{
  "schema": "csl.fastgrab.public.v1",
  "metadata": {
    "strategy": "FastGrab ASOF V3",
    "instrument": "SOLUSDC",
    "timeframe": "15m",
    "venue": "historical replay",
    "period_start": "2024-01-04",
    "period_end": "2026-10-09",
    "as_of": "2026-10-09",
    "result_type": "historical_simulation",
    "audit_status": "PROVISIONAL_UNRECONCILED",
    "updated_by": "manual reviewed research export",
    "source_type": "reported summary from trading engine and closed ledger",
    "full_trade_history_public": false
  },
  "headline": {
    "candles": 96849,
    "closed_trade_records": 446,
    "engine_executed_trades": 450,
    "win_rate_pct": 60.31,
    "profit_factor": 1.548,
    "initial_equity_usd": 10000,
    "engine_end_balance_hypothetical_usd": 38313177.82,
    "backtest_runtime_sec": 12.0,
    "reported_closed_net_pnl_usd": 36821261.74,
    "reported_fees_usd": 2406394.54
  },
  "yearly": {
    "2024": {
      "trades": 169,
      "winRate": 62.13,
      "factor": 2.068,
      "pnl": 321917.63,
      "fees": 8140.31
    },
    "2025": {
      "trades": 179,
      "winRate": 62.01,
      "factor": 1.569,
      "pnl": 11308295.89,
      "fees": 638162.0
    },
    "2026": {
      "trades": 98,
      "winRate": 54.08,
      "factor": 1.537,
      "pnl": 25191048.22,
      "fees": 1760092.22
    }
  },
  "monthly": [
    {
      "month": "2024-01",
      "reported_net_pnl_usd": 6416.5
    },
    {
      "month": "2024-02",
      "reported_net_pnl_usd": 7357.6
    },
    {
      "month": "2024-03",
      "reported_net_pnl_usd": 11070.28
    },
    {
      "month": "2024-04",
      "reported_net_pnl_usd": 24596.1
    },
    {
      "month": "2024-05",
      "reported_net_pnl_usd": -3536.36
    },
    {
      "month": "2024-06",
      "reported_net_pnl_usd": 12059.35
    },
    {
      "month": "2024-07",
      "reported_net_pnl_usd": 40407.89
    },
    {
      "month": "2024-08",
      "reported_net_pnl_usd": 21029.4
    },
    {
      "month": "2024-09",
      "reported_net_pnl_usd": 3070.02
    },
    {
      "month": "2024-10",
      "reported_net_pnl_usd": 73262.71
    },
    {
      "month": "2024-11",
      "reported_net_pnl_usd": 15108.73
    },
    {
      "month": "2024-12",
      "reported_net_pnl_usd": 111075.41
    },
    {
      "month": "2025-01",
      "reported_net_pnl_usd": 223253.58
    },
    {
      "month": "2025-02",
      "reported_net_pnl_usd": 532665.58
    },
    {
      "month": "2025-03",
      "reported_net_pnl_usd": 324997.96
    },
    {
      "month": "2025-04",
      "reported_net_pnl_usd": -71612.06
    },
    {
      "month": "2025-05",
      "reported_net_pnl_usd": 2811337.06
    },
    {
      "month": "2025-06",
      "reported_net_pnl_usd": 3487817.98
    },
    {
      "month": "2025-07",
      "reported_net_pnl_usd": -1022715.81
    },
    {
      "month": "2025-08",
      "reported_net_pnl_usd": 3064055.45
    },
    {
      "month": "2025-09",
      "reported_net_pnl_usd": 937914.17
    },
    {
      "month": "2025-10",
      "reported_net_pnl_usd": 650485.54
    },
    {
      "month": "2025-11",
      "reported_net_pnl_usd": 2702958.91
    },
    {
      "month": "2025-12",
      "reported_net_pnl_usd": -2332862.46
    },
    {
      "month": "2026-01",
      "reported_net_pnl_usd": -1441052.55
    },
    {
      "month": "2026-02",
      "reported_net_pnl_usd": 4067267.11
    },
    {
      "month": "2026-03",
      "reported_net_pnl_usd": -1449002.71
    },
    {
      "month": "2026-04",
      "reported_net_pnl_usd": 4428484.95
    },
    {
      "month": "2026-05",
      "reported_net_pnl_usd": 10399662.95
    },
    {
      "month": "2026-06",
      "reported_net_pnl_usd": -1113763.14
    },
    {
      "month": "2026-07",
      "reported_net_pnl_usd": 441227.21
    },
    {
      "month": "2026-08",
      "reported_net_pnl_usd": 8049120.77
    },
    {
      "month": "2026-09",
      "reported_net_pnl_usd": -839725.14
    },
    {
      "month": "2026-10",
      "reported_net_pnl_usd": 2648828.76
    }
  ],
  "directions": {
    "BUY": {
      "trades": 196,
      "winRate": 61.73,
      "factor": 1.592,
      "reported_net_pnl_usd": 29704641.04,
      "reported_fees_usd": 1847710.03
    },
    "SELL": {
      "trades": 250,
      "winRate": 59.2,
      "factor": 1.419,
      "reported_net_pnl_usd": 7116620.7,
      "reported_fees_usd": 558684.5
    }
  },
  "exit_types": {
    "limit_maker_tp": 269,
    "market_taker_stop": 177
  },
  "data_quality": {
    "overlap_bars_verified": 38281,
    "candle_gaps_recovered": 6,
    "gaps_full_source_verified": false,
    "engine_vs_closed_trade_gap": 4,
    "equity_curve_audited": false,
    "live_pnl_verified": false
  },
  "disclosures": [
    "Backtest on historical data; not independently verified live/funded trading results.",
    "450 engine-executed trades versus 446 closed ledger records remain unreconciled.",
    "Ending hypothetical compounding balance is not reconciled to summed closed-trade PnL.",
    "Six gap-filled candles are not independently source-verified.",
    "Drawdown, funding, execution capacity and live slippage remain unverified.",
    "Exact trades, parameters, signals, source code and model inputs are intentionally not distributed."
  ]
}