Weekly report: Binance demo
Return: week -4.00% | since start -11.27% (as of 09 Nov 00:00 UTC) | max drawdown -11.5% | Sharpe -6.97
Trades this week: 5 (4 exits incl. trims) | realized -174.08 before fees
Round trips: 21 completed, 1 won, realized -551.47 (5% won, profit factor 0.02) | open: 0 position(s), unrealized +0.00, trims realized +0.00
Trims this week: 0, realized +0.00, of which add-then-trim within 24h: 0
Execution (Binance Demo book, not mainnet cost evidence): maker share 0% | slippage vs quote -0.3 bps | vs signal close +2.2 bps (n=5) | 5,080 traded
Measured costs so far: fees 15.27 | funding +1.82
Drift vs targets (42 cycles): shortfall +0.05% | avg tracking error 0.0% of equity
vs HL paper (cross-venue): week -4.19% (gap +0.19%; venue, fills and size differ)