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"2026-08-17 14:45:00+00:00", "exit_price": 729.8599243164062, "exit_time": "2026-08-17 19:55:00+00:00", "gross_exposure": 1.0, "gross_notional": 10000.0, "notional": 10000.0, "outcome": "MISS", "pnl": -45.34440736629164, "side": 1, "strategy_version": "2:99d920a818342098fa30869558193ca13585f4a3c4a9d7ab534a5707ce056989"}], "portfolio": {"cash": 100023.0812940634, "created_at": "2026-08-16T22:55:32.260107+00:00", "realized_pnl": 23.081294063411367, "snapshot_current": true, "snapshot_fresh": true, "snapshot_updated_at": "2026-09-30T19:20:09.053822+00:00", "starting_cash": 100000.0, "status": "running", "status_reason": null, "strategy_id": "nbar_long", "strategy_spec": {"data_requirement": "ohlcv", "execution_code_sha256": "5b1e2a242e865a7cb8f538468e77fc90df1a1344c42959888d57468c978c5667", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": 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the highest high of the previous 5 bars.", "Enter long on a stop through that level.", "Stop accepting entries after 15:45 ET.", "Flatten at 16:00 ET."], "strategy_id": "nbar_long", "strategy_spec_hash": "99d920a818342098fa30869558193ca13585f4a3c4a9d7ab534a5707ce056989", "symbol": "QQQ"}, "strategy_version": "2:99d920a818342098fa30869558193ca13585f4a3c4a9d7ab534a5707ce056989", "updated_at": "2026-09-30T19:20:09.066866+00:00", "version_current": true}, "strategy": {"best_conditions": "Directional, liquid sessions where a local resistance break attracts follow-through.", "caveat": "Yahoo provides only a short intraday history; QQQ is a proxy for NQ.", "data_requirement": "ohlcv", "exact_with_yahoo": true, "example": "If the previous five 5-minute highs peak at 500.00, the long trigger is 500.00. A gap or bar opening at 500.30 is filled at 500.30, not at the stale 500.00 level, and the position is closed by 16:00 ET.", "execution_code_sha256": "5b1e2a242e865a7cb8f538468e77fc90df1a1344c42959888d57468c978c5667", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": "1.17.0", "soupsieve": "2.9.2", "toolz": "1.1.0", "typing-extensions": "4.16.0", "tzdata": "2026.3", "urllib3": "2.7.0", "websockets": "17.0.1", "yfinance": "1.6.0"}, "python": "3.12.13", "system_timezone_data_sha256": ["c63188e9f5017bb86bf93bcc12613cf4f814f6864119333fae06881b5b603814", "d7f2206b3a45989fc9ad63d558922532fa7352280d5f87176bf1db79cb1d1fa9"]}, "gross_exposure": 1.0, "how_it_works": "The model assumes that taking out the highest price of the last five intraday bars can start a short burst of upward continuation. It waits with a buy-stop instead of predicting the breakout, then closes before the session ends.", "id": "nbar_long", "interval": "5m", "main_risks": ["False breakouts that reverse immediately", "Repeated signals in choppy markets", "Slippage when price jumps through the stop", "A five-bar lookback may not transfer across markets"], "name": "N-bar high breakout", "origin": "course", "paper_allocation": 0.1, "paper_spec_id": "2:99d920a818342098fa30869558193ca13585f4a3c4a9d7ab534a5707ce056989", "paper_spec_manifest": {"data_requirement": "ohlcv", "execution_code_sha256": "5b1e2a242e865a7cb8f538468e77fc90df1a1344c42959888d57468c978c5667", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": "1.17.0", "soupsieve": "2.9.2", "toolz": "1.1.0", "typing-extensions": "4.16.0", "tzdata": "2026.3", "urllib3": "2.7.0", "websockets": "17.0.1", "yfinance": "1.6.0"}, "python": "3.12.13", "system_timezone_data_sha256": ["c63188e9f5017bb86bf93bcc12613cf4f814f6864119333fae06881b5b603814", "d7f2206b3a45989fc9ad63d558922532fa7352280d5f87176bf1db79cb1d1fa9"]}, "gross_exposure": 1.0, "interval": "5m", "name": "N-bar high breakout", "paper_allocation": 0.1, "paper_spec_id": "2:99d920a818342098fa30869558193ca13585f4a3c4a9d7ab534a5707ce056989", "paper_version": "2", "qualification_benchmark": "QQQ adjusted close", "round_trip_cost_bps": 4.0, "rules": ["Calculate the highest high of the previous 5 bars.", "Enter long on a stop through that level.", "Stop accepting entries after 15:45 ET.", "Flatten at 16:00 ET."], "strategy_id": "nbar_long", "strategy_spec_hash": "99d920a818342098fa30869558193ca13585f4a3c4a9d7ab534a5707ce056989", "symbol": "QQQ"}, "paper_version": "2", "qualification": {"eligible_for_ai_label": false, "evidence_id": null, "gates": [], "policy": {"minimum_base_cost_bps": 4.0, "minimum_locked_calendar_days": 180, "minimum_locked_trades": 100, "minimum_stress_cost_bps": 8.0}, "status": "not_submitted", "strategy_id": "nbar_long"}, "qualification_benchmark": "QQQ adjusted close", "rules": ["Calculate the highest high of the previous 5 bars.", "Enter long on a stop through that level.", "Stop accepting entries after 15:45 ET.", "Flatten at 16:00 ET."], "strategy_spec_hash": "99d920a818342098fa30869558193ca13585f4a3c4a9d7ab534a5707ce056989", "summary": "Intraday continuation after price exceeds the previous five bars' high.", "symbol": "QQQ"}}