{
  "release_id": "legacy-donchian-cost-20260923-v1",
  "scope": "20 frozen USDJPY.TFQ1 H4 research cases; not a profitability qualification",
  "plan_sha256": "50073be03e76c571d532dddea70fd17dff84a1ede1b495c997457e3bc0b2b542",
  "results_sha256": "9ed981d630dc416c75896d147ad74f246cd3d69273402d8a0267728bda2f8984",
  "source_wrapper_distinct_from_public_ex5": true,
  "profitability_qualified": false,
  "historical_swap": "native tester field retained; historical validity unverified",
  "scenario_summaries": [
    {
      "scenario": "base",
      "segments": 10,
      "closed_positions": 335,
      "winning_positions_before_unverified_financing": 90,
      "losing_positions_before_unverified_financing": 245,
      "fee_usd_per_lot_side": 3.5,
      "execution_delay_ms": 0,
      "price_profit": "230.49",
      "charged": "103.60",
      "native_swap": "-75.99",
      "net_before_unverified_financing": "126.89",
      "net_with_unverified_swap": "50.90",
      "forced_exits": "8",
      "reviewed_rejected_entries": "4",
      "pooled_trade_profit_factor_before_unverified_financing": "1.023081484607492887650341611",
      "pooled_trade_profit_factor_with_unverified_swap": "1.009156965500367897729828140",
      "positive_segments_before_unverified_financing": 4,
      "worst_individual_segment_equity_drawdown_pct": "4.649866500569304"
    },
    {
      "scenario": "stress",
      "segments": 10,
      "closed_positions": 335,
      "winning_positions_before_unverified_financing": 90,
      "losing_positions_before_unverified_financing": 245,
      "fee_usd_per_lot_side": 7.0,
      "execution_delay_ms": 200,
      "price_profit": "217.80",
      "charged": "207.06",
      "native_swap": "-76.20",
      "net_before_unverified_financing": "10.74",
      "net_with_unverified_swap": "-65.46",
      "forced_exits": "8",
      "reviewed_rejected_entries": "4",
      "pooled_trade_profit_factor_before_unverified_financing": "1.001926215542443101314633140",
      "pooled_trade_profit_factor_with_unverified_swap": "0.9883870899069157664857730320",
      "positive_segments_before_unverified_financing": 4,
      "worst_individual_segment_equity_drawdown_pct": "4.711091537770257"
    }
  ],
  "cases": [
    {
      "case_id": "dcost-01-20180702-20181224-base-v1",
      "scenario": "base",
      "from_date": "2018-07-02",
      "to_date_exclusive": "2018-12-24",
      "fee_usd_per_lot_side": 3.5,
      "execution_delay_ms": 0,
      "price_profit": "-197.04",
      "charged": "8.89",
      "native_swap": "-34.06",
      "net_before_unverified_financing": "-205.93",
      "net_with_unverified_swap": "-239.99",
      "entries": "24",
      "forced_exits": "1",
      "reviewed_rejected_entries": "0"
    },
    {
      "case_id": "dcost-01-20180702-20181224-stress-v1",
      "scenario": "stress",
      "from_date": "2018-07-02",
      "to_date_exclusive": "2018-12-24",
      "fee_usd_per_lot_side": 7.0,
      "execution_delay_ms": 200,
      "price_profit": "-197.34",
      "charged": "17.78",
      "native_swap": "-34.06",
      "net_before_unverified_financing": "-215.12",
      "net_with_unverified_swap": "-249.18",
      "entries": "24",
      "forced_exits": "1",
      "reviewed_rejected_entries": "0"
    },
    {
      "case_id": "dcost-02-20190103-20190524-base-v1",
      "scenario": "base",
      "from_date": "2019-01-03",
      "to_date_exclusive": "2019-05-24",
      "fee_usd_per_lot_side": 3.5,
      "execution_delay_ms": 0,
      "price_profit": "-145.18",
      "charged": "4.13",
      "native_swap": "7.87",
      "net_before_unverified_financing": "-149.31",
      "net_with_unverified_swap": "-141.44",
      "entries": "12",
      "forced_exits": "1",
      "reviewed_rejected_entries": "1"
    },
    {
      "case_id": "dcost-02-20190103-20190524-stress-v1",
      "scenario": "stress",
      "from_date": "2019-01-03",
      "to_date_exclusive": "2019-05-24",
      "fee_usd_per_lot_side": 7.0,
      "execution_delay_ms": 200,
      "price_profit": "-145.17",
      "charged": "8.26",
      "native_swap": "7.87",
      "net_before_unverified_financing": "-153.43",
      "net_with_unverified_swap": "-145.56",
      "entries": "12",
      "forced_exits": "1",
      "reviewed_rejected_entries": "1"
    },
    {
      "case_id": "dcost-03-20190529-20191224-base-v1",
      "scenario": "base",
      "from_date": "2019-05-29",
      "to_date_exclusive": "2019-12-24",
      "fee_usd_per_lot_side": 3.5,
      "execution_delay_ms": 0,
      "price_profit": "-137.66",
      "charged": "8.89",
      "native_swap": "-14.65",
      "net_before_unverified_financing": "-146.55",
      "net_with_unverified_swap": "-161.20",
      "entries": "22",
      "forced_exits": "1",
      "reviewed_rejected_entries": "1"
    },
    {
      "case_id": "dcost-03-20190529-20191224-stress-v1",
      "scenario": "stress",
      "from_date": "2019-05-29",
      "to_date_exclusive": "2019-12-24",
      "fee_usd_per_lot_side": 7.0,
      "execution_delay_ms": 200,
      "price_profit": "-137.27",
      "charged": "17.78",
      "native_swap": "-14.65",
      "net_before_unverified_financing": "-155.05",
      "net_with_unverified_swap": "-169.70",
      "entries": "22",
      "forced_exits": "1",
      "reviewed_rejected_entries": "1"
    },
    {
      "case_id": "dcost-04-20200103-20201224-base-v1",
      "scenario": "base",
      "from_date": "2020-01-03",
      "to_date_exclusive": "2020-12-24",
      "fee_usd_per_lot_side": 3.5,
      "execution_delay_ms": 0,
      "price_profit": "-75.03",
      "charged": "10.50",
      "native_swap": "-90.57",
      "net_before_unverified_financing": "-85.53",
      "net_with_unverified_swap": "-176.10",
      "entries": "35",
      "forced_exits": "1",
      "reviewed_rejected_entries": "0"
    },
    {
      "case_id": "dcost-04-20200103-20201224-stress-v1",
      "scenario": "stress",
      "from_date": "2020-01-03",
      "to_date_exclusive": "2020-12-24",
      "fee_usd_per_lot_side": 7.0,
      "execution_delay_ms": 200,
      "price_profit": "-75.88",
      "charged": "21.00",
      "native_swap": "-90.57",
      "net_before_unverified_financing": "-96.88",
      "net_with_unverified_swap": "-187.45",
      "entries": "35",
      "forced_exits": "1",
      "reviewed_rejected_entries": "0"
    },
    {
      "case_id": "dcost-05-20210105-20220101-base-v1",
      "scenario": "base",
      "from_date": "2021-01-05",
      "to_date_exclusive": "2022-01-01",
      "fee_usd_per_lot_side": 3.5,
      "execution_delay_ms": 0,
      "price_profit": "66.69",
      "charged": "16.66",
      "native_swap": "29.46",
      "net_before_unverified_financing": "50.03",
      "net_with_unverified_swap": "79.49",
      "entries": "40",
      "forced_exits": "1",
      "reviewed_rejected_entries": "1"
    },
    {
      "case_id": "dcost-05-20210105-20220101-stress-v1",
      "scenario": "stress",
      "from_date": "2021-01-05",
      "to_date_exclusive": "2022-01-01",
      "fee_usd_per_lot_side": 7.0,
      "execution_delay_ms": 200,
      "price_profit": "55.95",
      "charged": "33.18",
      "native_swap": "29.25",
      "net_before_unverified_financing": "22.77",
      "net_with_unverified_swap": "52.02",
      "entries": "40",
      "forced_exits": "1",
      "reviewed_rejected_entries": "1"
    },
    {
      "case_id": "dcost-06-20220101-20230101-base-v1",
      "scenario": "base",
      "from_date": "2022-01-01",
      "to_date_exclusive": "2023-01-01",
      "fee_usd_per_lot_side": 3.5,
      "execution_delay_ms": 0,
      "price_profit": "547.00",
      "charged": "13.09",
      "native_swap": "-5.41",
      "net_before_unverified_financing": "533.91",
      "net_with_unverified_swap": "528.50",
      "entries": "50",
      "forced_exits": "1",
      "reviewed_rejected_entries": "0"
    },
    {
      "case_id": "dcost-06-20220101-20230101-stress-v1",
      "scenario": "stress",
      "from_date": "2022-01-01",
      "to_date_exclusive": "2023-01-01",
      "fee_usd_per_lot_side": 7.0,
      "execution_delay_ms": 200,
      "price_profit": "546.62",
      "charged": "26.18",
      "native_swap": "-5.41",
      "net_before_unverified_financing": "520.44",
      "net_with_unverified_swap": "515.03",
      "entries": "50",
      "forced_exits": "1",
      "reviewed_rejected_entries": "0"
    },
    {
      "case_id": "dcost-07-20230101-20231222-base-v1",
      "scenario": "base",
      "from_date": "2023-01-01",
      "to_date_exclusive": "2023-12-22",
      "fee_usd_per_lot_side": 3.5,
      "execution_delay_ms": 0,
      "price_profit": "18.88",
      "charged": "7.91",
      "native_swap": "10.69",
      "net_before_unverified_financing": "10.97",
      "net_with_unverified_swap": "21.66",
      "entries": "35",
      "forced_exits": "0",
      "reviewed_rejected_entries": "0"
    },
    {
      "case_id": "dcost-07-20230101-20231222-stress-v1",
      "scenario": "stress",
      "from_date": "2023-01-01",
      "to_date_exclusive": "2023-12-22",
      "fee_usd_per_lot_side": 7.0,
      "execution_delay_ms": 200,
      "price_profit": "19.09",
      "charged": "15.82",
      "native_swap": "10.69",
      "net_before_unverified_financing": "3.27",
      "net_with_unverified_swap": "13.96",
      "entries": "35",
      "forced_exits": "0",
      "reviewed_rejected_entries": "0"
    },
    {
      "case_id": "dcost-08-20240103-20241224-base-v1",
      "scenario": "base",
      "from_date": "2024-01-03",
      "to_date_exclusive": "2024-12-24",
      "fee_usd_per_lot_side": 3.5,
      "execution_delay_ms": 0,
      "price_profit": "444.08",
      "charged": "9.52",
      "native_swap": "28.09",
      "net_before_unverified_financing": "434.56",
      "net_with_unverified_swap": "462.65",
      "entries": "39",
      "forced_exits": "1",
      "reviewed_rejected_entries": "0"
    },
    {
      "case_id": "dcost-08-20240103-20241224-stress-v1",
      "scenario": "stress",
      "from_date": "2024-01-03",
      "to_date_exclusive": "2024-12-24",
      "fee_usd_per_lot_side": 7.0,
      "execution_delay_ms": 200,
      "price_profit": "443.36",
      "charged": "19.04",
      "native_swap": "28.09",
      "net_before_unverified_financing": "424.32",
      "net_with_unverified_swap": "452.41",
      "entries": "39",
      "forced_exits": "1",
      "reviewed_rejected_entries": "0"
    },
    {
      "case_id": "dcost-09-20250104-20251224-base-v1",
      "scenario": "base",
      "from_date": "2025-01-04",
      "to_date_exclusive": "2025-12-24",
      "fee_usd_per_lot_side": 3.5,
      "execution_delay_ms": 0,
      "price_profit": "-272.54",
      "charged": "9.45",
      "native_swap": "-14.15",
      "net_before_unverified_financing": "-281.99",
      "net_with_unverified_swap": "-296.14",
      "entries": "42",
      "forced_exits": "1",
      "reviewed_rejected_entries": "0"
    },
    {
      "case_id": "dcost-09-20250104-20251224-stress-v1",
      "scenario": "stress",
      "from_date": "2025-01-04",
      "to_date_exclusive": "2025-12-24",
      "fee_usd_per_lot_side": 7.0,
      "execution_delay_ms": 200,
      "price_profit": "-272.56",
      "charged": "18.90",
      "native_swap": "-14.15",
      "net_before_unverified_financing": "-291.46",
      "net_with_unverified_swap": "-305.61",
      "entries": "42",
      "forced_exits": "1",
      "reviewed_rejected_entries": "0"
    },
    {
      "case_id": "dcost-10-20260106-20260918-base-v1",
      "scenario": "base",
      "from_date": "2026-01-06",
      "to_date_exclusive": "2026-09-18",
      "fee_usd_per_lot_side": 3.5,
      "execution_delay_ms": 0,
      "price_profit": "-18.71",
      "charged": "14.56",
      "native_swap": "6.74",
      "net_before_unverified_financing": "-33.27",
      "net_with_unverified_swap": "-26.53",
      "entries": "36",
      "forced_exits": "0",
      "reviewed_rejected_entries": "1"
    },
    {
      "case_id": "dcost-10-20260106-20260918-stress-v1",
      "scenario": "stress",
      "from_date": "2026-01-06",
      "to_date_exclusive": "2026-09-18",
      "fee_usd_per_lot_side": 7.0,
      "execution_delay_ms": 200,
      "price_profit": "-19.00",
      "charged": "29.12",
      "native_swap": "6.74",
      "net_before_unverified_financing": "-48.12",
      "net_with_unverified_swap": "-41.38",
      "entries": "36",
      "forced_exits": "0",
      "reviewed_rejected_entries": "1"
    }
  ]
}
