{
  "market": "btc-updown-5m-1791471600",
  "parameters": {
    "quantity": 100.0,
    "latency_ms": 250,
    "hold_seconds": 60,
    "max_staleness_ms": 2000,
    "size_fraction": 0.5,
    "fee_bps": 0.0
  },
  "quality": {
    "rows": {
      "ticks": 552,
      "depth": 42386,
      "outcomes": 1
    },
    "pre_open_ticks": 207,
    "in_window_ticks": 345,
    "max_depth_level": 20,
    "first_in_window_received_utc": "2026-10-08T15:00:00.154+00:00",
    "last_in_window_received_utc": "2026-10-08T15:04:25.770+00:00",
    "max_in_window_record_interval_ms": 91498,
    "csv_sha256": {
      "ticks.csv": "80f5a09225759b67b52b3096f19120a97324d7cddeb6c4cc2168f9a4a4ffaa30",
      "depth.csv": "14ccc67a3f2339a9851666cbaa03439df42c6ae7dc6245befeeb94e267eedf78",
      "outcomes.csv": "3cd55ab9d056d8a4054f90d6cf08057bb6e41a726cf5788d382c23553f031962"
    }
  },
  "simulation": {
    "decision_utc": "2026-10-08T15:00:00.154+00:00",
    "entry_arrival_utc": "2026-10-08T15:00:00.404+00:00",
    "entry_snapshot_received_utc": "2026-10-08T15:00:00.283+00:00",
    "entry_snapshot_age_ms": 121,
    "exit_decision_utc": "2026-10-08T15:01:00.404+00:00",
    "exit_arrival_utc": "2026-10-08T15:01:00.654+00:00",
    "exit_snapshot_received_utc": "2026-10-08T15:01:00.257+00:00",
    "exit_snapshot_age_ms": 397,
    "buy": {
      "requested_quantity": 100.0,
      "filled_quantity": 100.0,
      "unfilled_quantity": 0.0,
      "vwap": 0.39,
      "notional_usd": 39.0,
      "fee_usd": 0.0,
      "levels": [
        {
          "level": 1,
          "price": 0.39,
          "quantity": 100.0
        }
      ]
    },
    "sell": {
      "requested_quantity": 100.0,
      "filled_quantity": 100.0,
      "unfilled_quantity": 0.0,
      "vwap": 0.217,
      "notional_usd": 21.7,
      "fee_usd": 0.0,
      "levels": [
        {
          "level": 1,
          "price": 0.22,
          "quantity": 70.0
        },
        {
          "level": 2,
          "price": 0.21,
          "quantity": 30.0
        }
      ]
    },
    "residual_quantity": 0.0,
    "net_cash_flow_usd": -17.3,
    "closed_position_pnl_usd": -17.3
  },
  "limitations": [
    "只演示单市场一次买卖，不能证明策略盈利。",
    "历史盘口是订单到达时市场状态的近似，未模拟真实订单对市场的影响。",
    "记录间隔不等于断线时长，历史存储不保证覆盖每次深度变化。",
    "费率是输入参数，默认零仅用于演示，不代表平台费率。",
    "不模拟挂单排队，不补缺口，不用结算标签生成信号。"
  ]
}