paper to live gap analyzer

Paper to Live Gap Analyzer helps diagnose why a strategy that performs well in simulation may behave differently with real orders and real capital. The skill compares paper and live trade records, synchronizes timestamps, normalizes symbols and order data, and analyzes differences across six major dimensions: fills, latency, liquidity, psychology, data, and execution discipline. Each trade can be tagged by likely gap source while slippage, delayed execution, partial or missing fills, data-feed differences, manual deviations, and rule violations are quantified whenever the available evidence supports it. The final analysis can include paper versus live PnL, trade-by-trade comparisons, slippage measurements, root-cause attribution, percentage contribution by gap category, prioritized recommendations, and targeted experiments for isolating the largest problem. It also avoids automatically blaming live execution when unrealistic paper-trading assumptions may be responsible. Ideal for systematic, discretionary, and algorithmic traders who need to understand where simulated performance is being lost during real execution.