Whether this notification is from backtest mode (true) or live mode (false)
Optional cancellation identifier (provided when user calls cancel())
Why signal was cancelled (timeout | price_reject | user)
Cost of the initial position entry in USD (from signal.cost)
Unix timestamp in milliseconds when the tick result was created (from candle timestamp in backtest or execution context when in live)
Market price (VWAP) at the moment of cancellation
Duration in minutes from scheduledAt to cancellation
Exchange name where signal was scheduled
Unique notification identifier
Maximum drawdown snapshot (zero for a signal cancelled before activation)
Absolute profit/loss in USD at the moment the position reached its maximum drawdown during the life of this position
Number of entries executed at the moment the position reached its maximum drawdown during the life of this position
Profit/loss as percentage at the moment the position reached its maximum drawdown during the life of this position
Exit price for PNL calculation at the moment of max drawdown
Maximum drawdown price reached in loss direction during the life of this position
OptionalnoteOptional human-readable description of signal reason
Original entry price at signal creation (unchanged by DCA averaging)
Original stop loss price before any trailing adjustments
Original take profit price before any trailing adjustments
Peak profit snapshot (zero for a signal cancelled before activation)
Absolute profit/loss in USD at the moment the position reached its peak profit during the life of this position
Number of entries executed at the moment the position reached its peak profit during the life of this position
Profit/loss as percentage at the moment the position reached its peak profit during the life of this position
Exit price for PNL calculation at the moment of peak profit
Peak price reached in profit direction during the life of this position
Pending timestamp in milliseconds (when position became pending/active at priceOpen)
PNL of the cancelled signal. A scheduled signal cancelled before activation never held a position, so this is the zero-PNL snapshot.
Absolute profit/loss in USD
Total invested capital in USD
Profit/loss as percentage (e.g., 1.5 for +1.5%, -2.3 for -2.3%)
Exit price from PNL calculation (adjusted with slippage and fees)
Entry price from PNL calculation (effective price adjusted with slippage and fees)
Trade direction: "long" (buy) or "short" (sell)
Entry price for the position
Stop loss exit price
Take profit target price
Signal creation timestamp in milliseconds (when signal was first created/scheduled)
Unique signal identifier (UUID v4)
Strategy name that generated this signal
Trading pair symbol (e.g., "BTCUSDT")
Unix timestamp in milliseconds when signal was cancelled (closeTimestamp)
Total number of DCA entries (_entry.length). 1 = no averaging.
Total number of partial closes executed (_partial.length). 0 = no partial closes done.
Discriminator for type-safe union
Signal cancelled notification. Emitted when a scheduled signal is cancelled before activation.