{
  "schema_version": 1,
  "generated_at": "2026-08-10T08:24:49.605207Z",
  "as_of": "2026-08-07",
  "disclosure": {
    "headline": "Backtest. Simulated fills, not a track record.",
    "detail": "These results come from a paper trading system built as an engineering exercise. No real capital is involved and nothing here is a recommendation or an offer.",
    "caveats": [
      "Fills came from an internal simulator, not from a broker. No order was ever sent anywhere.",
      "Market data is IEX only, roughly 2-3% of consolidated volume and not the national best bid and offer.",
      "The bid-ask spread was estimated from a model, not observed. Any slippage figure here is an assumption rather than a measurement.",
      "Short borrow cost is an assumed rate, not a quoted one."
    ]
  },
  "account": {
    "mode": "paper",
    "broker": "alpaca",
    "fills_are_simulated": true,
    "data_feed": "iex",
    "quotes_are_nbbo": false
  },
  "summary": {
    "initial_capital": "100000.00",
    "equity": "102027.21",
    "cash": "42493.89",
    "total_pnl": "2027.21",
    "total_return": "0.020272",
    "day_pnl": "348.04",
    "day_return": "0.003423"
  },
  "metrics": {
    "sharpe": "0.72",
    "sortino": "1.12",
    "volatility_annualised": "0.0489",
    "max_drawdown": "0.0342",
    "max_drawdown_days": 81,
    "calmar": "0.59",
    "hit_rate": "0.6667",
    "profit_factor": "1.23",
    "turnover_annualised": "18.8715",
    "observations": 149
  },
  "costs": {
    "fees": "4.43",
    "borrow": "0.00",
    "slippage": "-1416.48",
    "fees_pct_of_gross": "0.002181",
    "borrow_is_estimated": true,
    "spread_is_estimated": true
  },
  "positions": [
    {
      "symbol": "SPY",
      "qty": "77.000000",
      "avg_cost": "769.84",
      "mark": "773.16",
      "market_value": "59533.32",
      "unrealized_pnl": "255.34",
      "weight": "0.5835"
    }
  ],
  "by_strategy": {
    "revert": "-1259.60",
    "momo": "3286.81"
  },
  "by_symbol": {
    "SPY": "2027.21"
  },
  "equity_curve": [
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      "date": "2026-01-02",
      "equity": "100000.00"
    },
    {
      "date": "2026-01-05",
      "equity": "100000.00"
    },
    {
      "date": "2026-01-06",
      "equity": "100000.00"
    },
    {
      "date": "2026-01-07",
      "equity": "100000.00"
    },
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      "date": "2026-01-08",
      "equity": "100000.00"
    },
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      "date": "2026-01-09",
      "equity": "100000.00"
    },
    {
      "date": "2026-01-12",
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    },
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      "date": "2026-01-13",
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  ]
}