Systematic Trading
Live execution vs. the validated edge — reconciled from Interactive Brokers.
The journal reads an IBKR Flex Query (Trades section, execution level). Tag each order's Order Reference with the strategy key — e.g. strat=spy_reversal;stop=465.00 — so fills map to the right sleeve and score in R automatically. Upload a file now; the live pull is the same pipeline once your Flex token is set.
Client Portal → Performance & Reports → Flex Queries → run → download XML.
Enable the Flex Web Service in Client Portal, then paste your token and the Trades query id. Nothing is stored server-side unless you post it here.
Realised account equity from every closed round-trip, net of commissions. The shaded band is drawdown from the running high-water mark.
Each sleeve's live results beside the backtested expectation it was validated against. The verdict flags edge decay early — In line, Watch, or Underperforming once the live sample is meaningful.
| Strategy | Trades | Win — live / bt | Avg R — live / bt | Payoff | Profit factor | Net P&L | Expectancy | Verdict |
|---|
Every reconciled round-trip. Click a header to sort. R-multiple shows where a stop was tagged on the order.
| Closed | Strategy | Sym | Side | Qty | Entry | Exit | Stop | Hold | Return | R | Net P&L |
|---|
Reconciliation is FIFO: fills are folded into round trips that open from flat and close back to flat, P&L matched lot-by-lot and reported net of IBKR commissions. Re-importing an overlapping report never double-counts.