A news scan found the following data: for the ETH symbol, a one-day return supply regression train had 730 data points, with a beta of 0.016259025739994215, a p-value of 0.7808913021201799, a low of -0.09830585787154321, and a high of 0.13082390935153165. This was an ordinary least squares regression, which is a statistical method to find a relationship between variables, and it included controls for seven-day USDC unit growth and seven-day momentum. The final training day was removed, and this was an exploratory analysis using the current data set.
https://stablecoins.llama.fi/stablecoin/2 ; https://runway.adityaperswal.workers.dev/data/crypto-bars
A news scan found the data line: {"symbol":"BTC","period":"holdout","n":254,"beta":0.08879372272165655,"p":0.3652053835124893,"lo":-0.10340312911518441,"hi":0.2809905745584975} for a model called OLSHAC7. This model looks at the relationship between the price of Bitcoin and other factors, including the growth of a USDC unit over seven days, and a measure of momentum over seven days. The model was tested on a set of data, excluding the last day used for training, as part of an exploratory analysis using the current version of the data.
https://stablecoins.llama.fi/stablecoin/2 ; https://runway.adityaperswal.workers.dev/data/crypto-bars
A news scan found the following data: a one-day return supply regression train for BTC/USD, also known as Bitcoin to US Dollar, with the symbol BTC, has a period of train, and the number of data points, n, is 730. The beta, a measure of volatility, is -0.001838888849846247, and the p-value, a measure of statistical significance, is 0.9682097064258006. The low, or lo, value is -0.09227338826194333, and the high, or hi, value is 0.08859561056225083. This data is from an ordinary least squares, or OLS, regression, and includes controls for seven-day USDC unit growth and seven-day momentum. The final training day was purged, and this is a current-vintage exploratory analysis, labeled as OLSHAC7.
https://stablecoins.llama.fi/stablecoin/2 ; https://runway.adityaperswal.workers.dev/data/crypto-bars
C91304 joint20day bootstrap and correlations = -47.910153625194575
Crypto majors2026-09-13 04:15
A joint 20-day bootstrap analysis was performed with the following parameters: a seed of 91304, 10000 paths, and 235 historical blocks. The results showed a terminal percentage change of -32.98021401825096 for the 1st percentile, -28.993323316467524 for the 5th percentile, and 28.208208705187232 for the 95th percentile. The minimum path percentage change for the 1st percentile was -40.21332350612269. The full fund path percentage change in USD was -47.910153625194575, while the quarter fund path percentage change in USD was -11.977538406298644. The joint 25% crash full USD was 29.785 and the joint 25% crash quarter USD was 7.44625. The correlation analysis, which measures how closely two variables move together, showed the following results: Bitcoin had a correlation of 1 with itself, 0.911160407279912 with Ethereum, and 0.8785788848675186 with Solana. Ethereum had a correlation of 0.911160407279912 with Bitcoin, 1 with itself, and 0.8794363093749923 with Solana. Solana had a correlation of 0.8785788848675186 with Bitcoin, 0.8794363093749923 with Ethereum, and 1 with itself. This analysis resampled observed daily joint paths, without forecasting or including stops and fees, using 235 overlapping 2026 windows and 10,000 draws from non-independent history.
https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91304 full-exit net3R illustration and unconditioned20day range = 34.55505174122946
Crypto majors2026-09-13 04:15
The trading fund manager made a note about a trade of SOL/USD. The entry point was 101.86726549999999, the stop loss was 90.95214836585, and the target was 137.06755180090056. This meant a gain of 34.55505174122946 percent was needed. The net stop loss percentage was 11.249744778048365. The maximum favorable excursion, or the best possible outcome, over 20 days was 23.177850236514217 percent. The target coverage percentage was 7.234042553191489. This trade was based on 235 data points. The quarter loss in USD was 3.3507364821417056. A news scan found the note was completed on September 12, with a close at 1.001 times the entry point, and a stop loss set at 2 times the average true range over 20 days, with a 25 basis point fee and a 10 basis point sell slip. The full exit illustration does not include a partial or trailing stop, and the target was not adopted. The data was based on 235 overlapping windows in 2026 without a 20-day entry warm-up, which is a different population from the prior 214 data points. The maximum favorable excursion coverage percentage is not adjusted for the probability of a winning trade.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
ETH/USD C91304 full-exit net3R illustration and unconditioned20day range = 24.819674938064562
Crypto majors2026-09-13 04:15
A trading plan for ETH/USD had an entry point of 2527.57. The stop loss was set at 2338.76 and the target was 3154.90. This meant a gain of 24.82 percent was needed. The net stop loss percentage was 8.02 percent. The maximum favorable excursion over 20 days with a 90 percent probability was 23.81 percent. The target maximum favorable excursion coverage percentage was 8.51 percent. This was based on 235 data points. The quarter loss in US dollars was 2.39. The trade was completed on September 12 with the entry point adjusted by a factor of 1.001. The stop loss was set at 2 times the average true range over 20 days, with a 25 basis point fee and a 10 basis point sell slip. This illustration shows a full exit, excluding partial or trailing stops that were not adopted. The target was not adjusted for stop losses or win probability. The data was from 235 overlapping windows in 2026 without a 20-day warm-up period, which is a different population from the prior 214 data points.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
BTC/USD C91304 full-exit net3R illustration and unconditioned20day range = 20.52414716141906
Crypto majors2026-09-13 04:15
A trading fund manager made notes about a bitcoin trade. The trade had an entry point of $77,343.65, a stop loss at $72,673.59, and a target price of $93,217.78. This meant the trade needed a gain of 20.52 percent. The net stop loss was 6.60 percent. The maximum favorable excursion, or the best possible outcome, over 20 days was 18.10 percent for 90 percent of the trades. The target coverage was 8.51 percent. The trade was based on 235 data points and resulted in a quarter loss of $1,966.04. The trade was completed on September 12 with a close at 1.001 times the entry point. The stop loss was set at 2 times the average true range over 20 days, with a 25 basis point fee and a 10 basis point sell slip. This illustration shows a full exit, excluding partial or trailing stops, and does not include a target that was not adopted. The data is based on 235 overlapping windows in 2026 without a 20-day warm-up period, which is a different population from the prior 214 data points. The maximum favorable excursion coverage is not adjusted for stop loss win probability.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC_USDT lag7 holdout slip0.003'. This refers to a trade of the Solana cryptocurrency, symbol SOL, with a one-hour time frame, using the USDC_USDT rule, which is a type of trading strategy, with a lag of 7, meaning it looks back 7 periods, and a holdout period, which is a time when the strategy is not trading. The slip, or the difference between the expected and actual price of a trade, was 0.003. The return on investment was 28.267%, the maximum drawdown, or loss, was 8.034%, and the win percentage, or percentage of successful trades, was 100%. There was 1 trade, with a mean trade return of 28.337%. The half Kelly criterion, a measure of risk, was not applicable. The exposure, or amount of capital used, was 3.922%. The return of a buy and hold strategy, which involves buying and holding a security, was -18.279%. The average win percentage was 28.337% and the average loss percentage was 0%. The return, drawdown, and win percentages are given in percent. The fees were 25 basis points, or 0.25%, per side, and the slip was 10 or 30 basis points, or 0.1% or 0.3%. The number of closed trades, including those that were forced to close at the end of the period, was included. The supply and availability were current and assumed, with a daily state and hourly fill proxy, and no managed exits, with a size of 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC_USDT lag7 holdout slip0.001'. The results of a trade for the symbol SOL are as follows: the time frame, or tf, was 1 hour, and the rule used was USDC_USDT, which is a type of market indicator. The lag, or delay, was 7, and the period was holdout, meaning it was a test period. The slip, or difference between expected and actual price, was 0.001. The return percentage was 0.6846050576475164, the drawdown percentage, which is the maximum loss, was 8.03464002909976, and the win percentage was 100. There was 1 trade, and the mean trade percentage, which is the average return per trade, was 0.6863165702916386. The half Kelly, a measure of optimal bet size, was not available. The exposure percentage, which is the percentage of assets used, was 3.922209511358065. The buy and hold percentage, which is the return if the asset was held for the entire period, was -18.27869346128366. The average win percentage was 0.6863165702916386, and the average loss percentage was 0. The return, drawdown, and win are in percent. Fees were 25 basis points, or 0.25%, per side, and the slip was 10 or 30 basis points, or 0.1 or 0.3%. The number of closed trades, including those that were forced to close at the end of the period, was 1. The results assume current supply and availability, and use a daily state hourly fill proxy, meaning the trades were filled at the average hourly price. There were no managed exits, and the size of the trade was 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC_USDT lag7 train slip0.003'. The given data is about a trading strategy for the symbol SOL, with a time frame of 1 hour, using the rule USDC_USDT, and a lag of 7. The period of this data is for training, with a slip of 0.003. The return percentage is -12.067754102866289, and the drawdown percentage is 34.64973674582891. The win percentage is 0, with a total of 3 trades. The mean trade percentage is -4.204788552603976. The half Kelly criterion is not available. The exposure percentage is 22.303132938187975. The buy and hold percentage is 586.352957997662. The average win percentage is 0, and the average loss percentage is 4.204788552603976. This data includes fees of 25 basis points per side, and a slip of either 10 or 30 basis points. The number of closed trades includes those that were forced to terminate. The data assumes current and vintage supply, and daily state hourly fill proxy, with no managed exits, and a size of 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC_USDT lag7 train slip0.001'. This refers to a trading report for the SOL symbol, which is a cryptocurrency. The report is based on a 1-hour time frame and uses the USDC_USDT rule with a 7-period lag. The slip is 0.001. The return percentage is -11.006206002050135, the drawdown percentage is 34.64973674582846, and the win percentage is 0. The report includes 3 trades, with a mean trade percentage of -3.8198366481497783. The exposure percentage is 22.303132938187975, and the buy and hold percentage is 586.352957997662. The average win percentage is 0, and the average loss percentage is 3.8198366481497783. Fees are 25 basis points per side, and slip is 10 or 30 basis points. The number of closed trades includes forced terminal trades. The report assumes current-vintage supply and availability, with a daily state hourly fill proxy and no managed exits, and a size of 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC_USDT lag2 holdout slip0.003'. This refers to a trade of the Solana cryptocurrency against the US dollar. The trade was based on a rule called USDC_USDT, which is a type of market indicator, and had a lag of 2, meaning it considered past data from 2 time periods ago. The trade was made during a period called holdout, which is a term used in finance to describe a set of data used to test a strategy, and had a slip of 0.003, which is a small fee or cost. The results of the trade were a return of -3.4015 percent, a drawdown of 8.8428 percent, and a win percentage of 0 percent. The trade was made with an exposure of 5.8833 percent, meaning that 5.8833 percent of the available funds were used. The return of a buy and hold strategy, which is a simple investment strategy where an asset is bought and held for a long time, was -18.2787 percent. The average win percentage was 0 percent and the average loss percentage was 3.4100 percent. Fees were 25 basis points, or 0.25 percent, per side, and the slip was 10 or 30 basis points, or 0.10 or 0.30 percent. The number of closed trades, including those that were forced to close at the end of the period, was 1. The trade was made with a size of 0 and without managed exits, which are a type of trade exit strategy. The supply and availability of the asset were assumed to be current and vintage, and the fill proxy, which is a way of estimating the price of an asset, was based on daily and hourly data.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC_USDT lag2 holdout slip0.001'. This refers to a trade of the Solana cryptocurrency against the US dollar. The trade used a 1 hour time frame, a rule based on the USDC to USDT exchange rate, and a lag of 2. The trade was part of a holdout period, with a slip of 0.001. The return on this trade was -3.014 percent, with a drawdown of 8.842 percent and no winning trades. The mean trade percentage was -3.021 percent. The exposure was 5.883 percent, and the buy and hold return was -18.278 percent. The average loss was 3.021 percent. Fees were 25 basis points per side, and slip was 10 or 30 basis points. The number of closed trades includes forced terminal trades. The supply and availability were current vintage, with a daily state hourly fill proxy, no managed exits, and a size of 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC_USDT lag2 train slip0.003'. The trade details are as follows: the symbol is SOL, the time frame is 1 hour, and the rule is USDC_USDT with a lag of 2. The period is train, the slip is 0.003, the return percentage is -12.067754102866289, and the drawdown percentage is 34.64973674582891. The win percentage is 0, the number of trades is 3, and the mean trade percentage is -4.204788552603976. The half Kelly is null, the exposure percentage is 22.303132938187975, and the buy and hold percentage is 586.352957997662. The average win percentage is 0, and the average loss percentage is 4.204788552603976. The return, drawdown, and win are in percent. Fees are 25 basis points per side, and slip is 10 or 30 basis points. The number of closed trades includes forced terminal trades. The current vintage supply and assumed availability are considered, with a daily state hourly fill proxy and no managed exits, and the size is 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC_USDT lag2 train slip0.001'. The given data is about a trading strategy for the symbol SOL, with a time frame of 1 hour, using the rule USDC_USDT, which is a type of trading rule that compares the prices of two assets, in this case, USDC and USDT, with a lag of 2, meaning it looks back 2 periods. The period is set to train, which means the strategy is being tested. The slip, or the difference between the expected and actual price of a trade, is 0.001. The return percentage is -11.006206002050135, the drawdown percentage, which is the maximum loss from a peak to a trough, is 34.64973674582846, and the win percentage is 0. The number of trades is 3, with a mean trade percentage of -3.8198366481497783. The half Kelly criterion, a formula used to determine the optimal size of a trade, is null. The exposure percentage, which is the percentage of the total portfolio invested, is 22.303132938187975. The buy and hold percentage, which is the return if the asset was held for the entire period, is 586.352957997662. The average win percentage is 0, and the average loss percentage is 3.8198366481497783. The return, drawdown, and win percentages are given in percent. Fees are 25 basis points per side, and slip is 10 or 30 basis points. The number of closed trades includes forced terminal trades, and the size is 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC_USDT lag1 holdout slip0.003'. The given data is about a trading strategy for the symbol SOL, with a time frame of 1 hour, using the rule USDC_USDT, which refers to a trading rule based on the USDC to USDT exchange rate, with a lag of 1, meaning the rule looks at the previous period. The period is holdout, which is a term used in finance to describe a set of data held back from a model for testing, and slip of 0.003, which refers to the difference between the expected price of a trade and the actual price. The return percentage is -7.865613126915903, the drawdown percentage is 11.105586713474514, and the win percentage is 0. The number of trades is 1, with a mean trade percentage of -7.885277159733199. The half Kelly criterion, a formula used to determine the optimal size of a trade, is null. The exposure percentage is 6.275535218172903, and the buy and hold percentage is -18.27869346128366. The average win percentage is 0, and the average loss percentage is 7.885277159733199. Fees are 25 basis points per side, and slip is 10 or 30 basis points. The number of closed trades includes forced terminal trades. The report assumes current-vintage supply and availability, with a daily state hourly fill proxy, and no managed exits, with a size of 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC_USDT lag1 holdout slip0.001'. The trade details are as follows: the symbol is SOL, the time frame is 1 hour, and the rule is USDC_USDT, which is a type of trading strategy that compares the prices of two currencies. The lag is 1, meaning the trade is based on the previous hour's data. The period is holdout, which is a term used in trading to describe a set of data used to test a strategy. The slip is 0.001, which refers to the difference between the expected and actual price of a trade. The return percentage is -7.496335917172459, the drawdown percentage is 10.927975498116849, and the win percentage is 0. The number of trades is 1, and the mean trade percentage is -7.515076756965386. The half Kelly criterion, a formula used to determine the optimal size of a trade, is null. The exposure percentage is 6.275535218172903, the buy and hold percentage is -18.27869346128366, the average win percentage is 0, and the average loss percentage is 7.515076756965386. The return, drawdown, and win are in percent. The fees are 25 basis points per side, and the slip is 10 or 30 basis points. The number of closed trades includes forced terminal trades. The supply and availability are current and assumed, with a daily state and hourly fill proxy, and no managed exits, with a size of 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC_USDT lag1 train slip0.003'. This refers to a trading report for the SOL symbol, which is a type of cryptocurrency, with a time frame of 1 hour, using the USDC_USDT rule, which is a trading strategy, and a lag of 1, meaning it looks back at past data. The report is for the training period, with a slip of 0.003, which is a small amount of money. The return percentage was -12.067754102866289, the drawdown percentage was 34.64973674582891, and the win percentage was 0. The number of trades was 3, with a mean trade percentage of -4.204788552603976. The half Kelly criterion, a measure of risk, was not available. The exposure percentage was 22.303132938187975, and the buy and hold percentage was 586.352957997662. The average win percentage was 0, and the average loss percentage was 4.204788552603976. The report includes fees of 25 basis points per side, and a slip of 10 or 30 basis points. The number of closed trades includes those that were forced to close at the end of the period. The report assumes current supply and availability, and uses a daily state hourly fill proxy, with no managed exits, and a size of 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC_USDT lag1 train slip0.001'. The given data is about a trading strategy for the symbol SOL, with a time frame of 1 hour, using the rule USDC_USDT, and a lag of 1. This strategy is in the training period, with a slip of 0.001. The return percentage is -11.006206002050135, and the drawdown percentage is 34.64973674582846. The win percentage is 0, with a total of 3 trades. The mean trade percentage is -3.8198366481497783. The exposure percentage is 22.303132938187975, and the buy and hold percentage is 586.352957997662. The average win percentage is 0, and the average loss percentage is 3.8198366481497783. Fees are 25 basis points per side, and slip is 10 or 30 basis points. The number of closed trades includes forced terminal trades. The report assumes current-vintage supply and availability, with a daily state hourly fill proxy, and no managed exits, at a size of 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC lag7 holdout slip0.003'. The trade details are as follows: the symbol is SOL, the time frame is 1 hour, and the rule is USDC. The lag is 7, the period is holdout, and the slip is 0.003. The return percentage is -6.667798709904233, the drawdown percentage is 9.949894322824838, and the win percentage is 0. The number of trades is 2, the mean trade percentage is -3.3724271200492617, and the exposure percentage is 5.491093315901291. The buy and hold percentage is -18.27869346128366. Fees are 25 basis points per side, and slip is 10 or 30 basis points. The number of closed trades includes forced terminal trades. The supply is current vintage, and availability is assumed. The daily state is hourly fill proxy, with no managed exits, and size is 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC lag7 holdout slip0.001'. The given data line shows information about a trading strategy for the symbol SOL with a 1 Hour time frame and a rule based on USDC, with 7 days of lag. The period is holdout, meaning it is a test period, and the slip, or the difference between the expected and actual price of a trade, is 0.001. The return percentage is -5.918143227317614, the drawdown percentage, which is the maximum loss from a peak, is 9.408329553999694, and the win percentage is 0. The number of trades is 2, with a mean trade percentage of -2.984139087600466. The half Kelly criterion, a formula to determine the optimal bet size, is not available. The exposure percentage, which is the amount of capital used, is 5.491093315901291. The buy and hold percentage, which is the return if the asset was held for the entire period, is -18.27869346128366. The average win percentage is 0 and the average loss percentage is 2.984139087600466. Fees are 25 basis points per side, and slip is 10 or 30 basis points. The number of closed trades includes forced terminal trades, and the size is 0. The data assumes current-vintage supply and availability, with a daily state hourly fill proxy, and no managed exits.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC lag7 train slip0.003'. This refers to a trading strategy for the SOL symbol with a 1-hour time frame, using the USDC rule, and a lag of 7. The slip is 0.003. The return percentage is -12.067754102866289, and the drawdown percentage is 34.64973674582891. The win percentage is 0. The mean trade percentage is -4.204788552603976. Fees are 25 basis points per side, and slip is 10 or 30 basis points. The number of closed trades includes forced terminal trades. The report assumes current-vintage supply and availability, with a daily state hourly fill proxy, and no managed exits, at a size of 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC lag7 train slip0.001'. The automated trading fund manager reported on the SOL symbol with a 1 Hour time frame and a USDC rule. The lag was 7 and the period was for training with a slip of 0.001. The return percentage was -11.006206002050135 and the drawdown percentage was 34.64973674582846. The win percentage was 0. The number of trades was 3 with a mean trade percentage of -3.8198366481497783. The half Kelly was null and the exposure percentage was 22.303132938187975. The buy and hold percentage was 586.352957997662. The average win percentage was 0 and the average loss percentage was 3.8198366481497783. The return, drawdown, and win are in percent. Fees are 25 basis points per side and slip is 10 or 30 basis points. The number of closed trades includes forced terminal trades. The report assumes current vintage supply and availability with a daily state hourly fill proxy and no managed exits, size 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC lag2 holdout slip0.003'. The results for the SOL symbol are as follows: the time frame is 1 hour, the rule is USDC, the lag is 2, the period is holdout, and the slip is 0.003. The return percentage is 4.593191395420746, the drawdown percentage is 10.75895631511602, and the win percentage is 100. The number of trades is 2, the mean trade percentage is 2.292855542927775, and the exposure percentage is 7.452198071580324. The buy and hold percentage is -18.27869346128366, the average win percentage is 2.292855542927775, and the average loss percentage is 0. The return, drawdown, and win are in percent. Fees are 25 basis points per side, and slip is 10 or 30 basis points. The number of closed trades includes forced terminal trades. The results assume current-vintage supply and availability, with a daily state hourly fill proxy, no managed exits, and a size of 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'SOL/USD C91304 costed 1Hour USDC lag2 holdout slip0.001'. This refers to a trade of the SOL symbol with a 1 hour time frame, using the USDC rule, and a lag of 2. The trade was part of a holdout period with a slip of 0.001. The return percentage was 5.433296506914857, the drawdown percentage was 10.758956315115864, and the win percentage was 100. There were 2 trades, with a mean trade percentage of 2.703850187372292. The exposure percentage was 7.452198071580324, and the buy and hold percentage was -18.27869346128366. The average win percentage was 2.703850187372292, and the average loss percentage was 0. This trade had fees of 25 basis points per side, and a slip of either 10 or 30 basis points. The number of closed trades includes forced terminal trades, and the supply and availability were current vintage. The daily state was used as an hourly fill proxy, with no managed exits, and a size of 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees