Weekly report: Binance demo
Return: week -3.15% | since start -7.57% (as of 02 Nov 00:00 UTC) | max drawdown -7.9% | Sharpe -9.05
Trades this week: 18 (8 exits incl. trims) | realized -159.88 before fees
Round trips: 17 completed, 0 won, realized -377.39 (n=17, too few to judge) | open: 4 position(s), unrealized +11.54, trims realized +0.00
Trims this week: 1, realized -4.89, of which add-then-trim within 24h: 1
Execution (Binance Demo book, not mainnet cost evidence): maker share 11% | slippage vs quote +3.3 bps | vs signal close +3.6 bps (n=18) | 17,469 traded
Measured costs so far: fees 13.24 | funding +5.09
Drift vs targets (42 cycles): shortfall -0.22% | avg tracking error 0.0% of equity
vs HL paper (cross-venue): week -2.73% (gap -0.42%; venue, fills and size differ)