_ms": 1884.1549999999997,
"p95_text": "1.88s",
"unavailable_reason": null
},
"samples": 44
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 44,
"median_ms": 1461.3538980484009,
"median_text": "1.46s",
"p95_ms": 313048.49578142184,
"p95_text": "313.05s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 44,
"median_ms": 0.3571510314941406,
"median_text": "0ms",
"p95_ms": 2.2308230400085476,
"p95_text": "2ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 44,
"median_ms": 24.366021156311035,
"median_text": "24ms",
"p95_ms": 70.93415260314947,
"p95_text": "71ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 44,
"median_ms": 1531.2154293060303,
"median_text": "1.53s",
"p95_ms": 313073.5438585283,
"p95_text": "313.07s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 44,
"median_ms": 744.454,
"median_text": "744ms",
"p95_ms": 2227.48475,
"p95_text": "2.23s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"sample_n": 44,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"sample_n": 44,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 44,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 44
},
"label": "Since Baseline (Latest 50)",
"recent_limit": 50,
"scope_key": "recent_50",
"scope_note": "Latest 44 available closed trades, sorted by actual close/exit/fill time.",
"selected_closed_trade_count": 44
},
"views": [
{
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "44 / 44 (100.0%)",
"replay_coverage_text": "0 / 44 (0.0%)",
"samples_used_text": "entry 44 | exit 44"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 44,
"latest_condition_first_true_ts": "2026-05-29T14:34:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:35:21.784692+00:00",
"latest_submit_ts": "2026-05-29T14:35:21.850127+00:00",
"quote_evaluated_count": 44,
"submit_count": 40
},
"exit": {
"condition_first_true_count": 44,
"latest_condition_first_true_ts": "2026-05-29T15:34:00.036278+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:34:00.037079+00:00",
"quote_evaluated_count": 0,
"submit_count": 44
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 40,
"median_ms": 24.309992790222168,
"median_text": "24ms",
"p95_ms": 184.11067724227877,
"p95_text": "184ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 40,
"median_ms": 48.958420753479004,
"median_text": "49ms",
"p95_ms": 73.9474892616272,
"p95_text": "74ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 44,
"median_ms": 20861.38606071472,
"median_text": "20.86s",
"p95_ms": 22704.48019504547,
"p95_text": "22.70s",
"sample_n": 44,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 44,
"median_ms": 20000.0,
"median_text": "20.00s",
"p95_ms": 22000.0,
"p95_text": "22.00s",
"sample_n": 44,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 44,
"median_ms": 26.93653106689453,
"median_text": "27ms",
"p95_ms": 50.591421127319336,
"p95_text": "51ms",
"sample_n": 44,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.012934207916259766,
"p95_text": "0ms",
"sample_n": 4,
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 88.65749835968018,
"median_text": "89ms",
"p95_ms": 141.42056703567502,
"p95_text": "141ms",
"sample_n": 4,
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 44,
"median_ms": 562.0180368423462,
"median_text": "562ms",
"p95_ms": 948.4744548797607,
"p95_text": "948ms",
"sample_n": 44,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 44,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 40,
"median_ms": 24.309992790222168,
"median_text": "24ms",
"p95_ms": 184.11067724227877,
"p95_text": "184ms",
"sample_n": 40,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 40,
"median_ms": 48.958420753479004,
"median_text": "49ms",
"p95_ms": 73.9474892616272,
"p95_text": "74ms",
"sample_n": 40,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 44,
"median_ms": 20861.38606071472,
"median_text": "20.86s",
"p95_ms": 22704.48019504547,
"p95_text": "22.70s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 44,
"median_ms": 20000.0,
"median_text": "20.00s",
"p95_ms": 22000.0,
"p95_text": "22.00s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 44,
"median_ms": 26.93653106689453,
"median_text": "27ms",
"p95_ms": 50.591421127319336,
"p95_text": "51ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.012934207916259766,
"p95_text": "0ms",
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 88.65749835968018,
"median_text": "89ms",
"p95_ms": 141.42056703567502,
"p95_text": "141ms",
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 44,
"median_ms": 562.0180368423462,
"median_text": "562ms",
"p95_ms": 948.4744548797607,
"p95_text": "948ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 31,
"median_ms": 1060.219,
"median_text": "1.06s",
"p95_ms": 1884.1549999999997,
"p95_text": "1.88s",
"unavailable_reason": null
},
"samples": 44
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 44,
"median_ms": 1461.3538980484009,
"median_text": "1.46s",
"p95_ms": 313048.49578142184,
"p95_text": "313.05s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 44,
"median_ms": 0.3571510314941406,
"median_text": "0ms",
"p95_ms": 2.2308230400085476,
"p95_text": "2ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 44,
"median_ms": 24.366021156311035,
"median_text": "24ms",
"p95_ms": 70.93415260314947,
"p95_text": "71ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 44,
"median_ms": 1531.2154293060303,
"median_text": "1.53s",
"p95_ms": 313073.5438585283,
"p95_text": "313.07s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 44,
"median_ms": 744.454,
"median_text": "744ms",
"p95_ms": 2227.48475,
"p95_text": "2.23s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"sample_n": 44,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"sample_n": 44,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 44,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 44
},
"label": "Since Baseline (All Eligible)",
"recent_limit": null,
"scope_key": "full_history",
"scope_note": "Current full-history/current-era replay rows.",
"selected_closed_trade_count": 44
},
{
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "44 / 44 (100.0%)",
"replay_coverage_text": "0 / 44 (0.0%)",
"samples_used_text": "entry 44 | exit 44"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 44,
"latest_condition_first_true_ts": "2026-05-29T14:34:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:35:21.784692+00:00",
"latest_submit_ts": "2026-05-29T14:35:21.850127+00:00",
"quote_evaluated_count": 44,
"submit_count": 40
},
"exit": {
"condition_first_true_count": 44,
"latest_condition_first_true_ts": "2026-05-29T15:34:00.036278+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:34:00.037079+00:00",
"quote_evaluated_count": 0,
"submit_count": 44
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 40,
"median_ms": 24.309992790222168,
"median_text": "24ms",
"p95_ms": 184.11067724227877,
"p95_text": "184ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 40,
"median_ms": 48.958420753479004,
"median_text": "49ms",
"p95_ms": 73.9474892616272,
"p95_text": "74ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 44,
"median_ms": 20861.38606071472,
"median_text": "20.86s",
"p95_ms": 22704.48019504547,
"p95_text": "22.70s",
"sample_n": 44,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 44,
"median_ms": 20000.0,
"median_text": "20.00s",
"p95_ms": 22000.0,
"p95_text": "22.00s",
"sample_n": 44,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 44,
"median_ms": 26.93653106689453,
"median_text": "27ms",
"p95_ms": 50.591421127319336,
"p95_text": "51ms",
"sample_n": 44,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.012934207916259766,
"p95_text": "0ms",
"sample_n": 4,
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 88.65749835968018,
"median_text": "89ms",
"p95_ms": 141.42056703567502,
"p95_text": "141ms",
"sample_n": 4,
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 44,
"median_ms": 562.0180368423462,
"median_text": "562ms",
"p95_ms": 948.4744548797607,
"p95_text": "948ms",
"sample_n": 44,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 44,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 40,
"median_ms": 24.309992790222168,
"median_text": "24ms",
"p95_ms": 184.11067724227877,
"p95_text": "184ms",
"sample_n": 40,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 40,
"median_ms": 48.958420753479004,
"median_text": "49ms",
"p95_ms": 73.9474892616272,
"p95_text": "74ms",
"sample_n": 40,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 44,
"median_ms": 20861.38606071472,
"median_text": "20.86s",
"p95_ms": 22704.48019504547,
"p95_text": "22.70s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 44,
"median_ms": 20000.0,
"median_text": "20.00s",
"p95_ms": 22000.0,
"p95_text": "22.00s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 44,
"median_ms": 26.93653106689453,
"median_text": "27ms",
"p95_ms": 50.591421127319336,
"p95_text": "51ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.012934207916259766,
"p95_text": "0ms",
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 88.65749835968018,
"median_text": "89ms",
"p95_ms": 141.42056703567502,
"p95_text": "141ms",
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 44,
"median_ms": 562.0180368423462,
"median_text": "562ms",
"p95_ms": 948.4744548797607,
"p95_text": "948ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 31,
"median_ms": 1060.219,
"median_text": "1.06s",
"p95_ms": 1884.1549999999997,
"p95_text": "1.88s",
"unavailable_reason": null
},
"samples": 44
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 44,
"median_ms": 1461.3538980484009,
"median_text": "1.46s",
"p95_ms": 313048.49578142184,
"p95_text": "313.05s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 44,
"median_ms": 0.3571510314941406,
"median_text": "0ms",
"p95_ms": 2.2308230400085476,
"p95_text": "2ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 44,
"median_ms": 24.366021156311035,
"median_text": "24ms",
"p95_ms": 70.93415260314947,
"p95_text": "71ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 44,
"median_ms": 1531.2154293060303,
"median_text": "1.53s",
"p95_ms": 313073.5438585283,
"p95_text": "313.07s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 44,
"median_ms": 744.454,
"median_text": "744ms",
"p95_ms": 2227.48475,
"p95_text": "2.23s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"sample_n": 44,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"sample_n": 44,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 44,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 44,
"median_ms": 744.7980642318726,
"median_text": "745ms",
"p95_ms": 2228.2915711402893,
"p95_text": "2.23s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 44,
"median_ms": 100.84354877471924,
"median_text": "101ms",
"p95_ms": 790.5001163482668,
"p95_text": "791ms",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 44
},
"label": "Since Baseline (Latest 50)",
"recent_limit": 50,
"scope_key": "recent_50",
"scope_note": "Latest 44 available closed trades, sorted by actual close/exit/fill time.",
"selected_closed_trade_count": 44
}
]
},
"exit_ack_to_fill_median_ms": 1461.3538980484009,
"exit_ack_to_fill_median_text": "1.46s",
"exit_ack_to_fill_ms": 2223.5069274902344,
"exit_ack_to_fill_p95_ms": 313048.49578142184,
"exit_ack_to_fill_p95_text": "313.05s",
"exit_attribution_mode": "direct",
"exit_attribution_mode_label": "direct",
"exit_current_era_count": 44,
"exit_direct_coverage_count": 44,
"exit_direct_coverage_text": "44 / 44 exit trades",
"exit_direct_unavailable_reason": null,
"exit_dominant_condition_type": null,
"exit_fallback_rate": 0.0,
"exit_fill_vs_live_mid_bps": 0.6825210681338618,
"exit_fill_vs_live_mid_reason": "direct from persisted exit live/fill snapshots",
"exit_impact_component_bps": null,
"exit_latency_component_bps": null,
"exit_latency_context": "Exits are websocket-driven stop executions. Late bars are not treated as direct exit-path timing evidence. Latest-exit timing metrics are single-trade diagnostics (not aggregated medians). Trigger->live exact; fill->live exact; exit quote-age exact 744ms; fallback latest no; trigger->submit 1ms; submit->ack 26ms; ack->fill 2.22s.",
"exit_market_to_fill_median_ms": 2658.1684350967407,
"exit_market_to_fill_median_text": "2.66s",
"exit_market_to_fill_p95_ms": 314929.1142225267,
"exit_market_to_fill_p95_text": "314.93s",
"exit_market_to_sidecar_median_ms": 100.84354877471924,
"exit_market_to_sidecar_median_text": "101ms",
"exit_market_to_sidecar_p95_ms": 790.5001163482668,
"exit_market_to_sidecar_p95_text": "791ms",
"exit_market_to_trigger_median_ms": 744.827151298523,
"exit_market_to_trigger_median_text": "745ms",
"exit_market_to_trigger_p95_ms": 2228.3156037330627,
"exit_market_to_trigger_p95_text": "2.23s",
"exit_price_condition_first_to_trigger_median_ms": 0.0,
"exit_price_condition_first_to_trigger_median_text": "0ms",
"exit_price_condition_first_to_trigger_p95_ms": 0.0,
"exit_price_condition_first_to_trigger_p95_text": "0ms",
"exit_primary_driver": "mixed",
"exit_primary_label": "mixed",
"exit_quote_age_median_ms": 744.454,
"exit_quote_age_median_text": "744ms",
"exit_quote_age_ms": 744.454,
"exit_quote_age_p95_ms": 2227.48475,
"exit_quote_age_p95_text": "2.23s",
"exit_quote_age_proxy_ms": 744.454,
"exit_quote_age_reason": "exact from persisted exit execution quote snapshots",
"exit_quote_path_coverage": 0,
"exit_quote_path_coverage_text": "0 / 44 price exits",
"exit_quote_path_total": 44,
"exit_quote_seen_to_first_true_median_ms": null,
"exit_quote_seen_to_first_true_median_text": "\u2014",
"exit_quote_seen_to_first_true_p95_ms": null,
"exit_quote_seen_to_first_true_p95_text": "\u2014",
"exit_quote_source": "alpaca_stock",
"exit_reason": "Exit-side direct attribution uses persisted trigger/live/fill quote snapshots. Late bars are not treated as direct exit-path timing evidence here; exit slippage is evaluated separately for websocket-driven stop execution.",
"exit_residual_component_bps": null,
"exit_sidecar_to_seen_median_ms": null,
"exit_sidecar_to_seen_median_text": "\u2014",
"exit_sidecar_to_seen_p95_ms": null,
"exit_sidecar_to_seen_p95_text": "\u2014",
"exit_spread_component_bps": 1.39,
"exit_submit_to_ack_ms": 25.501012802124023,
"exit_submit_to_fill_ms": 2249.0079402923584,
"exit_trigger_timing_coverage_count": 44,
"exit_trigger_timing_coverage_text": "44 / 44 exit replays",
"exit_trigger_to_ack_median_ms": 25.13301372528076,
"exit_trigger_to_ack_median_text": "25ms",
"exit_trigger_to_ack_ms": 26.302099227905273,
"exit_trigger_to_ack_p95_ms": 71.47498130798346,
"exit_trigger_to_ack_p95_text": "71ms",
"exit_trigger_to_fill_ms": 2249.8090267181396,
"exit_trigger_to_submit_ms": 0.80108642578125,
"exit_trigger_vs_execution_quote_bps": 32.82826434869398,
"exit_websocket_driven": true,
"fill_vs_live_mid_bps": 0.6958135219754776,
"fill_vs_live_mid_reason": "direct from persisted live/fill snapshots",
"has_bar_lag": true,
"has_bid_ask": true,
"has_decision_mid": true,
"has_fill_px": true,
"has_live_mid": true,
"has_quote_age": true,
"has_trigger_px_for_exit": true,
"impact_component_bps": null,
"impact_component_label": "impact",
"late_bar_rate": 1.0,
"latency_component_bps": 31.12,
"latest_exit_fallback_used": false,
"legacy_blended_slippage_bps": 32.82826434869398,
"live_mid_vs_fill_divergence_bps": null,
"net_primary_driver": "latency",
"net_primary_label": "latency",
"older_trades_missing_fields_count": 25,
"older_trades_missing_fields_text": "25 trades",
"order_size_vs_liquidity_ratio": null,
"primary_label": "latency",
"proxy_attribution_coverage_count": 44,
"proxy_attribution_coverage_text": "44 / 44 trades",
"quote_age_at_execution_ms": 1348.2285000000002,
"reason": "Primary slippage driver looks latency-driven; entry bar-state staleness and/or exit quote-path timing explain more drag than spread alone. Late bars are treated as entry/bar-state context only; exit-side slippage is evaluated from websocket trigger/live/fill and timing evidence. Direct decomposition is used where persisted snapshots are available; remaining gaps stay proxy-attributed.",
"residual_component_bps": null,
"sample_count": 44,
"slippage_source_primary": "latency",
"spread_bps": 1003.1289403633316,
"spread_component_bps": 1.84,
"trigger_quote_age_ms": 744.454,
"trigger_reference_gap_bps": 31.117740939501978,
"trigger_to_fill_gap_bps": 32.82826434869398,
"trigger_vs_live_mid_bps": 31.117740939501978,
"trigger_vs_live_mid_reason": "direct from persisted exit trigger/live snapshots",
"true_execution_slippage_bps": 0.6825210681338618,
"unattributed_component_bps": null
},
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": "Some exits use partial replay support, so exit-capture metrics here remain approximate.",
"available": true,
"exit_efficiency": 0.5451445717403178,
"exit_efficiency_pct": "55%",
"interpretation": "Median exits are retaining about 55% of favorable excursion.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": 0.2718622062411956,
"median_mfe_pct": 0.17074848499670042,
"not_promotion_safe": false,
"partial_replay_count": 44,
"profit_giveback_pct": 45.5,
"reason": "median MFE 0.17%; median MAE 0.27%; exit efficiency 55%",
"samples": 44,
"scope_label": "Since baseline replay scope (closed-trade matched: entry 44 | exit 44)",
"status": "exits_acceptable",
"status_class": "llm-badge llm-badge--flat",
"status_label": "exits acceptable",
"unsupported_realized_path_count": 0
},
"trend": {
"class": "llm-badge llm-badge--flat",
"confidence_pct": "82%",
"evidence_strength": "high",
"evidence_strength_class": "llm-badge llm-badge--up",
"label": "flat",
"reason": "changes are small or mixed versus the prior saved snapshot",
"reset_aware": false,
"sample_size_comment": "reset age 229h16m | validator trades 44 | calibration 44 | slippage 20 | infra 20",
"value": "flat"
},
"validator_maturity": {
"class": "llm-badge llm-badge--warn",
"confidence": 0.757,
"confidence_pct": "76%",
"evidence_strength": "high",
"evidence_strength_class": "llm-badge llm-badge--up",
"evidence_strength_label": "high",
"label": "mixed",
"reason": "3/6 validator lanes are stable, 2/6 are still building, and 44 current-era trades are available.",
"status": "mixed"
}
},
{
"bot": "BOT6",
"bot_specific_anomalies": [],
"classification": {
"class": "llm-badge llm-badge--warn",
"label": "exits giveback",
"reason": "exits are only retaining about 43% of favorable excursion and giving back about 57%",
"value": "exits_giveback"
},
"execution_drag": {
"available": true,
"edge_after_execution_bps": -4.77,
"execution_cost": 1502.1,
"execution_cost_ratio": 0.9191,
"execution_cost_ratio_pct": "92%",
"gross_edge_bps": 25.86,
"gross_pnl": 1634.33,
"gross_to_net_efficiency": 0.0809,
"gross_to_net_efficiency_pct": "8%",
"net_pnl": 132.23,
"reason": "Execution costs are consuming most of the gross edge.",
"scope_label": "Baseline-window PnL basis (closed-trade net plus live unrealized).",
"severity": "high",
"severity_class": "llm-badge llm-badge--up",
"severity_label": "high",
"status_label": "edge heavily degraded",
"total_pnl": 132.23,
"turnover_usd": 32012.43
},
"generated_at": "2026-05-29T15:45:15.075738+00:00",
"infra_breakdown": {
"age_samples": 20,
"attribution_coverage": 1.0,
"attribution_coverage_text": "100.0%",
"available": true,
"fallback_rate": 0.0,
"fallback_rate_text": "0.0%",
"late_bar_rate": 1.0,
"late_bar_rate_text": "100.0%",
"median_quote_age_ms": 1636.963,
"median_quote_age_text": "1.6s",
"p95_quote_age_ms": 2997.4883999999997,
"p95_quote_age_text": "3.0s",
"quote_missing_rate": 0.0,
"quote_missing_rate_text": "0.0%",
"reason": "Late bars are likely contributing to stale decisions and slippage.",
"scope_label": "Since baseline replay scope (closed-trade matched entry 265 | exit 265).",
"top_fallback_symbols": []
},
"investigation_targets": [
"Inspect the late-bar and bar-finalization path for this bot; late-bar rate is 100%.",
"Inspect execution quote freshness, quote fallback, and quote attribution coverage around order timestamps.",
"Inspect exit-side slippage first; exits are the main current slippage driver for this bot.",
"Inspect exit giveback and exit replay limits; this bot is retaining too little of favorable excursion.",
"Inspect symbols and times with wide spreads; spread crossing looks like the main slippage source."
],
"llm_failure_reason": "LLM prompt payload exceeded budget (3799 > 2800)",
"llm_status": "fallback_used",
"main_issue": {
"class": "llm-badge llm-badge--warn",
"label": "exits giveback",
"reason": "exits are only retaining about 43% of favorable excursion and giving back about 57%"
},
"model": "Qwen3.6-35B-A3B-UD-IQ3_XXS",
"pnl_breakdown": {
"aggregated_trade_count": 43,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": true,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:25 PM ET.",
"Recent trade tables are capped, so they do not represent the full 24h aggregation window."
],
"displayed_trade_count": 10,
"gross_pnl": 1634.33,
"implied_cost": 1502.1,
"net_pnl": 132.23,
"pnl_24h": -30.47,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--warn",
"pnl_reconciliation_label": "different basis",
"pnl_reconciliation_reason": "24h pnl uses the full rolling window, while the recent trade table only shows 10 rows against 43 aggregated 24h closes.",
"pnl_reconciliation_status": "mixed_basis",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": -10.07,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": true,
"return_pct": 1.3222999999999998,
"return_pct_display": "+1.32%",
"return_pct_reason": null,
"total_pnl": 132.23,
"truncation_detected": true,
"unrealized_pnl": -0.97,
"validator_basis_label": "current-era validator subset since 10:28:25 PM ET",
"validator_current_era_cost": 98.04995996522841,
"validator_current_era_gross_pnl": 82.7709554561158,
"validator_current_era_net_pnl": -15.279004509112598,
"validator_trade_count": 265
},
"promotion_alignment": {
"class": "llm-badge llm-badge--flat",
"label": "unknown",
"reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"value": "unknown"
},
"slippage_breakdown": {
"available": true,
"confidence_text": "Stable (20/20)",
"driver_label": "net slippage bps",
"driver_metric": "net_slippage_bps",
"entry_dominant": false,
"entry_slippage_bps": 9.02347649253627,
"exit_dominant": true,
"exit_slippage_bps": 88.63867504929408,
"net_slippage_bps": 103.192473865812,
"quote_age_context": "median 1.6s | p95 3.0s",
"reason": "Exit slippage is the dominant current drag component.",
"sample_count": 265,
"sample_window_text": "last 265 fills",
"scope_label": "Since baseline replay scope (265 exit replays), mapped to validator slippage checks.",
"validator_sample_count": 20
},
"slippage_source_diagnosis": {
"attribution_limitations": [],
"attribution_mode": "direct",
"attribution_mode_label": "direct",
"available": true,
"baseline_excluded_count": 8,
"confidence": "high",
"confidence_label": "high",
"coverage_missing_reason": "unavailable: some current-era trades still predate the upstream observability enrichment",
"current_era_direct_coverage_count": 141,
"current_era_direct_coverage_text": "141 / 265 current-era trades",
"decision_mid_vs_live_mid_bps": 0.0,
"decision_vs_live_mid_bps": 0.0,
"decision_vs_live_mid_reason": "direct from persisted entry decision/live snapshots",
"direct_attribution_coverage_count": 141,
"direct_attribution_coverage_text": "141 / 265 trades",
"entry_attribution_mode": "direct",
"entry_attribution_mode_label": "direct",
"entry_current_era_count": 265,
"entry_direct_coverage_count": 141,
"entry_direct_coverage_text": "141 / 265 entry trades",
"entry_direct_unavailable_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"entry_fallback_rate": 0.0,
"entry_fill_vs_live_mid_bps": 36.27854808454635,
"entry_fill_vs_live_mid_reason": "direct from persisted entry live/fill snapshots",
"entry_impact_component_bps": null,
"entry_latency_component_bps": null,
"entry_latency_context": "Entries are bar/decision driven. Late bars primarily affect entry stale decisioning. Decision->live exact; fill->live exact; entry quote-age exact 1.12s; late-bar 1.00.",
"entry_primary_driver": "spread",
"entry_primary_label": "spread",
"entry_quote_age_ms": 1123.937,
"entry_quote_age_proxy_ms": 1123.937,
"entry_quote_age_reason": "exact from persisted entry execution quote snapshots",
"entry_quote_source": "alpaca_stock",
"entry_reason": "Entry-side direct attribution uses persisted decision/live/fill quote snapshots.",
"entry_residual_component_bps": null,
"entry_spread_component_bps": 9.02,
"execution_timing_chain": {
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "265 / 265 (100.0%)",
"replay_coverage_text": "265 / 265 (100.0%)",
"samples_used_text": "entry 265 | exit 265"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 265,
"latest_condition_first_true_ts": "2026-05-29T15:31:00Z",
"latest_quote_evaluated_ts": "2026-05-29T15:32:29.742949+00:00",
"latest_submit_ts": "2026-05-29T15:32:29.798288+00:00",
"quote_evaluated_count": 265,
"submit_count": 264
},
"exit": {
"condition_first_true_count": 265,
"latest_condition_first_true_ts": "2026-05-29T15:41:00.039601+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:41:00.040350+00:00",
"quote_evaluated_count": 0,
"submit_count": 265
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 264,
"median_ms": 24.770021438598633,
"median_text": "25ms",
"p95_ms": 59.38855409622188,
"p95_text": "59ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 264,
"median_ms": 49.13294315338135,
"median_text": "49ms",
"p95_ms": 252.57667303085316,
"p95_text": "253ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 265,
"median_ms": 22418.359994888306,
"median_text": "22.42s",
"p95_ms": 34149.797105789185,
"p95_text": "34.15s",
"sample_n": 265,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 265,
"median_ms": 22000.0,
"median_text": "22.00s",
"p95_ms": 34000.0,
"p95_text": "34.00s",
"sample_n": 265,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 265,
"median_ms": 26.221036911010742,
"median_text": "26ms",
"p95_ms": 49.47152137756348,
"p95_text": "49ms",
"sample_n": 265,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 1,
"median_ms": 0.008821487426757812,
"median_text": "0ms",
"p95_ms": 0.008821487426757812,
"p95_text": "0ms",
"sample_n": 1,
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 1,
"median_ms": 122.85518646240234,
"median_text": "123ms",
"p95_ms": 122.85518646240234,
"p95_text": "123ms",
"sample_n": 1,
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 265,
"median_ms": 473.6170768737793,
"median_text": "474ms",
"p95_ms": 917.6803588867186,
"p95_text": "918ms",
"sample_n": 265,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 265,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 264,
"median_ms": 24.770021438598633,
"median_text": "25ms",
"p95_ms": 59.38855409622188,
"p95_text": "59ms",
"sample_n": 264,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 264,
"median_ms": 49.13294315338135,
"median_text": "49ms",
"p95_ms": 252.57667303085316,
"p95_text": "253ms",
"sample_n": 264,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 265,
"median_ms": 22418.359994888306,
"median_text": "22.42s",
"p95_ms": 34149.797105789185,
"p95_text": "34.15s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 265,
"median_ms": 22000.0,
"median_text": "22.00s",
"p95_ms": 34000.0,
"p95_text": "34.00s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 265,
"median_ms": 26.221036911010742,
"median_text": "26ms",
"p95_ms": 49.47152137756348,
"p95_text": "49ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 1,
"median_ms": 0.008821487426757812,
"median_text": "0ms",
"p95_ms": 0.008821487426757812,
"p95_text": "0ms",
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 1,
"median_ms": 122.85518646240234,
"median_text": "123ms",
"p95_ms": 122.85518646240234,
"p95_text": "123ms",
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 265,
"median_ms": 473.6170768737793,
"median_text": "474ms",
"p95_ms": 917.6803588867186,
"p95_text": "918ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 141,
"median_ms": 1123.937,
"median_text": "1.12s",
"p95_ms": 1953.132,
"p95_text": "1.95s",
"unavailable_reason": null
},
"samples": 265
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 265,
"median_ms": 735.9039783477783,
"median_text": "736ms",
"p95_ms": 2491.796016693114,
"p95_text": "2.49s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 265,
"median_ms": 0.3361701965332031,
"median_text": "0ms",
"p95_ms": 0.40693283081054676,
"p95_text": "0ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 265,
"median_ms": 23.105144500732422,
"median_text": "23ms",
"p95_ms": 58.19106101989744,
"p95_text": "58ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 265,
"median_ms": 758.9809894561768,
"median_text": "759ms",
"p95_ms": 2903.649377822868,
"p95_text": "2.90s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 265,
"median_ms": 1881.848,
"median_text": "1.88s",
"p95_ms": 2985.2482,
"p95_text": "2.99s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 265,
"median_ms": 1882.279872894287,
"median_text": "1.88s",
"p95_ms": 5723.123407363886,
"p95_text": "5.72s",
"sample_n": 265,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 265,
"median_ms": 686.3961219787598,
"median_text": "686ms",
"p95_ms": 2625.0380039215083,
"p95_text": "2.63s",
"sample_n": 265,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 265,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 265,
"median_ms": 1882.279872894287,
"median_text": "1.88s",
"p95_ms": 5723.123407363886,
"p95_text": "5.72s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 265,
"median_ms": 686.3961219787598,
"median_text": "686ms",
"p95_ms": 2625.0380039215083,
"p95_text": "2.63s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 265,
"median_ms": 1882.279872894287,
"median_text": "1.88s",
"p95_ms": 5723.123407363886,
"p95_text": "5.72s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 265,
"median_ms": 686.3961219787598,
"median_text": "686ms",
"p95_ms": 2625.0380039215083,
"p95_text": "2.63s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 265
},
"full_history": {
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "265 / 265 (100.0%)",
"replay_coverage_text": "265 / 265 (100.0%)",
"samples_used_text": "entry 265 | exit 265"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 265,
"latest_condition_first_true_ts": "2026-05-29T15:31:00Z",
"latest_quote_evaluated_ts": "2026-05-29T15:32:29.742949+00:00",
"latest_submit_ts": "2026-05-29T15:32:29.798288+00:00",
"quote_evaluated_count": 265,
"submit_count": 264
},
"exit": {
"condition_first_true_count": 265,
"latest_condition_first_true_ts": "2026-05-29T15:41:00.039601+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:41:00.040350+00:00",
"quote_evaluated_count": 0,
"submit_count": 265
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 264,
"median_ms": 24.770021438598633,
"median_text": "25ms",
"p95_ms": 59.38855409622188,
"p95_text": "59ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 264,
"median_ms": 49.13294315338135,
"median_text": "49ms",
"p95_ms": 252.57667303085316,
"p95_text": "253ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 265,
"median_ms": 22418.359994888306,
"median_text": "22.42s",
"p95_ms": 34149.797105789185,
"p95_text": "34.15s",
"sample_n": 265,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 265,
"median_ms": 22000.0,
"median_text": "22.00s",
"p95_ms": 34000.0,
"p95_text": "34.00s",
"sample_n": 265,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 265,
"median_ms": 26.221036911010742,
"median_text": "26ms",
"p95_ms": 49.47152137756348,
"p95_text": "49ms",
"sample_n": 265,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 1,
"median_ms": 0.008821487426757812,
"median_text": "0ms",
"p95_ms": 0.008821487426757812,
"p95_text": "0ms",
"sample_n": 1,
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 1,
"median_ms": 122.85518646240234,
"median_text": "123ms",
"p95_ms": 122.85518646240234,
"p95_text": "123ms",
"sample_n": 1,
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 265,
"median_ms": 473.6170768737793,
"median_text": "474ms",
"p95_ms": 917.6803588867186,
"p95_text": "918ms",
"sample_n": 265,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 265,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 264,
"median_ms": 24.770021438598633,
"median_text": "25ms",
"p95_ms": 59.38855409622188,
"p95_text": "59ms",
"sample_n": 264,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 264,
"median_ms": 49.13294315338135,
"median_text": "49ms",
"p95_ms": 252.57667303085316,
"p95_text": "253ms",
"sample_n": 264,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 265,
"median_ms": 22418.359994888306,
"median_text": "22.42s",
"p95_ms": 34149.797105789185,
"p95_text": "34.15s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 265,
"median_ms": 22000.0,
"median_text": "22.00s",
"p95_ms": 34000.0,
"p95_text": "34.00s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 265,
"median_ms": 26.221036911010742,
"median_text": "26ms",
"p95_ms": 49.47152137756348,
"p95_text": "49ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 1,
"median_ms": 0.008821487426757812,
"median_text": "0ms",
"p95_ms": 0.008821487426757812,
"p95_text": "0ms",
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 1,
"median_ms": 122.85518646240234,
"median_text": "123ms",
"p95_ms": 122.85518646240234,
"p95_text": "123ms",
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 265,
"median_ms": 473.6170768737793,
"median_text": "474ms",
"p95_ms": 917.6803588867186,
"p95_text": "918ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 141,
"median_ms": 1123.937,
"median_text": "1.12s",
"p95_ms": 1953.132,
"p95_text": "1.95s",
"unavailable_reason": null
},
"samples": 265
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 265,
"median_ms": 735.9039783477783,
"median_text": "736ms",
"p95_ms": 2491.796016693114,
"p95_text": "2.49s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 265,
"median_ms": 0.3361701965332031,
"median_text": "0ms",
"p95_ms": 0.40693283081054676,
"p95_text": "0ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 265,
"median_ms": 23.105144500732422,
"median_text": "23ms",
"p95_ms": 58.19106101989744,
"p95_text": "58ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 265,
"median_ms": 758.9809894561768,
"median_text": "759ms",
"p95_ms": 2903.649377822868,
"p95_text": "2.90s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 265,
"median_ms": 1881.848,
"median_text": "1.88s",
"p95_ms": 2985.2482,
"p95_text": "2.99s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 265,
"median_ms": 1882.279872894287,
"median_text": "1.88s",
"p95_ms": 5723.123407363886,
"p95_text": "5.72s",
"sample_n": 265,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 265,
"median_ms": 686.3961219787598,
"median_text": "686ms",
"p95_ms": 2625.0380039215083,
"p95_text": "2.63s",
"sample_n": 265,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 265,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 265,
"median_ms": 1882.279872894287,
"median_text": "1.88s",
"p95_ms": 5723.123407363886,
"p95_text": "5.72s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 265,
"median_ms": 686.3961219787598,
"median_text": "686ms",
"p95_ms": 2625.0380039215083,
"p95_text": "2.63s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 265,
"median_ms": 1882.279872894287,
"median_text": "1.88s",
"p95_ms": 5723.123407363886,
"p95_text": "5.72s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 265,
"median_ms": 686.3961219787598,
"median_text": "686ms",
"p95_ms": 2625.0380039215083,
"p95_text": "2.63s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 265
},
"label": "Since Baseline (All Eligible)",
"recent_limit": null,
"scope_key": "full_history",
"scope_note": "Current full-history/current-era replay rows.",
"selected_closed_trade_count": 265
},
"recent_50": {
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "50 / 50 (100.0%)",
"replay_coverage_text": "50 / 50 (100.0%)",
"samples_used_text": "entry 50 | exit 50"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 50,
"latest_condition_first_true_ts": "2026-05-29T15:31:00Z",
"latest_quote_evaluated_ts": "2026-05-29T15:32:29.742949+00:00",
"latest_submit_ts": "2026-05-29T15:32:29.798288+00:00",
"quote_evaluated_count": 50,
"submit_count": 50
},
"exit": {
"condition_first_true_count": 50,
"latest_condition_first_true_ts": "2026-05-29T15:41:00.039601+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:41:00.040350+00:00",
"quote_evaluated_count": 0,
"submit_count": 50
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 50,
"median_ms": 26.322484016418457,
"median_text": "26ms",
"p95_ms": 38.46765756607055,
"p95_text": "38ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 50,
"median_ms": 51.66757106781006,
"median_text": "52ms",
"p95_ms": 79.4567584991455,
"p95_text": "79ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 50,
"median_ms": 22883.420944213867,
"median_text": "22.88s",
"p95_ms": 35788.19905519483,
"p95_text": "35.79s",
"sample_n": 50,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 50,
"median_ms": 22000.0,
"median_text": "22.00s",
"p95_ms": 35299.999999999985,
"p95_text": "35.30s",
"sample_n": 50,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 50,
"median_ms": 27.57096290588379,
"median_text": "28ms",
"p95_ms": 49.51474666595459,
"p95_text": "50ms",
"sample_n": 50,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 50,
"median_ms": 458.45556259155273,
"median_text": "458ms",
"p95_ms": 903.735089302063,
"p95_text": "904ms",
"sample_n": 50,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 50,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 50,
"median_ms": 26.322484016418457,
"median_text": "26ms",
"p95_ms": 38.46765756607055,
"p95_text": "38ms",
"sample_n": 50,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 50,
"median_ms": 51.66757106781006,
"median_text": "52ms",
"p95_ms": 79.4567584991455,
"p95_text": "79ms",
"sample_n": 50,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 50,
"median_ms": 22883.420944213867,
"median_text": "22.88s",
"p95_ms": 35788.19905519483,
"p95_text": "35.79s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 50,
"median_ms": 22000.0,
"median_text": "22.00s",
"p95_ms": 35299.999999999985,
"p95_text": "35.30s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 50,
"median_ms": 27.57096290588379,
"median_text": "28ms",
"p95_ms": 49.51474666595459,
"p95_text": "50ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 50,
"median_ms": 458.45556259155273,
"median_text": "458ms",
"p95_ms": 903.735089302063,
"p95_text": "904ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 26,
"median_ms": 920.428,
"median_text": "920ms",
"p95_ms": 1819.54775,
"p95_text": "1.82s",
"unavailable_reason": null
},
"samples": 50
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 50,
"median_ms": 931.2940835952759,
"median_text": "931ms",
"p95_ms": 2962.745618820185,
"p95_text": "2.96s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 50,
"median_ms": 0.3345012664794922,
"median_text": "0ms",
"p95_ms": 0.5709767341613762,
"p95_text": "1ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 50,
"median_ms": 24.887561798095703,
"median_text": "25ms",
"p95_ms": 54.879057407379136,
"p95_text": "55ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 50,
"median_ms": 977.9515266418457,
"median_text": "978ms",
"p95_ms": 3956.897675991058,
"p95_text": "3.96s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 50,
"median_ms": 2043.501,
"median_text": "2.04s",
"p95_ms": 2991.40865,
"p95_text": "2.99s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 2043.7939167022705,
"median_text": "2.04s",
"p95_ms": 6054.189276695249,
"p95_text": "6.05s",
"sample_n": 50,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 824.4154453277588,
"median_text": "824ms",
"p95_ms": 2597.3674654960632,
"p95_text": "2.60s",
"sample_n": 50,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 50,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 2043.7939167022705,
"median_text": "2.04s",
"p95_ms": 6054.189276695249,
"p95_text": "6.05s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 824.4154453277588,
"median_text": "824ms",
"p95_ms": 2597.3674654960632,
"p95_text": "2.60s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 2043.7939167022705,
"median_text": "2.04s",
"p95_ms": 6054.189276695249,
"p95_text": "6.05s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 824.4154453277588,
"median_text": "824ms",
"p95_ms": 2597.3674654960632,
"p95_text": "2.60s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 50
},
"label": "Since Baseline (Latest 50)",
"recent_limit": 50,
"scope_key": "recent_50",
"scope_note": "Latest 50 closed trades, sorted by actual close/exit/fill time.",
"selected_closed_trade_count": 50
},
"views": [
{
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "265 / 265 (100.0%)",
"replay_coverage_text": "265 / 265 (100.0%)",
"samples_used_text": "entry 265 | exit 265"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 265,
"latest_condition_first_true_ts": "2026-05-29T15:31:00Z",
"latest_quote_evaluated_ts": "2026-05-29T15:32:29.742949+00:00",
"latest_submit_ts": "2026-05-29T15:32:29.798288+00:00",
"quote_evaluated_count": 265,
"submit_count": 264
},
"exit": {
"condition_first_true_count": 265,
"latest_condition_first_true_ts": "2026-05-29T15:41:00.039601+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:41:00.040350+00:00",
"quote_evaluated_count": 0,
"submit_count": 265
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 264,
"median_ms": 24.770021438598633,
"median_text": "25ms",
"p95_ms": 59.38855409622188,
"p95_text": "59ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 264,
"median_ms": 49.13294315338135,
"median_text": "49ms",
"p95_ms": 252.57667303085316,
"p95_text": "253ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 265,
"median_ms": 22418.359994888306,
"median_text": "22.42s",
"p95_ms": 34149.797105789185,
"p95_text": "34.15s",
"sample_n": 265,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 265,
"median_ms": 22000.0,
"median_text": "22.00s",
"p95_ms": 34000.0,
"p95_text": "34.00s",
"sample_n": 265,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 265,
"median_ms": 26.221036911010742,
"median_text": "26ms",
"p95_ms": 49.47152137756348,
"p95_text": "49ms",
"sample_n": 265,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 1,
"median_ms": 0.008821487426757812,
"median_text": "0ms",
"p95_ms": 0.008821487426757812,
"p95_text": "0ms",
"sample_n": 1,
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 1,
"median_ms": 122.85518646240234,
"median_text": "123ms",
"p95_ms": 122.85518646240234,
"p95_text": "123ms",
"sample_n": 1,
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 265,
"median_ms": 473.6170768737793,
"median_text": "474ms",
"p95_ms": 917.6803588867186,
"p95_text": "918ms",
"sample_n": 265,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 265,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 264,
"median_ms": 24.770021438598633,
"median_text": "25ms",
"p95_ms": 59.38855409622188,
"p95_text": "59ms",
"sample_n": 264,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 264,
"median_ms": 49.13294315338135,
"median_text": "49ms",
"p95_ms": 252.57667303085316,
"p95_text": "253ms",
"sample_n": 264,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 265,
"median_ms": 22418.359994888306,
"median_text": "22.42s",
"p95_ms": 34149.797105789185,
"p95_text": "34.15s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 265,
"median_ms": 22000.0,
"median_text": "22.00s",
"p95_ms": 34000.0,
"p95_text": "34.00s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 265,
"median_ms": 26.221036911010742,
"median_text": "26ms",
"p95_ms": 49.47152137756348,
"p95_text": "49ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 1,
"median_ms": 0.008821487426757812,
"median_text": "0ms",
"p95_ms": 0.008821487426757812,
"p95_text": "0ms",
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 1,
"median_ms": 122.85518646240234,
"median_text": "123ms",
"p95_ms": 122.85518646240234,
"p95_text": "123ms",
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 265,
"median_ms": 473.6170768737793,
"median_text": "474ms",
"p95_ms": 917.6803588867186,
"p95_text": "918ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 141,
"median_ms": 1123.937,
"median_text": "1.12s",
"p95_ms": 1953.132,
"p95_text": "1.95s",
"unavailable_reason": null
},
"samples": 265
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 265,
"median_ms": 735.9039783477783,
"median_text": "736ms",
"p95_ms": 2491.796016693114,
"p95_text": "2.49s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 265,
"median_ms": 0.3361701965332031,
"median_text": "0ms",
"p95_ms": 0.40693283081054676,
"p95_text": "0ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 265,
"median_ms": 23.105144500732422,
"median_text": "23ms",
"p95_ms": 58.19106101989744,
"p95_text": "58ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 265,
"median_ms": 758.9809894561768,
"median_text": "759ms",
"p95_ms": 2903.649377822868,
"p95_text": "2.90s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 265,
"median_ms": 1881.848,
"median_text": "1.88s",
"p95_ms": 2985.2482,
"p95_text": "2.99s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 265,
"median_ms": 1882.279872894287,
"median_text": "1.88s",
"p95_ms": 5723.123407363886,
"p95_text": "5.72s",
"sample_n": 265,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 265,
"median_ms": 686.3961219787598,
"median_text": "686ms",
"p95_ms": 2625.0380039215083,
"p95_text": "2.63s",
"sample_n": 265,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 265,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 265,
"median_ms": 1882.279872894287,
"median_text": "1.88s",
"p95_ms": 5723.123407363886,
"p95_text": "5.72s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 265,
"median_ms": 686.3961219787598,
"median_text": "686ms",
"p95_ms": 2625.0380039215083,
"p95_text": "2.63s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 265,
"median_ms": 1882.279872894287,
"median_text": "1.88s",
"p95_ms": 5723.123407363886,
"p95_text": "5.72s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 265,
"median_ms": 686.3961219787598,
"median_text": "686ms",
"p95_ms": 2625.0380039215083,
"p95_text": "2.63s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 265
},
"label": "Since Baseline (All Eligible)",
"recent_limit": null,
"scope_key": "full_history",
"scope_note": "Current full-history/current-era replay rows.",
"selected_closed_trade_count": 265
},
{
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "50 / 50 (100.0%)",
"replay_coverage_text": "50 / 50 (100.0%)",
"samples_used_text": "entry 50 | exit 50"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 50,
"latest_condition_first_true_ts": "2026-05-29T15:31:00Z",
"latest_quote_evaluated_ts": "2026-05-29T15:32:29.742949+00:00",
"latest_submit_ts": "2026-05-29T15:32:29.798288+00:00",
"quote_evaluated_count": 50,
"submit_count": 50
},
"exit": {
"condition_first_true_count": 50,
"latest_condition_first_true_ts": "2026-05-29T15:41:00.039601+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:41:00.040350+00:00",
"quote_evaluated_count": 0,
"submit_count": 50
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 50,
"median_ms": 26.322484016418457,
"median_text": "26ms",
"p95_ms": 38.46765756607055,
"p95_text": "38ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 50,
"median_ms": 51.66757106781006,
"median_text": "52ms",
"p95_ms": 79.4567584991455,
"p95_text": "79ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 50,
"median_ms": 22883.420944213867,
"median_text": "22.88s",
"p95_ms": 35788.19905519483,
"p95_text": "35.79s",
"sample_n": 50,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 50,
"median_ms": 22000.0,
"median_text": "22.00s",
"p95_ms": 35299.999999999985,
"p95_text": "35.30s",
"sample_n": 50,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 50,
"median_ms": 27.57096290588379,
"median_text": "28ms",
"p95_ms": 49.51474666595459,
"p95_text": "50ms",
"sample_n": 50,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 50,
"median_ms": 458.45556259155273,
"median_text": "458ms",
"p95_ms": 903.735089302063,
"p95_text": "904ms",
"sample_n": 50,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 50,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 50,
"median_ms": 26.322484016418457,
"median_text": "26ms",
"p95_ms": 38.46765756607055,
"p95_text": "38ms",
"sample_n": 50,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 50,
"median_ms": 51.66757106781006,
"median_text": "52ms",
"p95_ms": 79.4567584991455,
"p95_text": "79ms",
"sample_n": 50,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 50,
"median_ms": 22883.420944213867,
"median_text": "22.88s",
"p95_ms": 35788.19905519483,
"p95_text": "35.79s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 50,
"median_ms": 22000.0,
"median_text": "22.00s",
"p95_ms": 35299.999999999985,
"p95_text": "35.30s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 50,
"median_ms": 27.57096290588379,
"median_text": "28ms",
"p95_ms": 49.51474666595459,
"p95_text": "50ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 50,
"median_ms": 458.45556259155273,
"median_text": "458ms",
"p95_ms": 903.735089302063,
"p95_text": "904ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 26,
"median_ms": 920.428,
"median_text": "920ms",
"p95_ms": 1819.54775,
"p95_text": "1.82s",
"unavailable_reason": null
},
"samples": 50
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 50,
"median_ms": 931.2940835952759,
"median_text": "931ms",
"p95_ms": 2962.745618820185,
"p95_text": "2.96s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 50,
"median_ms": 0.3345012664794922,
"median_text": "0ms",
"p95_ms": 0.5709767341613762,
"p95_text": "1ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 50,
"median_ms": 24.887561798095703,
"median_text": "25ms",
"p95_ms": 54.879057407379136,
"p95_text": "55ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 50,
"median_ms": 977.9515266418457,
"median_text": "978ms",
"p95_ms": 3956.897675991058,
"p95_text": "3.96s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 50,
"median_ms": 2043.501,
"median_text": "2.04s",
"p95_ms": 2991.40865,
"p95_text": "2.99s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 2043.7939167022705,
"median_text": "2.04s",
"p95_ms": 6054.189276695249,
"p95_text": "6.05s",
"sample_n": 50,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 824.4154453277588,
"median_text": "824ms",
"p95_ms": 2597.3674654960632,
"p95_text": "2.60s",
"sample_n": 50,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 50,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 2043.7939167022705,
"median_text": "2.04s",
"p95_ms": 6054.189276695249,
"p95_text": "6.05s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 824.4154453277588,
"median_text": "824ms",
"p95_ms": 2597.3674654960632,
"p95_text": "2.60s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 2043.7939167022705,
"median_text": "2.04s",
"p95_ms": 6054.189276695249,
"p95_text": "6.05s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 824.4154453277588,
"median_text": "824ms",
"p95_ms": 2597.3674654960632,
"p95_text": "2.60s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 50
},
"label": "Since Baseline (Latest 50)",
"recent_limit": 50,
"scope_key": "recent_50",
"scope_note": "Latest 50 closed trades, sorted by actual close/exit/fill time.",
"selected_closed_trade_count": 50
}
]
},
"exit_ack_to_fill_median_ms": 735.9039783477783,
"exit_ack_to_fill_median_text": "736ms",
"exit_ack_to_fill_ms": 1003.8530826568604,
"exit_ack_to_fill_p95_ms": 2491.796016693114,
"exit_ack_to_fill_p95_text": "2.49s",
"exit_attribution_mode": "direct",
"exit_attribution_mode_label": "direct",
"exit_current_era_count": 265,
"exit_direct_coverage_count": 265,
"exit_direct_coverage_text": "265 / 265 exit trades",
"exit_direct_unavailable_reason": null,
"exit_dominant_condition_type": null,
"exit_fallback_rate": 0.0,
"exit_fill_vs_live_mid_bps": -57.72773797338778,
"exit_fill_vs_live_mid_reason": "direct from persisted exit live/fill snapshots",
"exit_impact_component_bps": null,
"exit_latency_component_bps": null,
"exit_latency_context": "Exits are websocket-driven stop executions. Late bars are not treated as direct exit-path timing evidence. Latest-exit timing metrics are single-trade diagnostics (not aggregated medians). Trigger->live exact; fill->live exact; exit quote-age exact 1.88s; fallback latest no; trigger->submit 1ms; submit->ack 27ms; ack->fill 1.00s.",
"exit_market_to_fill_median_ms": 2693.8979625701904,
"exit_market_to_fill_median_text": "2.69s",
"exit_market_to_fill_p95_ms": 7383.666944503783,
"exit_market_to_fill_p95_text": "7.38s",
"exit_market_to_sidecar_median_ms": 686.3961219787598,
"exit_market_to_sidecar_median_text": "686ms",
"exit_market_to_sidecar_p95_ms": 2625.0380039215083,
"exit_market_to_sidecar_p95_text": "2.63s",
"exit_market_to_trigger_median_ms": 1882.2968006134033,
"exit_market_to_trigger_median_text": "1.88s",
"exit_market_to_trigger_p95_ms": 5723.155784606928,
"exit_market_to_trigger_p95_text": "5.72s",
"exit_price_condition_first_to_trigger_median_ms": 0.0,
"exit_price_condition_first_to_trigger_median_text": "0ms",
"exit_price_condition_first_to_trigger_p95_ms": 0.0,
"exit_price_condition_first_to_trigger_p95_text": "0ms",
"exit_primary_driver": "spread",
"exit_primary_label": "spread",
"exit_quote_age_median_ms": 1881.848,
"exit_quote_age_median_text": "1.88s",
"exit_quote_age_ms": 1881.848,
"exit_quote_age_p95_ms": 2985.2482,
"exit_quote_age_p95_text": "2.99s",
"exit_quote_age_proxy_ms": 1881.848,
"exit_quote_age_reason": "exact from persisted exit execution quote snapshots",
"exit_quote_path_coverage": 0,
"exit_quote_path_coverage_text": "0 / 265 price exits",
"exit_quote_path_total": 265,
"exit_quote_seen_to_first_true_median_ms": null,
"exit_quote_seen_to_first_true_median_text": "\u2014",
"exit_quote_seen_to_first_true_p95_ms": null,
"exit_quote_seen_to_first_true_p95_text": "\u2014",
"exit_quote_source": "alpaca_stock",
"exit_reason": "Exit-side direct attribution uses persisted trigger/live/fill quote snapshots. Late bars are not treated as direct exit-path timing evidence here; exit slippage is evaluated separately for websocket-driven stop execution.",
"exit_residual_component_bps": null,
"exit_sidecar_to_seen_median_ms": null,
"exit_sidecar_to_seen_median_text": "\u2014",
"exit_sidecar_to_seen_p95_ms": null,
"exit_sidecar_to_seen_p95_text": "\u2014",
"exit_spread_component_bps": 88.64,
"exit_submit_to_ack_ms": 26.98493003845215,
"exit_submit_to_fill_ms": 1030.8380126953125,
"exit_trigger_timing_coverage_count": 265,
"exit_trigger_timing_coverage_text": "265 / 265 exit replays",
"exit_trigger_to_ack_median_ms": 23.446083068847656,
"exit_trigger_to_ack_median_text": "23ms",
"exit_trigger_to_ack_ms": 27.733802795410156,
"exit_trigger_to_ack_p95_ms": 58.5081100463867,
"exit_trigger_to_ack_p95_text": "59ms",
"exit_trigger_to_fill_ms": 1031.5868854522705,
"exit_trigger_to_submit_ms": 0.7488727569580078,
"exit_trigger_vs_execution_quote_bps": 49.82562526226004,
"exit_websocket_driven": true,
"fill_vs_live_mid_bps": -7.322886060432196,
"fill_vs_live_mid_reason": "direct from persisted live/fill snapshots",
"has_bar_lag": true,
"has_bid_ask": true,
"has_decision_mid": true,
"has_fill_px": true,
"has_live_mid": true,
"has_quote_age": true,
"has_trigger_px_for_exit": true,
"impact_component_bps": null,
"impact_component_label": "impact",
"late_bar_rate": 1.0,
"latency_component_bps": 118.99,
"latest_exit_fallback_used": false,
"legacy_blended_slippage_bps": 49.82562526226004,
"live_mid_vs_fill_divergence_bps": null,
"net_primary_driver": "spread",
"net_primary_label": "spread",
"older_trades_missing_fields_count": 132,
"older_trades_missing_fields_text": "132 trades",
"order_size_vs_liquidity_ratio": null,
"primary_label": "spread",
"proxy_attribution_coverage_count": 265,
"proxy_attribution_coverage_text": "265 / 265 trades",
"quote_age_at_execution_ms": 1636.963,
"reason": "Primary slippage driver looks spread-driven; the spread proxy explains most observed slippage while entry bar-state lag and exit stream-path timing look secondary. Exit slippage is materially larger than entry slippage (88.64 vs 9.02 bps). Late bars are treated as entry/bar-state context only; exit-side slippage is evaluated from websocket trigger/live/fill and timing evidence. Direct decomposition is used where persisted snapshots are available; remaining gaps stay proxy-attributed.",
"residual_component_bps": null,
"sample_count": 265,
"slippage_source_primary": "spread",
"spread_bps": 597.4428742795284,
"spread_component_bps": 289.07,
"trigger_quote_age_ms": 1881.848,
"trigger_reference_gap_bps": 118.98874515568217,
"trigger_to_fill_gap_bps": 49.82562526226004,
"trigger_vs_live_mid_bps": 118.98874515568217,
"trigger_vs_live_mid_reason": "direct from persisted exit trigger/live snapshots",
"true_execution_slippage_bps": -57.72773797338778,
"unattributed_component_bps": null
},
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": null,
"available": true,
"exit_efficiency": 0.4306569343065676,
"exit_efficiency_pct": "43%",
"interpretation": "Median exits are only retaining about 43% of favorable excursion.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": 0.3077975376196936,
"median_mfe_pct": 0.30550354330355406,
"not_promotion_safe": false,
"partial_replay_count": 0,
"profit_giveback_pct": 56.9,
"reason": "median MFE 0.31%; median MAE 0.31%; exit efficiency 43%",
"samples": 265,
"scope_label": "Since baseline replay scope (closed-trade matched: entry 265 | exit 265)",
"status": "exits_giving_back_profits",
"status_class": "llm-badge llm-badge--down",
"status_label": "exits giving back profits",
"unsupported_realized_path_count": 0
},
"trend": {
"class": "llm-badge llm-badge--flat",
"confidence_pct": "82%",
"evidence_strength": "high",
"evidence_strength_class": "llm-badge llm-badge--up",
"label": "flat",
"reason": "sample grew 264->265 validator trades",
"reset_aware": false,
"sample_size_comment": "reset age 229h16m | validator trades 265 | calibration 50 | slippage 20 | infra 20",
"value": "flat"
},
"validator_maturity": {
"class": "llm-badge llm-badge--up",
"confidence": 0.757,
"confidence_pct": "76%",
"evidence_strength": "high",
"evidence_strength_class": "llm-badge llm-badge--up",
"evidence_strength_label": "high",
"label": "mature",
"reason": "5/6 validator lanes are stable across 265 current-era trades.",
"status": "mature"
}
},
{
"bot": "BOT7",
"bot_specific_anomalies": [
{
"id": "bot:BOT7:positive_pnl_with_red_validator",
"lifecycle": "persistent",
"reason": "BOT7 shows 24h pnl +30.16 while validator/execution metrics remain stressed.",
"severity": "medium",
"severity_score": 78,
"title": "BOT7 Positive PnL But Red Validator"
}
],
"classification": {
"class": "llm-badge llm-badge--warn",
"label": "exits giveback",
"reason": "exits are only retaining about 40% of favorable excursion and giving back about 60%",
"value": "exits_giveback"
},
"execution_drag": {
"available": true,
"edge_after_execution_bps": 10.05,
"execution_cost": 361.88,
"execution_cost_ratio": 0.9038,
"execution_cost_ratio_pct": "90%",
"gross_edge_bps": 19.76,
"gross_pnl": 400.39,
"gross_to_net_efficiency": 0.0962,
"gross_to_net_efficiency_pct": "10%",
"net_pnl": 38.51,
"reason": "Execution costs are consuming most of the gross edge.",
"scope_label": "Baseline-window PnL basis (closed-trade net plus live unrealized).",
"severity": "high",
"severity_class": "llm-badge llm-badge--up",
"severity_label": "high",
"status_label": "edge heavily degraded",
"total_pnl": 38.51,
"turnover_usd": 32032.56
},
"generated_at": "2026-05-29T15:45:15.088141+00:00",
"infra_breakdown": {
"age_samples": 20,
"attribution_coverage": 1.0,
"attribution_coverage_text": "100.0%",
"available": true,
"fallback_rate": 0.0,
"fallback_rate_text": "0.0%",
"late_bar_rate": 1.0,
"late_bar_rate_text": "100.0%",
"median_quote_age_ms": 1163.212,
"median_quote_age_text": "1.2s",
"p95_quote_age_ms": 2975.3283999999994,
"p95_quote_age_text": "3.0s",
"quote_missing_rate": 0.0,
"quote_missing_rate_text": "0.0%",
"reason": "Late bars are likely contributing to stale decisions and slippage.",
"scope_label": "Since baseline replay scope (closed-trade matched entry 165 | exit 165).",
"top_fallback_symbols": []
},
"investigation_targets": [
"Inspect the late-bar and bar-finalization path for this bot; late-bar rate is 100%.",
"Inspect execution quote freshness, quote fallback, and quote attribution coverage around order timestamps.",
"Inspect exit-side slippage first; exits are the main current slippage driver for this bot.",
"Inspect exit giveback and exit replay limits; this bot is retaining too little of favorable excursion.",
"Inspect symbols and times with wide spreads; spread crossing looks like the main slippage source."
],
"llm_failure_reason": "LLM prompt payload exceeded budget (3977 > 2800)",
"llm_status": "fallback_used",
"main_issue": {
"class": "llm-badge llm-badge--warn",
"label": "exits giveback",
"reason": "exits are only retaining about 40% of favorable excursion and giving back about 60%"
},
"model": "Qwen3.6-35B-A3B-UD-IQ3_XXS",
"pnl_breakdown": {
"aggregated_trade_count": 26,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": true,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:25 PM ET.",
"Recent trade tables are capped, so they do not represent the full 24h aggregation window."
],
"displayed_trade_count": 10,
"gross_pnl": 400.39,
"implied_cost": 361.88,
"net_pnl": 38.51,
"pnl_24h": 30.74,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--down",
"pnl_reconciliation_label": "mismatch",
"pnl_reconciliation_reason": "Displayed pnl fields do not reconcile cleanly from the currently available deterministic inputs.",
"pnl_reconciliation_status": "warning",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": 31.02,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": true,
"return_pct": 0.3851,
"return_pct_display": "+0.39%",
"return_pct_reason": null,
"total_pnl": 38.51,
"truncation_detected": true,
"unrealized_pnl": -2.49,
"validator_basis_label": "current-era validator subset since 10:28:25 PM ET",
"validator_current_era_cost": 31.10425037233135,
"validator_current_era_gross_pnl": 63.29832629070074,
"validator_current_era_net_pnl": 32.19407591836941,
"validator_trade_count": 165
},
"promotion_alignment": {
"class": "llm-badge llm-badge--flat",
"label": "unknown",
"reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"value": "unknown"
},
"slippage_breakdown": {
"available": true,
"confidence_text": "Stable (20/20)",
"driver_label": "net slippage bps",
"driver_metric": "net_slippage_bps",
"entry_dominant": false,
"entry_slippage_bps": 3.0941515018242756,
"exit_dominant": true,
"exit_slippage_bps": 21.883122145963846,
"net_slippage_bps": 26.330077763981883,
"quote_age_context": "median 1.2s | p95 3.0s",
"reason": "Exit slippage is the dominant current drag component.",
"sample_count": 165,
"sample_window_text": "last 165 fills",
"scope_label": "Since baseline replay scope (165 exit replays), mapped to validator slippage checks.",
"validator_sample_count": 20
},
"slippage_source_diagnosis": {
"attribution_limitations": [],
"attribution_mode": "direct",
"attribution_mode_label": "direct",
"available": true,
"baseline_excluded_count": 10,
"confidence": "high",
"confidence_label": "high",
"coverage_missing_reason": "unavailable: some current-era trades still predate the upstream observability enrichment",
"current_era_direct_coverage_count": 92,
"current_era_direct_coverage_text": "92 / 165 current-era trades",
"decision_mid_vs_live_mid_bps": 0.0,
"decision_vs_live_mid_bps": 0.0,
"decision_vs_live_mid_reason": "direct from persisted entry decision/live snapshots",
"direct_attribution_coverage_count": 92,
"direct_attribution_coverage_text": "92 / 165 trades",
"entry_attribution_mode": "direct",
"entry_attribution_mode_label": "direct",
"entry_current_era_count": 165,
"entry_direct_coverage_count": 92,
"entry_direct_coverage_text": "92 / 165 entry trades",
"entry_direct_unavailable_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"entry_fallback_rate": 0.0,
"entry_fill_vs_live_mid_bps": 0.6277416168717432,
"entry_fill_vs_live_mid_reason": "direct from persisted entry live/fill snapshots",
"entry_impact_component_bps": null,
"entry_latency_component_bps": null,
"entry_latency_context": "Entries are bar/decision driven. Late bars primarily affect entry stale decisioning. Decision->live exact; fill->live exact; entry quote-age exact 1.16s; late-bar 1.00.",
"entry_primary_driver": "mixed",
"entry_primary_label": "mixed",
"entry_quote_age_ms": 1164.2440000000001,
"entry_quote_age_proxy_ms": 1164.2440000000001,
"entry_quote_age_reason": "exact from persisted entry execution quote snapshots",
"entry_quote_source": "alpaca_stock",
"entry_reason": "Entry-side direct attribution uses persisted decision/live/fill quote snapshots.",
"entry_residual_component_bps": null,
"entry_spread_component_bps": 3.09,
"execution_timing_chain": {
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "165 / 165 (100.0%)",
"replay_coverage_text": "165 / 165 (100.0%)",
"samples_used_text": "entry 165 | exit 165"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 165,
"latest_condition_first_true_ts": "2026-05-29T15:17:00Z",
"latest_quote_evaluated_ts": "2026-05-29T15:18:20.170669+00:00",
"latest_submit_ts": "2026-05-29T15:18:20.219687+00:00",
"quote_evaluated_count": 165,
"submit_count": 165
},
"exit": {
"condition_first_true_count": 165,
"latest_condition_first_true_ts": "2026-05-29T15:32:00.019214+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:32:00.019631+00:00",
"quote_evaluated_count": 0,
"submit_count": 165
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 165,
"median_ms": 24.821043014526367,
"median_text": "25ms",
"p95_ms": 59.84663963317844,
"p95_text": "60ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 165,
"median_ms": 49.19099807739258,
"median_text": "49ms",
"p95_ms": 207.5317859649651,
"p95_text": "208ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 165,
"median_ms": 21816.126108169556,
"median_text": "21.82s",
"p95_ms": 35296.44241333004,
"p95_text": "35.30s",
"sample_n": 165,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 165,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 34599.99999999996,
"p95_text": "34.60s",
"sample_n": 165,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 165,
"median_ms": 28.91087532043457,
"median_text": "29ms",
"p95_ms": 49.34182167053223,
"p95_text": "49ms",
"sample_n": 165,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 165,
"median_ms": 458.820104598999,
"median_text": "459ms",
"p95_ms": 975.5385398864746,
"p95_text": "976ms",
"sample_n": 165,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 165,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 165,
"median_ms": 24.821043014526367,
"median_text": "25ms",
"p95_ms": 59.84663963317844,
"p95_text": "60ms",
"sample_n": 165,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 165,
"median_ms": 49.19099807739258,
"median_text": "49ms",
"p95_ms": 207.5317859649651,
"p95_text": "208ms",
"sample_n": 165,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 165,
"median_ms": 21816.126108169556,
"median_text": "21.82s",
"p95_ms": 35296.44241333004,
"p95_text": "35.30s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 165,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 34599.99999999996,
"p95_text": "34.60s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 165,
"median_ms": 28.91087532043457,
"median_text": "29ms",
"p95_ms": 49.34182167053223,
"p95_text": "49ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 165,
"median_ms": 458.820104598999,
"median_text": "459ms",
"p95_ms": 975.5385398864746,
"p95_text": "976ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 92,
"median_ms": 1164.2440000000001,
"median_text": "1.16s",
"p95_ms": 1896.94645,
"p95_text": "1.90s",
"unavailable_reason": null
},
"samples": 165
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 165,
"median_ms": 727.7469635009766,
"median_text": "728ms",
"p95_ms": 3080.1293849944955,
"p95_text": "3.08s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 165,
"median_ms": 0.3349781036376953,
"median_text": "0ms",
"p95_ms": 0.4157543182373046,
"p95_text": "0ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 165,
"median_ms": 22.708892822265625,
"median_text": "23ms",
"p95_ms": 46.69685363769522,
"p95_text": "47ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 165,
"median_ms": 763.2038593292236,
"median_text": "763ms",
"p95_ms": 3104.0220260620004,
"p95_text": "3.10s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 165,
"median_ms": 1393.067,
"median_text": "1.39s",
"p95_ms": 2983.1614,
"p95_text": "2.98s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 165,
"median_ms": 1393.345832824707,
"median_text": "1.39s",
"p95_ms": 4620.720434188841,
"p95_text": "4.62s",
"sample_n": 165,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 165,
"median_ms": 490.9069538116455,
"median_text": "491ms",
"p95_ms": 2229.4750213623024,
"p95_text": "2.23s",
"sample_n": 165,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 165,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 165,
"median_ms": 1393.345832824707,
"median_text": "1.39s",
"p95_ms": 4620.720434188841,
"p95_text": "4.62s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 165,
"median_ms": 490.9069538116455,
"median_text": "491ms",
"p95_ms": 2229.4750213623024,
"p95_text": "2.23s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 165,
"median_ms": 1393.345832824707,
"median_text": "1.39s",
"p95_ms": 4620.720434188841,
"p95_text": "4.62s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 165,
"median_ms": 490.9069538116455,
"median_text": "491ms",
"p95_ms": 2229.4750213623024,
"p95_text": "2.23s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 165
},
"full_history": {
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "165 / 165 (100.0%)",
"replay_coverage_text": "165 / 165 (100.0%)",
"samples_used_text": "entry 165 | exit 165"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 165,
"latest_condition_first_true_ts": "2026-05-29T15:17:00Z",
"latest_quote_evaluated_ts": "2026-05-29T15:18:20.170669+00:00",
"latest_submit_ts": "2026-05-29T15:18:20.219687+00:00",
"quote_evaluated_count": 165,
"submit_count": 165
},
"exit": {
"condition_first_true_count": 165,
"latest_condition_first_true_ts": "2026-05-29T15:32:00.019214+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:32:00.019631+00:00",
"quote_evaluated_count": 0,
"submit_count": 165
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 165,
"median_ms": 24.821043014526367,
"median_text": "25ms",
"p95_ms": 59.84663963317844,
"p95_text": "60ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 165,
"median_ms": 49.19099807739258,
"median_text": "49ms",
"p95_ms": 207.5317859649651,
"p95_text": "208ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 165,
"median_ms": 21816.126108169556,
"median_text": "21.82s",
"p95_ms": 35296.44241333004,
"p95_text": "35.30s",
"sample_n": 165,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 165,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 34599.99999999996,
"p95_text": "34.60s",
"sample_n": 165,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 165,
"median_ms": 28.91087532043457,
"median_text": "29ms",
"p95_ms": 49.34182167053223,
"p95_text": "49ms",
"sample_n": 165,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 165,
"median_ms": 458.820104598999,
"median_text": "459ms",
"p95_ms": 975.5385398864746,
"p95_text": "976ms",
"sample_n": 165,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 165,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 165,
"median_ms": 24.821043014526367,
"median_text": "25ms",
"p95_ms": 59.84663963317844,
"p95_text": "60ms",
"sample_n": 165,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 165,
"median_ms": 49.19099807739258,
"median_text": "49ms",
"p95_ms": 207.5317859649651,
"p95_text": "208ms",
"sample_n": 165,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 165,
"median_ms": 21816.126108169556,
"median_text": "21.82s",
"p95_ms": 35296.44241333004,
"p95_text": "35.30s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 165,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 34599.99999999996,
"p95_text": "34.60s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 165,
"median_ms": 28.91087532043457,
"median_text": "29ms",
"p95_ms": 49.34182167053223,
"p95_text": "49ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 165,
"median_ms": 458.820104598999,
"median_text": "459ms",
"p95_ms": 975.5385398864746,
"p95_text": "976ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 92,
"median_ms": 1164.2440000000001,
"median_text": "1.16s",
"p95_ms": 1896.94645,
"p95_text": "1.90s",
"unavailable_reason": null
},
"samples": 165
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 165,
"median_ms": 727.7469635009766,
"median_text": "728ms",
"p95_ms": 3080.1293849944955,
"p95_text": "3.08s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 165,
"median_ms": 0.3349781036376953,
"median_text": "0ms",
"p95_ms": 0.4157543182373046,
"p95_text": "0ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 165,
"median_ms": 22.708892822265625,
"median_text": "23ms",
"p95_ms": 46.69685363769522,
"p95_text": "47ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 165,
"median_ms": 763.2038593292236,
"median_text": "763ms",
"p95_ms": 3104.0220260620004,
"p95_text": "3.10s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 165,
"median_ms": 1393.067,
"median_text": "1.39s",
"p95_ms": 2983.1614,
"p95_text": "2.98s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 165,
"median_ms": 1393.345832824707,
"median_text": "1.39s",
"p95_ms": 4620.720434188841,
"p95_text": "4.62s",
"sample_n": 165,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 165,
"median_ms": 490.9069538116455,
"median_text": "491ms",
"p95_ms": 2229.4750213623024,
"p95_text": "2.23s",
"sample_n": 165,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 165,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 165,
"median_ms": 1393.345832824707,
"median_text": "1.39s",
"p95_ms": 4620.720434188841,
"p95_text": "4.62s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 165,
"median_ms": 490.9069538116455,
"median_text": "491ms",
"p95_ms": 2229.4750213623024,
"p95_text": "2.23s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 165,
"median_ms": 1393.345832824707,
"median_text": "1.39s",
"p95_ms": 4620.720434188841,
"p95_text": "4.62s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 165,
"median_ms": 490.9069538116455,
"median_text": "491ms",
"p95_ms": 2229.4750213623024,
"p95_text": "2.23s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 165
},
"label": "Since Baseline (All Eligible)",
"recent_limit": null,
"scope_key": "full_history",
"scope_note": "Current full-history/current-era replay rows.",
"selected_closed_trade_count": 165
},
"recent_50": {
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "50 / 50 (100.0%)",
"replay_coverage_text": "50 / 50 (100.0%)",
"samples_used_text": "entry 50 | exit 50"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 50,
"latest_condition_first_true_ts": "2026-05-29T15:17:00Z",
"latest_quote_evaluated_ts": "2026-05-29T15:18:20.170669+00:00",
"latest_submit_ts": "2026-05-29T15:18:20.219687+00:00",
"quote_evaluated_count": 50,
"submit_count": 50
},
"exit": {
"condition_first_true_count": 50,
"latest_condition_first_true_ts": "2026-05-29T15:32:00.019214+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:32:00.019631+00:00",
"quote_evaluated_count": 0,
"submit_count": 50
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 50,
"median_ms": 25.14660358428955,
"median_text": "25ms",
"p95_ms": 39.971554279327385,
"p95_text": "40ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 50,
"median_ms": 49.04639720916748,
"median_text": "49ms",
"p95_ms": 69.30557489395139,
"p95_text": "69ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 50,
"median_ms": 21821.049451828003,
"median_text": "21.82s",
"p95_ms": 33370.481908321366,
"p95_text": "33.37s",
"sample_n": 50,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 50,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 32749.999999999985,
"p95_text": "32.75s",
"sample_n": 50,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 50,
"median_ms": 28.303027153015137,
"median_text": "28ms",
"p95_ms": 48.58638048171997,
"p95_text": "49ms",
"sample_n": 50,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 50,
"median_ms": 444.4999694824219,
"median_text": "444ms",
"p95_ms": 946.9661235809326,
"p95_text": "947ms",
"sample_n": 50,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 50,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 50,
"median_ms": 25.14660358428955,
"median_text": "25ms",
"p95_ms": 39.971554279327385,
"p95_text": "40ms",
"sample_n": 50,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 50,
"median_ms": 49.04639720916748,
"median_text": "49ms",
"p95_ms": 69.30557489395139,
"p95_text": "69ms",
"sample_n": 50,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 50,
"median_ms": 21821.049451828003,
"median_text": "21.82s",
"p95_ms": 33370.481908321366,
"p95_text": "33.37s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 50,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 32749.999999999985,
"p95_text": "32.75s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 50,
"median_ms": 28.303027153015137,
"median_text": "28ms",
"p95_ms": 48.58638048171997,
"p95_text": "49ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 50,
"median_ms": 444.4999694824219,
"median_text": "444ms",
"p95_ms": 946.9661235809326,
"p95_text": "947ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 27,
"median_ms": 1009.368,
"median_text": "1.01s",
"p95_ms": 1823.5231999999999,
"p95_text": "1.82s",
"unavailable_reason": null
},
"samples": 50
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 50,
"median_ms": 859.8815202713013,
"median_text": "860ms",
"p95_ms": 2711.455714702603,
"p95_text": "2.71s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 50,
"median_ms": 0.33795833587646484,
"median_text": "0ms",
"p95_ms": 0.5687117576599113,
"p95_text": "1ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 50,
"median_ms": 22.998452186584473,
"median_text": "23ms",
"p95_ms": 44.33649778366085,
"p95_text": "44ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 50,
"median_ms": 885.2394819259644,
"median_text": "885ms",
"p95_ms": 2735.449159145352,
"p95_text": "2.74s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 50,
"median_ms": 1171.5304999999998,
"median_text": "1.17s",
"p95_ms": 2971.4751499999998,
"p95_text": "2.97s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 1171.8289852142334,
"median_text": "1.17s",
"p95_ms": 3059.1549754142757,
"p95_text": "3.06s",
"sample_n": 50,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 440.46545028686523,
"median_text": "440ms",
"p95_ms": 2097.5635290145865,
"p95_text": "2.10s",
"sample_n": 50,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 50,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 1171.8289852142334,
"median_text": "1.17s",
"p95_ms": 3059.1549754142757,
"p95_text": "3.06s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 440.46545028686523,
"median_text": "440ms",
"p95_ms": 2097.5635290145865,
"p95_text": "2.10s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 1171.8289852142334,
"median_text": "1.17s",
"p95_ms": 3059.1549754142757,
"p95_text": "3.06s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 440.46545028686523,
"median_text": "440ms",
"p95_ms": 2097.5635290145865,
"p95_text": "2.10s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 50
},
"label": "Since Baseline (Latest 50)",
"recent_limit": 50,
"scope_key": "recent_50",
"scope_note": "Latest 50 closed trades, sorted by actual close/exit/fill time.",
"selected_closed_trade_count": 50
},
"views": [
{
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "165 / 165 (100.0%)",
"replay_coverage_text": "165 / 165 (100.0%)",
"samples_used_text": "entry 165 | exit 165"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 165,
"latest_condition_first_true_ts": "2026-05-29T15:17:00Z",
"latest_quote_evaluated_ts": "2026-05-29T15:18:20.170669+00:00",
"latest_submit_ts": "2026-05-29T15:18:20.219687+00:00",
"quote_evaluated_count": 165,
"submit_count": 165
},
"exit": {
"condition_first_true_count": 165,
"latest_condition_first_true_ts": "2026-05-29T15:32:00.019214+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:32:00.019631+00:00",
"quote_evaluated_count": 0,
"submit_count": 165
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 165,
"median_ms": 24.821043014526367,
"median_text": "25ms",
"p95_ms": 59.84663963317844,
"p95_text": "60ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 165,
"median_ms": 49.19099807739258,
"median_text": "49ms",
"p95_ms": 207.5317859649651,
"p95_text": "208ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 165,
"median_ms": 21816.126108169556,
"median_text": "21.82s",
"p95_ms": 35296.44241333004,
"p95_text": "35.30s",
"sample_n": 165,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 165,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 34599.99999999996,
"p95_text": "34.60s",
"sample_n": 165,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 165,
"median_ms": 28.91087532043457,
"median_text": "29ms",
"p95_ms": 49.34182167053223,
"p95_text": "49ms",
"sample_n": 165,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 165,
"median_ms": 458.820104598999,
"median_text": "459ms",
"p95_ms": 975.5385398864746,
"p95_text": "976ms",
"sample_n": 165,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 165,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 165,
"median_ms": 24.821043014526367,
"median_text": "25ms",
"p95_ms": 59.84663963317844,
"p95_text": "60ms",
"sample_n": 165,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 165,
"median_ms": 49.19099807739258,
"median_text": "49ms",
"p95_ms": 207.5317859649651,
"p95_text": "208ms",
"sample_n": 165,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 165,
"median_ms": 21816.126108169556,
"median_text": "21.82s",
"p95_ms": 35296.44241333004,
"p95_text": "35.30s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 165,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 34599.99999999996,
"p95_text": "34.60s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 165,
"median_ms": 28.91087532043457,
"median_text": "29ms",
"p95_ms": 49.34182167053223,
"p95_text": "49ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 165,
"median_ms": 458.820104598999,
"median_text": "459ms",
"p95_ms": 975.5385398864746,
"p95_text": "976ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 92,
"median_ms": 1164.2440000000001,
"median_text": "1.16s",
"p95_ms": 1896.94645,
"p95_text": "1.90s",
"unavailable_reason": null
},
"samples": 165
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 165,
"median_ms": 727.7469635009766,
"median_text": "728ms",
"p95_ms": 3080.1293849944955,
"p95_text": "3.08s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 165,
"median_ms": 0.3349781036376953,
"median_text": "0ms",
"p95_ms": 0.4157543182373046,
"p95_text": "0ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 165,
"median_ms": 22.708892822265625,
"median_text": "23ms",
"p95_ms": 46.69685363769522,
"p95_text": "47ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 165,
"median_ms": 763.2038593292236,
"median_text": "763ms",
"p95_ms": 3104.0220260620004,
"p95_text": "3.10s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 165,
"median_ms": 1393.067,
"median_text": "1.39s",
"p95_ms": 2983.1614,
"p95_text": "2.98s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 165,
"median_ms": 1393.345832824707,
"median_text": "1.39s",
"p95_ms": 4620.720434188841,
"p95_text": "4.62s",
"sample_n": 165,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 165,
"median_ms": 490.9069538116455,
"median_text": "491ms",
"p95_ms": 2229.4750213623024,
"p95_text": "2.23s",
"sample_n": 165,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 165,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 165,
"median_ms": 1393.345832824707,
"median_text": "1.39s",
"p95_ms": 4620.720434188841,
"p95_text": "4.62s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 165,
"median_ms": 490.9069538116455,
"median_text": "491ms",
"p95_ms": 2229.4750213623024,
"p95_text": "2.23s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 165,
"median_ms": 1393.345832824707,
"median_text": "1.39s",
"p95_ms": 4620.720434188841,
"p95_text": "4.62s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 165,
"median_ms": 490.9069538116455,
"median_text": "491ms",
"p95_ms": 2229.4750213623024,
"p95_text": "2.23s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 165
},
"label": "Since Baseline (All Eligible)",
"recent_limit": null,
"scope_key": "full_history",
"scope_note": "Current full-history/current-era replay rows.",
"selected_closed_trade_count": 165
},
{
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "50 / 50 (100.0%)",
"replay_coverage_text": "50 / 50 (100.0%)",
"samples_used_text": "entry 50 | exit 50"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 50,
"latest_condition_first_true_ts": "2026-05-29T15:17:00Z",
"latest_quote_evaluated_ts": "2026-05-29T15:18:20.170669+00:00",
"latest_submit_ts": "2026-05-29T15:18:20.219687+00:00",
"quote_evaluated_count": 50,
"submit_count": 50
},
"exit": {
"condition_first_true_count": 50,
"latest_condition_first_true_ts": "2026-05-29T15:32:00.019214+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T15:32:00.019631+00:00",
"quote_evaluated_count": 0,
"submit_count": 50
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 50,
"median_ms": 25.14660358428955,
"median_text": "25ms",
"p95_ms": 39.971554279327385,
"p95_text": "40ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 50,
"median_ms": 49.04639720916748,
"median_text": "49ms",
"p95_ms": 69.30557489395139,
"p95_text": "69ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 50,
"median_ms": 21821.049451828003,
"median_text": "21.82s",
"p95_ms": 33370.481908321366,
"p95_text": "33.37s",
"sample_n": 50,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 50,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 32749.999999999985,
"p95_text": "32.75s",
"sample_n": 50,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 50,
"median_ms": 28.303027153015137,
"median_text": "28ms",
"p95_ms": 48.58638048171997,
"p95_text": "49ms",
"sample_n": 50,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 50,
"median_ms": 444.4999694824219,
"median_text": "444ms",
"p95_ms": 946.9661235809326,
"p95_text": "947ms",
"sample_n": 50,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 50,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 50,
"median_ms": 25.14660358428955,
"median_text": "25ms",
"p95_ms": 39.971554279327385,
"p95_text": "40ms",
"sample_n": 50,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 50,
"median_ms": 49.04639720916748,
"median_text": "49ms",
"p95_ms": 69.30557489395139,
"p95_text": "69ms",
"sample_n": 50,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 50,
"median_ms": 21821.049451828003,
"median_text": "21.82s",
"p95_ms": 33370.481908321366,
"p95_text": "33.37s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 50,
"median_ms": 21000.0,
"median_text": "21.00s",
"p95_ms": 32749.999999999985,
"p95_text": "32.75s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 50,
"median_ms": 28.303027153015137,
"median_text": "28ms",
"p95_ms": 48.58638048171997,
"p95_text": "49ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry controller/fan-out boundary is unavailable (missing entry_fanout_sent_ts)"
},
"fanout_to_consumer": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry fan-out/consumer boundary is unavailable (missing entry_consumer_seen_ts)"
},
"finalized_to_controller": {
"available": true,
"count": 50,
"median_ms": 444.4999694824219,
"median_text": "444ms",
"p95_ms": 946.9661235809326,
"p95_text": "947ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 27,
"median_ms": 1009.368,
"median_text": "1.01s",
"p95_ms": 1823.5231999999999,
"p95_text": "1.82s",
"unavailable_reason": null
},
"samples": 50
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 50,
"median_ms": 859.8815202713013,
"median_text": "860ms",
"p95_ms": 2711.455714702603,
"p95_text": "2.71s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 50,
"median_ms": 0.33795833587646484,
"median_text": "0ms",
"p95_ms": 0.5687117576599113,
"p95_text": "1ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 50,
"median_ms": 22.998452186584473,
"median_text": "23ms",
"p95_ms": 44.33649778366085,
"p95_text": "44ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 50,
"median_ms": 885.2394819259644,
"median_text": "885ms",
"p95_ms": 2735.449159145352,
"p95_text": "2.74s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 50,
"median_ms": 1171.5304999999998,
"median_text": "1.17s",
"p95_ms": 2971.4751499999998,
"p95_text": "2.97s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 1171.8289852142334,
"median_text": "1.17s",
"p95_ms": 3059.1549754142757,
"p95_text": "3.06s",
"sample_n": 50,
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "market\u2192seen boundary is unavailable"
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 440.46545028686523,
"median_text": "440ms",
"p95_ms": 2097.5635290145865,
"p95_text": "2.10s",
"sample_n": 50,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "push-ingest\u2192eval boundary is unavailable"
},
"sample_n": 50,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "sidecar\u2192push-ingest boundary is unavailable"
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 1171.8289852142334,
"median_text": "1.17s",
"p95_ms": 3059.1549754142757,
"p95_text": "3.06s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 440.46545028686523,
"median_text": "440ms",
"p95_ms": 2097.5635290145865,
"p95_text": "2.10s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 1171.8289852142334,
"median_text": "1.17s",
"p95_ms": 3059.1549754142757,
"p95_text": "3.06s",
"unavailable_reason": null
},
"market_to_seen": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit market/trader-seen timestamps are unavailable in current exit replay artifacts"
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 440.46545028686523,
"median_text": "440ms",
"p95_ms": 2097.5635290145865,
"p95_text": "2.10s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit push-ingest/eval-loop timestamps are unavailable in current exit replay artifacts"
},
"sidecar_to_push_ingest": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "exit sidecar/push-ingest timestamps are unavailable in current exit replay artifacts"
}
},
"samples": 50
},
"label": "Since Baseline (Latest 50)",
"recent_limit": 50,
"scope_key": "recent_50",
"scope_note": "Latest 50 closed trades, sorted by actual close/exit/fill time.",
"selected_closed_trade_count": 50
}
]
},
"exit_ack_to_fill_median_ms": 727.7469635009766,
"exit_ack_to_fill_median_text": "728ms",
"exit_ack_to_fill_ms": 736.1791133880615,
"exit_ack_to_fill_p95_ms": 3080.1293849944955,
"exit_ack_to_fill_p95_text": "3.08s",
"exit_attribution_mode": "direct",
"exit_attribution_mode_label": "direct",
"exit_current_era_count": 165,
"exit_direct_coverage_count": 165,
"exit_direct_coverage_text": "165 / 165 exit trades",
"exit_direct_unavailable_reason": null,
"exit_dominant_condition_type": null,
"exit_fallback_rate": 0.0,
"exit_fill_vs_live_mid_bps": -2.9477308368018296,
"exit_fill_vs_live_mid_reason": "direct from persisted exit live/fill snapshots",
"exit_impact_component_bps": null,
"exit_latency_component_bps": 8.16,
"exit_latency_context": "Exits are websocket-driven stop executions. Late bars are not treated as direct exit-path timing evidence. Latest-exit timing metrics are single-trade diagnostics (not aggregated medians). Trigger->live exact; fill->live exact; exit quote-age exact 1.39s; fallback latest no; trigger->submit 0ms; submit->ack 21ms; ack->fill 736ms.",
"exit_market_to_fill_median_ms": 2294.49200630188,
"exit_market_to_fill_median_text": "2.29s",
"exit_market_to_fill_p95_ms": 9175.65035820005,
"exit_market_to_fill_p95_text": "9.18s",
"exit_market_to_sidecar_median_ms": 490.9069538116455,
"exit_market_to_sidecar_median_text": "491ms",
"exit_market_to_sidecar_p95_ms": 2229.4750213623024,
"exit_market_to_sidecar_p95_text": "2.23s",
"exit_market_to_trigger_median_ms": 1393.3658599853516,
"exit_market_to_trigger_median_text": "1.39s",
"exit_market_to_trigger_p95_ms": 4620.756959915159,
"exit_market_to_trigger_p95_text": "4.62s",
"exit_price_condition_first_to_trigger_median_ms": 0.0,
"exit_price_condition_first_to_trigger_median_text": "0ms",
"exit_price_condition_first_to_trigger_p95_ms": 0.0,
"exit_price_condition_first_to_trigger_p95_text": "0ms",
"exit_primary_driver": "spread",
"exit_primary_label": "spread",
"exit_quote_age_median_ms": 1393.067,
"exit_quote_age_median_text": "1.39s",
"exit_quote_age_ms": 1393.067,
"exit_quote_age_p95_ms": 2983.1614,
"exit_quote_age_p95_text": "2.98s",
"exit_quote_age_proxy_ms": 1393.067,
"exit_quote_age_reason": "exact from persisted exit execution quote snapshots",
"exit_quote_path_coverage": 0,
"exit_quote_path_coverage_text": "0 / 165 price exits",
"exit_quote_path_total": 165,
"exit_quote_seen_to_first_true_median_ms": null,
"exit_quote_seen_to_first_true_median_text": "\u2014",
"exit_quote_seen_to_first_true_p95_ms": null,
"exit_quote_seen_to_first_true_p95_text": "\u2014",
"exit_quote_source": "alpaca_stock",
"exit_reason": "Exit-side direct attribution uses persisted trigger/live/fill quote snapshots. Late bars are not treated as direct exit-path timing evidence here; exit slippage is evaluated separately for websocket-driven stop execution.",
"exit_residual_component_bps": null,
"exit_sidecar_to_seen_median_ms": null,
"exit_sidecar_to_seen_median_text": "\u2014",
"exit_sidecar_to_seen_p95_ms": null,
"exit_sidecar_to_seen_p95_text": "\u2014",
"exit_spread_component_bps": 13.72,
"exit_submit_to_ack_ms": 20.940065383911133,
"exit_submit_to_fill_ms": 757.1191787719727,
"exit_trigger_timing_coverage_count": 165,
"exit_trigger_timing_coverage_text": "165 / 165 exit replays",
"exit_trigger_to_ack_median_ms": 23.077964782714844,
"exit_trigger_to_ack_median_text": "23ms",
"exit_trigger_to_ack_ms": 21.357059478759766,
"exit_trigger_to_ack_p95_ms": 49.90983009338375,
"exit_trigger_to_ack_p95_text": "50ms",
"exit_trigger_to_fill_ms": 757.5361728668213,
"exit_trigger_to_submit_ms": 0.4169940948486328,
"exit_trigger_vs_execution_quote_bps": 20.64366707555226,
"exit_websocket_driven": true,
"fill_vs_live_mid_bps": -0.9582674524464679,
"fill_vs_live_mid_reason": "direct from persisted live/fill snapshots",
"has_bar_lag": true,
"has_bid_ask": true,
"has_decision_mid": true,
"has_fill_px": true,
"has_live_mid": true,
"has_quote_age": true,
"has_trigger_px_for_exit": true,
"impact_component_bps": null,
"impact_component_label": "impact",
"late_bar_rate": 1.0,
"latency_component_bps": 19.47,
"latest_exit_fallback_used": false,
"legacy_blended_slippage_bps": 20.64366707555226,
"live_mid_vs_fill_divergence_bps": null,
"net_primary_driver": "spread",
"net_primary_label": "spread",
"older_trades_missing_fields_count": 83,
"older_trades_missing_fields_text": "83 trades",
"order_size_vs_liquidity_ratio": null,
"primary_label": "spread",
"proxy_attribution_coverage_count": 165,
"proxy_attribution_coverage_text": "165 / 165 trades",
"quote_age_at_execution_ms": 1163.212,
"reason": "Primary slippage driver looks spread-driven; the spread proxy explains most observed slippage while entry bar-state lag and exit stream-path timing look secondary. Exit slippage is materially larger than entry slippage (21.88 vs 3.09 bps). Late bars are treated as entry/bar-state context only; exit-side slippage is evaluated from websocket trigger/live/fill and timing evidence. Direct decomposition is used where persisted snapshots are available; remaining gaps stay proxy-attributed.",
"residual_component_bps": null,
"sample_count": 165,
"slippage_source_primary": "spread",
"spread_bps": 13.72189542116127,
"spread_component_bps": 49.22,
"trigger_quote_age_ms": 1393.067,
"trigger_reference_gap_bps": 19.47462939537583,
"trigger_to_fill_gap_bps": 20.64366707555226,
"trigger_vs_live_mid_bps": 19.47462939537583,
"trigger_vs_live_mid_reason": "direct from persisted exit trigger/live snapshots",
"true_execution_slippage_bps": -2.9477308368018296,
"unattributed_component_bps": null
},
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": null,
"available": true,
"exit_efficiency": 0.3968253968253997,
"exit_efficiency_pct": "40%",
"interpretation": "Median exits are only retaining about 40% of favorable excursion.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": 0.13206319612355258,
"median_mfe_pct": 0.1435132032147012,
"not_promotion_safe": false,
"partial_replay_count": 0,
"profit_giveback_pct": 60.3,
"reason": "median MFE 0.14%; median MAE 0.13%; exit efficiency 40%",
"samples": 165,
"scope_label": "Since baseline replay scope (closed-trade matched: entry 165 | exit 165)",
"status": "exits_giving_back_profits",
"status_class": "llm-badge llm-badge--down",
"status_label": "exits giving back profits",
"unsupported_realized_path_count": 0
},
"trend": {
"class": "llm-badge llm-badge--flat",
"confidence_pct": "82%",
"evidence_strength": "high",
"evidence_strength_class": "llm-badge llm-badge--up",
"label": "flat",
"reason": "changes are small or mixed versus the prior saved snapshot",
"reset_aware": false,
"sample_size_comment": "reset age 229h15m | validator trades 165 | calibration 50 | slippage 20 | infra 20",
"value": "flat"
},
"validator_maturity": {
"class": "llm-badge llm-badge--up",
"confidence": 0.757,
"confidence_pct": "76%",
"evidence_strength": "high",
"evidence_strength_class": "llm-badge llm-badge--up",
"evidence_strength_label": "high",
"label": "mature",
"reason": "5/6 validator lanes are stable across 165 current-era trades.",
"status": "mature"
}
},
{
"bot": "BOT8",
"bot_specific_anomalies": [],
"classification": {
"class": "llm-badge llm-badge--early",
"label": "too early",
"reason": "validator evidence is still too small to judge direction reliably",
"value": "too_early"
},
"execution_drag": {
"available": true,
"edge_after_execution_bps": null,
"execution_cost": 0.0,
"execution_cost_ratio": 0.0,
"execution_cost_ratio_pct": "0%",
"gross_edge_bps": null,
"gross_pnl": 0.0,
"gross_to_net_efficiency": 0.0,
"gross_to_net_efficiency_pct": "0%",
"net_pnl": 0.0,
"reason": "Gross edge is weak before execution costs are applied.",
"scope_label": "Baseline-window PnL basis (closed-trade net plus live unrealized).",
"severity": "info",
"severity_class": "llm-badge llm-badge--flat",
"severity_label": "info",
"status_label": "healthy",
"total_pnl": 0.0,
"turnover_usd": null
},
"generated_at": "2026-05-29T15:45:15.098553+00:00",
"infra_breakdown": {
"age_samples": 0,
"attribution_coverage": null,
"attribution_coverage_text": "\u2014",
"available": false,
"fallback_rate": null,
"fallback_rate_text": "\u2014",
"late_bar_rate": null,
"late_bar_rate_text": "\u2014",
"median_quote_age_ms": null,
"median_quote_age_text": "\u2014",
"p95_quote_age_ms": null,
"p95_quote_age_text": "\u2014",
"quote_missing_rate": null,
"quote_missing_rate_text": "\u2014",
"reason": "Infra timing looks acceptable relative to current validator samples.",
"scope_label": "Since baseline replay scope (closed-trade matched entry 0 | exit 0).",
"top_fallback_symbols": []
},
"investigation_targets": [
"Wait for more validator evidence before judging this bot: validator evidence is still too small to judge direction reliably."
],
"llm_failure_reason": "LLM prompt payload exceeded budget (3342 > 2800)",
"llm_status": "fallback_used",
"main_issue": {
"class": "llm-badge llm-badge--early",
"label": "too early",
"reason": "validator evidence is still too small to judge direction reliably"
},
"model": "Qwen3.6-35B-A3B-UD-IQ3_XXS",
"pnl_breakdown": {
"aggregated_trade_count": 0,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": false,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:26 PM ET."
],
"displayed_trade_count": 0,
"gross_pnl": 0.0,
"implied_cost": 0.0,
"net_pnl": 0.0,
"pnl_24h": 0.0,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--up",
"pnl_reconciliation_label": "reconciles",
"pnl_reconciliation_reason": "Gross, cost, net, and total pnl reconcile on the displayed basis.",
"pnl_reconciliation_status": "pass",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": 0.0,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": false,
"return_pct": 0.0,
"return_pct_display": "0.00%",
"return_pct_reason": null,
"total_pnl": 0.0,
"truncation_detected": false,
"unrealized_pnl": 0.0,
"validator_basis_label": "current-era validator subset since 10:28:26 PM ET",
"validator_current_era_cost": null,
"validator_current_era_gross_pnl": null,
"validator_current_era_net_pnl": null,
"validator_trade_count": 0
},
"promotion_alignment": {
"class": "llm-badge llm-badge--flat",
"label": "unknown",
"reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"value": "unknown"
},
"slippage_breakdown": {
"available": false,
"confidence_text": "Low (0/20)",
"driver_label": "entry slippage bps",
"driver_metric": "entry_slippage_bps",
"entry_dominant": false,
"entry_slippage_bps": null,
"exit_dominant": false,
"exit_slippage_bps": null,
"net_slippage_bps": null,
"quote_age_context": "quote-age context unavailable",
"reason": "Slippage breakdown is not available yet.",
"sample_count": 0,
"sample_window_text": "\u2014",
"scope_label": "Since baseline replay scope (0 exit replays), mapped to validator slippage checks.",
"validator_sample_count": 0
},
"slippage_source_diagnosis": {
"attribution_limitations": [
"decision/reference mid is not stored in current validator artifacts",
"live quote snapshot at execution is not stored, so fill-vs-live divergence is not directly measured",
"bid/ask spread snapshot is missing, so spread crossing is estimated conservatively",
"quote-age metadata is missing, so latency uses only entry bar-state and execution-path fallback proxies",
"entry/bar-state late-bar context is missing, so entry timing attribution is incomplete"
],
"attribution_mode": "unknown",
"attribution_mode_label": "unknown",
"available": false,
"baseline_excluded_count": 0,
"confidence": "low",
"confidence_label": "low",
"coverage_missing_reason": "unavailable: older trades were recorded before direct decision/live/fill quote linkage was persisted upstream",
"current_era_direct_coverage_count": 0,
"current_era_direct_coverage_text": "0 / 0 current-era trades",
"decision_mid_vs_live_mid_bps": null,
"decision_vs_live_mid_bps": null,
"decision_vs_live_mid_reason": "unavailable: decision/reference mid is not stored",
"direct_attribution_coverage_count": 0,
"direct_attribution_coverage_text": "0 / 0 trades",
"entry_attribution_mode": "proxy",
"entry_attribution_mode_label": "proxy",
"entry_current_era_count": 0,
"entry_direct_coverage_count": 0,
"entry_direct_coverage_text": "0 / 0 entry trades",
"entry_direct_unavailable_reason": null,
"entry_fallback_rate": null,
"entry_fill_vs_live_mid_bps": null,
"entry_fill_vs_live_mid_reason": "unavailable: entry live/fill linkage is not stored in current validator artifacts",
"entry_latency_context": "Entries are bar/decision driven. Late bars primarily affect entry-side stale decisioning.",
"entry_primary_driver": "unknown",
"entry_primary_label": "unknown",
"entry_quote_age_ms": null,
"entry_quote_age_proxy_ms": null,
"entry_quote_age_reason": "unavailable: no entry-side quote age data in current validator artifacts",
"entry_quote_source": null,
"entry_reason": "No entry slippage attribution is available yet.",
"exit_ack_to_fill_ms": null,
"exit_attribution_mode": "proxy",
"exit_attribution_mode_label": "proxy",
"exit_current_era_count": 0,
"exit_direct_coverage_count": 0,
"exit_direct_coverage_text": "0 / 0 exit trades",
"exit_direct_unavailable_reason": null,
"exit_fallback_rate": null,
"exit_fill_vs_live_mid_bps": null,
"exit_fill_vs_live_mid_reason": "unavailable: exit live/fill linkage is not stored in current validator artifacts",
"exit_latency_context": "Exit-side slippage is evaluated separately for websocket-driven stop execution.",
"exit_primary_driver": "unknown",
"exit_primary_label": "unknown",
"exit_quote_age_ms": null,
"exit_quote_age_proxy_ms": null,
"exit_quote_age_reason": "unavailable: no exit-side quote age data in current validator artifacts",
"exit_quote_source": null,
"exit_reason": "No exit slippage attribution is available yet.",
"exit_submit_to_ack_ms": null,
"exit_submit_to_fill_ms": null,
"exit_trigger_timing_coverage_count": 0,
"exit_trigger_timing_coverage_text": "0 / 0 exit replays",
"exit_trigger_to_ack_ms": null,
"exit_trigger_to_fill_ms": null,
"exit_trigger_to_submit_ms": null,
"exit_trigger_vs_execution_quote_bps": null,
"exit_websocket_driven": false,
"fill_vs_live_mid_bps": null,
"fill_vs_live_mid_reason": "unavailable: live quote snapshot at execution is not stored",
"has_bar_lag": false,
"has_bid_ask": false,
"has_decision_mid": false,
"has_fill_px": false,
"has_live_mid": false,
"has_quote_age": false,
"has_trigger_px_for_exit": false,
"impact_component_bps": null,
"late_bar_rate": null,
"latency_component_bps": null,
"latest_exit_fallback_used": null,
"legacy_blended_slippage_bps": null,
"live_mid_vs_fill_divergence_bps": null,
"net_primary_driver": "unknown",
"net_primary_label": "unknown",
"older_trades_missing_fields_count": 0,
"older_trades_missing_fields_text": "0 trades",
"order_size_vs_liquidity_ratio": null,
"primary_label": "unknown",
"proxy_attribution_coverage_count": 0,
"proxy_attribution_coverage_text": "0 / 0 trades",
"quote_age_at_execution_ms": null,
"reason": "Slippage-source attribution is unavailable because net slippage samples are not available yet.",
"slippage_source_primary": "unknown",
"spread_bps": null,
"spread_component_bps": null,
"trigger_quote_age_ms": null,
"trigger_reference_gap_bps": null,
"trigger_to_fill_gap_bps": null,
"trigger_vs_live_mid_bps": null,
"trigger_vs_live_mid_reason": "unavailable: exit trigger-to-live quote mapping is not stored",
"true_execution_slippage_bps": null,
"unattributed_component_bps": null
},
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": null,
"available": false,
"exit_efficiency": null,
"exit_efficiency_pct": "\u2014",
"interpretation": "Replay trade-quality evidence is still too limited to judge exits confidently.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": null,
"median_mfe_pct": null,
"not_promotion_safe": false,
"partial_replay_count": 0,
"profit_giveback_pct": null,
"reason": "Replay trade-quality evidence is still too limited to judge exits confidently.",
"samples": 0,
"scope_label": "Since baseline replay scope (closed-trade matched: entry 0 | exit 0)",
"status": "insufficient_data",
"status_class": "llm-badge llm-badge--early",
"status_label": "insufficient data",
"unsupported_realized_path_count": 0
},
"trend": {
"class": "llm-badge llm-badge--early",
"confidence_pct": "28%",
"evidence_strength": "low",
"evidence_strength_class": "llm-badge llm-badge--early",
"label": "too early",
"reason": "validator evidence is still too small to judge direction reliably",
"reset_aware": true,
"sample_size_comment": "reset age 229h15m | validator trades 0 | calibration 0 | slippage 0 | infra 0",
"value": "too_early"
},
"validator_maturity": {
"class": "llm-badge llm-badge--early",
"confidence": 0.2,
"confidence_pct": "20%",
"evidence_strength": "low",
"evidence_strength_class": "llm-badge llm-badge--early",
"evidence_strength_label": "low",
"label": "building",
"reason": "validator evidence is still too small to judge direction reliably",
"status": "building"
}
},
{
"bot": "BOT9",
"bot_specific_anomalies": [
{
"id": "bot:BOT9:execution_edge_decay",
"lifecycle": "persistent",
"reason": "gross=926.26, net=-98.50, execution cost=1024.76, ratio=110.63%",
"severity": "medium",
"severity_score": 48,
"title": "BOT9 Execution Costs Exceed Gross Edge"
}
],
"classification": {
"class": "llm-badge llm-badge--warn",
"label": "exits giveback",
"reason": "exits are only retaining about 36% of favorable excursion and giving back about 64%",
"value": "exits_giveback"
},
"execution_drag": {
"available": true,
"edge_after_execution_bps": -7.44,
"execution_cost": 1024.76,
"execution_cost_ratio": 1.1063,
"execution_cost_ratio_pct": "111%",
"gross_edge_bps": 65.84,
"gross_pnl": 926.26,
"gross_to_net_efficiency": -0.1063,
"gross_to_net_efficiency_pct": "-11%",
"net_pnl": -98.5,
"reason": "Gross edge was positive before costs, but execution drag flipped net negative.",
"scope_label": "Baseline-window PnL basis (closed-trade net plus live unrealized).",
"severity": "critical",
"severity_class": "llm-badge llm-badge--down",
"severity_label": "critical",
"status_label": "edge destroyed by execution",
"total_pnl": -98.5,
"turnover_usd": 31949.88
},
"generated_at": "2026-05-29T15:45:15.124150+00:00",
"infra_breakdown": {
"age_samples": 20,
"attribution_coverage": 1.0,
"attribution_coverage_text": "100.0%",
"available": true,
"fallback_rate": 0.0,
"fallback_rate_text": "0.0%",
"late_bar_rate": 1.0,
"late_bar_rate_text": "100.0%",
"median_quote_age_ms": 2091.6684999999998,
"median_quote_age_text": "2.1s",
"p95_quote_age_ms": 2972.4618499999997,
"p95_quote_age_text": "3.0s",
"quote_missing_rate": 0.0,
"quote_missing_rate_text": "0.0%",
"reason": "Late bars are likely contributing to stale decisions and slippage.",
"scope_label": "Since baseline replay scope (closed-trade matched entry 64 | exit 64).",
"top_fallback_symbols": []
},
"investigation_targets": [
"Inspect the late-bar and bar-finalization path for this bot; late-bar rate is 100%.",
"Inspect execution quote freshness, quote fallback, and quote attribution coverage around order timestamps.",
"Inspect exit-side slippage first; exits are the main current slippage driver for this bot.",
"Inspect exit giveback and exit replay limits; this bot is retaining too little of favorable excursion.",
"Inspect symbols and times with wide spreads; spread crossing looks like the main slippage source."
],
"llm_failure_reason": "LLM prompt payload exceeded budget (4027 > 2800)",
"llm_status": "fallback_used",
"main_issue": {
"class": "llm-badge llm-badge--warn",
"label": "exits giveback",
"reason": "exits are only retaining about 36% of favorable excursion and giving back about 64%"
},
"model": "Qwen3.6-35B-A3B-UD-IQ3_XXS",
"pnl_breakdown": {
"aggregated_trade_count": 3,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": true,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:26 PM ET."
],
"displayed_trade_count": 3,
"gross_pnl": 926.26,
"implied_cost": 1024.76,
"net_pnl": -98.5,
"pnl_24h": -2.75,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--warn",
"pnl_reconciliation_label": "different basis",
"pnl_reconciliation_reason": "Displayed pnl reconciles internally, but validator current-era excludes 6 older baseline-era trades before the cutoff.",
"pnl_reconciliation_status": "mixed_basis",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": -2.75,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": true,
"return_pct": -0.985,
"return_pct_display": "-0.98%",
"return_pct_reason": null,
"total_pnl": -98.5,
"truncation_detected": false,
"unrealized_pnl": 0.0,
"validator_basis_label": "current-era validator subset since 10:28:26 PM ET",
"validator_current_era_cost": 234.10096635837502,
"validator_current_era_gross_pnl": 210.34386508150433,
"validator_current_era_net_pnl": -23.757101276870618,
"validator_trade_count": 64
},
"promotion_alignment": {
"class": "llm-badge llm-badge--flat",
"label": "unknown",
"reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"value": "unknown"
},
"slippage_breakdown": {
"available": true,
"confidence_text": "Stable (20/20)",
"driver_label": "net slippage bps",
"driver_metric": "net_slippage_bps",
"entry_dominant": false,
"entry_slippage_bps": 8.194105586453547,
"exit_dominant": true,
"exit_slippage_bps": 55.72621421639374,
"net_slippage_bps": 85.83076315613789,
"quote_age_context": "median 2.1s | p95 3.0s",
"reason": "Exit slippage is the dominant current drag component.",
"sample_count": 64,
"sample_window_text": "last 64 fills",
"scope_label": "Since baseline replay scope (64 exit replays), mapped to validator slippage checks.",
"validator_sample_count": 20
},
"slippage_source_diagnosis": {
"attribution_limitations": [],
"attribution_mode": "direct",
"attribution_mode_label": "direct",
"available": true,
"baseline_excluded_count": 6,
"confidence": "high",
"confidence_label": "high",
"coverage_missing_reason": "unavailable: some current-era trades still predate the upstream observability enrichment",
"current_era_direct_coverage_count": 60,
"current_era_direct_coverage_text": "60 / 64 current-era trades",
"decision_mid_vs_live_mid_bps": 0.0,
"decision_vs_live_mid_bps": 0.0,
"decision_vs_live_mid_reason": "direct from persisted entry decision/live snapshots",
"direct_attribution_coverage_count": 60,
"direct_attribution_coverage_text": "60 / 64 trades",
"entry_attribution_mode": "direct",
"entry_attribution_mode_label": "direct",
"entry_current_era_count": 64,
"entry_direct_coverage_count": 60,
"entry_direct_coverage_text": "60 / 64 entry trades",
"entry_direct_unavailable_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"entry_fallback_rate": 0.0,
"entry_fill_vs_live_mid_bps": 4.402394732592613,
"entry_fill_vs_live_mid_reason": "direct from persisted entry live/fill snapshots",
"entry_impact_component_bps": null,
"entry_latency_component_bps": null,
"entry_latency_context": "Entries are bar/decision driven. Late bars primarily affect entry stale decisioning. Decision->live exact; fill->live exact; entry quote-age exact 3.20s; late-bar 1.00.",
"entry_primary_driver": "spread",
"entry_primary_label": "spread",
"entry_quote_age_ms": 3197.746,
"entry_quote_age_proxy_ms": 3197.746,
"entry_quote_age_reason": "exact from persisted entry execution quote snapshots",
"entry_quote_source": "alpaca_stock",
"entry_reason": "Entry-side direct attribution uses persisted decision/live/fill quote snapshots.",
"entry_residual_component_bps": null,
"entry_spread_component_bps": 8.19,
"execution_timing_chain": {
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "64 / 64 (100.0%)",
"replay_coverage_text": "64 / 64 (100.0%)",
"samples_used_text": "entry 64 | exit 64"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 64,
"latest_condition_first_true_ts": "2026-05-29T14:36:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:37:48.477817+00:00",
"latest_submit_ts": "2026-05-29T14:37:48.533265+00:00",
"quote_evaluated_count": 64,
"submit_count": 60
},
"exit": {
"condition_first_true_count": 64,
"latest_condition_first_true_ts": "2026-05-29T14:41:05.534744+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T14:41:05.535537+00:00",
"quote_evaluated_count": 53,
"submit_count": 64
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 60,
"median_ms": 25.621414184570312,
"median_text": "26ms",
"p95_ms": 79.71304655075066,
"p95_text": "80ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 60,
"median_ms": 48.419952392578125,
"median_text": "48ms",
"p95_ms": 86.01357936859114,
"p95_text": "86ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 64,
"median_ms": 26163.078546524048,
"median_text": "26.16s",
"p95_ms": 47321.2473988533,
"p95_text": "47.32s",
"sample_n": 64,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 64,
"median_ms": 26000.0,
"median_text": "26.00s",
"p95_ms": 46849.99999999999,
"p95_text": "46.85s",
"sample_n": 64,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 64,
"median_ms": 32.90402889251709,
"median_text": "33ms",
"p95_ms": 50.56469440460205,
"p95_text": "51ms",
"sample_n": 64,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.013601779937744139,
"p95_text": "0ms",
"sample_n": 4,
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 96.72713279724121,
"median_text": "97ms",
"p95_ms": 158.53240489959717,
"p95_text": "159ms",
"sample_n": 4,
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 64,
"median_ms": 318.29750537872314,
"median_text": "318ms",
"p95_ms": 921.4933395385741,
"p95_text": "921ms",
"sample_n": 64,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 64,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 60,
"median_ms": 25.621414184570312,
"median_text": "26ms",
"p95_ms": 79.71304655075066,
"p95_text": "80ms",
"sample_n": 60,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 60,
"median_ms": 48.419952392578125,
"median_text": "48ms",
"p95_ms": 86.01357936859114,
"p95_text": "86ms",
"sample_n": 60,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 64,
"median_ms": 26163.078546524048,
"median_text": "26.16s",
"p95_ms": 47321.2473988533,
"p95_text": "47.32s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 64,
"median_ms": 26000.0,
"median_text": "26.00s",
"p95_ms": 46849.99999999999,
"p95_text": "46.85s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 64,
"median_ms": 32.90402889251709,
"median_text": "33ms",
"p95_ms": 50.56469440460205,
"p95_text": "51ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.013601779937744139,
"p95_text": "0ms",
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 96.72713279724121,
"median_text": "97ms",
"p95_ms": 158.53240489959717,
"p95_text": "159ms",
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 64,
"median_ms": 318.29750537872314,
"median_text": "318ms",
"p95_ms": 921.4933395385741,
"p95_text": "921ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 60,
"median_ms": 3197.746,
"median_text": "3.20s",
"p95_ms": 14975.940099999978,
"p95_text": "14.98s",
"unavailable_reason": null
},
"samples": 64
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 64,
"median_ms": 1310.1584911346436,
"median_text": "1.31s",
"p95_ms": 4580.638575553886,
"p95_text": "4.58s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 64,
"median_ms": 0.34499168395996094,
"median_text": "0ms",
"p95_ms": 2.0295023918151784,
"p95_text": "2ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 64,
"median_ms": 22.829413414001465,
"median_text": "23ms",
"p95_ms": 36.02415323257444,
"p95_text": "36ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 64,
"median_ms": 1333.6094617843628,
"median_text": "1.33s",
"p95_ms": 4603.161025047294,
"p95_text": "4.60s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 64,
"median_ms": 2504.8045,
"median_text": "2.50s",
"p95_ms": 2989.6672,
"p95_text": "2.99s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 53,
"median_ms": 2637.4270915985107,
"median_text": "2.64s",
"p95_ms": 21803.485774993893,
"p95_text": "21.80s",
"sample_n": 53,
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 53,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2846.124219894409,
"p95_text": "2.85s",
"sample_n": 53,
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 53,
"median_ms": 1218.1940078735352,
"median_text": "1.22s",
"p95_ms": 2845.7133293151855,
"p95_text": "2.85s",
"sample_n": 53,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": true,
"count": 53,
"median_ms": 1464.777946472168,
"median_text": "1.46s",
"p95_ms": 20492.18859672546,
"p95_text": "20.49s",
"sample_n": 53,
"unavailable_reason": null
},
"sample_n": 53,
"sample_note": "All stage medians in this chain use the same eligible row subset.",
"sidecar_to_push_ingest": {
"available": true,
"count": 53,
"median_ms": 0.4360675811767578,
"median_text": "0ms",
"p95_ms": 0.8659362792968749,
"p95_text": "1ms",
"sample_n": 53,
"unavailable_reason": null
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 64,
"median_ms": 2505.030035972595,
"median_text": "2.51s",
"p95_ms": 19704.375267028783,
"p95_text": "19.70s",
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 53,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2846.124219894409,
"p95_text": "2.85s",
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 64,
"median_ms": 1211.3549709320068,
"median_text": "1.21s",
"p95_ms": 2834.394466876983,
"p95_text": "2.83s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": true,
"count": 53,
"median_ms": 1464.777946472168,
"median_text": "1.46s",
"p95_ms": 20492.18859672546,
"p95_text": "20.49s",
"unavailable_reason": null
},
"sidecar_to_push_ingest": {
"available": true,
"count": 53,
"median_ms": 0.4360675811767578,
"median_text": "0ms",
"p95_ms": 0.8659362792968749,
"p95_text": "1ms",
"unavailable_reason": null
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 64,
"median_ms": 2505.030035972595,
"median_text": "2.51s",
"p95_ms": 19704.375267028783,
"p95_text": "19.70s",
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 53,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2846.124219894409,
"p95_text": "2.85s",
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 64,
"median_ms": 1211.3549709320068,
"median_text": "1.21s",
"p95_ms": 2834.394466876983,
"p95_text": "2.83s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": true,
"count": 53,
"median_ms": 1464.777946472168,
"median_text": "1.46s",
"p95_ms": 20492.18859672546,
"p95_text": "20.49s",
"unavailable_reason": null
},
"sidecar_to_push_ingest": {
"available": true,
"count": 53,
"median_ms": 0.4360675811767578,
"median_text": "0ms",
"p95_ms": 0.8659362792968749,
"p95_text": "1ms",
"unavailable_reason": null
}
},
"samples": 64
},
"full_history": {
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "64 / 64 (100.0%)",
"replay_coverage_text": "64 / 64 (100.0%)",
"samples_used_text": "entry 64 | exit 64"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 64,
"latest_condition_first_true_ts": "2026-05-29T14:36:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:37:48.477817+00:00",
"latest_submit_ts": "2026-05-29T14:37:48.533265+00:00",
"quote_evaluated_count": 64,
"submit_count": 60
},
"exit": {
"condition_first_true_count": 64,
"latest_condition_first_true_ts": "2026-05-29T14:41:05.534744+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T14:41:05.535537+00:00",
"quote_evaluated_count": 53,
"submit_count": 64
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 60,
"median_ms": 25.621414184570312,
"median_text": "26ms",
"p95_ms": 79.71304655075066,
"p95_text": "80ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 60,
"median_ms": 48.419952392578125,
"median_text": "48ms",
"p95_ms": 86.01357936859114,
"p95_text": "86ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 64,
"median_ms": 26163.078546524048,
"median_text": "26.16s",
"p95_ms": 47321.2473988533,
"p95_text": "47.32s",
"sample_n": 64,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 64,
"median_ms": 26000.0,
"median_text": "26.00s",
"p95_ms": 46849.99999999999,
"p95_text": "46.85s",
"sample_n": 64,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 64,
"median_ms": 32.90402889251709,
"median_text": "33ms",
"p95_ms": 50.56469440460205,
"p95_text": "51ms",
"sample_n": 64,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.013601779937744139,
"p95_text": "0ms",
"sample_n": 4,
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 96.72713279724121,
"median_text": "97ms",
"p95_ms": 158.53240489959717,
"p95_text": "159ms",
"sample_n": 4,
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 64,
"median_ms": 318.29750537872314,
"median_text": "318ms",
"p95_ms": 921.4933395385741,
"p95_text": "921ms",
"sample_n": 64,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 64,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 60,
"median_ms": 25.621414184570312,
"median_text": "26ms",
"p95_ms": 79.71304655075066,
"p95_text": "80ms",
"sample_n": 60,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 60,
"median_ms": 48.419952392578125,
"median_text": "48ms",
"p95_ms": 86.01357936859114,
"p95_text": "86ms",
"sample_n": 60,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 64,
"median_ms": 26163.078546524048,
"median_text": "26.16s",
"p95_ms": 47321.2473988533,
"p95_text": "47.32s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 64,
"median_ms": 26000.0,
"median_text": "26.00s",
"p95_ms": 46849.99999999999,
"p95_text": "46.85s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 64,
"median_ms": 32.90402889251709,
"median_text": "33ms",
"p95_ms": 50.56469440460205,
"p95_text": "51ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.013601779937744139,
"p95_text": "0ms",
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 96.72713279724121,
"median_text": "97ms",
"p95_ms": 158.53240489959717,
"p95_text": "159ms",
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 64,
"median_ms": 318.29750537872314,
"median_text": "318ms",
"p95_ms": 921.4933395385741,
"p95_text": "921ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 60,
"median_ms": 3197.746,
"median_text": "3.20s",
"p95_ms": 14975.940099999978,
"p95_text": "14.98s",
"unavailable_reason": null
},
"samples": 64
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 64,
"median_ms": 1310.1584911346436,
"median_text": "1.31s",
"p95_ms": 4580.638575553886,
"p95_text": "4.58s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 64,
"median_ms": 0.34499168395996094,
"median_text": "0ms",
"p95_ms": 2.0295023918151784,
"p95_text": "2ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 64,
"median_ms": 22.829413414001465,
"median_text": "23ms",
"p95_ms": 36.02415323257444,
"p95_text": "36ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 64,
"median_ms": 1333.6094617843628,
"median_text": "1.33s",
"p95_ms": 4603.161025047294,
"p95_text": "4.60s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 64,
"median_ms": 2504.8045,
"median_text": "2.50s",
"p95_ms": 2989.6672,
"p95_text": "2.99s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 53,
"median_ms": 2637.4270915985107,
"median_text": "2.64s",
"p95_ms": 21803.485774993893,
"p95_text": "21.80s",
"sample_n": 53,
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 53,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2846.124219894409,
"p95_text": "2.85s",
"sample_n": 53,
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 53,
"median_ms": 1218.1940078735352,
"median_text": "1.22s",
"p95_ms": 2845.7133293151855,
"p95_text": "2.85s",
"sample_n": 53,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": true,
"count": 53,
"median_ms": 1464.777946472168,
"median_text": "1.46s",
"p95_ms": 20492.18859672546,
"p95_text": "20.49s",
"sample_n": 53,
"unavailable_reason": null
},
"sample_n": 53,
"sample_note": "All stage medians in this chain use the same eligible row subset.",
"sidecar_to_push_ingest": {
"available": true,
"count": 53,
"median_ms": 0.4360675811767578,
"median_text": "0ms",
"p95_ms": 0.8659362792968749,
"p95_text": "1ms",
"sample_n": 53,
"unavailable_reason": null
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 64,
"median_ms": 2505.030035972595,
"median_text": "2.51s",
"p95_ms": 19704.375267028783,
"p95_text": "19.70s",
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 53,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2846.124219894409,
"p95_text": "2.85s",
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 64,
"median_ms": 1211.3549709320068,
"median_text": "1.21s",
"p95_ms": 2834.394466876983,
"p95_text": "2.83s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": true,
"count": 53,
"median_ms": 1464.777946472168,
"median_text": "1.46s",
"p95_ms": 20492.18859672546,
"p95_text": "20.49s",
"unavailable_reason": null
},
"sidecar_to_push_ingest": {
"available": true,
"count": 53,
"median_ms": 0.4360675811767578,
"median_text": "0ms",
"p95_ms": 0.8659362792968749,
"p95_text": "1ms",
"unavailable_reason": null
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 64,
"median_ms": 2505.030035972595,
"median_text": "2.51s",
"p95_ms": 19704.375267028783,
"p95_text": "19.70s",
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 53,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2846.124219894409,
"p95_text": "2.85s",
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 64,
"median_ms": 1211.3549709320068,
"median_text": "1.21s",
"p95_ms": 2834.394466876983,
"p95_text": "2.83s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": true,
"count": 53,
"median_ms": 1464.777946472168,
"median_text": "1.46s",
"p95_ms": 20492.18859672546,
"p95_text": "20.49s",
"unavailable_reason": null
},
"sidecar_to_push_ingest": {
"available": true,
"count": 53,
"median_ms": 0.4360675811767578,
"median_text": "0ms",
"p95_ms": 0.8659362792968749,
"p95_text": "1ms",
"unavailable_reason": null
}
},
"samples": 64
},
"label": "Since Baseline (All Eligible)",
"recent_limit": null,
"scope_key": "full_history",
"scope_note": "Current full-history/current-era replay rows.",
"selected_closed_trade_count": 64
},
"recent_50": {
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "50 / 50 (100.0%)",
"replay_coverage_text": "50 / 50 (100.0%)",
"samples_used_text": "entry 50 | exit 50"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 50,
"latest_condition_first_true_ts": "2026-05-29T14:36:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:37:48.477817+00:00",
"latest_submit_ts": "2026-05-29T14:37:48.533265+00:00",
"quote_evaluated_count": 50,
"submit_count": 48
},
"exit": {
"condition_first_true_count": 50,
"latest_condition_first_true_ts": "2026-05-29T14:41:05.534744+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T14:41:05.535537+00:00",
"quote_evaluated_count": 39,
"submit_count": 50
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 48,
"median_ms": 25.325894355773926,
"median_text": "25ms",
"p95_ms": 77.51781940460205,
"p95_text": "78ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 48,
"median_ms": 48.835039138793945,
"median_text": "49ms",
"p95_ms": 122.32024669647208,
"p95_text": "122ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 50,
"median_ms": 25695.387482643127,
"median_text": "25.70s",
"p95_ms": 46737.9632115364,
"p95_text": "46.74s",
"sample_n": 50,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 50,
"median_ms": 25500.0,
"median_text": "25.50s",
"p95_ms": 46099.99999999999,
"p95_text": "46.10s",
"sample_n": 50,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 50,
"median_ms": 32.57954120635986,
"median_text": "33ms",
"p95_ms": 50.09483098983765,
"p95_text": "50ms",
"sample_n": 50,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 2,
"median_ms": 0.007510185241699219,
"median_text": "0ms",
"p95_ms": 0.00890493392944336,
"p95_text": "0ms",
"sample_n": 2,
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 2,
"median_ms": 46.00954055786133,
"median_text": "46ms",
"p95_ms": 63.85352611541748,
"p95_text": "64ms",
"sample_n": 2,
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 50,
"median_ms": 290.6060218811035,
"median_text": "291ms",
"p95_ms": 916.2181854248047,
"p95_text": "916ms",
"sample_n": 50,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 50,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 48,
"median_ms": 25.325894355773926,
"median_text": "25ms",
"p95_ms": 77.51781940460205,
"p95_text": "78ms",
"sample_n": 48,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 48,
"median_ms": 48.835039138793945,
"median_text": "49ms",
"p95_ms": 122.32024669647208,
"p95_text": "122ms",
"sample_n": 48,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 50,
"median_ms": 25695.387482643127,
"median_text": "25.70s",
"p95_ms": 46737.9632115364,
"p95_text": "46.74s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 50,
"median_ms": 25500.0,
"median_text": "25.50s",
"p95_ms": 46099.99999999999,
"p95_text": "46.10s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 50,
"median_ms": 32.57954120635986,
"median_text": "33ms",
"p95_ms": 50.09483098983765,
"p95_text": "50ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 2,
"median_ms": 0.007510185241699219,
"median_text": "0ms",
"p95_ms": 0.00890493392944336,
"p95_text": "0ms",
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 2,
"median_ms": 46.00954055786133,
"median_text": "46ms",
"p95_ms": 63.85352611541748,
"p95_text": "64ms",
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 50,
"median_ms": 290.6060218811035,
"median_text": "291ms",
"p95_ms": 916.2181854248047,
"p95_text": "916ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 48,
"median_ms": 3410.8475,
"median_text": "3.41s",
"p95_ms": 19555.09329999999,
"p95_text": "19.56s",
"unavailable_reason": null
},
"samples": 50
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 50,
"median_ms": 1524.23095703125,
"median_text": "1.52s",
"p95_ms": 5223.453366756437,
"p95_text": "5.22s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 50,
"median_ms": 0.3409385681152344,
"median_text": "0ms",
"p95_ms": 4.445016384124744,
"p95_text": "4ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 50,
"median_ms": 23.07438850402832,
"median_text": "23ms",
"p95_ms": 39.373660087585435,
"p95_text": "39ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 50,
"median_ms": 1547.1835136413574,
"median_text": "1.55s",
"p95_ms": 5245.326638221739,
"p95_text": "5.25s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 50,
"median_ms": 2716.432,
"median_text": "2.72s",
"p95_ms": 2989.2736,
"p95_text": "2.99s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 39,
"median_ms": 2832.660913467407,
"median_text": "2.83s",
"p95_ms": 24063.522982597355,
"p95_text": "24.06s",
"sample_n": 39,
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 39,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2847.9163885116577,
"p95_text": "2.85s",
"sample_n": 39,
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 39,
"median_ms": 1218.1940078735352,
"median_text": "1.22s",
"p95_ms": 2847.480630874634,
"p95_text": "2.85s",
"sample_n": 39,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": true,
"count": 39,
"median_ms": 1530.6379795074463,
"median_text": "1.53s",
"p95_ms": 22807.32750892639,
"p95_text": "22.81s",
"sample_n": 39,
"unavailable_reason": null
},
"sample_n": 39,
"sample_note": "All stage medians in this chain use the same eligible row subset.",
"sidecar_to_push_ingest": {
"available": true,
"count": 39,
"median_ms": 0.453948974609375,
"median_text": "0ms",
"p95_ms": 0.9034872055053712,
"p95_text": "1ms",
"sample_n": 39,
"unavailable_reason": null
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 2716.508626937866,
"median_text": "2.72s",
"p95_ms": 22334.705102443684,
"p95_text": "22.33s",
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 39,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2847.9163885116577,
"p95_text": "2.85s",
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 1200.8295059204102,
"median_text": "1.20s",
"p95_ms": 2815.112829208374,
"p95_text": "2.82s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": true,
"count": 39,
"median_ms": 1530.6379795074463,
"median_text": "1.53s",
"p95_ms": 22807.32750892639,
"p95_text": "22.81s",
"unavailable_reason": null
},
"sidecar_to_push_ingest": {
"available": true,
"count": 39,
"median_ms": 0.453948974609375,
"median_text": "0ms",
"p95_ms": 0.9034872055053712,
"p95_text": "1ms",
"unavailable_reason": null
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 2716.508626937866,
"median_text": "2.72s",
"p95_ms": 22334.705102443684,
"p95_text": "22.33s",
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 39,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2847.9163885116577,
"p95_text": "2.85s",
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 1200.8295059204102,
"median_text": "1.20s",
"p95_ms": 2815.112829208374,
"p95_text": "2.82s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": true,
"count": 39,
"median_ms": 1530.6379795074463,
"median_text": "1.53s",
"p95_ms": 22807.32750892639,
"p95_text": "22.81s",
"unavailable_reason": null
},
"sidecar_to_push_ingest": {
"available": true,
"count": 39,
"median_ms": 0.453948974609375,
"median_text": "0ms",
"p95_ms": 0.9034872055053712,
"p95_text": "1ms",
"unavailable_reason": null
}
},
"samples": 50
},
"label": "Since Baseline (Latest 50)",
"recent_limit": 50,
"scope_key": "recent_50",
"scope_note": "Latest 50 closed trades, sorted by actual close/exit/fill time.",
"selected_closed_trade_count": 50
},
"views": [
{
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "64 / 64 (100.0%)",
"replay_coverage_text": "64 / 64 (100.0%)",
"samples_used_text": "entry 64 | exit 64"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 64,
"latest_condition_first_true_ts": "2026-05-29T14:36:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:37:48.477817+00:00",
"latest_submit_ts": "2026-05-29T14:37:48.533265+00:00",
"quote_evaluated_count": 64,
"submit_count": 60
},
"exit": {
"condition_first_true_count": 64,
"latest_condition_first_true_ts": "2026-05-29T14:41:05.534744+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T14:41:05.535537+00:00",
"quote_evaluated_count": 53,
"submit_count": 64
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 60,
"median_ms": 25.621414184570312,
"median_text": "26ms",
"p95_ms": 79.71304655075066,
"p95_text": "80ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 60,
"median_ms": 48.419952392578125,
"median_text": "48ms",
"p95_ms": 86.01357936859114,
"p95_text": "86ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 64,
"median_ms": 26163.078546524048,
"median_text": "26.16s",
"p95_ms": 47321.2473988533,
"p95_text": "47.32s",
"sample_n": 64,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 64,
"median_ms": 26000.0,
"median_text": "26.00s",
"p95_ms": 46849.99999999999,
"p95_text": "46.85s",
"sample_n": 64,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 64,
"median_ms": 32.90402889251709,
"median_text": "33ms",
"p95_ms": 50.56469440460205,
"p95_text": "51ms",
"sample_n": 64,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.013601779937744139,
"p95_text": "0ms",
"sample_n": 4,
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 96.72713279724121,
"median_text": "97ms",
"p95_ms": 158.53240489959717,
"p95_text": "159ms",
"sample_n": 4,
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 64,
"median_ms": 318.29750537872314,
"median_text": "318ms",
"p95_ms": 921.4933395385741,
"p95_text": "921ms",
"sample_n": 64,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 64,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 60,
"median_ms": 25.621414184570312,
"median_text": "26ms",
"p95_ms": 79.71304655075066,
"p95_text": "80ms",
"sample_n": 60,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 60,
"median_ms": 48.419952392578125,
"median_text": "48ms",
"p95_ms": 86.01357936859114,
"p95_text": "86ms",
"sample_n": 60,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 64,
"median_ms": 26163.078546524048,
"median_text": "26.16s",
"p95_ms": 47321.2473988533,
"p95_text": "47.32s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 64,
"median_ms": 26000.0,
"median_text": "26.00s",
"p95_ms": 46849.99999999999,
"p95_text": "46.85s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 64,
"median_ms": 32.90402889251709,
"median_text": "33ms",
"p95_ms": 50.56469440460205,
"p95_text": "51ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 4,
"median_ms": 0.010013580322265625,
"median_text": "0ms",
"p95_ms": 0.013601779937744139,
"p95_text": "0ms",
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 4,
"median_ms": 96.72713279724121,
"median_text": "97ms",
"p95_ms": 158.53240489959717,
"p95_text": "159ms",
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 64,
"median_ms": 318.29750537872314,
"median_text": "318ms",
"p95_ms": 921.4933395385741,
"p95_text": "921ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 60,
"median_ms": 3197.746,
"median_text": "3.20s",
"p95_ms": 14975.940099999978,
"p95_text": "14.98s",
"unavailable_reason": null
},
"samples": 64
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 64,
"median_ms": 1310.1584911346436,
"median_text": "1.31s",
"p95_ms": 4580.638575553886,
"p95_text": "4.58s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 64,
"median_ms": 0.34499168395996094,
"median_text": "0ms",
"p95_ms": 2.0295023918151784,
"p95_text": "2ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 64,
"median_ms": 22.829413414001465,
"median_text": "23ms",
"p95_ms": 36.02415323257444,
"p95_text": "36ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 64,
"median_ms": 1333.6094617843628,
"median_text": "1.33s",
"p95_ms": 4603.161025047294,
"p95_text": "4.60s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 64,
"median_ms": 2504.8045,
"median_text": "2.50s",
"p95_ms": 2989.6672,
"p95_text": "2.99s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 53,
"median_ms": 2637.4270915985107,
"median_text": "2.64s",
"p95_ms": 21803.485774993893,
"p95_text": "21.80s",
"sample_n": 53,
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 53,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2846.124219894409,
"p95_text": "2.85s",
"sample_n": 53,
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 53,
"median_ms": 1218.1940078735352,
"median_text": "1.22s",
"p95_ms": 2845.7133293151855,
"p95_text": "2.85s",
"sample_n": 53,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": true,
"count": 53,
"median_ms": 1464.777946472168,
"median_text": "1.46s",
"p95_ms": 20492.18859672546,
"p95_text": "20.49s",
"sample_n": 53,
"unavailable_reason": null
},
"sample_n": 53,
"sample_note": "All stage medians in this chain use the same eligible row subset.",
"sidecar_to_push_ingest": {
"available": true,
"count": 53,
"median_ms": 0.4360675811767578,
"median_text": "0ms",
"p95_ms": 0.8659362792968749,
"p95_text": "1ms",
"sample_n": 53,
"unavailable_reason": null
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 64,
"median_ms": 2505.030035972595,
"median_text": "2.51s",
"p95_ms": 19704.375267028783,
"p95_text": "19.70s",
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 53,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2846.124219894409,
"p95_text": "2.85s",
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 64,
"median_ms": 1211.3549709320068,
"median_text": "1.21s",
"p95_ms": 2834.394466876983,
"p95_text": "2.83s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": true,
"count": 53,
"median_ms": 1464.777946472168,
"median_text": "1.46s",
"p95_ms": 20492.18859672546,
"p95_text": "20.49s",
"unavailable_reason": null
},
"sidecar_to_push_ingest": {
"available": true,
"count": 53,
"median_ms": 0.4360675811767578,
"median_text": "0ms",
"p95_ms": 0.8659362792968749,
"p95_text": "1ms",
"unavailable_reason": null
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 64,
"median_ms": 2505.030035972595,
"median_text": "2.51s",
"p95_ms": 19704.375267028783,
"p95_text": "19.70s",
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 53,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2846.124219894409,
"p95_text": "2.85s",
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 64,
"median_ms": 1211.3549709320068,
"median_text": "1.21s",
"p95_ms": 2834.394466876983,
"p95_text": "2.83s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": true,
"count": 53,
"median_ms": 1464.777946472168,
"median_text": "1.46s",
"p95_ms": 20492.18859672546,
"p95_text": "20.49s",
"unavailable_reason": null
},
"sidecar_to_push_ingest": {
"available": true,
"count": 53,
"median_ms": 0.4360675811767578,
"median_text": "0ms",
"p95_ms": 0.8659362792968749,
"p95_text": "1ms",
"unavailable_reason": null
}
},
"samples": 64
},
"label": "Since Baseline (All Eligible)",
"recent_limit": null,
"scope_key": "full_history",
"scope_note": "Current full-history/current-era replay rows.",
"selected_closed_trade_count": 64
},
{
"coverage": {
"na_reason": "unavailable: missing entry direct fields: entry_decision_mid_px, entry_live_mid_px, entry_live_bid_px, entry_live_ask_px",
"realized_path_coverage_text": "50 / 50 (100.0%)",
"replay_coverage_text": "50 / 50 (100.0%)",
"samples_used_text": "entry 50 | exit 50"
},
"decision_funnel": {
"entry": {
"condition_first_true_count": 50,
"latest_condition_first_true_ts": "2026-05-29T14:36:00Z",
"latest_quote_evaluated_ts": "2026-05-29T14:37:48.477817+00:00",
"latest_submit_ts": "2026-05-29T14:37:48.533265+00:00",
"quote_evaluated_count": 50,
"submit_count": 48
},
"exit": {
"condition_first_true_count": 50,
"latest_condition_first_true_ts": "2026-05-29T14:41:05.534744+00:00",
"latest_quote_evaluated_ts": null,
"latest_submit_ts": "2026-05-29T14:41:05.535537+00:00",
"quote_evaluated_count": 39,
"submit_count": 50
}
},
"entry": {
"execution_path": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"submit_to_ack": {
"available": true,
"count": 48,
"median_ms": 25.325894355773926,
"median_text": "25ms",
"p95_ms": 77.51781940460205,
"p95_text": "78ms",
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 48,
"median_ms": 48.835039138793945,
"median_text": "49ms",
"p95_ms": 122.32024669647208,
"p95_text": "122ms",
"unavailable_reason": null
}
},
"full_chain": {
"ack_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry ack/fill linkage is unavailable"
},
"bar_close_to_controller": {
"available": true,
"count": 50,
"median_ms": 25695.387482643127,
"median_text": "25.70s",
"p95_ms": 46737.9632115364,
"p95_text": "46.74s",
"sample_n": 50,
"unavailable_reason": null
},
"bar_close_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry bar-close/fill linkage is unavailable"
},
"bar_close_to_finalized": {
"available": true,
"count": 50,
"median_ms": 25500.0,
"median_text": "25.50s",
"p95_ms": 46099.99999999999,
"p95_text": "46.10s",
"sample_n": 50,
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 50,
"median_ms": 32.57954120635986,
"median_text": "33ms",
"p95_ms": 50.09483098983765,
"p95_text": "50ms",
"sample_n": 50,
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 2,
"median_ms": 0.007510185241699219,
"median_text": "0ms",
"p95_ms": 0.00890493392944336,
"p95_text": "0ms",
"sample_n": 2,
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 2,
"median_ms": 46.00954055786133,
"median_text": "46ms",
"p95_ms": 63.85352611541748,
"p95_text": "64ms",
"sample_n": 2,
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 50,
"median_ms": 290.6060218811035,
"median_text": "291ms",
"p95_ms": 916.2181854248047,
"p95_text": "916ms",
"sample_n": 50,
"unavailable_reason": null
},
"finalized_to_fill": {
"available": false,
"count": 0,
"median_ms": null,
"median_text": "\u2014",
"p95_ms": null,
"p95_text": "\u2014",
"sample_n": 0,
"unavailable_reason": "entry finalized/fill linkage is unavailable (missing decision_bar_finalized_ts)"
},
"sample_n": 50,
"sample_note": "Stage metrics use per-metric eligible subsets when strict full-chain rows are unavailable.",
"submit_to_ack": {
"available": true,
"count": 48,
"median_ms": 25.325894355773926,
"median_text": "25ms",
"p95_ms": 77.51781940460205,
"p95_text": "78ms",
"sample_n": 48,
"unavailable_reason": null
},
"trader_seen_to_submit": {
"available": true,
"count": 48,
"median_ms": 48.835039138793945,
"median_text": "49ms",
"p95_ms": 122.32024669647208,
"p95_text": "122ms",
"sample_n": 48,
"unavailable_reason": null
}
},
"pipeline_path": {
"bar_close_to_controller": {
"available": true,
"count": 50,
"median_ms": 25695.387482643127,
"median_text": "25.70s",
"p95_ms": 46737.9632115364,
"p95_text": "46.74s",
"unavailable_reason": null
},
"bar_close_to_finalized": {
"available": true,
"count": 50,
"median_ms": 25500.0,
"median_text": "25.50s",
"p95_ms": 46099.99999999999,
"p95_text": "46.10s",
"unavailable_reason": null
},
"consumer_to_trader": {
"available": true,
"count": 50,
"median_ms": 32.57954120635986,
"median_text": "33ms",
"p95_ms": 50.09483098983765,
"p95_text": "50ms",
"unavailable_reason": null
},
"controller_to_fanout": {
"available": true,
"count": 2,
"median_ms": 0.007510185241699219,
"median_text": "0ms",
"p95_ms": 0.00890493392944336,
"p95_text": "0ms",
"unavailable_reason": null
},
"fanout_to_consumer": {
"available": true,
"count": 2,
"median_ms": 46.00954055786133,
"median_text": "46ms",
"p95_ms": 63.85352611541748,
"p95_text": "64ms",
"unavailable_reason": null
},
"finalized_to_controller": {
"available": true,
"count": 50,
"median_ms": 290.6060218811035,
"median_text": "291ms",
"p95_ms": 916.2181854248047,
"p95_text": "916ms",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 48,
"median_ms": 3410.8475,
"median_text": "3.41s",
"p95_ms": 19555.09329999999,
"p95_text": "19.56s",
"unavailable_reason": null
},
"samples": 50
},
"exit": {
"execution_path": {
"ack_to_fill": {
"available": true,
"count": 50,
"median_ms": 1524.23095703125,
"median_text": "1.52s",
"p95_ms": 5223.453366756437,
"p95_text": "5.22s",
"unavailable_reason": null
},
"first_true_to_submit": {
"available": true,
"count": 50,
"median_ms": 0.3409385681152344,
"median_text": "0ms",
"p95_ms": 4.445016384124744,
"p95_text": "4ms",
"unavailable_reason": null
},
"submit_to_ack": {
"available": true,
"count": 50,
"median_ms": 23.07438850402832,
"median_text": "23ms",
"p95_ms": 39.373660087585435,
"p95_text": "39ms",
"unavailable_reason": null
},
"trigger_to_fill": {
"available": true,
"count": 50,
"median_ms": 1547.1835136413574,
"median_text": "1.55s",
"p95_ms": 5245.326638221739,
"p95_text": "5.25s",
"unavailable_reason": null
}
},
"quote_age": {
"available": true,
"count": 50,
"median_ms": 2716.432,
"median_text": "2.72s",
"p95_ms": 2989.2736,
"p95_text": "2.99s",
"unavailable_reason": null
},
"quote_eval_chain": {
"market_to_eval": {
"available": true,
"count": 39,
"median_ms": 2832.660913467407,
"median_text": "2.83s",
"p95_ms": 24063.522982597355,
"p95_text": "24.06s",
"sample_n": 39,
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 39,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2847.9163885116577,
"p95_text": "2.85s",
"sample_n": 39,
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 39,
"median_ms": 1218.1940078735352,
"median_text": "1.22s",
"p95_ms": 2847.480630874634,
"p95_text": "2.85s",
"sample_n": 39,
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": true,
"count": 39,
"median_ms": 1530.6379795074463,
"median_text": "1.53s",
"p95_ms": 22807.32750892639,
"p95_text": "22.81s",
"sample_n": 39,
"unavailable_reason": null
},
"sample_n": 39,
"sample_note": "All stage medians in this chain use the same eligible row subset.",
"sidecar_to_push_ingest": {
"available": true,
"count": 39,
"median_ms": 0.453948974609375,
"median_text": "0ms",
"p95_ms": 0.9034872055053712,
"p95_text": "1ms",
"sample_n": 39,
"unavailable_reason": null
}
},
"quote_path": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 2716.508626937866,
"median_text": "2.72s",
"p95_ms": 22334.705102443684,
"p95_text": "22.33s",
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 39,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2847.9163885116577,
"p95_text": "2.85s",
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 1200.8295059204102,
"median_text": "1.20s",
"p95_ms": 2815.112829208374,
"p95_text": "2.82s",
"unavailable_reason": null
},
"push_ingest_to_eval": {
"available": true,
"count": 39,
"median_ms": 1530.6379795074463,
"median_text": "1.53s",
"p95_ms": 22807.32750892639,
"p95_text": "22.81s",
"unavailable_reason": null
},
"sidecar_to_push_ingest": {
"available": true,
"count": 39,
"median_ms": 0.453948974609375,
"median_text": "0ms",
"p95_ms": 0.9034872055053712,
"p95_text": "1ms",
"unavailable_reason": null
}
},
"quote_path_independent": {
"market_to_eval": {
"available": true,
"count": 50,
"median_ms": 2716.508626937866,
"median_text": "2.72s",
"p95_ms": 22334.705102443684,
"p95_text": "22.33s",
"unavailable_reason": null
},
"market_to_seen": {
"available": true,
"count": 39,
"median_ms": 1218.71018409729,
"median_text": "1.22s",
"p95_ms": 2847.9163885116577,
"p95_text": "2.85s",
"unavailable_reason": null
},
"market_to_sidecar": {
"available": true,
"count": 50,
"median_ms": 1200.8295059204102,
"median_text": "1.20s",
"p95_ms": 2815.112829208374,
"p95_text": "2.82s",
"unavailable_reason": null
},
"note": "Independent coverage metrics (different eligible subsets per metric).",
"push_ingest_to_eval": {
"available": true,
"count": 39,
"median_ms": 1530.6379795074463,
"median_text": "1.53s",
"p95_ms": 22807.32750892639,
"p95_text": "22.81s",
"unavailable_reason": null
},
"sidecar_to_push_ingest": {
"available": true,
"count": 39,
"median_ms": 0.453948974609375,
"median_text": "0ms",
"p95_ms": 0.9034872055053712,
"p95_text": "1ms",
"unavailable_reason": null
}
},
"samples": 50
},
"label": "Since Baseline (Latest 50)",
"recent_limit": 50,
"scope_key": "recent_50",
"scope_note": "Latest 50 closed trades, sorted by actual close/exit/fill time.",
"selected_closed_trade_count": 50
}
]
},
"exit_ack_to_fill_median_ms": 1310.1584911346436,
"exit_ack_to_fill_median_text": "1.31s",
"exit_ack_to_fill_ms": 3156.970977783203,
"exit_ack_to_fill_p95_ms": 4580.638575553886,
"exit_ack_to_fill_p95_text": "4.58s",
"exit_attribution_mode": "direct",
"exit_attribution_mode_label": "direct",
"exit_current_era_count": 64,
"exit_direct_coverage_count": 64,
"exit_direct_coverage_text": "64 / 64 exit trades",
"exit_direct_unavailable_reason": null,
"exit_dominant_condition_type": "trailing_stop",
"exit_fallback_rate": 0.0,
"exit_fill_vs_live_mid_bps": 4.567128159246548,
"exit_fill_vs_live_mid_reason": "direct from persisted exit live/fill snapshots",
"exit_impact_component_bps": null,
"exit_latency_component_bps": null,
"exit_latency_context": "Exits are websocket-driven stop executions. Late bars are not treated as direct exit-path timing evidence. Latest-exit timing metrics are single-trade diagnostics (not aggregated medians). Trigger->live exact; fill->live exact; exit quote-age exact 2.50s; fallback latest no; trigger->submit 1ms; submit->ack 33ms; ack->fill 3.16s.",
"exit_market_to_fill_median_ms": 4376.563906669617,
"exit_market_to_fill_median_text": "4.38s",
"exit_market_to_fill_p95_ms": 25191.07669591902,
"exit_market_to_fill_p95_text": "25.19s",
"exit_market_to_sidecar_median_ms": 1211.3549709320068,
"exit_market_to_sidecar_median_text": "1.21s",
"exit_market_to_sidecar_p95_ms": 2834.394466876983,
"exit_market_to_sidecar_p95_text": "2.83s",
"exit_market_to_trigger_median_ms": 2505.061626434326,
"exit_market_to_trigger_median_text": "2.51s",
"exit_market_to_trigger_p95_ms": 19704.407393932317,
"exit_market_to_trigger_p95_text": "19.70s",
"exit_price_condition_first_to_trigger_median_ms": 0.0,
"exit_price_condition_first_to_trigger_median_text": "0ms",
"exit_price_condition_first_to_trigger_p95_ms": 0.0,
"exit_price_condition_first_to_trigger_p95_text": "0ms",
"exit_primary_driver": "spread",
"exit_primary_label": "spread",
"exit_quote_age_median_ms": 2504.8045,
"exit_quote_age_median_text": "2.50s",
"exit_quote_age_ms": 2504.8045,
"exit_quote_age_p95_ms": 2989.6672,
"exit_quote_age_p95_text": "2.99s",
"exit_quote_age_proxy_ms": 2504.8045,
"exit_quote_age_reason": "exact from persisted exit execution quote snapshots",
"exit_quote_path_coverage": 53,
"exit_quote_path_coverage_text": "53 / 64 price exits",
"exit_quote_path_total": 64,
"exit_quote_seen_to_first_true_median_ms": 1464.810848236084,
"exit_quote_seen_to_first_true_median_text": "1.46s",
"exit_quote_seen_to_first_true_p95_ms": 20492.221832275387,
"exit_quote_seen_to_first_true_p95_text": "20.49s",
"exit_quote_source": "alpaca_stock",
"exit_reason": "Exit-side direct attribution uses persisted trigger/live/fill quote snapshots. Late bars are not treated as direct exit-path timing evidence here; exit slippage is evaluated separately for websocket-driven stop execution.",
"exit_residual_component_bps": null,
"exit_sidecar_to_seen_median_ms": 0.4360675811767578,
"exit_sidecar_to_seen_median_text": "0ms",
"exit_sidecar_to_seen_p95_ms": 0.8659362792968749,
"exit_sidecar_to_seen_p95_text": "1ms",
"exit_spread_component_bps": 55.73,
"exit_submit_to_ack_ms": 32.78708457946777,
"exit_submit_to_fill_ms": 3189.758062362671,
"exit_trigger_timing_coverage_count": 64,
"exit_trigger_timing_coverage_text": "64 / 64 exit replays",
"exit_trigger_to_ack_median_ms": 23.169517517089844,
"exit_trigger_to_ack_median_text": "23ms",
"exit_trigger_to_ack_ms": 33.58006477355957,
"exit_trigger_to_ack_p95_ms": 44.77396011352537,
"exit_trigger_to_ack_p95_text": "45ms",
"exit_trigger_to_fill_ms": 3190.5510425567627,
"exit_trigger_to_submit_ms": 0.7929801940917969,
"exit_trigger_vs_execution_quote_bps": 225.08914526895308,
"exit_websocket_driven": true,
"fill_vs_live_mid_bps": 4.402394732592613,
"fill_vs_live_mid_reason": "direct from persisted live/fill snapshots",
"has_bar_lag": true,
"has_bid_ask": true,
"has_decision_mid": true,
"has_fill_px": true,
"has_live_mid": true,
"has_quote_age": true,
"has_trigger_px_for_exit": true,
"impact_component_bps": null,
"impact_component_label": "impact",
"late_bar_rate": 1.0,
"latency_component_bps": 191.48,
"latest_exit_fallback_used": false,
"legacy_blended_slippage_bps": 225.08914526895308,
"live_mid_vs_fill_divergence_bps": null,
"net_primary_driver": "spread",
"net_primary_label": "spread",
"older_trades_missing_fields_count": 10,
"older_trades_missing_fields_text": "10 trades",
"order_size_vs_liquidity_ratio": null,
"primary_label": "spread",
"proxy_attribution_coverage_count": 64,
"proxy_attribution_coverage_text": "64 / 64 trades",
"quote_age_at_execution_ms": 2091.6684999999998,
"reason": "Primary slippage driver looks spread-driven; the spread proxy explains most observed slippage while entry bar-state lag and exit stream-path timing look secondary. Exit slippage is materially larger than entry slippage (55.73 vs 8.19 bps). Late bars are treated as entry/bar-state context only; exit-side slippage is evaluated from websocket trigger/live/fill and timing evidence. Direct decomposition is used where persisted snapshots are available; remaining gaps stay proxy-attributed.",
"residual_component_bps": null,
"sample_count": 64,
"slippage_source_primary": "spread",
"spread_bps": 449.89553089300694,
"spread_component_bps": 284.05,
"trigger_quote_age_ms": 2504.8045,
"trigger_reference_gap_bps": 191.48306641910165,
"trigger_to_fill_gap_bps": 225.08914526895308,
"trigger_vs_live_mid_bps": 191.48306641910165,
"trigger_vs_live_mid_reason": "direct from persisted exit trigger/live snapshots",
"true_execution_slippage_bps": 4.567128159246548,
"unattributed_component_bps": null
},
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": null,
"available": true,
"exit_efficiency": 0.36359458689459634,
"exit_efficiency_pct": "36%",
"interpretation": "Median exits are only retaining about 36% of favorable excursion.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": 0.46298206984913454,
"median_mfe_pct": 0.2692532208167395,
"not_promotion_safe": false,
"partial_replay_count": 0,
"profit_giveback_pct": 63.6,
"reason": "median MFE 0.27%; median MAE 0.46%; exit efficiency 36%",
"samples": 64,
"scope_label": "Since baseline replay scope (closed-trade matched: entry 64 | exit 64)",
"status": "exits_giving_back_profits",
"status_class": "llm-badge llm-badge--down",
"status_label": "exits giving back profits",
"unsupported_realized_path_count": 0
},
"trend": {
"class": "llm-badge llm-badge--flat",
"confidence_pct": "82%",
"evidence_strength": "high",
"evidence_strength_class": "llm-badge llm-badge--up",
"label": "flat",
"reason": "changes are small or mixed versus the prior saved snapshot",
"reset_aware": false,
"sample_size_comment": "reset age 229h15m | validator trades 64 | calibration 50 | slippage 20 | infra 20",
"value": "flat"
},
"validator_maturity": {
"class": "llm-badge llm-badge--up",
"confidence": 0.757,
"confidence_pct": "76%",
"evidence_strength": "high",
"evidence_strength_class": "llm-badge llm-badge--up",
"evidence_strength_label": "high",
"label": "mature",
"reason": "5/6 validator lanes are stable across 64 current-era trades.",
"status": "mature"
}
}
],
"bot_llm_summaries": [
{
"bot": "BOT1",
"classification": "too_early",
"llm_status": "fallback_used",
"promotion_alignment": "unknown",
"summary": "BOT1 is too early. Trend is too early. Promotion alignment is unknown. Validator maturity is building. Exit quality is insufficient data. Execution drag is 0%.",
"trend": "too_early"
},
{
"bot": "BOT2",
"classification": "too_early",
"llm_status": "fallback_used",
"promotion_alignment": "unknown",
"summary": "BOT2 is too early. Trend is too early. Promotion alignment is unknown. Validator maturity is building. Exit quality is insufficient data. Execution drag is 0%.",
"trend": "too_early"
},
{
"bot": "BOT3",
"classification": "infra_limited",
"llm_status": "fallback_used",
"promotion_alignment": "unknown",
"summary": "BOT3 is infra limited. Trend is worsening. Promotion alignment is unknown. Validator maturity is mixed. Exit quality is exits acceptable. Execution drag is 68%. Net slippage is 32.8 bps. Late-bar rate is 100%.",
"trend": "worsening"
},
{
"bot": "BOT4",
"classification": "strategy_ok_execution_bad",
"llm_status": "fallback_used",
"promotion_alignment": "unknown",
"summary": "BOT4 is strategy ok execution bad. Trend is flat. Promotion alignment is unknown. Validator maturity is mixed. Exit quality is exits acceptable. Execution drag is 69%. Net slippage is 29.1 bps. Late-bar rate is 100%.",
"trend": "flat"
},
{
"bot": "BOT5",
"classification": "infra_limited",
"llm_status": "fallback_used",
"promotion_alignment": "unknown",
"summary": "BOT5 is infra limited. Trend is flat. Promotion alignment is unknown. Validator maturity is mixed. Exit quality is exits acceptable. Execution drag is 111%. Net slippage is 5.3 bps. Late-bar rate is 100%.",
"trend": "flat"
},
{
"bot": "BOT6",
"classification": "exits_giveback",
"llm_status": "fallback_used",
"promotion_alignment": "unknown",
"summary": "BOT6 is exits giveback. Trend is flat. Promotion alignment is unknown. Validator maturity is mature. Exit quality is exits giving back profits. Execution drag is 92%. Net slippage is 103.2 bps. Late-bar rate is 100%.",
"trend": "flat"
},
{
"bot": "BOT7",
"classification": "exits_giveback",
"llm_status": "fallback_used",
"promotion_alignment": "unknown",
"summary": "BOT7 is exits giveback. Trend is flat. Promotion alignment is unknown. Validator maturity is mature. Exit quality is exits giving back profits. Execution drag is 90%. Net slippage is 26.3 bps. Late-bar rate is 100%.",
"trend": "flat"
},
{
"bot": "BOT8",
"classification": "too_early",
"llm_status": "fallback_used",
"promotion_alignment": "unknown",
"summary": "BOT8 is too early. Trend is too early. Promotion alignment is unknown. Validator maturity is building. Exit quality is insufficient data. Execution drag is 0%.",
"trend": "too_early"
},
{
"bot": "BOT9",
"classification": "exits_giveback",
"llm_status": "fallback_used",
"promotion_alignment": "unknown",
"summary": "BOT9 is exits giveback. Trend is flat. Promotion alignment is unknown. Validator maturity is mature. Exit quality is exits giving back profits. Execution drag is 111%. Net slippage is 85.8 bps. Late-bar rate is 100%.",
"trend": "flat"
}
],
"bots": [
{
"alignment_reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"bot": "BOT1",
"classification_reason": "validator evidence is still too small to judge direction reliably",
"confidence": 0.28,
"drawdown_pct": 0.0,
"entry_slippage_bps": null,
"evidence_strength": "low",
"execution_drag": {
"age_samples": 0,
"attribution_coverage": null,
"bot": "BOT1",
"dominant": false,
"drawdown_pct": 0.0,
"entry_slippage_bps": null,
"execution_cost": 0.0,
"execution_cost_ratio": 0.0,
"exit_slippage_bps": null,
"fallback_rate": null,
"gross_edge_bps": null,
"gross_pnl": 0.0,
"gross_pnl_usd": null,
"gross_to_net_efficiency": 0.0,
"implied_cost_bps": null,
"late_bar_rate": null,
"net_edge_bps": null,
"net_pnl": 0.0,
"net_pnl_usd": null,
"quote_age_ms": null,
"quote_missing_rate": null,
"quote_p95_age_ms": null,
"severity": "info",
"severity_score": 6,
"slippage_bps": null,
"slippage_driver_metric": "entry_slippage_bps",
"status_label": "healthy",
"total_friction_bps": null,
"total_friction_usd": null,
"total_pnl": 0.0,
"turnover_usd": null
},
"exit_slippage_bps": null,
"fallback_rate": null,
"gross_pnl": 0.0,
"improving": false,
"late_bar_rate": null,
"main_issue": "validator evidence is still too small to judge direction reliably",
"net_pnl": 0.0,
"pnl_breakdown": {
"aggregated_trade_count": 0,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": true,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:24 PM ET."
],
"displayed_trade_count": 0,
"gross_pnl": 0.0,
"implied_cost": 0.0,
"net_pnl": 0.0,
"pnl_24h": 0.0,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--warn",
"pnl_reconciliation_label": "different basis",
"pnl_reconciliation_reason": "Displayed pnl reconciles internally, but validator current-era excludes 169 older baseline-era trades before the cutoff.",
"pnl_reconciliation_status": "mixed_basis",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": 0.0,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": true,
"return_pct": 0.0,
"return_pct_display": "0.00%",
"return_pct_reason": null,
"total_pnl": 0.0,
"truncation_detected": false,
"unrealized_pnl": 0.0,
"validator_basis_label": "current-era validator subset since 10:28:24 PM ET",
"validator_current_era_cost": null,
"validator_current_era_gross_pnl": null,
"validator_current_era_net_pnl": null,
"validator_trade_count": 0
},
"promotion_alignment": "unknown",
"quote_age_ms": null,
"quote_p95_age_ms": null,
"reason": "validator evidence is still too small to judge direction reliably",
"reset_aware": true,
"sample_size_comment": "reset age 229h16m | validator trades 0 | calibration 0 | slippage 0 | infra 0",
"severity": "info",
"severity_score": 0,
"slippage_bps": null,
"strategy_vs_execution_classification": "too_early",
"total_pnl": 0.0,
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": null,
"available": false,
"exit_efficiency": null,
"exit_efficiency_pct": "\u2014",
"interpretation": "Replay trade-quality evidence is still too limited to judge exits confidently.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": null,
"median_mfe_pct": null,
"not_promotion_safe": false,
"partial_replay_count": 0,
"profit_giveback_pct": null,
"reason": "Replay trade-quality evidence is still too limited to judge exits confidently.",
"samples": 0,
"status": "insufficient_data",
"status_class": "llm-badge llm-badge--early",
"status_label": "insufficient data",
"unsupported_realized_path_count": 0
},
"trend": "too_early"
},
{
"alignment_reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"bot": "BOT2",
"classification_reason": "validator evidence is still too small to judge direction reliably",
"confidence": 0.28,
"drawdown_pct": 0.0,
"entry_slippage_bps": null,
"evidence_strength": "low",
"execution_drag": {
"age_samples": 0,
"attribution_coverage": null,
"bot": "BOT2",
"dominant": false,
"drawdown_pct": 0.0,
"entry_slippage_bps": null,
"execution_cost": 0.0,
"execution_cost_ratio": 0.0,
"exit_slippage_bps": null,
"fallback_rate": null,
"gross_edge_bps": null,
"gross_pnl": 0.0,
"gross_pnl_usd": null,
"gross_to_net_efficiency": 0.0,
"implied_cost_bps": null,
"late_bar_rate": null,
"net_edge_bps": null,
"net_pnl": 0.0,
"net_pnl_usd": null,
"quote_age_ms": null,
"quote_missing_rate": null,
"quote_p95_age_ms": null,
"severity": "info",
"severity_score": 6,
"slippage_bps": null,
"slippage_driver_metric": "entry_slippage_bps",
"status_label": "healthy",
"total_friction_bps": null,
"total_friction_usd": null,
"total_pnl": 0.0,
"turnover_usd": null
},
"exit_slippage_bps": null,
"fallback_rate": null,
"gross_pnl": 0.0,
"improving": false,
"late_bar_rate": null,
"main_issue": "validator evidence is still too small to judge direction reliably",
"net_pnl": 0.0,
"pnl_breakdown": {
"aggregated_trade_count": 0,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": false,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:38 PM ET."
],
"displayed_trade_count": 0,
"gross_pnl": 0.0,
"implied_cost": 0.0,
"net_pnl": 0.0,
"pnl_24h": 0.0,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--up",
"pnl_reconciliation_label": "reconciles",
"pnl_reconciliation_reason": "Gross, cost, net, and total pnl reconcile on the displayed basis.",
"pnl_reconciliation_status": "pass",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": 0.0,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": false,
"return_pct": 0.0,
"return_pct_display": "0.00%",
"return_pct_reason": null,
"total_pnl": 0.0,
"truncation_detected": false,
"unrealized_pnl": 0.0,
"validator_basis_label": "current-era validator subset since 10:28:38 PM ET",
"validator_current_era_cost": null,
"validator_current_era_gross_pnl": null,
"validator_current_era_net_pnl": null,
"validator_trade_count": 0
},
"promotion_alignment": "unknown",
"quote_age_ms": null,
"quote_p95_age_ms": null,
"reason": "validator evidence is still too small to judge direction reliably",
"reset_aware": true,
"sample_size_comment": "reset age 229h16m | validator trades 0 | calibration 0 | slippage 0 | infra 0",
"severity": "info",
"severity_score": 0,
"slippage_bps": null,
"strategy_vs_execution_classification": "too_early",
"total_pnl": 0.0,
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": null,
"available": false,
"exit_efficiency": null,
"exit_efficiency_pct": "\u2014",
"interpretation": "Replay trade-quality evidence is still too limited to judge exits confidently.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": null,
"median_mfe_pct": null,
"not_promotion_safe": false,
"partial_replay_count": 0,
"profit_giveback_pct": null,
"reason": "Replay trade-quality evidence is still too limited to judge exits confidently.",
"samples": 0,
"status": "insufficient_data",
"status_class": "llm-badge llm-badge--early",
"status_label": "insufficient data",
"unsupported_realized_path_count": 0
},
"trend": "too_early"
},
{
"alignment_reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"bot": "BOT3",
"classification_reason": "late-bar 100%, quote p95 2966ms, fallback 0%",
"confidence": 0.82,
"drawdown_pct": 0.767,
"entry_slippage_bps": 6.302930057581301,
"evidence_strength": "high",
"execution_drag": {
"age_samples": 20,
"attribution_coverage": 1.0,
"bot": "BOT3",
"dominant": true,
"drawdown_pct": 0.767,
"entry_slippage_bps": 6.302930057581301,
"execution_cost": 180.4,
"execution_cost_ratio": 0.6831,
"exit_slippage_bps": 16.86584084152244,
"fallback_rate": 0.0,
"gross_edge_bps": 84.34,
"gross_pnl": 264.1,
"gross_pnl_usd": 270.58908984190685,
"gross_to_net_efficiency": 0.3169,
"implied_cost_bps": 56.22875285595197,
"late_bar_rate": 1.0,
"net_edge_bps": 28.11,
"net_pnl": 83.7,
"net_pnl_usd": 90.18987010165583,
"quote_age_ms": 1544.647,
"quote_missing_rate": 0.0,
"quote_p95_age_ms": 2965.5337500000005,
"severity": "low",
"severity_score": 36,
"slippage_bps": 32.75602928734163,
"slippage_driver_metric": "net_slippage_bps",
"status_label": "edge_heavily_degraded",
"total_friction_bps": 56.22875285595197,
"total_friction_usd": 180.39921974025097,
"total_pnl": 83.7,
"turnover_usd": 32083.09104816918
},
"exit_slippage_bps": 16.86584084152244,
"fallback_rate": 0.0,
"gross_pnl": 264.1,
"improving": false,
"late_bar_rate": 1.0,
"main_issue": "late-bar 100%, quote p95 2966ms, fallback 0%",
"net_pnl": 83.7,
"pnl_breakdown": {
"aggregated_trade_count": 7,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": false,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:24 PM ET."
],
"displayed_trade_count": 7,
"gross_pnl": 264.1,
"implied_cost": 180.4,
"net_pnl": 83.7,
"pnl_24h": 6.68,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--down",
"pnl_reconciliation_label": "mismatch",
"pnl_reconciliation_reason": "Displayed pnl fields do not reconcile cleanly from the currently available deterministic inputs.",
"pnl_reconciliation_status": "warning",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": 13.16,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": false,
"return_pct": 0.837,
"return_pct_display": "+0.84%",
"return_pct_reason": null,
"total_pnl": 83.7,
"truncation_detected": false,
"unrealized_pnl": -6.49,
"validator_basis_label": "current-era validator subset since 10:28:24 PM ET",
"validator_current_era_cost": 180.39921974025097,
"validator_current_era_gross_pnl": 270.58908984190685,
"validator_current_era_net_pnl": 90.18987010165583,
"validator_trade_count": 20
},
"promotion_alignment": "unknown",
"quote_age_ms": 1544.647,
"quote_p95_age_ms": 2965.5337500000005,
"reason": "pnl moved -3.71",
"reset_aware": false,
"sample_size_comment": "reset age 229h16m | validator trades 20 | calibration 21 | slippage 20 | infra 20",
"severity": "high",
"severity_score": 77,
"slippage_bps": 32.75602928734163,
"strategy_vs_execution_classification": "infra_limited",
"total_pnl": 83.7,
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": "Some exits use partial replay support, so exit-capture metrics here remain approximate.",
"available": true,
"exit_efficiency": 0.2977111486486559,
"exit_efficiency_pct": "30%",
"interpretation": "Median exits are only retaining about 30% of favorable excursion.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": 0.34637562512235853,
"median_mfe_pct": 0.13726281792490638,
"not_promotion_safe": false,
"partial_replay_count": 20,
"profit_giveback_pct": 70.2,
"reason": "median MFE 0.14%; median MAE 0.35%; exit efficiency 30%",
"samples": 80,
"status": "exits_giving_back_profits",
"status_class": "llm-badge llm-badge--down",
"status_label": "exits giving back profits",
"unsupported_realized_path_count": 0
},
"trend": "worsening",
"trend_score": -1
},
{
"alignment_reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"bot": "BOT4",
"classification_reason": "exits are only retaining about 27% of favorable excursion and giving back about 73%",
"confidence": 0.73,
"drawdown_pct": 0.281,
"entry_slippage_bps": 4.626567900693338,
"evidence_strength": "high",
"execution_drag": {
"age_samples": 14,
"attribution_coverage": 1.0,
"bot": "BOT4",
"dominant": true,
"drawdown_pct": 0.281,
"entry_slippage_bps": 4.626567900693338,
"execution_cost": 66.25,
"execution_cost_ratio": 0.6866,
"exit_slippage_bps": 26.502396677908006,
"fallback_rate": 0.0,
"gross_edge_bps": 44.12,
"gross_pnl": 96.49,
"gross_pnl_usd": 98.82686883092127,
"gross_to_net_efficiency": 0.3134,
"implied_cost_bps": 29.57680644784545,
"late_bar_rate": 1.0,
"net_edge_bps": 14.55,
"net_pnl": 30.24,
"net_pnl_usd": 32.58006655356508,
"quote_age_ms": 2438.3105,
"quote_missing_rate": 0.0,
"quote_p95_age_ms": 2979.29115,
"severity": "low",
"severity_score": 36,
"slippage_bps": 29.127463585291338,
"slippage_driver_metric": "net_slippage_bps",
"status_label": "edge_heavily_degraded",
"total_friction_bps": 29.57680644784545,
"total_friction_usd": 66.2468022773562,
"total_pnl": 30.24,
"turnover_usd": 22398.226933044018
},
"exit_slippage_bps": 26.502396677908006,
"fallback_rate": 0.0,
"gross_pnl": 96.49,
"improving": false,
"late_bar_rate": 1.0,
"main_issue": "exits are only retaining about 27% of favorable excursion and giving back about 73%",
"net_pnl": 30.24,
"pnl_breakdown": {
"aggregated_trade_count": 7,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": false,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:25 PM ET."
],
"displayed_trade_count": 7,
"gross_pnl": 96.49,
"implied_cost": 66.25,
"net_pnl": 30.24,
"pnl_24h": -8.9,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--down",
"pnl_reconciliation_label": "mismatch",
"pnl_reconciliation_reason": "Displayed pnl fields do not reconcile cleanly from the currently available deterministic inputs.",
"pnl_reconciliation_status": "warning",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": -6.57,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": false,
"return_pct": 0.302,
"return_pct_display": "+0.30%",
"return_pct_reason": null,
"total_pnl": 30.24,
"truncation_detected": false,
"unrealized_pnl": -2.34,
"validator_basis_label": "current-era validator subset since 10:28:25 PM ET",
"validator_current_era_cost": 66.2468022773562,
"validator_current_era_gross_pnl": 98.82686883092127,
"validator_current_era_net_pnl": 32.58006655356508,
"validator_trade_count": 14
},
"promotion_alignment": "unknown",
"quote_age_ms": 2438.3105,
"quote_p95_age_ms": 2979.29115,
"reason": "changes are small or mixed versus the prior saved snapshot",
"reset_aware": false,
"sample_size_comment": "reset age 229h16m | validator trades 14 | calibration 14 | slippage 14 | infra 14",
"severity": "medium",
"severity_score": 63,
"slippage_bps": 29.127463585291338,
"strategy_vs_execution_classification": "exits_giveback",
"total_pnl": 30.24,
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": "Some exits use partial replay support, so exit-capture metrics here remain approximate.",
"available": true,
"exit_efficiency": 0.2686896929824616,
"exit_efficiency_pct": "27%",
"interpretation": "Median exits are only retaining about 27% of favorable excursion.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": 0.2553902244923497,
"median_mfe_pct": 0.08962728618024073,
"not_promotion_safe": false,
"partial_replay_count": 14,
"profit_giveback_pct": 73.1,
"reason": "median MFE 0.09%; median MAE 0.26%; exit efficiency 27%",
"samples": 134,
"status": "exits_giving_back_profits",
"status_class": "llm-badge llm-badge--down",
"status_label": "exits giving back profits",
"unsupported_realized_path_count": 0
},
"trend": "flat",
"trend_score": 0
},
{
"alignment_reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"bot": "BOT5",
"classification_reason": "late-bar 100%, quote p95 2252ms, fallback 0%",
"confidence": 0.82,
"drawdown_pct": 1.093,
"entry_slippage_bps": 2.985046258893169,
"evidence_strength": "high",
"execution_drag": {
"age_samples": 20,
"attribution_coverage": 1.0,
"bot": "BOT5",
"dominant": true,
"drawdown_pct": 1.093,
"entry_slippage_bps": 2.985046258893169,
"execution_cost": 253.52,
"execution_cost_ratio": 1.1067,
"exit_slippage_bps": 1.3863202996943034,
"fallback_rate": 0.0,
"gross_edge_bps": 27.78,
"gross_pnl": 229.07,
"gross_pnl_usd": 97.8258974827755,
"gross_to_net_efficiency": -0.1067,
"implied_cost_bps": 18.373840876558205,
"late_bar_rate": 1.0,
"net_edge_bps": 9.41,
"net_pnl": -24.45,
"net_pnl_usd": 33.13449785193077,
"quote_age_ms": 1348.2285000000002,
"quote_missing_rate": 0.0,
"quote_p95_age_ms": 2251.83935,
"severity": "medium",
"severity_score": 48,
"slippage_bps": 5.287365675026759,
"slippage_driver_metric": "net_slippage_bps",
"status_label": "edge_destroyed_by_execution",
"total_friction_bps": 18.373840876558205,
"total_friction_usd": 64.69139963084473,
"total_pnl": -24.45,
"turnover_usd": 35208.42488267088
},
"exit_slippage_bps": 1.3863202996943034,
"fallback_rate": 0.0,
"gross_pnl": 229.07,
"improving": false,
"late_bar_rate": 1.0,
"main_issue": "late-bar 100%, quote p95 2252ms, fallback 0%",
"net_pnl": -24.45,
"pnl_breakdown": {
"aggregated_trade_count": 7,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": true,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:25 PM ET."
],
"displayed_trade_count": 7,
"gross_pnl": 229.07,
"implied_cost": 253.52,
"net_pnl": -24.45,
"pnl_24h": 34.46,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--warn",
"pnl_reconciliation_label": "different basis",
"pnl_reconciliation_reason": "Displayed pnl reconciles internally, but validator current-era excludes 12 older baseline-era trades before the cutoff.",
"pnl_reconciliation_status": "mixed_basis",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": 36.33,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": true,
"return_pct": -0.245,
"return_pct_display": "-0.24%",
"return_pct_reason": null,
"total_pnl": -24.45,
"truncation_detected": false,
"unrealized_pnl": -1.87,
"validator_basis_label": "current-era validator subset since 10:28:25 PM ET",
"validator_current_era_cost": 64.69139963084473,
"validator_current_era_gross_pnl": 97.8258974827755,
"validator_current_era_net_pnl": 33.13449785193077,
"validator_trade_count": 44
},
"promotion_alignment": "unknown",
"quote_age_ms": 1348.2285000000002,
"quote_p95_age_ms": 2251.83935,
"reason": "changes are small or mixed versus the prior saved snapshot",
"reset_aware": false,
"sample_size_comment": "reset age 229h16m | validator trades 44 | calibration 44 | slippage 20 | infra 20",
"severity": "high",
"severity_score": 72,
"slippage_bps": 5.287365675026759,
"strategy_vs_execution_classification": "infra_limited",
"total_pnl": -24.45,
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": "Some exits use partial replay support, so exit-capture metrics here remain approximate.",
"available": true,
"exit_efficiency": 0.31219512195121846,
"exit_efficiency_pct": "31%",
"interpretation": "Median exits are only retaining about 31% of favorable excursion.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": 0.22449018091267478,
"median_mfe_pct": 0.12509845711902043,
"not_promotion_safe": false,
"partial_replay_count": 212,
"profit_giveback_pct": 68.8,
"reason": "median MFE 0.13%; median MAE 0.22%; exit efficiency 31%",
"samples": 237,
"status": "exits_giving_back_profits",
"status_class": "llm-badge llm-badge--down",
"status_label": "exits giving back profits",
"unsupported_realized_path_count": 0
},
"trend": "flat",
"trend_score": 0
},
{
"alignment_reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"bot": "BOT6",
"classification_reason": "exits are only retaining about 38% of favorable excursion and giving back about 62%",
"confidence": 0.82,
"drawdown_pct": 0.642,
"entry_slippage_bps": 9.02347649253627,
"evidence_strength": "high",
"execution_drag": {
"age_samples": 20,
"attribution_coverage": 1.0,
"bot": "BOT6",
"dominant": true,
"drawdown_pct": 0.642,
"entry_slippage_bps": 9.02347649253627,
"execution_cost": 1502.1,
"execution_cost_ratio": 0.9191,
"exit_slippage_bps": 88.63867504929408,
"fallback_rate": 0.0,
"gross_edge_bps": 25.86,
"gross_pnl": 1634.33,
"gross_pnl_usd": 82.7709554561158,
"gross_to_net_efficiency": 0.0809,
"implied_cost_bps": 30.628717134237693,
"late_bar_rate": 1.0,
"net_edge_bps": -4.77,
"net_pnl": 132.23,
"net_pnl_usd": -15.279004509112598,
"quote_age_ms": 1636.963,
"quote_missing_rate": 0.0,
"quote_p95_age_ms": 2997.4883999999997,
"severity": "low",
"severity_score": 36,
"slippage_bps": 103.192473865812,
"slippage_driver_metric": "net_slippage_bps",
"status_label": "edge_heavily_degraded",
"total_friction_bps": 30.628717134237693,
"total_friction_usd": 98.04995996522841,
"total_pnl": 132.23,
"turnover_usd": 32012.42792360547
},
"exit_slippage_bps": 88.63867504929408,
"fallback_rate": 0.0,
"gross_pnl": 1634.33,
"improving": false,
"late_bar_rate": 1.0,
"main_issue": "exits are only retaining about 38% of favorable excursion and giving back about 62%",
"net_pnl": 132.23,
"pnl_breakdown": {
"aggregated_trade_count": 43,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": true,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:25 PM ET.",
"Recent trade tables are capped, so they do not represent the full 24h aggregation window."
],
"displayed_trade_count": 10,
"gross_pnl": 1634.33,
"implied_cost": 1502.1,
"net_pnl": 132.23,
"pnl_24h": -30.47,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--warn",
"pnl_reconciliation_label": "different basis",
"pnl_reconciliation_reason": "24h pnl uses the full rolling window, while the recent trade table only shows 10 rows against 43 aggregated 24h closes.",
"pnl_reconciliation_status": "mixed_basis",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": -10.07,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": true,
"return_pct": 1.322,
"return_pct_display": "+1.32%",
"return_pct_reason": null,
"total_pnl": 132.23,
"truncation_detected": true,
"unrealized_pnl": -0.97,
"validator_basis_label": "current-era validator subset since 10:28:25 PM ET",
"validator_current_era_cost": 98.04995996522841,
"validator_current_era_gross_pnl": 82.7709554561158,
"validator_current_era_net_pnl": -15.279004509112598,
"validator_trade_count": 265
},
"promotion_alignment": "unknown",
"quote_age_ms": 1636.963,
"quote_p95_age_ms": 2997.4883999999997,
"reason": "sample grew 264->265 validator trades",
"reset_aware": false,
"sample_size_comment": "reset age 229h16m | validator trades 265 | calibration 50 | slippage 20 | infra 20",
"severity": "high",
"severity_score": 78,
"slippage_bps": 103.192473865812,
"strategy_vs_execution_classification": "exits_giveback",
"total_pnl": 132.23,
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": null,
"available": true,
"exit_efficiency": 0.377854763745325,
"exit_efficiency_pct": "38%",
"interpretation": "Median exits are only retaining about 38% of favorable excursion.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": 0.2741722773651746,
"median_mfe_pct": 0.23231650819067845,
"not_promotion_safe": false,
"partial_replay_count": 0,
"profit_giveback_pct": 62.2,
"reason": "median MFE 0.23%; median MAE 0.27%; exit efficiency 38%",
"samples": 365,
"status": "exits_giving_back_profits",
"status_class": "llm-badge llm-badge--down",
"status_label": "exits giving back profits",
"unsupported_realized_path_count": 0
},
"trend": "flat",
"trend_score": 0
},
{
"alignment_reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"bot": "BOT7",
"classification_reason": "exits are only retaining about 35% of favorable excursion and giving back about 65%",
"confidence": 0.82,
"drawdown_pct": 0.512,
"entry_slippage_bps": 3.0941515018242756,
"evidence_strength": "high",
"execution_drag": {
"age_samples": 20,
"attribution_coverage": 1.0,
"bot": "BOT7",
"dominant": true,
"drawdown_pct": 0.512,
"entry_slippage_bps": 3.0941515018242756,
"execution_cost": 361.89,
"execution_cost_ratio": 0.9052,
"exit_slippage_bps": 21.883122145963846,
"fallback_rate": 0.0,
"gross_edge_bps": 19.76,
"gross_pnl": 399.81,
"gross_pnl_usd": 63.29832629070074,
"gross_to_net_efficiency": 0.0948,
"implied_cost_bps": 9.71019839164478,
"late_bar_rate": 1.0,
"net_edge_bps": 10.05,
"net_pnl": 37.92,
"net_pnl_usd": 32.19407591836941,
"quote_age_ms": 1163.212,
"quote_missing_rate": 0.0,
"quote_p95_age_ms": 2975.3283999999994,
"severity": "low",
"severity_score": 36,
"slippage_bps": 26.330077763981883,
"slippage_driver_metric": "net_slippage_bps",
"status_label": "edge_heavily_degraded",
"total_friction_bps": 9.71019839164478,
"total_friction_usd": 31.10425037233135,
"total_pnl": 37.92,
"turnover_usd": 32032.559086635403
},
"exit_slippage_bps": 21.883122145963846,
"fallback_rate": 0.0,
"gross_pnl": 399.81,
"improving": false,
"late_bar_rate": 1.0,
"main_issue": "exits are only retaining about 35% of favorable excursion and giving back about 65%",
"net_pnl": 37.92,
"pnl_breakdown": {
"aggregated_trade_count": 26,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": true,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:25 PM ET.",
"Recent trade tables are capped, so they do not represent the full 24h aggregation window."
],
"displayed_trade_count": 10,
"gross_pnl": 399.81,
"implied_cost": 361.88,
"net_pnl": 37.92,
"pnl_24h": 30.16,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--down",
"pnl_reconciliation_label": "mismatch",
"pnl_reconciliation_reason": "Displayed pnl fields do not reconcile cleanly from the currently available deterministic inputs.",
"pnl_reconciliation_status": "warning",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": 31.02,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": true,
"return_pct": 0.379,
"return_pct_display": "+0.38%",
"return_pct_reason": null,
"total_pnl": 37.92,
"truncation_detected": true,
"unrealized_pnl": -3.07,
"validator_basis_label": "current-era validator subset since 10:28:25 PM ET",
"validator_current_era_cost": 31.10425037233135,
"validator_current_era_gross_pnl": 63.29832629070074,
"validator_current_era_net_pnl": 32.19407591836941,
"validator_trade_count": 165
},
"promotion_alignment": "unknown",
"quote_age_ms": 1163.212,
"quote_p95_age_ms": 2975.3283999999994,
"reason": "changes are small or mixed versus the prior saved snapshot",
"reset_aware": false,
"sample_size_comment": "reset age 229h16m | validator trades 165 | calibration 50 | slippage 20 | infra 20",
"severity": "high",
"severity_score": 69,
"slippage_bps": 26.330077763981883,
"strategy_vs_execution_classification": "exits_giveback",
"total_pnl": 37.92,
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": null,
"available": true,
"exit_efficiency": 0.3489304812834387,
"exit_efficiency_pct": "35%",
"interpretation": "Median exits are only retaining about 35% of favorable excursion.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": 0.18125653162508243,
"median_mfe_pct": 0.11980310550798075,
"not_promotion_safe": false,
"partial_replay_count": 0,
"profit_giveback_pct": 65.1,
"reason": "median MFE 0.12%; median MAE 0.18%; exit efficiency 35%",
"samples": 394,
"status": "exits_giving_back_profits",
"status_class": "llm-badge llm-badge--down",
"status_label": "exits giving back profits",
"unsupported_realized_path_count": 0
},
"trend": "flat",
"trend_score": 0
},
{
"alignment_reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"bot": "BOT8",
"classification_reason": "validator evidence is still too small to judge direction reliably",
"confidence": 0.28,
"drawdown_pct": 0.0,
"entry_slippage_bps": null,
"evidence_strength": "low",
"execution_drag": {
"age_samples": 0,
"attribution_coverage": null,
"bot": "BOT8",
"dominant": false,
"drawdown_pct": 0.0,
"entry_slippage_bps": null,
"execution_cost": 0.0,
"execution_cost_ratio": 0.0,
"exit_slippage_bps": null,
"fallback_rate": null,
"gross_edge_bps": null,
"gross_pnl": 0.0,
"gross_pnl_usd": null,
"gross_to_net_efficiency": 0.0,
"implied_cost_bps": null,
"late_bar_rate": null,
"net_edge_bps": null,
"net_pnl": 0.0,
"net_pnl_usd": null,
"quote_age_ms": null,
"quote_missing_rate": null,
"quote_p95_age_ms": null,
"severity": "info",
"severity_score": 6,
"slippage_bps": null,
"slippage_driver_metric": "entry_slippage_bps",
"status_label": "healthy",
"total_friction_bps": null,
"total_friction_usd": null,
"total_pnl": 0.0,
"turnover_usd": null
},
"exit_slippage_bps": null,
"fallback_rate": null,
"gross_pnl": 0.0,
"improving": false,
"late_bar_rate": null,
"main_issue": "validator evidence is still too small to judge direction reliably",
"net_pnl": 0.0,
"pnl_breakdown": {
"aggregated_trade_count": 0,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": false,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:26 PM ET."
],
"displayed_trade_count": 0,
"gross_pnl": 0.0,
"implied_cost": 0.0,
"net_pnl": 0.0,
"pnl_24h": 0.0,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--up",
"pnl_reconciliation_label": "reconciles",
"pnl_reconciliation_reason": "Gross, cost, net, and total pnl reconcile on the displayed basis.",
"pnl_reconciliation_status": "pass",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": 0.0,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": false,
"return_pct": 0.0,
"return_pct_display": "0.00%",
"return_pct_reason": null,
"total_pnl": 0.0,
"truncation_detected": false,
"unrealized_pnl": 0.0,
"validator_basis_label": "current-era validator subset since 10:28:26 PM ET",
"validator_current_era_cost": null,
"validator_current_era_gross_pnl": null,
"validator_current_era_net_pnl": null,
"validator_trade_count": 0
},
"promotion_alignment": "unknown",
"quote_age_ms": null,
"quote_p95_age_ms": null,
"reason": "validator evidence is still too small to judge direction reliably",
"reset_aware": true,
"sample_size_comment": "reset age 229h16m | validator trades 0 | calibration 0 | slippage 0 | infra 0",
"severity": "info",
"severity_score": 0,
"slippage_bps": null,
"strategy_vs_execution_classification": "too_early",
"total_pnl": 0.0,
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": null,
"available": false,
"exit_efficiency": null,
"exit_efficiency_pct": "\u2014",
"interpretation": "Replay trade-quality evidence is still too limited to judge exits confidently.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": null,
"median_mfe_pct": null,
"not_promotion_safe": false,
"partial_replay_count": 0,
"profit_giveback_pct": null,
"reason": "Replay trade-quality evidence is still too limited to judge exits confidently.",
"samples": 0,
"status": "insufficient_data",
"status_class": "llm-badge llm-badge--early",
"status_label": "insufficient data",
"unsupported_realized_path_count": 0
},
"trend": "too_early"
},
{
"alignment_reason": "promotion family/symbol metadata matches, but mature live-vs-promotion evidence is not available yet",
"bot": "BOT9",
"classification_reason": "exits are only retaining about 33% of favorable excursion and giving back about 67%",
"confidence": 0.82,
"drawdown_pct": 1.048,
"entry_slippage_bps": 8.194105586453547,
"evidence_strength": "high",
"execution_drag": {
"age_samples": 20,
"attribution_coverage": 1.0,
"bot": "BOT9",
"dominant": true,
"drawdown_pct": 1.048,
"entry_slippage_bps": 8.194105586453547,
"execution_cost": 1024.76,
"execution_cost_ratio": 1.1063,
"exit_slippage_bps": 55.72621421639374,
"fallback_rate": 0.0,
"gross_edge_bps": 65.84,
"gross_pnl": 926.26,
"gross_pnl_usd": 210.34386508150433,
"gross_to_net_efficiency": -0.1063,
"implied_cost_bps": 73.27130654603178,
"late_bar_rate": 1.0,
"net_edge_bps": -7.44,
"net_pnl": -98.5,
"net_pnl_usd": -23.757101276870618,
"quote_age_ms": 2091.6684999999998,
"quote_missing_rate": 0.0,
"quote_p95_age_ms": 2972.4618499999997,
"severity": "medium",
"severity_score": 48,
"slippage_bps": 85.83076315613789,
"slippage_driver_metric": "net_slippage_bps",
"status_label": "edge_destroyed_by_execution",
"total_friction_bps": 73.27130654603178,
"total_friction_usd": 234.10096635837502,
"total_pnl": -98.5,
"turnover_usd": 31949.882893285656
},
"exit_slippage_bps": 55.72621421639374,
"fallback_rate": 0.0,
"gross_pnl": 926.26,
"improving": false,
"late_bar_rate": 1.0,
"main_issue": "exits are only retaining about 33% of favorable excursion and giving back about 67%",
"net_pnl": -98.5,
"pnl_breakdown": {
"aggregated_trade_count": 3,
"available": true,
"baseline_equity": 10000.0,
"baseline_exclusion_detected": true,
"basis_notes": [
"Gross / cost / net uses the closed-trade pnl basis from the bot ledger.",
"Total pnl uses closed-trade net plus current unrealized pnl on the live baseline window.",
"24h pnl uses closed trades in the last 24h plus unrealized from positions opened in the same window.",
"Validator current-era uses only post-cutoff trades since 10:28:26 PM ET."
],
"displayed_trade_count": 3,
"gross_pnl": 926.26,
"implied_cost": 1024.76,
"net_pnl": -98.5,
"pnl_24h": -2.75,
"pnl_basis_label": "baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--warn",
"pnl_reconciliation_label": "different basis",
"pnl_reconciliation_reason": "Displayed pnl reconciles internally, but validator current-era excludes 6 older baseline-era trades before the cutoff.",
"pnl_reconciliation_status": "mixed_basis",
"pnl_window_label": "closed-trade net plus live unrealized since the active baseline",
"recent_closed_pnl_24h": -2.75,
"recent_table_basis_label": "recent 24h closed-trade table (capped)",
"reset_boundary_detected": true,
"return_pct": -0.985,
"return_pct_display": "-0.98%",
"return_pct_reason": null,
"total_pnl": -98.5,
"truncation_detected": false,
"unrealized_pnl": 0.0,
"validator_basis_label": "current-era validator subset since 10:28:26 PM ET",
"validator_current_era_cost": 234.10096635837502,
"validator_current_era_gross_pnl": 210.34386508150433,
"validator_current_era_net_pnl": -23.757101276870618,
"validator_trade_count": 64
},
"promotion_alignment": "unknown",
"quote_age_ms": 2091.6684999999998,
"quote_p95_age_ms": 2972.4618499999997,
"reason": "changes are small or mixed versus the prior saved snapshot",
"reset_aware": false,
"sample_size_comment": "reset age 229h16m | validator trades 64 | calibration 50 | slippage 20 | infra 20",
"severity": "critical",
"severity_score": 94,
"slippage_bps": 85.83076315613789,
"strategy_vs_execution_classification": "exits_giveback",
"total_pnl": -98.5,
"trade_quality_metrics": {
"approximate": true,
"approximation_reason": null,
"available": true,
"exit_efficiency": 0.3333333333333333,
"exit_efficiency_pct": "33%",
"interpretation": "Median exits are only retaining about 33% of favorable excursion.",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": 0.27754351589068077,
"median_mfe_pct": 0.1375750589698576,
"not_promotion_safe": false,
"partial_replay_count": 0,
"profit_giveback_pct": 66.7,
"reason": "median MFE 0.14%; median MAE 0.28%; exit efficiency 33%",
"samples": 212,
"status": "exits_giving_back_profits",
"status_class": "llm-badge llm-badge--down",
"status_label": "exits giving back profits",
"unsupported_realized_path_count": 0
},
"trend": "flat",
"trend_score": 0
}
],
"cleared_anomalies": [],
"confidence": 0.63,
"error": null,
"evidence_strength": "medium",
"execution_drag": {
"dominant": true,
"edge_after_execution": "edge_retained",
"execution_cost": 3388.91,
"execution_cost_ratio": 0.9546,
"gross_edge_bps": 44.36,
"gross_pnl": 3550.06,
"gross_to_net_efficiency": 0.0454,
"net_edge_bps": 8.03,
"net_pnl": 161.15,
"reason": "gross edge 44.36 bps versus net edge 8.03 bps on $185,685 turnover",
"severity": "low",
"severity_score": 36,
"status_label": "edge_heavily_degraded",
"title": "Execution Costs Are Consuming Most Edge",
"total_friction_bps": 36.33,
"total_friction_usd": 674.59,
"turnover_usd": 185684.61
},
"execution_drag_by_bot": [
{
"age_samples": 20,
"attribution_coverage": 1.0,
"bot": "BOT5",
"dominant": true,
"drawdown_pct": 1.093,
"entry_slippage_bps": 2.985046258893169,
"execution_cost": 253.52,
"execution_cost_ratio": 1.1067,
"exit_slippage_bps": 1.3863202996943034,
"fallback_rate": 0.0,
"gross_edge_bps": 27.78,
"gross_pnl": 229.07,
"gross_pnl_usd": 97.8258974827755,
"gross_to_net_efficiency": -0.1067,
"implied_cost_bps": 18.373840876558205,
"late_bar_rate": 1.0,
"net_edge_bps": 9.41,
"net_pnl": -24.45,
"net_pnl_usd": 33.13449785193077,
"quote_age_ms": 1348.2285000000002,
"quote_missing_rate": 0.0,
"quote_p95_age_ms": 2251.83935,
"severity": "medium",
"severity_score": 48,
"slippage_bps": 5.287365675026759,
"slippage_driver_metric": "net_slippage_bps",
"status_label": "edge_destroyed_by_execution",
"total_friction_bps": 18.373840876558205,
"total_friction_usd": 64.69139963084473,
"total_pnl": -24.45,
"turnover_usd": 35208.42488267088
},
{
"age_samples": 20,
"attribution_coverage": 1.0,
"bot": "BOT9",
"dominant": true,
"drawdown_pct": 1.048,
"entry_slippage_bps": 8.194105586453547,
"execution_cost": 1024.76,
"execution_cost_ratio": 1.1063,
"exit_slippage_bps": 55.72621421639374,
"fallback_rate": 0.0,
"gross_edge_bps": 65.84,
"gross_pnl": 926.26,
"gross_pnl_usd": 210.34386508150433,
"gross_to_net_efficiency": -0.1063,
"implied_cost_bps": 73.27130654603178,
"late_bar_rate": 1.0,
"net_edge_bps": -7.44,
"net_pnl": -98.5,
"net_pnl_usd": -23.757101276870618,
"quote_age_ms": 2091.6684999999998,
"quote_missing_rate": 0.0,
"quote_p95_age_ms": 2972.4618499999997,
"severity": "medium",
"severity_score": 48,
"slippage_bps": 85.83076315613789,
"slippage_driver_metric": "net_slippage_bps",
"status_label": "edge_destroyed_by_execution",
"total_friction_bps": 73.27130654603178,
"total_friction_usd": 234.10096635837502,
"total_pnl": -98.5,
"turnover_usd": 31949.882893285656
},
{
"age_samples": 20,
"attribution_coverage": 1.0,
"bot": "BOT3",
"dominant": true,
"drawdown_pct": 0.767,
"entry_slippage_bps": 6.302930057581301,
"execution_cost": 180.4,
"execution_cost_ratio": 0.6831,
"exit_slippage_bps": 16.86584084152244,
"fallback_rate": 0.0,
"gross_edge_bps": 84.34,
"gross_pnl": 264.1,
"gross_pnl_usd": 270.58908984190685,
"gross_to_net_efficiency": 0.3169,
"implied_cost_bps": 56.22875285595197,
"late_bar_rate": 1.0,
"net_edge_bps": 28.11,
"net_pnl": 83.7,
"net_pnl_usd": 90.18987010165583,
"quote_age_ms": 1544.647,
"quote_missing_rate": 0.0,
"quote_p95_age_ms": 2965.5337500000005,
"severity": "low",
"severity_score": 36,
"slippage_bps": 32.75602928734163,
"slippage_driver_metric": "net_slippage_bps",
"status_label": "edge_heavily_degraded",
"total_friction_bps": 56.22875285595197,
"total_friction_usd": 180.39921974025097,
"total_pnl": 83.7,
"turnover_usd": 32083.09104816918
},
{
"age_samples": 14,
"attribution_coverage": 1.0,
"bot": "BOT4",
"dominant": true,
"drawdown_pct": 0.281,
"entry_slippage_bps": 4.626567900693338,
"execution_cost": 66.25,
"execution_cost_ratio": 0.6866,
"exit_slippage_bps": 26.502396677908006,
"fallback_rate": 0.0,
"gross_edge_bps": 44.12,
"gross_pnl": 96.49,
"gross_pnl_usd": 98.82686883092127,
"gross_to_net_efficiency": 0.3134,
"implied_cost_bps": 29.57680644784545,
"late_bar_rate": 1.0,
"net_edge_bps": 14.55,
"net_pnl": 30.24,
"net_pnl_usd": 32.58006655356508,
"quote_age_ms": 2438.3105,
"quote_missing_rate": 0.0,
"quote_p95_age_ms": 2979.29115,
"severity": "low",
"severity_score": 36,
"slippage_bps": 29.127463585291338,
"slippage_driver_metric": "net_slippage_bps",
"status_label": "edge_heavily_degraded",
"total_friction_bps": 29.57680644784545,
"total_friction_usd": 66.2468022773562,
"total_pnl": 30.24,
"turnover_usd": 22398.226933044018
},
{
"age_samples": 20,
"attribution_coverage": 1.0,
"bot": "BOT6",
"dominant": true,
"drawdown_pct": 0.642,
"entry_slippage_bps": 9.02347649253627,
"execution_cost": 1502.1,
"execution_cost_ratio": 0.9191,
"exit_slippage_bps": 88.63867504929408,
"fallback_rate": 0.0,
"gross_edge_bps": 25.86,
"gross_pnl": 1634.33,
"gross_pnl_usd": 82.7709554561158,
"gross_to_net_efficiency": 0.0809,
"implied_cost_bps": 30.628717134237693,
"late_bar_rate": 1.0,
"net_edge_bps": -4.77,
"net_pnl": 132.23,
"net_pnl_usd": -15.279004509112598,
"quote_age_ms": 1636.963,
"quote_missing_rate": 0.0,
"quote_p95_age_ms": 2997.4883999999997,
"severity": "low",
"severity_score": 36,
"slippage_bps": 103.192473865812,
"slippage_driver_metric": "net_slippage_bps",
"status_label": "edge_heavily_degraded",
"total_friction_bps": 30.628717134237693,
"total_friction_usd": 98.04995996522841,
"total_pnl": 132.23,
"turnover_usd": 32012.42792360547
},
{
"age_samples": 20,
"attribution_coverage": 1.0,
"bot": "BOT7",
"dominant": true,
"drawdown_pct": 0.512,
"entry_slippage_bps": 3.0941515018242756,
"execution_cost": 361.89,
"execution_cost_ratio": 0.9052,
"exit_slippage_bps": 21.883122145963846,
"fallback_rate": 0.0,
"gross_edge_bps": 19.76,
"gross_pnl": 399.81,
"gross_pnl_usd": 63.29832629070074,
"gross_to_net_efficiency": 0.0948,
"implied_cost_bps": 9.71019839164478,
"late_bar_rate": 1.0,
"net_edge_bps": 10.05,
"net_pnl": 37.92,
"net_pnl_usd": 32.19407591836941,
"quote_age_ms": 1163.212,
"quote_missing_rate": 0.0,
"quote_p95_age_ms": 2975.3283999999994,
"severity": "low",
"severity_score": 36,
"slippage_bps": 26.330077763981883,
"slippage_driver_metric": "net_slippage_bps",
"status_label": "edge_heavily_degraded",
"total_friction_bps": 9.71019839164478,
"total_friction_usd": 31.10425037233135,
"total_pnl": 37.92,
"turnover_usd": 32032.559086635403
},
{
"age_samples": 0,
"attribution_coverage": null,
"bot": "BOT1",
"dominant": false,
"drawdown_pct": 0.0,
"entry_slippage_bps": null,
"execution_cost": 0.0,
"execution_cost_ratio": 0.0,
"exit_slippage_bps": null,
"fallback_rate": null,
"gross_edge_bps": null,
"gross_pnl": 0.0,
"gross_pnl_usd": null,
"gross_to_net_efficiency": 0.0,
"implied_cost_bps": null,
"late_bar_rate": null,
"net_edge_bps": null,
"net_pnl": 0.0,
"net_pnl_usd": null,
"quote_age_ms": null,
"quote_missing_rate": null,
"quote_p95_age_ms": null,
"severity": "info",
"severity_score": 6,
"slippage_bps": null,
"slippage_driver_metric": "entry_slippage_bps",
"status_label": "healthy",
"total_friction_bps": null,
"total_friction_usd": null,
"total_pnl": 0.0,
"turnover_usd": null
},
{
"age_samples": 0,
"attribution_coverage": null,
"bot": "BOT2",
"dominant": false,
"drawdown_pct": 0.0,
"entry_slippage_bps": null,
"execution_cost": 0.0,
"execution_cost_ratio": 0.0,
"exit_slippage_bps": null,
"fallback_rate": null,
"gross_edge_bps": null,
"gross_pnl": 0.0,
"gross_pnl_usd": null,
"gross_to_net_efficiency": 0.0,
"implied_cost_bps": null,
"late_bar_rate": null,
"net_edge_bps": null,
"net_pnl": 0.0,
"net_pnl_usd": null,
"quote_age_ms": null,
"quote_missing_rate": null,
"quote_p95_age_ms": null,
"severity": "info",
"severity_score": 6,
"slippage_bps": null,
"slippage_driver_metric": "entry_slippage_bps",
"status_label": "healthy",
"total_friction_bps": null,
"total_friction_usd": null,
"total_pnl": 0.0,
"turnover_usd": null
},
{
"age_samples": 0,
"attribution_coverage": null,
"bot": "BOT8",
"dominant": false,
"drawdown_pct": 0.0,
"entry_slippage_bps": null,
"execution_cost": 0.0,
"execution_cost_ratio": 0.0,
"exit_slippage_bps": null,
"fallback_rate": null,
"gross_edge_bps": null,
"gross_pnl": 0.0,
"gross_pnl_usd": null,
"gross_to_net_efficiency": 0.0,
"implied_cost_bps": null,
"late_bar_rate": null,
"net_edge_bps": null,
"net_pnl": 0.0,
"net_pnl_usd": null,
"quote_age_ms": null,
"quote_missing_rate": null,
"quote_p95_age_ms": null,
"severity": "info",
"severity_score": 6,
"slippage_bps": null,
"slippage_driver_metric": "entry_slippage_bps",
"status_label": "healthy",
"total_friction_bps": null,
"total_friction_usd": null,
"total_pnl": 0.0,
"turnover_usd": null
}
],
"generated_at": "2026-05-29T15:45:37.013184+00:00",
"infra_diagnostics": {
"attribution_coverage": 1.0,
"bar_lag_distribution_available": false,
"bar_lag_distribution_reason": "current validator inputs expose late-bar rate but not millisecond bar-lag quantiles",
"dominant_issue": "late_bars",
"fallback_rate": 0.0,
"late_bar_rate": 1.0,
"median_quote_age_ms_proxy": 1665.2,
"p95_quote_age_ms_proxy": 2850.6,
"quote_missing_rate": 0.0,
"reason": "late-bar rate is 100.00%, above the fail threshold",
"severity": "low",
"severity_score": 34
},
"investigation_targets": [
"Inspect gross/net cost aggregation in paper_dashboard and the slippage/fill-cost path in post_trade_checks.",
"Inspect execution quote fallback and stale-quote paths for stack-wide drag.",
"Inspect late-bar source timing, bar finalization, and decision snapshot timing for stale decisions.",
"Inspect execution quote freshness and sidecar snapshot age around order timestamps.",
"Inspect 24h pnl basis in paper_dashboard versus recent closed-trade rollups and unrealized pnl.",
"Inspect exit-side slippage first; exits are the main slippage driver in current validator samples."
],
"is_getting_better": false,
"llm_failure_reason": null,
"llm_status": "ok",
"llm_validation_errors": [],
"model": "Qwen3.6-35B-A3B-UD-IQ3_XXS",
"next_actions": [
"Inspect spread-driven exit slippage at the execution layer: verify bid/ask spread timing, partial-fill behavior, and stop-loss execution paths for BOT3, BOT4, BOT5.",
"Audit the 100% late-bar rate: trace bar finalization timestamps, decision snapshot capture, and quote staleness paths that push late-bar to 1.0.",
"Resolve the active window/basis mismatch: identify which bot and instrument are affected, and validate that execution windows align with bar intervals.",
"Investigate PnL-vs-validator disconnect for BOT3, BOT5, BOT7: cross-check realized PnL attribution against validator/execution logs to confirm whether PnL is real or deferred/ghost.",
"Review BOT3 infra limitations: determine whether infra bottleneck is quote fallback, stale-decision paths, or missing validator hooks.",
"Increase direct attribution coverage: 358/572 trades lack direct attribution; improve fill-vs-live and impact-component logging to close the spread-vs-latency attribution gap."
],
"output_tiers": {
"anomaly_digest_path": "/trading-bot/status/llm_anomaly_digest.json",
"bot_digest_count": 9,
"bot_digest_dir": "/trading-bot/status/llm_bot_digests",
"compact_path": "/trading-bot/status/llm_summary_compact.json",
"full_path": "/trading-bot/status/llm_summary_full.json"
},
"overall_status": "critical",
"overall_trend": "worsening",
"pnl_breakdown": {
"aggregated_trade_count": 187,
"available": true,
"baseline_exclusion_detected": false,
"basis_notes": [
"Gross / cost / net uses the stack closed-trade ledger basis.",
"Total pnl uses stack closed-trade net plus live unrealized.",
"24h pnl uses the rolling 24h window, not the capped recent trade tables.",
"Validator current-era totals are unavailable."
],
"displayed_trade_count": 20,
"fill_based_gross_pnl": -1732.71,
"fill_based_gross_pnl_label": "Fill-based realized gross pnl",
"gross_pnl": 224.28,
"gross_pnl_label": "Reference/trigger gross pnl",
"implied_cost": 1957.07,
"net_pnl": -1661.47,
"pnl_24h": -340.27,
"pnl_basis_label": "stack baseline-window total",
"pnl_reconciliation_class": "llm-badge llm-badge--warn",
"pnl_reconciliation_label": "different basis",
"pnl_reconciliation_reason": "24h pnl uses the full rolling window, while the visible recent trade tables only show 20 rows against 187 aggregated 24h closes.",
"pnl_reconciliation_status": "mixed_basis",
"pnl_window_label": "sum of bot closed-trade net plus live unrealized since each bot baseline",
"recent_closed_pnl_24h": -10.41,
"recent_table_basis_label": "recent 24h closed-trade tables (10 rows per bot cap)",
"reference_gross_pnl": 224.28,
"reset_boundary_detected": false,
"return_pct": -0.1661562216703027,
"return_pct_display": "-0.17%",
"return_pct_reason": null,
"total_pnl": -1661.47,
"truncation_detected": true,
"unrealized_pnl": 0.0,
"validator_basis_label": "validator subset unavailable",
"validator_current_era_net_pnl": null,
"validator_trade_count": 0
},
"promotion_alignment": {
"counts": {
"unknown": 9
},
"reason": "promotion alignment is unknown for most bots",
"status": "unknown"
},
"return_pct_diagnostics": [],
"slippage_diagnostics": {
"driver": "exit",
"entry_slippage_bps": 5.76,
"exit_slippage_bps": 35.62,
"exit_slippage_dominant": true,
"net_slippage_bps": 48.03,
"reason": "exit slippage is dominating: entry 5.76 bps vs exit 35.62 bps",
"severity": "medium",
"severity_score": 49
},
"slippage_source_diagnostics": {
"affected_bots": [
"BOT3",
"BOT4",
"BOT5",
"BOT6",
"BOT7",
"BOT9"
],
"attribution_limitations": [
"decision/reference mid is not stored in current validator artifacts",
"live quote snapshot at execution is not stored, so fill-vs-live divergence is not directly measured",
"bid/ask spread snapshot is missing, so spread crossing is estimated conservatively",
"quote-age metadata is missing, so latency uses only entry bar-state and execution-path fallback proxies",
"entry/bar-state late-bar context is missing, so entry timing attribution is incomplete"
],
"attribution_mode": "direct",
"attribution_mode_label": "direct",
"available": true,
"baseline_excluded_count": 205,
"confidence": "high",
"confidence_label": "high",
"coverage_missing_reason": null,
"direct_attribution_coverage_count": 358,
"direct_attribution_coverage_text": "358 / 572 trades",
"entry_attribution_mode": "direct",
"entry_attribution_mode_label": "direct",
"entry_impact_component_bps": null,
"entry_latency_component_bps": null,
"entry_latency_context": "Entries are bar/decision driven. Late bars primarily affect entry-side stale decisioning; quote-age and fallback are secondary execution proxies.",
"entry_primary_driver": "spread",
"entry_primary_label": "spread",
"entry_reason": "entry slippage looks mostly spread-driven; fill drag stays close to the spread proxy.",
"entry_residual_component_bps": null,
"entry_spread_component_bps": 6.52,
"exit_attribution_mode": "direct",
"exit_attribution_mode_label": "direct",
"exit_impact_component_bps": null,
"exit_latency_component_bps": 2.34,
"exit_latency_context": "Exits are evaluated separately for websocket-driven stop execution. Late bars are not treated as direct exit-path timing evidence; exit timing leans on trigger/live/fill, quote-age, fallback, and trigger/submit/ack/fill timing when available.",
"exit_primary_driver": "spread",
"exit_primary_label": "spread",
"exit_reason": "exit slippage looks mostly spread-driven; fill drag stays close to the spread proxy.",
"exit_residual_component_bps": null,
"exit_spread_component_bps": 52.33,
"exit_trigger_timing_coverage_count": 572,
"exit_trigger_timing_coverage_text": "572 exit replays with trigger timing",
"has_bar_lag": true,
"has_bid_ask": true,
"has_decision_mid": true,
"has_fill_px": true,
"has_live_mid": true,
"has_quote_age": true,
"has_trigger_px_for_exit": true,
"impact_component_bps": null,
"impact_component_label": "impact",
"latency_component_bps": 89.0,
"net_primary_driver": "spread",
"net_primary_label": "spread",
"primary_label": "spread",
"proxy_attribution_coverage_count": 572,
"proxy_attribution_coverage_text": "572 / 572 trades",
"reason": "Primary slippage driver looks spread-driven across the stack; spread explains more drag than entry bar-state timing and exit execution-path timing proxies.",
"residual_component_bps": null,
"slippage_source_primary": "spread",
"spread_component_bps": 182.8,
"unattributed_component_bps": null
},
"source_timestamps": {
"paper_controller": {
"age_sec": 1.1,
"age_text": "1s",
"exists": true,
"generated_at": "2026-05-29T15:45:08.230383+00:00",
"generated_at_local": "11:45:08 AM ET",
"mtime": "2026-05-29T15:45:08.232790+00:00",
"mtime_local": "11:45:08 AM ET",
"path": "/trading-bot/test/controller.json",
"stale": false
},
"paper_dashboard": {
"age_sec": 2.8,
"age_text": "2s",
"exists": true,
"generated_at": "2026-05-29T15:45:06.582516+00:00",
"generated_at_local": "11:45:06 AM ET",
"mtime": "2026-05-29T15:45:06.709762+00:00",
"mtime_local": "11:45:06 AM ET",
"path": "/trading-bot/test/paper_dashboard.json",
"stale": false
},
"paper_dashboard_state": {
"age_sec": 2.7,
"age_text": "2s",
"exists": true,
"generated_at": null,
"generated_at_local": null,
"mtime": "2026-05-29T15:45:06.663761+00:00",
"mtime_local": "11:45:06 AM ET",
"path": "/trading-bot/test/paper_dashboard_state.json",
"stale": false
},
"post_trade_summary": {
"age_sec": 60.4,
"age_text": "1m00s",
"exists": true,
"generated_at": "2026-05-29T15:44:09.003183+00:00",
"generated_at_local": "11:44:09 AM ET",
"mtime": "2026-05-29T15:44:09.008701+00:00",
"mtime_local": "11:44:09 AM ET",
"path": "/trading-bot/status/post_trade_checks/summary.json",
"stale": false
}
},
"stack_reconciliation": [
{
"details": "9 checks passed; 0 checks flagged",
"id": "stack:reconciliation_summary",
"severity": "info",
"status": "pass",
"suspected_cause": null,
"title": "Stack Reconciliation Summary",
"type": "metric_reconciliation_summary"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "sum(bot gross pnl) matches stack gross (3550.06)",
"id": "stack:bot_gross_rollup",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Bot Gross Rollup",
"type": "bot_aggregation"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "sum(bot net pnl) matches stack net (161.14)",
"id": "stack:bot_net_rollup",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Bot Net Rollup",
"type": "bot_aggregation"
},
{
"affected_fields": [],
"bots": [
"BOT1",
"BOT2",
"BOT3",
"BOT4",
"BOT5",
"BOT6",
"BOT7",
"BOT8",
"BOT9"
],
"confidence": null,
"details": "sum(bot total pnl) matches stack total (161.14)",
"id": "stack:bot_total_rollup",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Bot Total Rollup",
"type": "bot_aggregation"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "all required source files exist and are within configured freshness windows",
"id": "sources:freshness",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Source Freshness",
"type": "source_freshness"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "source timestamps are within 59s",
"id": "sources:timestamp_spread",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Source Timestamp Spread",
"type": "timestamp_mismatch"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "net pnl matches gross - implied cost within tolerance (161.15 vs 161.15)",
"id": "stack:cost_reconciliation",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Stack Cost Reconciliation",
"type": "metric_reconciliation"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "gross=3550.06, total=161.15, net=161.15",
"id": "stack:pnl_order",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Stack PnL Order",
"type": "metric_reconciliation"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "symbol rollups reconcile to bot-level recent/open signal (46.38)",
"id": "symbols:rollup_signal",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [
"AMD",
"COIN",
"META",
"MSFT",
"MU",
"NVDA"
],
"title": "Symbol Rollup Reconciliation",
"type": "symbol_aggregation"
},
{
"affected_fields": [],
"bots": [],
"confidence": null,
"details": "stack total trades matches bot trade counts (777)",
"id": "stack:trade_count_rollup",
"severity": "info",
"severity_score": 0,
"status": "pass",
"suspected_cause": null,
"symbols": [],
"title": "Trade Count Rollup",
"type": "trade_aggregation"
}
],
"strategy_execution_infra": {
"counts": {
"exits_giveback": 4,
"infra_limited": 2,
"too_early": 3
},
"reason": "1 window/basis mismatches are active and can distort apparent performance",
"status": "window_mismatch"
},
"strongest_symbols": [
{
"execution_adjusted_signal": 34.46,
"reason": "rank #1 by execution-adjusted signal at +34.46 (raw +34.46, drag proxy 0%) across 1 bots and 7 recent trades",
"relative_rank": 1,
"symbol": "NVDA"
},
{
"execution_adjusted_signal": 27.95,
"reason": "rank #2 by execution-adjusted signal at +27.95 (raw +27.95, drag proxy 0%) across 1 bots and 10 recent trades",
"relative_rank": 2,
"symbol": "MSFT"
},
{
"execution_adjusted_signal": 6.67,
"reason": "rank #3 by execution-adjusted signal at +6.67 (raw +6.67, drag proxy 0%) across 1 bots and 7 recent trades",
"relative_rank": 3,
"symbol": "MU"
},
{
"execution_adjusted_signal": -2.75,
"reason": "rank #4 by execution-adjusted signal at -2.75 (raw -2.75, drag proxy 0%) across 1 bots and 3 recent trades",
"relative_rank": 4,
"symbol": "COIN"
},
{
"execution_adjusted_signal": -8.91,
"reason": "rank #5 by execution-adjusted signal at -8.91 (raw -8.91, drag proxy 0%) across 1 bots and 7 recent trades",
"relative_rank": 5,
"symbol": "META"
}
],
"summary": "The system is currently critical. The trend is worsening. 0 bots are improving, 5 are flat, 1 are worsening, and 3 are still building evidence. Promotion alignment is unknown. Validator maturity is mixed. The dominant diagnosis is window mismatch. Execution drag is low at 95%. Exit quality is exits giving back profits. Window mismatches flagged=1. Active anomalies: new=1, persistent=16.",
"symbol_execution_drag": [
{
"bots": [
"BOT9"
],
"drag_ratio_proxy": 1.1063,
"execution_adjusted_signal": -0.0,
"fallback_rate_proxy": 0.0,
"late_bar_rate_proxy": 1.0,
"raw_signal": -2.75,
"severity": "high",
"severity_score": 66,
"symbol": "COIN"
},
{
"bots": [
"BOT5"
],
"drag_ratio_proxy": 1.1067,
"execution_adjusted_signal": 0.0,
"fallback_rate_proxy": 0.0,
"late_bar_rate_proxy": 1.0,
"raw_signal": 34.46,
"severity": "high",
"severity_score": 66,
"symbol": "NVDA"
},
{
"bots": [
"BOT6"
],
"drag_ratio_proxy": 0.9191,
"execution_adjusted_signal": -0.89,
"fallback_rate_proxy": 0.0,
"late_bar_rate_proxy": 1.0,
"raw_signal": -11.04,
"severity": "medium",
"severity_score": 54,
"symbol": "AMD"
},
{
"bots": [
"BOT4"
],
"drag_ratio_proxy": 0.6866,
"execution_adjusted_signal": -2.79,
"fallback_rate_proxy": 0.0,
"late_bar_rate_proxy": 1.0,
"raw_signal": -8.91,
"severity": "medium",
"severity_score": 54,
"symbol": "META"
},
{
"bots": [
"BOT7"
],
"drag_ratio_proxy": 0.9052,
"execution_adjusted_signal": 2.65,
"fallback_rate_proxy": 0.0,
"late_bar_rate_proxy": 1.0,
"raw_signal": 27.95,
"severity": "medium",
"severity_score": 54,
"symbol": "MSFT"
},
{
"bots": [
"BOT3"
],
"drag_ratio_proxy": 0.6831,
"execution_adjusted_signal": 2.11,
"fallback_rate_proxy": 0.0,
"late_bar_rate_proxy": 1.0,
"raw_signal": 6.67,
"severity": "medium",
"severity_score": 54,
"symbol": "MU"
}
],
"top_concerns": [
"1 window/basis mismatches are active and can distort apparent performance",
"Exit-side slippage is the primary slippage driver across current validator samples",
"Exit efficiency is low; exits are giving back too much favorable excursion",
"Late-bar rate is materially high at 100%",
"1 window/basis mismatches are active",
"Positive PnL But Red Validator (BOT3, BOT5, BOT7)"
],
"trade_quality_summary": {
"affected_bots": [
"BOT3",
"BOT4",
"BOT5",
"BOT6",
"BOT7",
"BOT9"
],
"available": true,
"class": "llm-badge llm-badge--down",
"exit_efficiency": 0.3228,
"exit_efficiency_pct": "32%",
"label": "exits giving back profits",
"median_hold_sec": null,
"median_hold_text": "\u2014",
"median_mae_pct": 0.26,
"median_mfe_pct": 0.13,
"profit_giveback_pct": 67.7,
"reason": "Median exits are only retaining about 32% of favorable excursion.",
"samples": 1422,
"status": "exits_giving_back_profits"
},
"trend_counts": {
"flat": 5,
"improving": 0,
"too_early": 3,
"worsening": 1
},
"validator_maturity": {
"badge": "mixed",
"confidence": 0.65,
"evidence_strength": "medium",
"reason": "5/9 bots have stable validator evidence; still building: BOT1, BOT2, BOT3, BOT4",
"status": "mixed"
},
"weakest_bots": [
{
"bot": "BOT9",
"promotion_alignment": "unknown",
"reason": "24h pnl -2.75",
"reset_aware": false,
"trend": "flat"
},
{
"bot": "BOT6",
"promotion_alignment": "unknown",
"reason": "24h pnl -30.47",
"reset_aware": false,
"trend": "flat"
},
{
"bot": "BOT5",
"promotion_alignment": "unknown",
"reason": "peer weakness despite 24h pnl +34.46",
"reset_aware": false,
"trend": "flat"
},
{
"bot": "BOT4",
"promotion_alignment": "unknown",
"reason": "24h pnl -8.90",
"reset_aware": false,
"trend": "flat"
},
{
"bot": "BOT3",
"promotion_alignment": "unknown",
"reason": "peer weakness despite 24h pnl +6.68",
"reset_aware": false,
"trend": "worsening"
}
],
"why": [
"System status is critical and worsening: 1 bot worsening, 5 flat, 3 still building evidence out of 9 total bots.",
"Exit slippage dominates (35.62 bps exit vs 5.76 bps entry) with spread as the primary driver across the stack (182.8 bps spread component vs 89.0 bps latency component).",
"Median exits retain only 32.28% of favorable excursion, giving back 67.7% of profits; net exit efficiency is critically low.",
"Late-bar rate is 100%, exceeding the fail threshold; late bars affect entry-side stale decisioning and quote freshness (p95 quote-age proxy 2850.6 ms).",
"One window/basis mismatch is active and can distort apparent performance metrics across bots."
],
"window_mismatches": [
{
"affected_fields": [
"completed_trades_24h",
"recent_closed_trades"
],
"bots": [],
"confidence": 0.9,
"details": "completed_trades_24h=93 but only 44 recent closed trades are exposed in bot lists",
"id": "stack:truncated_recent_list",
"severity": "medium",
"severity_score": 42,
"status": "warning",
"suspected_cause": "the UI-facing recent trade lists are likely capped below the full 24h aggregation window",
"symbols": [],
"title": "Recent Closed-Trade Lists Look Truncated",
"type": "truncated_recent_list"
}
]
}