Raw Markdown
# Performance Report
**filters:** max_bps=500, zscore_threshold=2.0
*Note: z-score filter at 2.0 helps catch transactions that bypassed internal policy gates.*
| Category | Count | Mean bps | Std | Min | Max | IQR | Median bps | P25 | P75 | P95 | Skew | Kurtosis | Mean (trim) | Median (trim) | P25 (trim) | P75 (trim) | P95 (trim) | Skew (trim) | Kurtosis (trim) | Market mean | Market median |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| all | 202 | 15.3263 | 14.1152 | 0.0292 | 56.4588 | 25.0563 | 8.7992 | 2.9385 | 27.9948 | 36.4331 | 0.7637 | -0.4863 | 14.2069 | 8.3366 | 2.8562 | 26.9642 | 35.4755 | 0.5596 | -1.3175 ✅ | 150 | 120 |
| sequential | 197 | 15.7121 | 14.0812 | 1.2496 | 56.4588 | 24.5746 | 9.0122 | 3.5674 | 28.1420 | 36.4602 | 0.7385 | -0.5176 | 14.5755 | 8.7487 | 3.1316 | 27.3560 | 35.5070 | 0.5286 | -1.3568 ✅ | 80 | 75 |
| single | 5 | 0.1284 | 0.0603 | 0.0292 | 0.1840 | 0.0404 | 0.1532 | 0.1176 | 0.1580 | 0.1788 | -1.4533 | 2.1751 | 0.1532 | 0.1556 | 0.1443 | 0.1645 | 0.1801 | -0.5163 | 1.5000 ✅ | 100 | 90 |
*Field benchmark (e.g. Metamask fee + impact/gas): 87.5 bps*
*Legend: 🔥 mean exceeds field benchmark, ✅ at or below*
*Compared to a z-score cutoff of 3.0, the full-set mean is -0.3830 bps and median is -0.0506 bps.*
*Trimmed mean delta: -1.1194 bps, trimmed median delta: -0.4626 bps.*
## Key insights & alerts
- Overall mean cost (15.33 bps) is at or below the field benchmark (87.5 bps).
- Category 'sequential' has the highest mean cost (15.71 bps) among types.
- No anomalous trades were identified.
## Value at Risk
VaR shows the level of cost not expected to be exceeded more than (1-alpha) of the time; compare across categories to find where tail risk is highest.
| Category | VaR_0.05 | VaR_0.01 | CVaR_0.05 | CVaR_0.01 |
|---|---|---|---|---
| single | 0.0469 | 0.0327 | 0.0292 | 0.0292 |
| sequential | 1.6266 | 1.3634 | 1.4347 | 1.3046 |
| all | 1.4597 | 0.1532 | 0.8057 | 0.1000 |
*See var.csv/var.json for details.*
## Risk-adjusted metrics
Values <0 imply performance worse than the benchmark; values >1 are generally considered acceptable. Use Sortino when only downside risk matters.
| Category | Sharpe | Sortino |
|---|---|---
| single | -1449.1738 | -1449.1738 |
| sequential | -5.0982 | -5.0982 |
| all | -5.1132 | -5.1132 |
*See risk_metrics.csv/risk_metrics.json for details.*
## Correlations
A correlation matrix of bps by category is available in `correlation.csv`/`.json`.
### Rebates by pool
_no negative-cost trades grouped by pool_
### Rebates by network
_no negative-cost trades grouped by network_
## Benchmark comparison
| category | mean | field_diff | field_pct |
|---|---|---|---|
| single | 0.13 | -87.37 | -99.85 |
| sequential | 15.71 | -71.79 | -82.04 |
| all | 15.33 | -72.17 | -82.48 |
## Bandit/beam-search performance
_no bandit data available_
## Monthly Metrics
The monthly table below highlights how average fees have evolved; rapid changes often signal market events. See `monthly_stats.csv` or `monthly_stats.json` for details.
## Interactive Visuals
**Peak theoretical burst (2tx):** 1.00 tx/sec
**Peak theoretical burst (3tx):** 0.75 tx/sec
**Peak theoretical burst (5tx):** 0.62 tx/sec
**Peak theoretical burst (10tx):** 0.45 tx/sec
## Burst curve
Window | TPS
---|---
10 | 0.45
9 | 0.56
8 | 0.57
7 | 0.58
6 | 0.60
5 | 0.62
4 | 0.67
3 | 0.75
2 | 1.00
1 | inf
Several charts have interactive HTML versions; check the frontend or the public folder: `boxplots.html`, `velocity.html`, `violin.html`, `heatmap.html`.
## Distribution Visuals
These boxplots summarize the spread and outliers of the fee distribution by category; categories with very little data (e.g. `single`) are omitted. They highlight skew, quartiles, and any extreme trade costs. Compare categories side‑by‑side to see which transaction types are consistently cheaper or more volatile.
Overall histogram: `histogram.png` which shows the frequency of bps values across all trades so you can see whether costs cluster or have fat tails. A bimodal or long‑tailed shape may signal distinct trade behaviors or occasional cost spikes.
A monthly mean chart is available: `monthly_stats.png` showing trend in average fees over time, useful for spotting seasonality or regime shifts. Drops or surges often correspond to protocol upgrades, liquidity events, or macro noise.
A heatmap of transaction activity by hour/bin: `heatmap.png` (also animated as `heatmap.gif`) to reveal diurnal and weekday patterns in cost. Look for darker bands where executing may be cheaper or more expensive.
Violin plot of bps distributions: `violin.png` adding density estimates to the boxplots so you can gauge the full shape of each category's distribution. Thinner sections indicate low density; wide bulges show where most costs lie.
 *(see `boxplots.html` for interactive version)*
## Additional analytics
These supplementary charts dig into specific components and behaviors:
They can help pinpoint whether gas, fees, slippage or latency is the chief driver and whether learning algorithms are converging.
- **Cost breakdown** illustrates how gas, fees, slippage and latency each contribute to the all‑in cost.
- **Regret curve** tracks cumulative regret over time to assess decision quality.
- **Seasonality heatmap** exposes time-of-day/weekday effects on cost.
## Velocity
Hourly/daily velocity plots now include count, bps rate, change, acceleration and a derived momentum series. This chart helps identify bursts of activity or sudden cost spikes; the momentum series can warn of upcoming turbulence.
 *(see `velocity.html` for interactive version)*
Animated velocity: `velocity.gif`.
## Stochastic Analysis
Drift and volatility estimates obtained from a simple random walk model help contextualize whether costs behave like a random walk or trend over time. Simulated ABM/GBM paths serve as a sanity check for plausible future scenarios.
- Estimated drift (μ): 15.3263 bps
- Estimated volatility (σ): 14.1152 bps
 *(≈ arithmetic Brownian motion)*
 *(geometric Brownian motion)*
## Phase Statistics
Phase plots reveal how average fees changed during each defined phase. Transaction velocity by phase is visualized in `phase_velocity.png` and exported to `phase_velocity.csv`/`.json`.
See `phase_stats.csv` or `phase_stats.json` for details.
Those files also include the start/end date for every phase (and,
if a market benchmark file was provided, the corresponding market columns).
 *(red dashed = field benchmark)*
## Front‑run candidates
- count: 0 (see `front_run_candidates.csv` / `.json`)
## Missing USDC records
- count: 32 (see `missing_bps.csv` / `.json`)
- z-score outliers removed; check `zscore_outliers.csv`/`.json`
All data and charts live in the workspace folder.
## clip size Metrics
| clip size | Count | Raw count | Mean bps | Std | Min | Max | IQR | Median bps | P25 | P75 | P95 | Skew | Kurtosis | Mean (trim) | Median (trim) | P25 (trim) | P75 (trim) | P95 (trim) | Skew (trim) | Kurtosis (trim) |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 79 | 89 | 28.8482 | 7.8794 | 2.0000 | 52.5520 | 9.0750 | nan | 25.1590 | 34.2340 | 38.3439 | 29.6512 | 29.8650 | 25.7078 | 34.0365 | 36.2819 |
| 2 | 28 | 28 | 1.9925 | 0.7346 | 1.2496 | 4.5132 | 0.4534 | nan | 1.5868 | 2.0402 | 3.4726 | 1.7139 | 1.7884 | 1.4954 | 1.8678 | 2.1645 |
| 3 | 90 | 90 | 8.4498 | 10.7873 | 1.4692 | 56.4588 | 5.3660 | nan | 3.5686 | 8.9346 | 25.3614 | 5.5004 | 4.8882 | 3.1131 | 8.1202 | 9.8326 |
*clip size benchmarks provided in phase_stats.csv if available.*
*Note: raw_count is before application of filters (max_bps/zscore).*
*Field benchmark (Metamask fee etc) remains 87.5 bps as a reference.*
## Deployment Sophistication
A bar chart of monthly deployment counts/methods is saved as `deployment_vis.png`.
- Total deployment transactions: 22
- Unique contracts deployed: 0
- Methods used:
- Deploy: 10
- Upgrade To: 7
- Initialize: 5
- Deployment period: 2025-10-08 through 2025-12-30
- 2025-10 Deploy: 10 txns, $0.14 total, $0.01 avg, 0.0000 ETH total, 0.0000 ETH avg fee
- 2025-10 Upgrade To: 7 txns, $0.01 total, $0.00 avg, 0.0000 ETH total, 0.0000 ETH avg fee
- 2025-12 Initialize: 5 txns, $0.00 total, $0.00 avg, 0.0000 ETH total, 0.0000 ETH avg fee
## Raw data exports
### summary.csv
```csv
category,count,mean,median,std,min,max,iqr,p25,p75,p95,skew,kurtosis,mean_trim,median_trim,p25_trim,p75_trim,p95_trim,skew_trim,kurtosis_trim,cat
all,202,15.326323312035674,8.799249999999859,14.115182368311165,0.02920000000017353,56.45880000000005,25.056299999999965,2.9385250000000696,27.994825000000034,36.43310000000052,0.7637247446267016,-0.486261694692538,14.206944944036751,8.336649999999679,2.856199999999731,26.964249999999357,35.4755,0.5596356976990545,-1.3174547744000087,
deployment,0,,,,,,,,,,,,,,,,,,,
error,0,,,,,,,,,,,,,,,,,,,
other,0,,,,,,,,,,,,,,,,,,,
sequential,197,15.712057406249773,9.012199999999382,14.081160945564944,1.249599999999873,56.45880000000005,24.574600000000757,3.5674000000000206,28.142000000000778,36.4602000000005,0.7384578482918088,-0.517600385786078,14.575493241001062,8.748699999999587,3.1316000000003896,27.356000000000158,35.506999999999955,0.5285809525737376,-1.3567971572431585,
single,5,0.12840000000011287,0.15319999999974243,0.06029062945431638,0.02920000000017353,0.18400000000013958,0.04040000000031796,0.1176000000000954,0.15800000000041337,0.17880000000019433,-1.4532858244549531,2.1750901857688056,0.1532000000000977,0.1556000000000779,0.14429999999983067,0.16450000000034493,0.18010000000018064,-0.5162511727519093,1.4999999999552447,
```
### summary.json
```json
[
{
"category":"all",
"count":202,
"mean":15.326323312,
"median":8.79925,
"std":14.1151823683,
"min":0.0292,
"max":56.4588,
"iqr":25.0563,
"p25":2.938525,
"p75":27.994825,
"p95":36.4331,
"skew":0.7637247446,
"kurtosis":-0.4862616947,
"mean_trim":14.206944944,
"median_trim":8.33665,
"p25_trim":2.8562,
"p75_trim":26.96425,
"p95_trim":35.4755,
"skew_trim":0.5596356977,
"kurtosis_trim":-1.3174547744,
"cat":null
},
{
"category":"deployment",
"count":0,
"mean":null,
"median":null,
"std":null,
"min":null,
"max":null,
"iqr":null,
"p25":null,
"p75":null,
"p95":null,
"skew":null,
"kurtosis":null,
"mean_trim":null,
"median_trim":null,
"p25_trim":null,
"p75_trim":null,
"p95_trim":null,
"skew_trim":null,
"kurtosis_trim":null,
"cat":null
},
{
"category":"error",
"count":0,
"mean":null,
"median":null,
"std":null,
"min":null,
"max":null,
"iqr":null,
"p25":null,
"p75":null,
"p95":null,
"skew":null,
"kurtosis":null,
"mean_trim":null,
"median_trim":null,
"p25_trim":null,
"p75_trim":null,
"p95_trim":null,
"skew_trim":null,
"kurtosis_trim":null,
"cat":null
},
{
"category":"other",
"count":0,
"mean":null,
"median":null,
"std":null,
"min":null,
"max":null,
"iqr":null,
"p25":null,
"p75":null,
"p95":null,
"skew":null,
"kurtosis":null,
"mean_trim":null,
"median_trim":null,
"p25_trim":null,
"p75_trim":null,
"p95_trim":null,
"skew_trim":null,
"kurtosis_trim":null,
"cat":null
},
{
"category":"sequential",
"count":197,
"mean":15.7120574062,
"median":9.0122,
"std":14.0811609456,
"min":1.2496,
"max":56.4588,
"iqr":24.5746,
"p25":3.5674,
"p75":28.142,
"p95":36.4602,
"skew":0.7384578483,
"kurtosis":-0.5176003858,
"mean_trim":14.575493241,
"median_trim":8.7487,
"p25_trim":3.1316,
"p75_trim":27.356,
"p95_trim":35.507,
"skew_trim":0.5285809526,
"kurtosis_trim":-1.3567971572,
"cat":null
},
{
"category":"single",
"count":5,
"mean":0.1284,
"median":0.1532,
"std":0.0602906295,
"min":0.0292,
"max":0.184,
"iqr":0.0404,
"p25":0.1176,
"p75":0.158,
"p95":0.1788,
"skew":-1.4532858245,
"kurtosis":2.1750901858,
"mean_trim":0.1532,
"median_trim":0.1556,
"p25_trim":0.1443,
"p75_trim":0.1645,
"p95_trim":0.1801,
"skew_trim":-0.5162511728,
"kurtosis_trim":1.5,
"cat":null
}
]```
### monthly_stats.csv
```csv
month,level_1,count,mean,median,std,min,max,p25,p75,p95,skew,kurtosis,iqr,bps
2025-10,mean_trim,113,22.87121150442486,25.944000000000855,12.268370507839869,1.4691999999996597,52.552000000000376,9.792699999999854,32.235000000000014,37.16459999999982,-0.32254395798503915,-0.8974613969767717,22.44230000000016,22.60620446428579
2025-10,median_trim,113,22.87121150442486,25.944000000000855,12.268370507839869,1.4691999999996597,52.552000000000376,9.792699999999854,32.235000000000014,37.16459999999982,-0.32254395798503915,-0.8974613969767717,22.44230000000016,25.7865000000006
2025-10,std_trim,113,22.87121150442486,25.944000000000855,12.268370507839869,1.4691999999996597,52.552000000000376,9.792699999999854,32.235000000000014,37.16459999999982,-0.32254395798503915,-0.8974613969767717,22.44230000000016,11.9942297114363
2025-10,min_trim,113,22.87121150442486,25.944000000000855,12.268370507839869,1.4691999999996597,52.552000000000376,9.792699999999854,32.235000000000014,37.16459999999982,-0.32254395798503915,-0.8974613969767717,22.44230000000016,1.4691999999996597
2025-10,max_trim,113,22.87121150442486,25.944000000000855,12.268370507839869,1.4691999999996597,52.552000000000376,9.792699999999854,32.235000000000014,37.16459999999982,-0.32254395798503915,-0.8974613969767717,22.44230000000016,45.1114000000004
2025-10,p25_trim,113,22.87121150442486,25.944000000000855,12.268370507839869,1.4691999999996597,52.552000000000376,9.792699999999854,32.235000000000014,37.16459999999982,-0.32254395798503915,-0.8974613969767717,22.44230000000016,9.780624999999787
2025-10,p75_trim,113,22.87121150442486,25.944000000000855,12.268370507839869,1.4691999999996597,52.552000000000376,9.792699999999854,32.235000000000014,37.16459999999982,-0.32254395798503915,-0.8974613969767717,22.44230000000016,31.999500000000403
2025-10,p95_trim,113,22.87121150442486,25.944000000000855,12.268370507839869,1.4691999999996597,52.552000000000376,9.792699999999854,32.235000000000014,37.16459999999982,-0.32254395798503915,-0.8974613969767717,22.44230000000016,36.470450000000376
2025-10,iqr_trim,113,22.87121150442486,25.944000000000855,12.268370507839869,1.4691999999996597,52.552000000000376,9.792699999999854,32.235000000000014,37.16459999999982,-0.32254395798503915,-0.8974613969767717,22.44230000000016,22.218875000000615
2025-10,skew_trim,113,22.87121150442486,25.944000000000855,12.268370507839869,1.4691999999996597,52.552000000000376,9.792699999999854,32.235000000000014,37.16459999999982,-0.32254395798503915,-0.8974613969767717,22.44230000000016,-0.4198343194089721
2025-10,kurtosis_trim,113,22.87121150442486,25.944000000000855,12.268370507839869,1.4691999999996597,52.552000000000376,9.792699999999854,32.235000000000014,37.16459999999982,-0.32254395798503915,-0.8974613969767717,22.44230000000016,-1.0669761434991725
2025-11,mean_trim,58,7.899593103448263,4.928100000000057,11.689517559295416,1.5198999999995522,56.45880000000005,3.6026499999998407,8.083475000000462,16.9684499999994,3.8613803103378106,14.219627606237788,4.480825000000621,5.252703636363611
2025-11,median_trim,58,7.899593103448263,4.928100000000057,11.689517559295416,1.5198999999995522,56.45880000000005,3.6026499999998407,8.083475000000462,16.9684499999994,3.8613803103378106,14.219627606237788,4.480825000000621,4.79090000000042
2025-11,std_trim,58,7.899593103448263,4.928100000000057,11.689517559295416,1.5198999999995522,56.45880000000005,3.6026499999998407,8.083475000000462,16.9684499999994,3.8613803103378106,14.219627606237788,4.480825000000621,2.505600678773099
2025-11,min_trim,58,7.899593103448263,4.928100000000057,11.689517559295416,1.5198999999995522,56.45880000000005,3.6026499999998407,8.083475000000462,16.9684499999994,3.8613803103378106,14.219627606237788,4.480825000000621,1.5198999999995522
2025-11,max_trim,58,7.899593103448263,4.928100000000057,11.689517559295416,1.5198999999995522,56.45880000000005,3.6026499999998407,8.083475000000462,16.9684499999994,3.8613803103378106,14.219627606237788,4.480825000000621,10.011299999999324
2025-11,p25_trim,58,7.899593103448263,4.928100000000057,11.689517559295416,1.5198999999995522,56.45880000000005,3.6026499999998407,8.083475000000462,16.9684499999994,3.8613803103378106,14.219627606237788,4.480825000000621,3.5814999999999486
2025-11,p75_trim,58,7.899593103448263,4.928100000000057,11.689517559295416,1.5198999999995522,56.45880000000005,3.6026499999998407,8.083475000000462,16.9684499999994,3.8613803103378106,14.219627606237788,4.480825000000621,7.131799999999799
2025-11,p95_trim,58,7.899593103448263,4.928100000000057,11.689517559295416,1.5198999999995522,56.45880000000005,3.6026499999998407,8.083475000000462,16.9684499999994,3.8613803103378106,14.219627606237788,4.480825000000621,9.699250000000461
2025-11,iqr_trim,58,7.899593103448263,4.928100000000057,11.689517559295416,1.5198999999995522,56.45880000000005,3.6026499999998407,8.083475000000462,16.9684499999994,3.8613803103378106,14.219627606237788,4.480825000000621,3.550299999999851
2025-11,skew_trim,58,7.899593103448263,4.928100000000057,11.689517559295416,1.5198999999995522,56.45880000000005,3.6026499999998407,8.083475000000462,16.9684499999994,3.8613803103378106,14.219627606237788,4.480825000000621,0.42183979641415753
2025-11,kurtosis_trim,58,7.899593103448263,4.928100000000057,11.689517559295416,1.5198999999995522,56.45880000000005,3.6026499999998407,8.083475000000462,16.9684499999994,3.8613803103378106,14.219627606237788,4.480825000000621,-0.9676951778412279
2025-12,mean_trim,31,1.719161581651531,1.789599999999325,0.9879539131908727,0.02920000000017353,4.513199999999529,1.3719999999999288,1.977206896551785,3.3088000000006446,0.5190414958042492,1.671396872344313,0.6052068965518562,1.762309501418034
2025-12,median_trim,31,1.719161581651531,1.789599999999325,0.9879539131908727,0.02920000000017353,4.513199999999529,1.3719999999999288,1.977206896551785,3.3088000000006446,0.5190414958042492,1.671396872344313,0.6052068965518562,1.808399999999466
2025-12,std_trim,31,1.719161581651531,1.789599999999325,0.9879539131908727,0.02920000000017353,4.513199999999529,1.3719999999999288,1.977206896551785,3.3088000000006446,0.5190414958042492,1.671396872344313,0.6052068965518562,0.3126874175485194
2025-12,min_trim,31,1.719161581651531,1.789599999999325,0.9879539131908727,0.02920000000017353,4.513199999999529,1.3719999999999288,1.977206896551785,3.3088000000006446,0.5190414958042492,1.671396872344313,0.6052068965518562,1.249599999999873
2025-12,max_trim,31,1.719161581651531,1.789599999999325,0.9879539131908727,0.02920000000017353,4.513199999999529,1.3719999999999288,1.977206896551785,3.3088000000006446,0.5190414958042492,1.671396872344313,0.6052068965518562,2.486799999999789
2025-12,p25_trim,31,1.719161581651531,1.789599999999325,0.9879539131908727,0.02920000000017353,4.513199999999529,1.3719999999999288,1.977206896551785,3.3088000000006446,0.5190414958042492,1.671396872344313,0.6052068965518562,1.5023999999993265
2025-12,p75_trim,31,1.719161581651531,1.789599999999325,0.9879539131908727,0.02920000000017353,4.513199999999529,1.3719999999999288,1.977206896551785,3.3088000000006446,0.5190414958042492,1.671396872344313,0.6052068965518562,1.8865999999999161
2025-12,p95_trim,31,1.719161581651531,1.789599999999325,0.9879539131908727,0.02920000000017353,4.513199999999529,1.3719999999999288,1.977206896551785,3.3088000000006446,0.5190414958042492,1.671396872344313,0.6052068965518562,2.23141547619032
2025-12,iqr_trim,31,1.719161581651531,1.789599999999325,0.9879539131908727,0.02920000000017353,4.513199999999529,1.3719999999999288,1.977206896551785,3.3088000000006446,0.5190414958042492,1.671396872344313,0.6052068965518562,0.3842000000005896
2025-12,skew_trim,31,1.719161581651531,1.789599999999325,0.9879539131908727,0.02920000000017353,4.513199999999529,1.3719999999999288,1.977206896551785,3.3088000000006446,0.5190414958042492,1.671396872344313,0.6052068965518562,0.3262812922894321
2025-12,kurtosis_trim,31,1.719161581651531,1.789599999999325,0.9879539131908727,0.02920000000017353,4.513199999999529,1.3719999999999288,1.977206896551785,3.3088000000006446,0.5190414958042492,1.671396872344313,0.6052068965518562,0.02099468636147117
2026-01,mean_trim,0,,,,,,,,,,,,
2026-01,median_trim,0,,,,,,,,,,,,
2026-01,std_trim,0,,,,,,,,,,,,
2026-01,min_trim,0,,,,,,,,,,,,
2026-01,max_trim,0,,,,,,,,,,,,
2026-01,p25_trim,0,,,,,,,,,,,,
2026-01,p75_trim,0,,,,,,,,,,,,
2026-01,p95_trim,0,,,,,,,,,,,,
2026-01,iqr_trim,0,,,,,,,,,,,,
2026-01,skew_trim,0,,,,,,,,,,,,
2026-01,kurtosis_trim,0,,,,,,,,,,,,
```
### monthly_stats.json
```json
[
{
"month":"2025-10",
"level_1":"mean_trim",
"count":113,
"mean":22.8712115044,
"median":25.944,
"std":12.2683705078,
"min":1.4692,
"max":52.552,
"p25":9.7927,
"p75":32.235,
"p95":37.1646,
"skew":-0.322543958,
"kurtosis":-0.897461397,
"iqr":22.4423,
"bps":22.6062044643
},
{
"month":"2025-10",
"level_1":"median_trim",
"count":113,
"mean":22.8712115044,
"median":25.944,
"std":12.2683705078,
"min":1.4692,
"max":52.552,
"p25":9.7927,
"p75":32.235,
"p95":37.1646,
"skew":-0.322543958,
"kurtosis":-0.897461397,
"iqr":22.4423,
"bps":25.7865
},
{
"month":"2025-10",
"level_1":"std_trim",
"count":113,
"mean":22.8712115044,
"median":25.944,
"std":12.2683705078,
"min":1.4692,
"max":52.552,
"p25":9.7927,
"p75":32.235,
"p95":37.1646,
"skew":-0.322543958,
"kurtosis":-0.897461397,
"iqr":22.4423,
"bps":11.9942297114
},
{
"month":"2025-10",
"level_1":"min_trim",
"count":113,
"mean":22.8712115044,
"median":25.944,
"std":12.2683705078,
"min":1.4692,
"max":52.552,
"p25":9.7927,
"p75":32.235,
"p95":37.1646,
"skew":-0.322543958,
"kurtosis":-0.897461397,
"iqr":22.4423,
"bps":1.4692
},
{
"month":"2025-10",
"level_1":"max_trim",
"count":113,
"mean":22.8712115044,
"median":25.944,
"std":12.2683705078,
"min":1.4692,
"max":52.552,
"p25":9.7927,
"p75":32.235,
"p95":37.1646,
"skew":-0.322543958,
"kurtosis":-0.897461397,
"iqr":22.4423,
"bps":45.1114
},
{
"month":"2025-10",
"level_1":"p25_trim",
"count":113,
"mean":22.8712115044,
"median":25.944,
"std":12.2683705078,
"min":1.4692,
"max":52.552,
"p25":9.7927,
"p75":32.235,
"p95":37.1646,
"skew":-0.322543958,
"kurtosis":-0.897461397,
"iqr":22.4423,
"bps":9.780625
},
{
"month":"2025-10",
"level_1":"p75_trim",
"count":113,
"mean":22.8712115044,
"median":25.944,
"std":12.2683705078,
"min":1.4692,
"max":52.552,
"p25":9.7927,
"p75":32.235,
"p95":37.1646,
"skew":-0.322543958,
"kurtosis":-0.897461397,
"iqr":22.4423,
"bps":31.9995
},
{
"month":"2025-10",
"level_1":"p95_trim",
"count":113,
"mean":22.8712115044,
"median":25.944,
"std":12.2683705078,
"min":1.4692,
"max":52.552,
"p25":9.7927,
"p75":32.235,
"p95":37.1646,
"skew":-0.322543958,
"kurtosis":-0.897461397,
"iqr":22.4423,
"bps":36.47045
},
{
"month":"2025-10",
"level_1":"iqr_trim",
"count":113,
"mean":22.8712115044,
"median":25.944,
"std":12.2683705078,
"min":1.4692,
"max":52.552,
"p25":9.7927,
"p75":32.235,
"p95":37.1646,
"skew":-0.322543958,
"kurtosis":-0.897461397,
"iqr":22.4423,
"bps":22.218875
},
{
"month":"2025-10",
"level_1":"skew_trim",
"count":113,
"mean":22.8712115044,
"median":25.944,
"std":12.2683705078,
"min":1.4692,
"max":52.552,
"p25":9.7927,
"p75":32.235,
"p95":37.1646,
"skew":-0.322543958,
"kurtosis":-0.897461397,
"iqr":22.4423,
"bps":-0.4198343194
},
{
"month":"2025-10",
"level_1":"kurtosis_trim",
"count":113,
"mean":22.8712115044,
"median":25.944,
"std":12.2683705078,
"min":1.4692,
"max":52.552,
"p25":9.7927,
"p75":32.235,
"p95":37.1646,
"skew":-0.322543958,
"kurtosis":-0.897461397,
"iqr":22.4423,
"bps":-1.0669761435
},
{
"month":"2025-11",
"level_1":"mean_trim",
"count":58,
"mean":7.8995931034,
"median":4.9281,
"std":11.6895175593,
"min":1.5199,
"max":56.4588,
"p25":3.60265,
"p75":8.083475,
"p95":16.96845,
"skew":3.8613803103,
"kurtosis":14.2196276062,
"iqr":4.480825,
"bps":5.2527036364
},
{
"month":"2025-11",
"level_1":"median_trim",
"count":58,
"mean":7.8995931034,
"median":4.9281,
"std":11.6895175593,
"min":1.5199,
"max":56.4588,
"p25":3.60265,
"p75":8.083475,
"p95":16.96845,
"skew":3.8613803103,
"kurtosis":14.2196276062,
"iqr":4.480825,
"bps":4.7909
},
{
"month":"2025-11",
"level_1":"std_trim",
"count":58,
"mean":7.8995931034,
"median":4.9281,
"std":11.6895175593,
"min":1.5199,
"max":56.4588,
"p25":3.60265,
"p75":8.083475,
"p95":16.96845,
"skew":3.8613803103,
"kurtosis":14.2196276062,
"iqr":4.480825,
"bps":2.5056006788
},
{
"month":"2025-11",
"level_1":"min_trim",
"count":58,
"mean":7.8995931034,
"median":4.9281,
"std":11.6895175593,
"min":1.5199,
"max":56.4588,
"p25":3.60265,
"p75":8.083475,
"p95":16.96845,
"skew":3.8613803103,
"kurtosis":14.2196276062,
"iqr":4.480825,
"bps":1.5199
},
{
"month":"2025-11",
"level_1":"max_trim",
"count":58,
"mean":7.8995931034,
"median":4.9281,
"std":11.6895175593,
"min":1.5199,
"max":56.4588,
"p25":3.60265,
"p75":8.083475,
"p95":16.96845,
"skew":3.8613803103,
"kurtosis":14.2196276062,
"iqr":4.480825,
"bps":10.0113
},
{
"month":"2025-11",
"level_1":"p25_trim",
"count":58,
"mean":7.8995931034,
"median":4.9281,
"std":11.6895175593,
"min":1.5199,
"max":56.4588,
"p25":3.60265,
"p75":8.083475,
"p95":16.96845,
"skew":3.8613803103,
"kurtosis":14.2196276062,
"iqr":4.480825,
"bps":3.5815
},
{
"month":"2025-11",
"level_1":"p75_trim",
"count":58,
"mean":7.8995931034,
"median":4.9281,
"std":11.6895175593,
"min":1.5199,
"max":56.4588,
"p25":3.60265,
"p75":8.083475,
"p95":16.96845,
"skew":3.8613803103,
"kurtosis":14.2196276062,
"iqr":4.480825,
"bps":7.1318
},
{
"month":"2025-11",
"level_1":"p95_trim",
"count":58,
"mean":7.8995931034,
"median":4.9281,
"std":11.6895175593,
"min":1.5199,
"max":56.4588,
"p25":3.60265,
"p75":8.083475,
"p95":16.96845,
"skew":3.8613803103,
"kurtosis":14.2196276062,
"iqr":4.480825,
"bps":9.69925
},
{
"month":"2025-11",
"level_1":"iqr_trim",
"count":58,
"mean":7.8995931034,
"median":4.9281,
"std":11.6895175593,
"min":1.5199,
"max":56.4588,
"p25":3.60265,
"p75":8.083475,
"p95":16.96845,
"skew":3.8613803103,
"kurtosis":14.2196276062,
"iqr":4.480825,
"bps":3.5503
},
{
"month":"2025-11",
"level_1":"skew_trim",
"count":58,
"mean":7.8995931034,
"median":4.9281,
"std":11.6895175593,
"min":1.5199,
"max":56.4588,
"p25":3.60265,
"p75":8.083475,
"p95":16.96845,
"skew":3.8613803103,
"kurtosis":14.2196276062,
"iqr":4.480825,
"bps":0.4218397964
},
{
"month":"2025-11",
"level_1":"kurtosis_trim",
"count":58,
"mean":7.8995931034,
"median":4.9281,
"std":11.6895175593,
"min":1.5199,
"max":56.4588,
"p25":3.60265,
"p75":8.083475,
"p95":16.96845,
"skew":3.8613803103,
"kurtosis":14.2196276062,
"iqr":4.480825,
"bps":-0.9676951778
},
{
"month":"2025-12",
"level_1":"mean_trim",
"count":31,
"mean":1.7191615817,
"median":1.7896,
"std":0.9879539132,
"min":0.0292,
"max":4.5132,
"p25":1.372,
"p75":1.9772068966,
"p95":3.3088,
"skew":0.5190414958,
"kurtosis":1.6713968723,
"iqr":0.6052068966,
"bps":1.7623095014
},
{
"month":"2025-12",
"level_1":"median_trim",
"count":31,
"mean":1.7191615817,
"median":1.7896,
"std":0.9879539132,
"min":0.0292,
"max":4.5132,
"p25":1.372,
"p75":1.9772068966,
"p95":3.3088,
"skew":0.5190414958,
"kurtosis":1.6713968723,
"iqr":0.6052068966,
"bps":1.8084
},
{
"month":"2025-12",
"level_1":"std_trim",
"count":31,
"mean":1.7191615817,
"median":1.7896,
"std":0.9879539132,
"min":0.0292,
"max":4.5132,
"p25":1.372,
"p75":1.9772068966,
"p95":3.3088,
"skew":0.5190414958,
"kurtosis":1.6713968723,
"iqr":0.6052068966,
"bps":0.3126874175
},
{
"month":"2025-12",
"level_1":"min_trim",
"count":31,
"mean":1.7191615817,
"median":1.7896,
"std":0.9879539132,
"min":0.0292,
"max":4.5132,
"p25":1.372,
"p75":1.9772068966,
"p95":3.3088,
"skew":0.5190414958,
"kurtosis":1.6713968723,
"iqr":0.6052068966,
"bps":1.2496
},
{
"month":"2025-12",
"level_1":"max_trim",
"count":31,
"mean":1.7191615817,
"median":1.7896,
"std":0.9879539132,
"min":0.0292,
"max":4.5132,
"p25":1.372,
"p75":1.9772068966,
"p95":3.3088,
"skew":0.5190414958,
"kurtosis":1.6713968723,
"iqr":0.6052068966,
"bps":2.4868
},
{
"month":"2025-12",
"level_1":"p25_trim",
"count":31,
"mean":1.7191615817,
"median":1.7896,
"std":0.9879539132,
"min":0.0292,
"max":4.5132,
"p25":1.372,
"p75":1.9772068966,
"p95":3.3088,
"skew":0.5190414958,
"kurtosis":1.6713968723,
"iqr":0.6052068966,
"bps":1.5024
},
{
"month":"2025-12",
"level_1":"p75_trim",
"count":31,
"mean":1.7191615817,
"median":1.7896,
"std":0.9879539132,
"min":0.0292,
"max":4.5132,
"p25":1.372,
"p75":1.9772068966,
"p95":3.3088,
"skew":0.5190414958,
"kurtosis":1.6713968723,
"iqr":0.6052068966,
"bps":1.8866
},
{
"month":"2025-12",
"level_1":"p95_trim",
"count":31,
"mean":1.7191615817,
"median":1.7896,
"std":0.9879539132,
"min":0.0292,
"max":4.5132,
"p25":1.372,
"p75":1.9772068966,
"p95":3.3088,
"skew":0.5190414958,
"kurtosis":1.6713968723,
"iqr":0.6052068966,
"bps":2.2314154762
},
{
"month":"2025-12",
"level_1":"iqr_trim",
"count":31,
"mean":1.7191615817,
"median":1.7896,
"std":0.9879539132,
"min":0.0292,
"max":4.5132,
"p25":1.372,
"p75":1.9772068966,
"p95":3.3088,
"skew":0.5190414958,
"kurtosis":1.6713968723,
"iqr":0.6052068966,
"bps":0.3842
},
{
"month":"2025-12",
"level_1":"skew_trim",
"count":31,
"mean":1.7191615817,
"median":1.7896,
"std":0.9879539132,
"min":0.0292,
"max":4.5132,
"p25":1.372,
"p75":1.9772068966,
"p95":3.3088,
"skew":0.5190414958,
"kurtosis":1.6713968723,
"iqr":0.6052068966,
"bps":0.3262812923
},
{
"month":"2025-12",
"level_1":"kurtosis_trim",
"count":31,
"mean":1.7191615817,
"median":1.7896,
"std":0.9879539132,
"min":0.0292,
"max":4.5132,
"p25":1.372,
"p75":1.9772068966,
"p95":3.3088,
"skew":0.5190414958,
"kurtosis":1.6713968723,
"iqr":0.6052068966,
"bps":0.0209946864
},
{
"month":"2026-01",
"level_1":"mean_trim",
"count":0,
"mean":null,
"median":null,
"std":null,
"min":null,
"max":null,
"p25":null,
"p75":null,
"p95":null,
"skew":null,
"kurtosis":null,
"iqr":null,
"bps":null
},
{
"month":"2026-01",
"level_1":"median_trim",
"count":0,
"mean":null,
"median":null,
"std":null,
"min":null,
"max":null,
"p25":null,
"p75":null,
"p95":null,
"skew":null,
"kurtosis":null,
"iqr":null,
"bps":null
},
{
"month":"2026-01",
"level_1":"std_trim",
"count":0,
"mean":null,
"median":null,
"std":null,
"min":null,
"max":null,
"p25":null,
"p75":null,
"p95":null,
"skew":null,
"kurtosis":null,
"iqr":null,
"bps":null
},
{
"month":"2026-01",
"level_1":"min_trim",
"count":0,
"mean":null,
"median":null,
"std":null,
"min":null,
"max":null,
"p25":null,
"p75":null,
"p95":null,
"skew":null,
"kurtosis":null,
"iqr":null,
"bps":null
},
{
"month":"2026-01",
"level_1":"max_trim",
"count":0,
"mean":null,
"median":null,
"std":null,
"min":null,
"max":null,
"p25":null,
"p75":null,
"p95":null,
"skew":null,
"kurtosis":null,
"iqr":null,
"bps":null
},
{
"month":"2026-01",
"level_1":"p25_trim",
"count":0,
"mean":null,
"median":null,
"std":null,
"min":null,
"max":null,
"p25":null,
"p75":null,
"p95":null,
"skew":null,
"kurtosis":null,
"iqr":null,
"bps":null
},
{
"month":"2026-01",
"level_1":"p75_trim",
"count":0,
"mean":null,
"median":null,
"std":null,
"min":null,
"max":null,
"p25":null,
"p75":null,
"p95":null,
"skew":null,
"kurtosis":null,
"iqr":null,
"bps":null
},
{
"month":"2026-01",
"level_1":"p95_trim",
"count":0,
"mean":null,
"median":null,
"std":null,
"min":null,
"max":null,
"p25":null,
"p75":null,
"p95":null,
"skew":null,
"kurtosis":null,
"iqr":null,
"bps":null
},
{
"month":"2026-01",
"level_1":"iqr_trim",
"count":0,
"mean":null,
"median":null,
"std":null,
"min":null,
"max":null,
"p25":null,
"p75":null,
"p95":null,
"skew":null,
"kurtosis":null,
"iqr":null,
"bps":null
},
{
"month":"2026-01",
"level_1":"skew_trim",
"count":0,
"mean":null,
"median":null,
"std":null,
"min":null,
"max":null,
"p25":null,
"p75":null,
"p95":null,
"skew":null,
"kurtosis":null,
"iqr":null,
"bps":null
},
{
"month":"2026-01",
"level_1":"kurtosis_trim",
"count":0,
"mean":null,
"median":null,
"std":null,
"min":null,
"max":null,
"p25":null,
"p75":null,
"p95":null,
"skew":null,
"kurtosis":null,
"iqr":null,
"bps":null
}
]```
### var.csv
```csv
category,VaR_0.05,VaR_0.01,CVaR_0.05,CVaR_0.01
single,0.046880000000157906,0.03273600000017041,0.02920000000017353,0.02920000000017353
sequential,1.6266399999994976,1.3634400000005371,1.434669999999869,1.3046000000002778
all,1.4596999999993443,0.15324799999974914,0.8057090909090903,0.1000000000000038
```
### var.json
```json
[
{
"VaR_0.05":0.04688,
"VaR_0.01":0.032736,
"CVaR_0.05":0.0292,
"CVaR_0.01":0.0292
},
{
"VaR_0.05":1.62664,
"VaR_0.01":1.36344,
"CVaR_0.05":1.43467,
"CVaR_0.01":1.3046
},
{
"VaR_0.05":1.4597,
"VaR_0.01":0.153248,
"CVaR_0.05":0.8057090909,
"CVaR_0.01":0.1
}
]```
### risk_metrics.csv
```csv
category,Sharpe,Sortino
single,-1449.173790202396,-1449.173790202396
sequential,-5.098155107470795,-5.098155107470795
all,-5.113194771751268,-5.113194771751268
```
### risk_metrics.json
```json
[
{
"Sharpe":-1449.1737902024,
"Sortino":-1449.1737902024
},
{
"Sharpe":-5.0981551075,
"Sortino":-5.0981551075
},
{
"Sharpe":-5.1131947718,
"Sortino":-5.1131947718
}
]```
### correlation.csv
```csv
category,sequential,single
sequential,1.0,
single,,1.0
```
### correlation.json
```json
{
"columns":[
"sequential",
"single"
],
"index":[
"sequential",
"single"
],
"data":[
[
1.0,
null
],
[
null,
1.0
]
]
}```
### benchmark_comparison.csv
```csv
category,mean,field_diff,field_pct
single,0.12840000000011287,-87.37159999999989,-99.85325714285702
sequential,15.712057406249773,-71.78794259375023,-82.04336296428598
all,15.326323312035674,-72.17367668796433,-82.4842019291021
```
### deployment_summary.csv
```csv
ContractAddress,count
0xAAA,2
0xBBB,1
```
### deployment_monthly.csv
```csv
month,Method,count,fee_usd,fee_eth
2025-10,Deploy,10,0.14326462026263828,4.47291536581e-05
2025-10,Upgrade To,7,0.0103110474525447,3.2192485832999998e-06
2025-12,Initialize,5,0.0016609006624185,5.185556683e-07
```
### phase_stats.csv
```csv
phase,count,mean,std,min,max,p25,p75,p95,skew,kurtosis,iqr,mean_trim,median_trim,std_trim,min_trim,max_trim,p25_trim,p75_trim,p95_trim,start,end,raw_count,market_mean,market_median
1,79,28.848151898734272,7.879365572353197,2.000000000000668,52.552000000000376,25.159000000000376,34.233999999999654,38.34389999999956,-0.6311029762809754,2.3016230489102525,9.074999999999278,29.651200000000088,29.86500000000003,4.979756098444939,18.73699999999978,39.89100000000079,25.707750000000473,34.036500000000025,36.2819,2025-10-27,2025-10-31,89,120,115
2,28,1.992457465399891,0.7346267587548059,1.249599999999873,4.513199999999529,1.5868000000001103,2.0402270114942422,3.4726000000006234,2.1849007935507183,5.248905826181077,0.4534270114941319,1.713948218747696,1.7883999999995126,0.26564440651560217,1.249599999999873,2.2339285714283768,1.4953999999995915,1.8678000000001305,2.164541379310849,2025-11-30,2025-12-17,28,100,98
3,90,8.449805555555562,10.78729559941097,1.4691999999996597,56.45880000000005,3.5686000000001883,8.934550000000385,25.361435000000068,3.5387356654551905,12.830880376339381,5.365950000000197,5.500446913580239,4.888200000000609,2.7110278908140693,1.4691999999996597,10.730499999999665,3.113100000000202,8.120200000000466,9.832600000000014,2025-10-27,2025-11-02,90,90,88
```
### phase_velocity.csv
```csv
DateTime,count,bps_sum,phase
2025-01-01,5,15,1
```