Demo equity curve
Monte Carlo (bootstrap of realized paper trades)
Trades
| # | Date / time | Window | Entry t | Side |
Entry | Exit / Settle | Stake | Outcome | P&L | Equity |
|---|
Modelling: identical to the backtest — one position per window, decisions every ~0.5s,
entry fills at the best ask, mid-window exits sell at the best bid, held positions settle
at the real recorded outcome. No slippage, depth limit, latency or fees — so paper
equity is optimistic the same way the backtest is. Only windows observed from their open
are traded.
No paper runs yet — create one above to start tracking a strategy live.