Survival ModePAPER ONLYSnapshot: 95111-2d6778
Portfolio Survival — 13 métricas
PortfolioSnapshot UNIQUE(pipeline_run_id) gerado ao fim de cada job de mark, settle ou pipeline. TESS engine computa running_max_equity, win_rate, profit_factor, max_drawdown e runway automaticamente.
13 Métricas Survival
Starting Balance
$50.00
Current Cash
$48.82
Current Equity
$46.56
Total P&L
-$3.44
ROI
-688.00%
Win Rate
0.00%
Profit Factor
0
Max Drawdown
5,344.00%
Open Positions
17
Exposure %
29.46%
API Cost Today
$0.00
Cloud Cost / Month
$0.00
Runway (dias)
9,999 d
Limites Financeiros (PDF spec)
Starting Balance$50.00
Min Edge4%
Min Confidence70%
Max Position / Trade6%
Max Total Exposure30%
Max Daily Loss8%
Max Drawdown Hard Stop20%
Max Correlated2 posições / categoria
Kelly Fraction0.25
Equity & Runway Derivados
Running Peak Equity$100.00
Usado para drawdown real (pico vs atual)
Drawdown atual (peak → equity)53.44%
peak $100.00 · current $46.56
Daily Burn Rate$0.00
api cost today + cloud/30d
Runway (cash ÷ burn)∞ dias
derivado; portfolio snapshot salvo também
Posição máxima permitida agora$3.00
6% × $50 start = $3.00 (PDF spec)
Exposição total permitida$15.00
30% × $50.00
Como as métricas são calculadas
- ROI = total_pnl_usd / starting_balance × 100
- Win Rate = wins_count / (wins + losses) closed settlements × 100. 0 se nenhum closed.
- Profit Factor = gross_profits / max(|gross_losses|, 1e-9). ≥1.5 = alvo saudável Survival.
- Max Drawdown = max sobre snapshots de (peak_equity − equity_i) / peak_equity, incluindo mark-to-market atual.
- Exposure = Σ(stake_usd open positions) / starting_balance. Limite PDF: max_total_exposure (30% default).
- Runway = current_cash / max(daily_burn_rate, 0.01). daily_burn = api today + (month/30).