Donchian control check (not part of the frozen protocol). Run 2026-10-07T18:57:22.062Z

=== DC-LS-S ===  real: n=1269 net -123184 avg -97.1 $/trade  (engine copy reproduces the published trades: yes)
  C0 frozen replica (any bar, random side): trades mean 1283 (real 1269); random median -44.8, 5th -118.6, 95th 29.1 $/trade; real -97.1 -> percentile 13.2
  C1 side-of-range matched (long above the range middle, short below): trades mean 1261 (real 1269); random median -80.8, 5th -145.3, 95th -16.4 $/trade; real -97.1 -> percentile 34.0
  C2 near-extreme matched (long in the top quarter of the range, short in the bottom quarter): trades mean 1266 (real 1269); random median -91.5, 5th -137.4, 95th -48.0 $/trade; real -97.1 -> percentile 42.6

=== DC-L-S ===  real: n=717 net 40558 avg 56.6 $/trade  (engine copy reproduces the published trades: yes)
  C0 frozen replica (any bar): trades mean 712 (real 717); random median 50.5, 5th -40.9, 95th 147.7 $/trade; real 56.6 -> percentile 54.8
  C1 side-of-range matched (long above the range middle): trades mean 726 (real 717); random median 22.7, 5th -50.6, 95th 103.8 $/trade; real 56.6 -> percentile 78.4
  C2 near-extreme matched (long in the top quarter of the range): trades mean 716 (real 717); random median 33.6, 5th -41.5, 95th 104.0 $/trade; real 56.6 -> percentile 71.6

=== DC-LS-F ===  real: n=1691 net -158450 avg -93.7 $/trade  (engine copy reproduces the published trades: yes)
  C0 frozen replica (any bar, random side): trades mean 1690 (real 1691); random median -40.0, 5th -119.4, 95th 34.4 $/trade; real -93.7 -> percentile 15.4
  C1 side-of-range matched (long above the range middle, short below): trades mean 1672 (real 1691); random median -69.8, 5th -125.6, 95th -21.1 $/trade; real -93.7 -> percentile 22.2
  C2 near-extreme matched (long in the top quarter of the range, short in the bottom quarter): trades mean 1695 (real 1691); random median -68.2, 5th -106.2, 95th -29.0 $/trade; real -93.7 -> percentile 12.4

=== DC-L-F ===  real: n=923 net -18614 avg -20.2 $/trade  (engine copy reproduces the published trades: yes)
  C0 frozen replica (any bar): trades mean 926 (real 923); random median 12.3, 5th -67.1, 95th 93.5 $/trade; real -20.2 -> percentile 26.0
  C1 side-of-range matched (long above the range middle): trades mean 921 (real 923); random median -12.5, 5th -69.9, 95th 49.7 $/trade; real -20.2 -> percentile 41.2
  C2 near-extreme matched (long in the top quarter of the range): trades mean 924 (real 923); random median -2.7, 5th -54.0, 95th 49.6 $/trade; real -20.2 -> percentile 30.8