Every figure below is taken from the broker's own deal history — not from TradingView's alert messages, which cannot distinguish a stop-out from a take-profit. This is the record of execution, not a backtest.
The strategy computes its stop and targets from the chart and sends them as absolute prices. The fill lands where the market puts it. The gap between the two is the single thing this pilot exists to measure.
A TradingView alert expires silently, and a quiet market looks exactly like a dead one. So the expiry is counted down from a recorded date rather than inferred from silence.
Your pilot specification, unchanged: four macro windows, one trade each, on the three-minute Nasdaq. Not one line of your Pine was modified — the bridge reads the plan your strategy already emits.
One row per signal the strategy produced. Planned entry is what your strategy sent; filled is what the broker gave.
| Time | Window | Planned | Filled | Slippage | Exit | Realised |
|---|---|---|---|---|---|---|
| No strategy signals executed yet. The pilot is armed and waiting for its first macro window. | ||||||
It is a demo account. Fills are the broker's simulated book. Real money queues differently, and the gap grows with size.
The chart and the broker are different feeds. Signals come from a Nasdaq CFD chart; execution is a Nasdaq CFD at another venue. Both track the same index, so the offset is small — but it is measured in the slippage column, not assumed.
Realised R is measured from the actual fill, not from the reference price your strategy quotes. That is why it differs from the backtest: a trade filled away from its reference risks a different amount than the strategy believed.
4 earlier trades are excluded. They were hand-fired test fixtures used to prove the plumbing, not signals from your strategy, and counting them would flatter or damage the record without meaning either.
The sample is 0 trades. Too few to conclude anything about edge. It shows the machinery works, which is a different claim.