TrevorTrade — Paper Trading Dashboard

Cumulative P&L

—

since inception

Preservation score

—

v1.0.2 metric · >+0.20 healthy

Expectancy (R)

—

per authorized trade

Win rate

—

last 30 trades

Max drawdown

—

rolling, in R

Readiness score

—

0–100 · live-trade gate

How v1.0.2 trades

Capital preservation first · learn second · trade third

Universe

TIER_1 = SPY, QQQ, AAPL, MSFT, NVDA. Other 15 names produce opportunities for context but cannot trade. Forces convergence on a narrow domain before broadening.

When it trades

9:30-11:00 ET (OPEN) and 14:30-16:00 ET (CLOSE). MIDDAY chop is suppressed by both the regime agent's session multiplier and a hard executor gate.

Setup

ORB-style long: clean break above opening-range high, with VWAP confirmation, with rel_volume ≥ 1.3, with intraday range ≥ 0.20%. Anything less is at most a PASS, never STRONG_PASS.

Risk per trade

Stop = min(OR-low, 0.6×ATR-equivalent, 0.5% of price). Hard cap on per-trade dollar risk. No more 5R catastrophe stops at OR-low.

Exits (capital preservation ladder)

+0.5R MFE: stop locks to entry. Trade can no longer become a loser. +1.0R MFE: scale 50% off, BE stop on remainder. After scale: trailing stop 0.5R below MFE. 12:30 ET: time-stop if no progress and not yet locked. Final target = +1.5R.

Learning

Weekly engine reads the last 5 days, computes preservation score, and proposes bounded changes: threshold ±0.04, weights ±0.05, tier shifts, regime disable, setup-type disable (when a specific setup type doesn't preserve). Nothing applies without human review.

Equity curve (paper)

cumulative R, rolling 90 days

Today at a glance

Agent contribution

Share of authorized trades each agent contributed to this week.

Regime mix

Regime classifications over the last 20 sessions. The system trades only in regimes where it has demonstrated expectancy.

Universe (20 observed · 5 traded)

v1.0.2: Tier 1 (SPY, QQQ, AAPL, MSFT, NVDA) trades · Tier 3 observed only · Quarantine paused

Symbol	Sector	Price	Change	Character	Weekly R	Win rate	Trades	Tier	Event?	Last tick

Authorized signals

Engine decisions · last 50

These are the opportunities the engine approved to trade. Simulated fills, exits, and R outcomes appear in the "Recent trades" table below once paper execution runs alongside the observe loop.

Time	Symbol	Direction	Regime	Session	Fusion	Ref Entry	Stop	Target	Risk R

Recent trades

Paper fills · last 50

Date	Symbol	Setup	Entry	Exit	Hold	R	Outcome

Weekly scorecard

Pending proposals

Generated by weekly_learning.py. Nothing is applied automatically.

Replay bootstrap (30-day)

Awaiting first run

The strategy simulated against the last 30 days of stored 1-minute bars. Same agents, same gates, same exit rules — just historical data. No slippage modeled, so expectancy here is optimistic by design. The point is to give the learner sample volume now, not when 12 weeks of live data arrive.

Trades sim'd

—

Expectancy

—

Win rate

—

Profit factor

—

Max DD (R)

—

Weekly diagnostics

—

Why nothing traded (or what got rejected). The diagnostics are computed from all opportunities the engine evaluated this week, regardless of whether any trades closed.

Top veto reasons

Fusion-score distribution

Per-symbol opportunities

Strategy version history

Version	Effective	Change	Expectancy	FP rate

Historical replay (summary-only)

—

Runs every Friday 22:00 UTC. The orchestrator is replayed against stored 1-minute bars and fills/exits are simulated in memory. These numbers are isolated from live paper-trade stats and do not feed the live-trading gate. No slippage or commission modeling, so expectancy here is deliberately optimistic.

Expectancy (R)

—

per simulated trade

Win rate

—

Trades simulated

—

Max drawdown (R)

—

Profit factor: —

Recent replay runs

Run timestamp (UTC)	Trades	Win rate	Expectancy	Profit factor	Max DD	Total R

Data feed

—

Broker API

—

Mode

—

Process registry

Process	Status	Last heartbeat	Notes