Added value: +{
+  "description": "Only meaningful when the request declared confirmationSources — how many candidates cleared confirmation and became one of the Trades above.",
+  "type": "integer"
+}

Added value: +{
+  "description": "Only meaningful when the request declared confirmationSources — how many candidates were dropped before trade simulation because they weren't corroborated. ConfirmedSignalsCount + UnconfirmedSignalsCount is the total candidate count, same as what a backtest without confirmationSources would have produced.",
+  "type": "integer"
+}

Added value: +{
+  "description": "Number of candles the analyser processed for this backtest. Null until Status is \"Completed\". This is raw volume, not the plan's billing unit — see UnitsConsumed for that.",
+  "type": [
+    "integer",
+    "null"
+  ]
+}

Previous value: -"Number of candles the analyser processed for this backtest. Null until Status is \"Completed\"."New value: +"The actual execution-unit cost of this backtest, matching what's debited from the account's plan balance (CandlesProcessed normalized by the account's candles-per-unit rate). Null until Status is \"Completed\"."

Previous value: -[
-  "integer",
-  "null"
-]New value: +[
+  "number",
+  "null"
+]

Previous value: -"Trades where both stop-loss and take-profit were hit on the same candle (resolved as stop-loss)."New value: +"Trades where both stop-loss and take-profit were hit on the same candle (resolved as stop-loss). A high BothHit relative to Trades means many trades' outcome was decided by the engine's stop-wins-ties precedence rule rather than real intracandle price path data — treat results with more skepticism the higher this ratio is."

Previous value: -"For each condition name (see strategySnapshotJson.conditions): fraction of candles where it was true."New value: +"For each possible count of simultaneously-true conditions (0, 1, 2...N): fraction of all candles where exactly that many were true at once. A strategy-tuning diagnostic (how selective is the entry setup), not a performance metric."

Added value: +{
+  "description": "How far below its own peak the equity curve sits at the end of the backtest window, in R-units. 0 if the backtest ends at a new high. Includes any still-open position's unrealized PnL (see UnrealizedPnlRAtEnd) — a slump caused by an open, underwater position at window end shows up here.",
+  "type": "number"
+}

Added value: +{
+  "description": "Worst peak-to-trough dip across closed trades, in R-units. 0 if equity never fell below its running high-water mark. Historical/all-time — see CurrentDrawdownR for where the equity curve sits right now.",
+  "type": "number"
+}

Added value: +{
+  "description": "Number of positions still open (never hit stop/take/exit-signal) when the backtest's date range ended. 0 in the common case. Check this before trusting CurrentDrawdownR/UnrealizedPnlRAtEnd at face value.",
+  "type": "integer"
+}

Added value: +{
+  "description": "Sum of unrealized PnL, in R-units, across all positions still open at window end — marked to market against the last available candle's close. 0 when OpenPositionsAtEnd is 0. Does NOT include exit fee (the position hasn't closed, so none has been paid) — a slight overestimate of true current drawdown when a position is open. This value feeds ONLY CurrentDrawdownR/MaxDrawdownR — it is never included in PnlR/ExpectancyR/Trades/Wins/Losses or any other metric describing closed, realized trades.",
+  "type": "number"
+}

Added value: +{
+  "description": "Total R subtracted across all trades by configuration.entryFeePct/exitFeePct (0 if neither was set on the request). expectancyR/pnlR above are already net of this — TotalFeeR is just how much fees cost, for diagnostics. Caveat: a trade's fee-in-R cost scales inversely with that trade's own stop distance, so once fees are applied, expectancyR is only a fair comparison WITHIN one archetype's own stop convention — use pnlPct-based metrics (see get_backtest_trades) for comparisons across strategies/timeframes with different typical stop widths.",
+  "type": "number"
+}

Previous value: -"grossProfitR / abs(grossLossR). Greater than 1 means profitable."New value: +"grossProfitR / abs(grossLossR). Greater than 1 means profitable. Null when there are no losing trades — the ratio is undefined (division by zero), not infinite."

Previous value: -"number"New value: +[
+  "number",
+  "null"
+]

Added value: +{
+  "description": "How long the analyser actually took to run this backtest, in milliseconds — pure compute time, not counting queue/messaging latency. Null until Status is \"Completed\".",
+  "type": [
+    "integer",
+    "null"
+  ]
+}

Added value: +{
+  "description": "Number of candles the analyser processed for this backtest. Null until Status is \"Completed\".",
+  "type": [
+    "integer",
+    "null"
+  ]
+}

Added value: +{
+  "description": "Average pnlR of the most recent RecentTradeCount closed trades. This is the recency signal for a rolling ranking — weighted alongside expectancyR, not a replacement for it.",
+  "type": [
+    "number",
+    "null"
+  ]
+}

Added value: +{
+  "description": "\"Win\"/\"Loss\" per recent trade, chronological — oldest first, so the LAST element is the most recent trade. Lets a caller see whether recent trades were genuinely a streak (e.g. all \"Loss\") versus alternating, which RecentAvgPnlR alone can't distinguish.",
+  "items": {
+    "type": "string"
+  },
+  "type": [
+    "array",
+    "null"
+  ]
+}

Added value: +{
+  "description": "Number of trades the recency fields below are based on (up to 5, fewer if the backtest has fewer trades). Null until Status is \"Completed\".",
+  "type": [
+    "integer",
+    "null"
+  ]
+}

Added value: +null

Previous value: -"string"New value: +[
+  "string",
+  "null"
+]

Removed value: -[
-  "id"
-]

Added value: +"Average R on losing trades (-1.0 with the default riskManagement; varies if the strategy overrides riskManagement.stopLoss)."

Added value: +"Average R on winning trades."

Added value: +"Trades where both stop-loss and take-profit were hit on the same candle (resolved as stop-loss)."

Added value: +"For each condition name (see strategySnapshotJson.conditions): fraction of candles where it was true."

Added value: +"\"long\" or \"short\" — the direction the whole backtest traded."

Added value: +"Average expected R per trade — (winRate * avgWinR) + (lossRate * avgLossR). This is the metric to optimize a strategy on, not raw winRate or trade count: a low win rate with a high avgWinR/avgLossR ratio can still have a strongly positive expectancyR."

Added value: +"Sum of all losing trades, in R-units (negative)."

Added value: +"Sum of all winning trades, in R-units."

Added value: +"Net profit/loss in R-units (risk multiples) — sum of every trade's PnL. This is the headline result."

Added value: +"grossProfitR / abs(grossLossR). Greater than 1 means profitable."

Added value: +"For each possible total score value: fraction of candles that summed to it."

Added value: +"Total number of closed trades."

Added value: +"wins / trades. Range 0–1."

Added value: +null

Previous value: -"Your EmidLabs backtest API key."New value: +"Your EmidLabs backtest API key. Not needed if this connector was added with a static 'x-api-key' header."

Previous value: -"string"New value: +[
+  "string",
+  "null"
+]

Previous value: -[
-  "backtestApiKey",
-  "id"
-]New value: +[
+  "id"
+]