signal-trader/tests/results/reference-vs-research.txt
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tests/reference.py vs the research simulation the preset was screened with (XAUUSD H4, SuperTrend ATR 10 x 2.0, stop 3 ATR, no target)
Entries from 2023-07-01 to the end of the data (2026-10-10), broker M1 history, server time. Executed 2026-10-21.
The research simulation is a separate Python engine (with session-aware fills and swap); it is not published, nor is the broker history.
research simulation trades: 213 reference trades: 213
same entry bar and side: 213 of 213 (0 only in one of them)
same exit bar: 212 of 213
The one difference is a buy on 2024-03-21: the research simulation fills entries at the first tradable minute of a bar and the
reference at the bar open, and for this trade the stop is hit on a different bar. Largest entry-price difference over all trades: 13.74.