Shadow Account Report - {{ profile.shadow

1. Your Shadow Profile

Profitable roundtrips: {{ profile.profitable_roundtrips }} / {{ profile.total_roundtrips }}
Primary market: {{ market_labels[profile.source_market] | default(profile.source_market) }}
Holding median / p75: {{ '%.1f' | format(profile.typical_holding_days[0]) }}d / {{ '%.1f' | format(profile.typical_holding_days[1]) }}d
Preferred markets: {% for m in profile.preferred_markets %}{{ market_labels[m] | default(m) }}{% if not loop.last %}, {% endif %}{% endfor %}

{% for rule in profile.rules %} {% endfor %}

ID	Rule	Support	Coverage	Holding
{{ rule.rule_id }}	{{ rule.human_text }}	{{ rule.support_count }}	{{ '%.0f%%' \| format(rule.coverage_rate * 100) }}	{{ rule.holding_days_range[0] }}-{{ rule.holding_days_range[1] }}d

{% if charts.equity_curve %} equity curve

{% endif %} {% if combined_error %}

Backtest warning: {{ combined_error }}

{% endif %} {% if combined_metrics %} {% for key, value in combined_metrics.items() %} {% endfor %}

{{ key }}	{{ '%.4f' \| format(value) }}

{% else %}

Backtest produced no usable metrics (see warning above).

{% endif %}

{% if charts.per_market_bar %} per-market bar

{% endif %} {% for market, metrics in per_market_metrics.items() %} {% endfor %}

Market	Sharpe	Annual	Max Drawdown
{{ market_labels[market] \| default(market) }}	{{ '%.2f' \| format(metrics.get('sharpe', 0.0)) }}	{{ '%.2f%%' \| format(metrics.get('annual_return', 0.0) * 100) }}	{{ '%.2f%%' \| format(metrics.get('max_drawdown', 0.0) * 100) }}

Shadow PnL {{ '%+.2f' | format(shadow_pnl) }}, your real PnL {{ '%+.2f' | format(real_pnl) }}, delta {{ '%+.2f' | format(delta_pnl) }}.

{% if charts.attribution_waterfall %} attribution waterfall

{% endif %}

Noise trades	{{ '%+.2f' \| format(attribution.noise_trades_pnl) }}
Early exit (winners)	{{ '%+.2f' \| format(attribution.early_exit_pnl) }}
Late exit (losers)	{{ '%+.2f' \| format(attribution.late_exit_pnl) }}
Overtrading	{{ '%+.2f' \| format(attribution.overtrading_pnl) }}
Missed signals (residual)	{{ '%+.2f' \| format(attribution.missed_signals_pnl) }}

{% if attribution.counterfactual_trades %} {% for t in attribution.counterfactual_trades %} {% endfor %}

#	Symbol	Buy	Sell	Hold	Real PnL	Impact	Reason
{{ loop.index }}	{{ t.symbol }}	{{ t.buy_dt[:10] }}	{{ t.sell_dt[:10] }}	{{ '%.1f' \| format(t.hold_days) }}d	{{ '%+.2f' \| format(t.pnl) }}	{{ '%+.2f' \| format(t.impact) }}	{{ reason_labels.get(t.reason, t.reason) }}

{% else %}

No material counterfactual trades - every roundtrip falls inside the shadow rules.

{% endif %}

{% if today_signals %} {% for s in today_signals %} {% endfor %}

Symbol	Market	Rule	Reason
{{ s.symbol }}	{{ market_labels[s.market] \| default(s.market) }}	{{ s.rule_id }}	{{ s.reason }}

{% else %}

No shadow-matching symbols today (or scan skipped).

{% endif %}

For research reference only - not a buy/sell recommendation.

Sample size: {{ profile.profitable_roundtrips }} profitable roundtrips support {{ profile.rules | length }} rule(s).
Backtest assumptions: slippage/fees use engine defaults; cross-market annualization uses calendar days.
Style decay: rules reflect the user's historical window and may not hold in future regimes.
Red line: this report is research-only and never routes to any live trading system.