Drift check (live vs backtest expectation)
| Strategy |
Metric |
Live |
Backtest |
Status |
Observed favorite_ask distribution (at τ=4:00 snapshots)
Strategy A — p[0.97,0.99] τ=4 no filter
Strategy B — p[0.95,0.999] τ=4 peak hours
Activity funnel (cumulative since start)
Recent evaluations (last 50 τ-window checks)
| Time (UTC) |
Market |
τ (sec) |
Fav side |
Fav ask |
Outcome |
Recent placed trades (last 50)
| Entry time (UTC) |
Market |
Side |
Entry price |
Strategies |
Result |
Net PnL |