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"best_trade_pnl": 1481.91, "worst_trade_pnl": -183.45, "avg_hold_days": 14.6, "exit_reasons": { "stop": 82, "time": 29, "trailing_stop": 61 }, "skipped_book_full": 206, "spy_return_pct": 27.4, "yearly_returns": [ { "year": 2025, "return_pct": 38.4 }, { "year": 2026, "return_pct": 3.3 } ], "start_date": "2025-01-02", "end_date": "2026-07-02", "post_stop_events": 82, "post_stop_reentries": 17, "post_stop_states_open_at_end": 65, "turnover": { "transaction_cost": 556.93, "reentry_trades": 17, "same_day_reentries": 0, "next_session_reentries": 0, "reentries_within_5_sessions": 0, "avg_reentry_wait_sessions": 51.4, "reentry_win_rate": 35.3, "reentry_total_pnl": -121.9 }, "policy": { "daily_checks": 12523, "qualified_checks": 414, "emitted_candidates_by_reason": { "gate_reset_with_improved_stop_and_rank": 93 } } }, { "arm": "two_session_confirmation", "segment": "test", "split_date": "2025-01-01", "capacity": 10, "starting_capital": 10000.0, "cost_per_side_pct": 0.1, "final_equity": 14972.91, "total_return_pct": 49.7, "cagr_pct": 31.0, "max_drawdown_pct": 14.6, "sharpe": 1.36, "trades": 177, "win_rate": 35.0, "avg_trade_pnl": 28.1, "best_trade_r": 12.03, "worst_trade_r": -2.98, "best_trade_pnl": 1519.76, "worst_trade_pnl": -327.58, "avg_hold_days": 14.5, "exit_reasons": { "stop": 84, "time": 34, "trailing_stop": 59 }, "skipped_book_full": 82, "spy_return_pct": 27.4, "yearly_returns": [ { "year": 2025, "return_pct": 34.6 }, { "year": 2026, "return_pct": 11.3 } ], "start_date": "2025-01-02", "end_date": "2026-07-02", "post_stop_events": 84, "post_stop_reentries": 22, "post_stop_states_open_at_end": 62, "turnover": { "transaction_cost": 548.46, "reentry_trades": 22, "same_day_reentries": 0, "next_session_reentries": 0, "reentries_within_5_sessions": 0, "avg_reentry_wait_sessions": 40.5, "reentry_win_rate": 36.4, "reentry_total_pnl": -349.15 }, "policy": { "daily_checks": 11452, "qualified_checks": 321, "emitted_candidates_by_reason": { "two_qualified_post_stop_closes": 118 } } } ], "portfolio_simulations_executed": 90, "note": "The point-in-time daily setup replay and universe ranking are executed once. All arms reuse the identical production-qualified candidate set. Immediate is the daily no-lockdown baseline; next_session blocks only the stop day; cooldown_5 permits re-entry at wait_sessions=5; gate_reset requires an unqualified close before requalification; gate_reset_improved additionally requires a higher stop and a non-weaker production rank; two_session_confirmation requires two consecutive qualified post-stop closes and excludes the stop day's close. Transaction costs alter cash and position sizing, not just reported P&L." }