Live forward test — since-deploy stats (account = IBKR NLV; overlay = tracked legs)
P&L since deploy — daily (account = IBKR NLV level; leg lines = tracked dailies)
Rolling Sharpe — strategy, 15-day window, annualized
Since going live — index + strategy vs SPY vs strategy, with index+long-leg / index+short-leg (all rebased to 0%)
Index + strategy vs SPY — backtest → live forward
Live vs backtest — zoomed to the data so far (same cone, lower timeframe)
Live vs backtest projection (strategy cumulative return %, 12-month view)
Cumulative shadow P&L — settled weeks (USD)
Weekly P&L decomposition — price vs funding
Backtest → live shadow (cum return %, research/283 arm-b then live)
Live vs backtest projection (cum return % on venue equity, 12-month view)
Book profile — positions intentionally not published
Last settled week — per-coin attribution (price + funding)
Kill criteria — informational in shadow, binding in Phase 1