| INDEX | POSITION | QTY (UNITS) | AVG ENTRY | LTP (CE) | UNREALIZED P&L |
|---|---|---|---|---|---|
| NIFTY | 270 LOTS | 17,550 | ₹100.40 | ₹123.75 | ₹4,08,646.25 |
| INDEX | BUCKET | QTY (UNITS) | AVG ENTRY | LTP | UNREALIZED P&L | STOP | STATUS |
|---|
| TIME | ORDER ID | INDEX | SIDE | TYPE | QTY | PRICE | STATUS |
|---|
| BUCKET | NAME | TARGET % |
|---|
Bucket names and target percentages are configurable defaults, not hardcoded business logic (see Mission 002 gap analysis, open item 3).
| SERVICE | STATUS | UPTIME | LAST HEARTBEAT |
|---|
| INDEX | SIDE | ENTRY TS | ENTRY PRICE | EXIT TS | EXIT PRICE | QTY | BUCKET | P&L | MODE |
|---|
Generates a real export of the trades table (same data as the Trade Log tab), filtered by date if given. This calls the backend directly -- there is no client-side report generation or mock spreadsheet.
Every row in the trades table: index, side, entry/exit timestamps and prices, qty, bucket, realized P&L, paper/live mode, AOF confidence at entry, and the decision-audit correlation id that ties the trade back to the AOF_APPROVED or MANUAL_OVERRIDE event that authorized it. No figures here are fabricated or estimated -- an empty date range returns an empty (not zero-filled) export.