WSS2 Performance Breakdown OBSERVATIONAL

Daily PnL, drawdown, Sharpe diagnostics, and split-level evidence for strategies and watchlist candidates.

Metric Definitions

Net PnL: Sum of realized net PnL over resolved decisions at canonical q=10 sizing.
Max Drawdown (daily path): Largest peak-to-trough decline in cumulative daily PnL.
Calendar-Day Sharpe: Mean daily PnL / std daily PnL across every calendar day in the window, including zero-trade days. A diagnostic, not a formal risk-adjusted return claim.
Active-Day Sharpe: Same ratio using only days with ≥1 resolved trade.
Historical Testing Evidence: Pinned research/backtest evidence from the strategy's original discovery or grid run. Never recomputed on this page.
Forward Watchlist Evidence: Real per-decision performance since a candidate's own inception timestamp. Never backfilled from historical evidence.
No-Backfill Rule: Forward PnL for every Research Watchlist candidate starts at zero at its own inception and only includes decisions at or after that timestamp.

BTC Strategy Summary

Strategy	Status	Window	Trades	Active Days	Net PnL	Max DD	Cal. Sharpe	Active Sharpe	Latest Trade
DOVE-14	Champion	full historical	843	33	+147.28	-77.55	+0.203	+0.209	2026-07-09 02:16:26	detail →
SIEVE-14	Core	full historical	760	33	+128.22	-114.45	+0.162	+0.167	2026-07-09 02:16:26	detail →
FTE-14 NO	Benchmark	full historical	2507	28	-170.11	-231.366	-0.155	-0.155	2026-07-09 12:00:33	detail →
PACE-3/10	Champion Review	full historical	1515	27	+109.50	-70.5042	+0.164	+0.164	2026-07-09 11:32:32	detail →
LATE-12/10	Challenger	full historical	1402	27	+35.34	-93.106	+0.051	+0.051	2026-07-09 11:03:26	detail →
DART-50	Challenger	full historical	1330	26	-69.07	-129.231	-0.119	-0.119	2026-07-09 11:01:03	detail →

Research Watchlist Summary

Candidate	Type	Status	Historical Test Evidence	Forward Trades	Forward PnL	Fwd Max DD	Fwd Cal. Sharpe	Forward Inception	Scoring Status
FTE-N5H6	rule-based	Research Watchlist	+102.60	399	-210.08	-215.28	-0.882	2026-07-01 20:45:00	rule-based (no ML scoring)	detail →
XGB-GATE-20	ML model	Research Watchlist — ML	+315.55	135	-27.84	-27.84	-4.933	2026-07-07 17:37:28	ACTIVE	detail →

Historical Test Evidence is the pinned locked-test aggregate from each candidate's original research run — separate from, and never blended into, the forward columns.

PACE vs DOVE vs XGB Note

PACE-3/10 has direct paper-strategy history and is under Champion review. XGB-GATE-20 has strong historical ML research evidence and active forward scoring, but forward PnL starts only after dashboard activation and remains separate from historical validation/test results.

Research-only paper trading simulation. No real orders placed. Not investment advice. Generated 2026-07-09T12:24:27Z. · Risk & ensemble research status