I am reading the paper "Direct Fidelity Estimation from Few Pauli Measurements".
According to the paper, the entanglement fidelity between the a unitary channel $\mathcal U$ and a quantum channel $\mathcal E$, is defined as \begin{align} F_e = {\rm Tr}[\mathcal U^\dagger \mathcal E]/d^2, \tag{1} \end{align} where $d$ is dimension of the underlying Hilbert space and ${\rm Tr}(\cdot)$ is the superoperator trace. My aim is to verify that $F_e \in [-1,1]$. We know that ${\rm Tr}(\mathcal U^\dagger \mathcal U)=d^2$. After Eq. (41), it is directly provided that for any quantum channel, ${\rm Tr}(\mathcal E^\dagger \mathcal E) \in[0, d^2]$ and ${\rm Tr}(\mathcal U^\dagger \mathcal E) \in[-d^2, d^2]$. How to prove this?
According to Eq. (41), we have \begin{align} {\rm Tr}(\mathcal U^\dagger \mathcal E) = \sum_{k=1,k=1}^{d^2, d^2}\chi_{U}(k,k') \chi_{\mathcal E}(k,k'), \tag{2} \end{align} where $\chi_{\mathcal E}(k,k')=\frac{1}{d}{\rm Tr}(W_k^\dagger \mathcal E(W_{k'}))$ and $W_k$ are Pauli strings. It can be proved that $\chi_{U}(k,k')$ and $\chi_{\mathcal E}(k,k')$ take values in [-1,1] due to Pauli strings. However, following this way, I obtain ${\rm Tr}(\mathcal U^\dagger \mathcal E)\in [-d^4,d^4]$, which is inconsistent with paper.