Weekly report: Hyperliquid paper
Return: week -3.30% | since start -7.63% (as of 02 Nov 00:00 UTC) | max drawdown -8.0% | Sharpe -8.91
Trades this week: 18 (8 exits incl. trims) | realized -330.26 before fees
Round trips: 17 completed, 0 won, realized -751.21 (n=17, too few to judge) | open: 4 position(s), unrealized +20.40, trims realized +0.00
Trims this week: 1, realized -10.25, of which add-then-trim within 24h: 1
Execution (paper, simulated fills): maker share n/a (simulation) | slippage vs quote +3.8 bps | vs signal close +7.1 bps (n=18) | 34,982 traded
Paper costs so far: fees 31.61 | funding +2.16
Drift vs targets (42 cycles): shortfall -0.37% | avg tracking error 0.0% of equity
vs Binance demo (cross-venue): week -3.15% (gap -0.15%; venue, fills and size differ)