5cand Portfolio — Quant Replay Dashboard

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Observed peak DD ≠ Realizable DD. The EA's tick tracker captures every intra-tick spike (some last only one tick — too transient for any stop-loss / EP to fire on). The "realizable max DD" is the lowest Equity Protection threshold at which the EA would actually have closed positions — i.e. the deepest DD that persisted long enough to be actionable. (EP sensitivity data not loaded yet — Phase 3 of orchestrator pending)

Balance vs Equity (intra-bar)

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Balance
Equity (intra-bar low)
↕ drag right axis to zoom Y · ↔ wheel/drag to pan time · double-click to fit

Equity Drawdown % over time

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Per-basket peak DD distribution

cap Y:

Year × DD-bucket heatmap

basket count

Per-basket P&L scatter — each dot = 1 basket

x = open time · y = basket P&L $ (derived from balance delta during basket life) · color = peak intra-bar DD% · size = fill count

DD bracket counts

BucketBaskets%CumulativeRealizable?

Worst 30 baskets (by peak intra-bar DD)

OpenCandBFillsDur hDD %DD $

Monthly compound returns — Dedup ON vs OFF

geometric monthly avg per year + cumulative