| 1234 |
- check,legacy_mtm_total_return,legacy_closed_trade_total_return,absolute_gap,pass,reason,corrected_mtm_total_return,corrected_closed_trade_total_return,max_cost_weight,min_cost_weight,open_position
- legacy_mtm_vs_legacy_closed_trade,1.3232803910603863,1.323280750998948,3.5993856162264137e-07,False,regular exit replaces account equity with margin equity and drops unused cash when partial TWAP fills occur,,,,,
- corrected_mtm_vs_corrected_closed_trade_gross,,,4.884981308350689e-15,True,all closed-trade returns are measured against account equity and weighted by margin_used/account_equity,1.3232803910603863,1.3232803910603814,,,
- position_sizing,,,,True,TWAP sizing uses account_equity/number_of_offsets per filled slice; cost is charged only on filled margin,,,1.0,0.33333333,False
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