Normalized to a $100,000 institutional reference allocation (`100.00` base at inception) so prop traders and allocators can benchmark risk-adjusted return (`Sharpe`, `Sortino`, `Calmar`) independent of account size.
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD 2026 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| +6.42% | +7.18% | +8.95% | +5.84% | +9.12% | +6.75% | +7.90% | +8.44% | +7.62% | +14.12% | +4.00% | β | +86.34% |
| Quantitative Metric | In-Sample (10,000-Run Monte Carlo Baseline) | Out-of-Sample (Live SHA-256 Audited MT5) | Regime Parity Status |
|---|---|---|---|
| Win Rate (Twin-Order TP1 + BE+5p Ratchet) | 74.8% | 76.2% | OUTPERFORMING (+1.4%) |
| Profit Factor (Gross Win / Gross Loss) | 3.20 | 3.54 | ALIGNED (+0.34) |
| Max Trailing Drawdown (vs. 10.0% Prop Breach) | -3.45% | -3.10% | 0% PROP BREACHES |
| Deal ID | Date & Time | Symbol | Side | Volume | Entry Price | AI Score | Realized PnL |
|---|
At the exact second a trade is executed or vetoed by the 5-Agent War Room, the execution engine generates an immutable SHA-256 cryptographic hash combining the UTC timestamp, symbol (XAUUSD / 4-Pair Basket), entry price, Twin-Order SL/TP levels, and previous block hashβmaking retroactive editing or cherry-picking mathematically impossible.
In MetaTrader 5 server forensics, ORDER_REASON_CLIENT (Code 0) and MagicNumber = 0 prove that the order was submitted through the native desktop client interface rather than an MQL5 Expert Advisor (ORDER_REASON_EXPERT, Code 3), verifying 100% Zero-EA prop firm compliance on every fill.
Whenever our 5-Agent War Room (Devil's Advocate or Chief Risk Officer) or TΒ±15m Macro News Sentinel vetoes a raw technical signal due to wide spreads, chop, or imminent CPI/NFP/FOMC releases, the system tracks XAUUSD over the next 60 minutes. If price moves -50+ pips against the vetoed signal, the exact dollar drawdown avoided is credited to Capital Defended.
Every ledger entry on /audit corresponds directly to the real-time M5 XAUUSD chart, 50/100 EMA crossover lock, 2nd Blue Arrow trigger, and 5-Agent War Room deliberation broadcast 24/5 at https://www.klevai.co.uk/stream.