Live execution compared against historical simulation corridors.
Live actual vs. demo & live backtests
| Win Rate | Profit Factor | Sharpe | Max DD | Trades | |
|---|---|---|---|---|---|
| ZenWave A | 22.7% | 0.69 | -3.13 | 15.05% | 66 |
| ZenWave B | 20.7% | 0.85 | -1.73 | 9.80% | 58 |
This page documents the forward performance of the ZenWave trading engines after they have completed Walk-Forward Analysis and entered live deployment. It is not a forecast — it is a structured record of what actually happened once the engines began trading with real capital, compared against their historical simulation corridors.
Demo Backtest
Upper bound
Optimistic execution assumptions — no spread variability, ideal fills. Produces the cleanest equity curve.
Live Backtest
Lower bound
Conservative execution assumptions — wider spreads, commission modeling. Represents the tighter envelope.
Live Actual
Reality
Real capital, real execution. This is what actually happened. It should track within the demo–live corridor.
Every FPT update is documented on video — same engines, same metrics, same assumptions. No curve-fitting, no parameter changes, no post-hoc rationalisation. If something breaks, it gets documented here.
All WFA validation complete. Parameters frozen. Live accounts active. This is the point where research ends and documentation begins.
The Quant Report documents what was built — the Walk-Forward Analysis, parameter selection, out-of-sample validation, and AI audits. This page documents what happens next: real-time performance tracking against those validated models.