About this dashboard

This is the real execution dashboard for the two live Bybit mainnet portfolios (TOP and SCREENED). It is distinct from the paper-sim site — every row here is an order that was actually placed on Bybit.

Data pipeline

Built daily by build_execution_dashboard.py in the workspace. It reads the engine's order log (bybit_exec/log/executions_*.jsonl) and reconciles each order against the live Bybit API:

• plan — entry / stop / TP derived from the DMA thesis (what SHOULD be traded).
• sent — the levels actually sent to the exchange on the order.
• actual — the real fill price (avgPrice), real exit (from closed-pnl or mark-to-market on open positions), realized PnL and R-multiple.
• slippage — actual fill vs plan entry, in price and bps, signed to direction (positive = worse). Because entries are limit (maker) orders, slippage is usually ~0; this table is the audit trail that proves it.
• adherence — for each order, did the sent entry/stop/TP/direction match the thesis plan?

Reconciliation rules

• Orders are deduped by orderId — the daily wrapper can log the same order twice (double-run) and the pre-account-scope era logged the full book on both wallets.
• Each trade is attributed to the account that owns the order (which API-key pair returns it), not the log row's label — labels were unreliable during the double-exposure era.
• Testnet-era orders (pre-2026-08-29) can't be resolved on the mainnet keys → tagged TESTNET and excluded from metrics.
• Orders still resting (New) are marked PENDING; a resting limit that never filled is not a decided trade.