{
  "schemaVersion": 1,
  "generatedAt": "2026-10-19T17:02:44.787398+00:00",
  "kind": "actual_engine_invocation_on_synthetic_teaching_data",
  "engine": "quant.execution.backtest_bars.BarBacktester.run",
  "engineSourceCommit": "0466c915c1327c4d3ab561a3b45f94e5db339684",
  "engineFileSha256": "127ef133b90deb94f450bf9be5b91b5c51a397cb6c4ee86ec7d582f9248e7fa6",
  "sourceScope": "The file hash identifies the executed engine. Other working-tree changes are not represented by the commit.",
  "dataScope": {
    "type": "synthetic",
    "bars": 12,
    "signals": 2,
    "marketDataRead": false,
    "accountAccess": false,
    "oosAccess": false
  },
  "request": {
    "freq": "1h",
    "holding_bars": 2,
    "position_size": 1,
    "per_side_cost_bps": 5,
    "entry": "next bar open",
    "exit": "entry plus two bars"
  },
  "input": {
    "bars": [
      {
        "symbol": "DEMO",
        "ts_ns": 1767225600000000000,
        "open": 100.0,
        "high": 101.0,
        "low": 99.0,
        "close": 100.0,
        "volume": 100.0
      },
      {
        "symbol": "DEMO",
        "ts_ns": 1767229200000000000,
        "open": 101.0,
        "high": 102.0,
        "low": 100.0,
        "close": 101.0,
        "volume": 100.0
      },
      {
        "symbol": "DEMO",
        "ts_ns": 1767232800000000000,
        "open": 99.0,
        "high": 100.0,
        "low": 98.0,
        "close": 99.0,
        "volume": 100.0
      },
      {
        "symbol": "DEMO",
        "ts_ns": 1767236400000000000,
        "open": 102.0,
        "high": 103.0,
        "low": 101.0,
        "close": 102.0,
        "volume": 100.0
      },
      {
        "symbol": "DEMO",
        "ts_ns": 1767240000000000000,
        "open": 101.0,
        "high": 102.0,
        "low": 100.0,
        "close": 101.0,
        "volume": 100.0
      },
      {
        "symbol": "DEMO",
        "ts_ns": 1767243600000000000,
        "open": 100.0,
        "high": 101.0,
        "low": 99.0,
        "close": 100.0,
        "volume": 100.0
      },
      {
        "symbol": "DEMO",
        "ts_ns": 1767247200000000000,
        "open": 99.0,
        "high": 100.0,
        "low": 98.0,
        "close": 99.0,
        "volume": 100.0
      },
      {
        "symbol": "DEMO",
        "ts_ns": 1767250800000000000,
        "open": 100.0,
        "high": 101.0,
        "low": 99.0,
        "close": 100.0,
        "volume": 100.0
      },
      {
        "symbol": "DEMO",
        "ts_ns": 1767254400000000000,
        "open": 98.0,
        "high": 99.0,
        "low": 97.0,
        "close": 98.0,
        "volume": 100.0
      },
      {
        "symbol": "DEMO",
        "ts_ns": 1767258000000000000,
        "open": 97.0,
        "high": 98.0,
        "low": 96.0,
        "close": 97.0,
        "volume": 100.0
      },
      {
        "symbol": "DEMO",
        "ts_ns": 1767261600000000000,
        "open": 99.0,
        "high": 100.0,
        "low": 98.0,
        "close": 99.0,
        "volume": 100.0
      },
      {
        "symbol": "DEMO",
        "ts_ns": 1767265200000000000,
        "open": 100.0,
        "high": 101.0,
        "low": 99.0,
        "close": 100.0,
        "volume": 100.0
      }
    ],
    "signals": [
      {
        "symbol": "DEMO",
        "ts_ns": 1767232800000000000,
        "signal": 1
      },
      {
        "symbol": "DEMO",
        "ts_ns": 1767250800000000000,
        "signal": -1
      }
    ]
  },
  "trades": [
    {
      "symbol": "DEMO",
      "ts_ns": 1767232800000000000,
      "target_position": 1.0,
      "entry_mid": 102.0,
      "exit_mid": 100.0,
      "gross_return": -0.019607843137254943,
      "cost_return": 0.001,
      "net_return": -0.020607843137254944
    },
    {
      "symbol": "DEMO",
      "ts_ns": 1767250800000000000,
      "target_position": -1.0,
      "entry_mid": 98.0,
      "exit_mid": 99.0,
      "gross_return": -0.010204081632652962,
      "cost_return": 0.001,
      "net_return": -0.011204081632652962
    }
  ],
  "checks": {
    "twoTrades": true,
    "nextBarEntry": true,
    "twoBarExit": true,
    "tenBpsRoundTrip": true,
    "netEqualsGrossLessCost": true
  },
  "limitations": [
    "Synthetic two-trade mechanics demonstration; not a trading strategy or market-performance test.",
    "No robustness, live-profitability, drawdown or out-of-sample claim.",
    "A controlled local engine invocation; not a deployed public MCP service."
  ]
}