I already have a complete Pine Script Renko strategy on TradingView and now need reliable, data-driven proof of how it performs on 1-second bars. Your task is to run a full historical backtest on TradingView’s 1-second granularity, export the trade list, and summarise the performance so I can judge viability for live deployment. Key points to cover: • Use my untouched script exactly as provided; no code changes are required. • Apply true 1-second intraday data (not minute compression) across the longest history TradingView allows. • Return a clear metrics summary—net profit, win rate, profit factor, max drawdown, Sharpe, and any other standard stats you capture. • Include the raw CSV/Excel of all trades plus an equity-curve image so I can replicate the results at a glance. If you’ve handled second-level backtests on TradingView before, this should be straightforward. Accuracy of data pull and clarity of reporting will be my acceptance criteria.