37 lines
1.1 KiB
Markdown
37 lines
1.1 KiB
Markdown
# Live Test Review Workflow
|
|
|
|
## Purpose
|
|
Review paper/live-forward test behavior using the same decision discipline as backtest review.
|
|
|
|
## Inputs
|
|
- Live test window and environment details (paper/live, broker feed, session template).
|
|
- Strategy version/commit reference.
|
|
- Execution logs and order/rejection events.
|
|
|
|
## Review Steps
|
|
1. Confirm environment and deployment metadata.
|
|
2. Validate runtime stability (disconnects, errors, unexpected restarts).
|
|
3. Review shared metrics vocabulary:
|
|
- Net Profit
|
|
- Profit Factor
|
|
- Max Drawdown
|
|
- Win Rate
|
|
- Average Trade
|
|
- Expectancy
|
|
- Trade Count
|
|
4. Inspect execution quality (slippage, missed fills, rejection frequency, latency anomalies).
|
|
5. Compare live metrics to backtest expectations and tolerance bands.
|
|
6. Record decision: `promote`, `extend_test`, or `hold`.
|
|
|
|
## Required Output
|
|
- Live Test Review Note with:
|
|
- environment details,
|
|
- key metrics,
|
|
- execution anomalies,
|
|
- decision,
|
|
- next actions.
|
|
|
|
## Exit Criteria
|
|
- Review note is complete and decision is explicit.
|
|
- Any blockers or promotion prerequisites are tracked as tasks.
|