InvestAgents
search
notificationsaccount_circleHistorical Backtestchevron_rightTrade Log & Execution
Execution Analysis
Detailed audit of 1,248 simulated executions for AlphaV-Grid Strategy
Avg. Slippage Impact
-4.2 bps(-0.042%)
Ex. Efficiency Score
94.8%Institutional Grade
Avg. Drawdown (MAE)
-1.12%Peak-to-Trough
Within 2% Stop Loss Threshold
Cumulative Slippage
Adjusted for Interactive Brokers tiered pricing-$12,402Simulated Cost
calendar_montharrow_drop_down
layersarrow_drop_down
trending_uparrow_drop_down
| Ticker / Type | Execution Date & Time | Qty | Avg Price / Slippage | Signal Reason | MAFE Range | Realized PnL |
|---|---|---|---|---|---|---|
TSLA TSLA.US LONG / BUY | Oct 12, 2023 14:22:04 EST | 450 | $264.12 -1.2 bps | RSI CROSSOVER | -0.4%+2.1% | +$1,420.00 +1.24% |
NVDA NVDA.US SHORT / SELL | Oct 12, 2023 09:31:45 EST | 120 | $458.80 -3.4 bps | BREAKOUT | -1.8%+0.6% | -$840.12 -0.55% |
AAPL AAPL.US LONG / BUY | Oct 11, 2023 15:58:00 EST | 800 | $178.44 -0.2 bps | MEAN REVERSION | -0.1%+4.2% | +$2,560.40 +1.80% |
MSFT MSFT.US LONG / BUY | Oct 11, 2023 10:15:22 EST | 200 | $332.11 -0.8 bps | BOLLINGER | -0.3%+1.5% | +$420.10 +0.63% |
MAFE Scatter Analysis
infoEfficiency of Target vs Stop
MAX ADVERSE (%)MAX FAVORABLE (%)
Leaving on table
0.82%
Stop tightness
1.2x ATR
Execution Detail
Ideal Price (Signal)
$178.41
Actual Fill
$178.44
warningSlippage Alert
Market volatility at execution was 1.5x higher than strategy average. Estimated Alpha Leak: $24.00
Entry
Exit
INTERACTIVE VIEW
check_circle
Audit Complete
Backtest: AlphaV-Grid_2023_Q4