Notes

A news scan found the following data line: Computed on September 8 at 06:12 UTC. The data is about a simulation of an ETH/USD trade with a 5 basis point slippage. The simulation used 10,000 paths and a reference period from June to August. It considered a stop loss at 1 times the average daily range, a target at 1.5 times the average daily range, and a risk management strategy. The results include a mean percentage change of -0.3553526949586626 and a median percentage change of -0.3019002232059975. The simulation also calculated the probability of a loss exceeding 1 percent of the account at 0.3765. A basis point is a unit of measurement, equal to 0.01 percent. The data does not claim that the simulation results can be executed in real markets, especially in cases with zero trading volume. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the following data line: Computed on September 8 at 06:12 UTC. The data includes a simulation for BTC/USD with a 5 basis point slippage. The simulation used 10,000 paths and had an average daily range percentage of 3.0138 and a mean percentage of -0.5661. The results also included a median percentage of -0.7515, a 1st percentile of -5.1548, a 5th percentile of -4.0602, and a 95th percentile of 3.7206. The simulation had a positive fraction of 0.453, a stop fraction of 0.3762, a target fraction of 0.2015, a break-even fraction of 0.0676, and a time fraction of 0.3547. The data also included a 95th loss at cap of $8.6379 and a probability of loss exceeding 1 percent at cap of 0.0604. The planned stop net loss percentage was 3.5464 and the risk-only notional stop was $212.7475. The simulation was based on 10,000 joint moving-block paths with 18 four-hour blocks, using a seed of 2026090806 and a June to August reference period. The stop was set at 1 times the average daily range, the target at 1.5 times the average daily range, and half of the risk was allocated to a stop and the rest to a break-even. The simulation observed quarter-close overshoot fills and had a horizon of 72 hours with a fee of 25 basis points credited to the asset for buys and fiat for sells. Note that the unconditional positive fraction is not the probability of winning with the entry strategy and the 95th loss quantile is not the maximum loss. There is no claim of executability for zero-volume marks. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'SOL/USD 15minute simulation input audit'. The audit was done on September 8 at 06:10 UTC and covered the period from June 1 to September 7. The results showed 9479 bars of data, which is 25 less than the 9504 expected, with no duplicates and 2442 zero-volume quotes. The data also showed no invalid open, high, low, or close values, which refers to the four prices used to chart an asset's price movement. A reference grid from June to August had 8832 rows, and when selecting only complete and contiguous 16-return blocks, there were 8109 valid starts, with no missing returns filled. It was noted that zero-volume quotes may not be executable, which means they may not be able to be traded, and this may affect the sensitivity risk, which is not the actual trader's return. The current average daily range on September 7 is illustrative of future barriers, and the entry alpha, which refers to the return of an investment compared to a benchmark, is unmodeled. The correlation, which measures how much two assets move together, is 0.7954404983694917 for BTC/USD, 0.8233629583438258 for ETH/USD, and 1 for SOL/USD. https://runway.adityaperswal.workers.dev/data/crypto-bars

FetchedSep8 06:10UTC;Jun1–Sep7completedquarters. {"bars":9430,"expected":9504,"missing":74,"duplicates":0,"zero_volume":1439,"invalid_ohlc":0}. Jun–Augreferencegrid8832rows; selectjointcompletecontiguous16returnblocks only8109validstarts,neverfillmissingreturns. Zero-volumequotes may notbeexecutablemarks; sensitivityrisknotactualtradereturn. CurrentSep7ADRsetsillustrativefuturebarriers; entryalphaunmodeled. Corr {"BTC/USD":0.8637774217110762,"ETH/USD":1,"SOL/USD":0.8233629583438258} https://runway.adityaperswal.workers.dev/data/crypto-bars

FetchedSep8 06:10UTC;Jun1–Sep7completedquarters. {"bars":9504,"expected":9504,"missing":0,"duplicates":0,"zero_volume":192,"invalid_ohlc":0}. Jun–Augreferencegrid8832rows; selectjointcompletecontiguous16returnblocks only8109validstarts,neverfillmissingreturns. Zero-volumequotes may notbeexecutablemarks; sensitivityrisknotactualtradereturn. CurrentSep7ADRsetsillustrativefuturebarriers; entryalphaunmodeled. Corr {"BTC/USD":1,"ETH/USD":0.8637774217110762,"SOL/USD":0.7954404983694917} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LINK/USD","tf":"1Day","trend":true,"compression":1,"stress":2,"period":"train","return":-10.6383924,"drawdown":11.8749559,"win_rate":57.1428571,"N":7,"mean_trade_pct":-1.41849108,"avg_win_pct":3.37428102,"avg_loss_pct":7.80885388,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":32.512612,"exposure_pct":2.32876712},{"symbol":"LINK/USD","tf":"1Day","trend":true,"compression":1,"stress":2,"period":"holdout","return":-3.2861296,"drawdown":5.66124055,"win_rate":50,"N":2,"mean_trade_pct":-1.6222707,"avg_win_pct":0.983603777,"avg_loss_pct":4.22814518,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":4.59392945,"fees_usd":9.71850001,"exposure_pct":1.6}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LINK/USD","tf":"1Day","trend":true,"compression":1,"stress":1,"period":"train","return":-9.6930137,"drawdown":11.2106308,"win_rate":57.1428571,"N":7,"mean_trade_pct":-1.27017386,"avg_win_pct":3.52980903,"avg_loss_pct":7.67015105,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":32.6836789,"exposure_pct":2.32876712},{"symbol":"LINK/USD","tf":"1Day","trend":true,"compression":1,"stress":1,"period":"holdout","return":-0.427953828,"drawdown":5.37779783,"win_rate":50,"N":2,"mean_trade_pct":-0.13613939,"avg_win_pct":3.81177635,"avg_loss_pct":4.08405513,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":4.59392945,"fees_usd":9.79734702,"exposure_pct":1.6}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LINK/USD","tf":"1Day","trend":true,"compression":0.75,"stress":2,"period":"train","return":-2.01100875,"drawdown":6.62956791,"win_rate":66.6666667,"N":3,"mean_trade_pct":-0.596778582,"avg_win_pct":2.16220386,"avg_loss_pct":6.11474347,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-38.9699747,"fees_usd":14.8603331,"exposure_pct":0.410958904},{"symbol":"LINK/USD","tf":"1Day","trend":true,"compression":0.75,"stress":2,"period":"holdout","return":-4.22814518,"drawdown":4.22814518,"win_rate":0,"N":1,"mean_trade_pct":-4.22814518,"avg_win_pct":null,"avg_loss_pct":4.22814518,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":4.59392945,"fees_usd":4.90029711,"exposure_pct":0.2}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LINK/USD","tf":"1Day","trend":true,"compression":0.75,"stress":1,"period":"train","return":-1.56806571,"drawdown":6.34903455,"win_rate":66.6666667,"N":3,"mean_trade_pct":-0.447225089,"avg_win_pct":2.31590828,"avg_loss_pct":5.97349183,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":3.41060513e-13,"buyhold_pct":-38.9699747,"fees_usd":14.8935625,"exposure_pct":0.410958904},{"symbol":"LINK/USD","tf":"1Day","trend":true,"compression":0.75,"stress":1,"period":"holdout","return":-4.08405513,"drawdown":4.08405513,"win_rate":0,"N":1,"mean_trade_pct":-4.08405513,"avg_win_pct":null,"avg_loss_pct":4.08405513,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":4.59392945,"fees_usd":4.90390839,"exposure_pct":0.2}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LINK/USD","tf":"1Day","trend":true,"compression":null,"stress":2,"period":"train","return":-17.9796884,"drawdown":27.4498667,"win_rate":58.3333333,"N":12,"mean_trade_pct":-1.47503855,"avg_win_pct":3.10810731,"avg_loss_pct":7.89144274,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":53.1022975,"exposure_pct":5.47945205},{"symbol":"LINK/USD","tf":"1Day","trend":true,"compression":null,"stress":2,"period":"holdout","return":-7.1908646,"drawdown":9.85736049,"win_rate":62.5,"N":8,"mean_trade_pct":-0.863960261,"avg_win_pct":1.73469882,"avg_loss_pct":5.19505873,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":4.59392945,"fees_usd":38.8860494,"exposure_pct":4.4}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LINK/USD","tf":"1Day","trend":true,"compression":null,"stress":1,"period":"train","return":-16.3614827,"drawdown":26.1296402,"win_rate":58.3333333,"N":12,"mean_trade_pct":-1.31390218,"avg_win_pct":3.28535639,"avg_loss_pct":7.75286417,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":53.5753122,"exposure_pct":5.47945205},{"symbol":"LINK/USD","tf":"1Day","trend":true,"compression":null,"stress":1,"period":"holdout","return":-3.58227936,"drawdown":9.3340953,"win_rate":62.5,"N":8,"mean_trade_pct":-0.380278575,"avg_win_pct":2.42300833,"avg_loss_pct":5.05242342,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":4.59392945,"fees_usd":39.4389287,"exposure_pct":4.4}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LINK/USD","tf":"1Day","trend":false,"compression":1,"stress":2,"period":"train","return":-11.6200654,"drawdown":12.8430447,"win_rate":50,"N":8,"mean_trade_pct":-1.37849719,"avg_win_pct":3.37428102,"avg_loss_pct":6.1312754,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":36.7356418,"exposure_pct":3.83561644},{"symbol":"LINK/USD","tf":"1Day","trend":false,"compression":1,"stress":2,"period":"holdout","return":-8.11137784,"drawdown":11.8999943,"win_rate":25,"N":4,"mean_trade_pct":-2.06578123,"avg_win_pct":0.983603777,"avg_loss_pct":3.08224289,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":4.59392945,"fees_usd":19.087233,"exposure_pct":4.8}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LINK/USD","tf":"1Day","trend":false,"compression":1,"stress":1,"period":"train","return":-10.4167235,"drawdown":12.0809213,"win_rate":50,"N":8,"mean_trade_pct":-1.21157569,"avg_win_pct":3.52980903,"avg_loss_pct":5.95296042,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-38.9699747,"fees_usd":37.0013704,"exposure_pct":3.83561644},{"symbol":"LINK/USD","tf":"1Day","trend":false,"compression":1,"stress":1,"period":"holdout","return":-4.968801,"drawdown":11.3692043,"win_rate":25,"N":4,"mean_trade_pct":-1.21213114,"avg_win_pct":3.81177635,"avg_loss_pct":2.88676697,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":4.59392945,"fees_usd":19.2298482,"exposure_pct":4.8}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LINK/USD","tf":"1Day","trend":false,"compression":0.75,"stress":2,"period":"train","return":-3.08745698,"drawdown":6.62956791,"win_rate":50,"N":4,"mean_trade_pct":-0.722218929,"avg_win_pct":2.16220386,"avg_loss_pct":3.60664172,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-38.9699747,"fees_usd":19.6758198,"exposure_pct":1.91780822},{"symbol":"LINK/USD","tf":"1Day","trend":false,"compression":0.75,"stress":2,"period":"holdout","return":-4.22814518,"drawdown":4.22814518,"win_rate":0,"N":1,"mean_trade_pct":-4.22814518,"avg_win_pct":null,"avg_loss_pct":4.22814518,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":4.59392945,"fees_usd":4.90029711,"exposure_pct":0.2}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LINK/USD","tf":"1Day","trend":false,"compression":0.75,"stress":1,"period":"train","return":-2.35688794,"drawdown":6.34903455,"win_rate":50,"N":4,"mean_trade_pct":-0.535765948,"avg_win_pct":2.31590828,"avg_loss_pct":3.38744018,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":19.7603879,"exposure_pct":1.91780822},{"symbol":"LINK/USD","tf":"1Day","trend":false,"compression":0.75,"stress":1,"period":"holdout","return":-4.08405513,"drawdown":4.08405513,"win_rate":0,"N":1,"mean_trade_pct":-4.08405513,"avg_win_pct":null,"avg_loss_pct":4.08405513,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":4.59392945,"fees_usd":4.90390839,"exposure_pct":0.2}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LINK/USD","tf":"1Day","trend":false,"compression":null,"stress":2,"period":"train","return":-18.8807143,"drawdown":28.2468589,"win_rate":53.8461538,"N":13,"mean_trade_pct":-1.44607712,"avg_win_pct":3.10810731,"avg_loss_pct":6.75929228,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-38.9699747,"fees_usd":57.0991414,"exposure_pct":6.98630137},{"symbol":"LINK/USD","tf":"1Day","trend":false,"compression":null,"stress":2,"period":"holdout","return":-21.3763791,"drawdown":22.0550284,"win_rate":41.6666667,"N":12,"mean_trade_pct":-1.92305963,"avg_win_pct":1.73469882,"avg_loss_pct":4.53574424,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":4.59392945,"fees_usd":51.604297,"exposure_pct":9.2}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LINK/USD","tf":"1Day","trend":false,"compression":null,"stress":1,"period":"train","return":-17.0317522,"drawdown":26.7216288,"win_rate":53.8461538,"N":13,"mean_trade_pct":-1.27447805,"avg_win_pct":3.28535639,"avg_loss_pct":6.5942849,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-38.9699747,"fees_usd":57.7255805,"exposure_pct":6.98630137},{"symbol":"LINK/USD","tf":"1Day","trend":false,"compression":null,"stress":1,"period":"holdout","return":-17.7036077,"drawdown":20.8922017,"win_rate":41.6666667,"N":12,"mean_trade_pct":-1.54006597,"avg_win_pct":2.42300833,"avg_loss_pct":4.37083333,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":4.59392945,"fees_usd":52.3705062,"exposure_pct":9.6}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LTC/USD","tf":"1Day","trend":true,"compression":1,"stress":2,"period":"train","return":-21.5843652,"drawdown":21.5843652,"win_rate":20,"N":5,"mean_trade_pct":-4.68085521,"avg_win_pct":2.35285168,"avg_loss_pct":6.43928193,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-25.5775386,"fees_usd":22.3419665,"exposure_pct":1.78082192},{"symbol":"LTC/USD","tf":"1Day","trend":true,"compression":1,"stress":2,"period":"holdout","return":0,"drawdown":0,"win_rate":null,"N":0,"mean_trade_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-28.0135222,"fees_usd":0,"exposure_pct":0}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LTC/USD","tf":"1Day","trend":true,"compression":1,"stress":1,"period":"train","return":-20.3938662,"drawdown":20.3938662,"win_rate":20,"N":5,"mean_trade_pct":-4.39317168,"avg_win_pct":2.6617637,"avg_loss_pct":6.15690552,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-25.5775386,"fees_usd":22.504757,"exposure_pct":1.78082192},{"symbol":"LTC/USD","tf":"1Day","trend":true,"compression":1,"stress":1,"period":"holdout","return":0,"drawdown":0,"win_rate":null,"N":0,"mean_trade_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-28.0135222,"fees_usd":0,"exposure_pct":0}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LTC/USD","tf":"1Day","trend":true,"compression":0.75,"stress":2,"period":"train","return":-14.9265193,"drawdown":14.9265193,"win_rate":25,"N":4,"mean_trade_pct":-3.8945704,"avg_win_pct":2.35285168,"avg_loss_pct":5.97704442,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-25.5775386,"fees_usd":18.3281179,"exposure_pct":1.36986301},{"symbol":"LTC/USD","tf":"1Day","trend":true,"compression":0.75,"stress":2,"period":"holdout","return":0,"drawdown":0,"win_rate":null,"N":0,"mean_trade_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-28.0135222,"fees_usd":0,"exposure_pct":0}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LTC/USD","tf":"1Day","trend":true,"compression":0.75,"stress":1,"period":"train","return":-13.8948163,"drawdown":13.8948163,"win_rate":25,"N":4,"mean_trade_pct":-3.60451377,"avg_win_pct":2.6617637,"avg_loss_pct":5.69327293,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-25.5775386,"fees_usd":18.4362282,"exposure_pct":1.36986301},{"symbol":"LTC/USD","tf":"1Day","trend":true,"compression":0.75,"stress":1,"period":"holdout","return":0,"drawdown":0,"win_rate":null,"N":0,"mean_trade_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-28.0135222,"fees_usd":0,"exposure_pct":0}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LTC/USD","tf":"1Day","trend":true,"compression":null,"stress":2,"period":"train","return":-47.0939775,"drawdown":48.5214496,"win_rate":18.1818182,"N":11,"mean_trade_pct":-5.53887423,"avg_win_pct":2.56289853,"avg_loss_pct":7.33926817,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-25.5775386,"fees_usd":42.2201735,"exposure_pct":3.69863014},{"symbol":"LTC/USD","tf":"1Day","trend":true,"compression":null,"stress":2,"period":"holdout","return":-7.96776392,"drawdown":8.41045446,"win_rate":60,"N":5,"mean_trade_pct":-1.6206358,"avg_win_pct":0.226392084,"avg_loss_pct":4.39117764,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-28.0135222,"fees_usd":24.279382,"exposure_pct":1.4}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LTC/USD","tf":"1Day","trend":true,"compression":null,"stress":1,"period":"train","return":-43.4689735,"drawdown":45.1597666,"win_rate":18.1818182,"N":11,"mean_trade_pct":-4.9651348,"avg_win_pct":2.8724445,"avg_loss_pct":6.70681909,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-25.5775386,"fees_usd":43.5929109,"exposure_pct":4.24657534},{"symbol":"LTC/USD","tf":"1Day","trend":true,"compression":null,"stress":1,"period":"holdout","return":-6.57053894,"drawdown":7.29972986,"win_rate":60,"N":5,"mean_trade_pct":-1.32371619,"avg_win_pct":0.528886225,"avg_loss_pct":4.10261982,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-28.0135222,"fees_usd":24.4608162,"exposure_pct":1.4}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LTC/USD","tf":"1Day","trend":false,"compression":1,"stress":2,"period":"train","return":-30.6928663,"drawdown":30.692998,"win_rate":14.2857143,"N":7,"mean_trade_pct":-5.05405575,"avg_win_pct":2.35285168,"avg_loss_pct":6.28854032,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-25.5775386,"fees_usd":29.1674785,"exposure_pct":3.69863014},{"symbol":"LTC/USD","tf":"1Day","trend":false,"compression":1,"stress":2,"period":"holdout","return":0,"drawdown":0,"win_rate":null,"N":0,"mean_trade_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-28.0135222,"fees_usd":0,"exposure_pct":0}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep8 06:11UTC correctedentry-bar/exactfees model. Frozen note968;2025train/2026Jan1–Sep7holdout;nextopen,ADRstop/1.5ADRtarget,+1Rhalf/BE,5dayhorizon,stopfirstbarambiguity. 25bpfee eachside; slipstress1=5bpmajors/30bpXRP-LTC/15bpUNI-LINK,stress2doubles. Results [{"symbol":"LTC/USD","tf":"1Day","trend":false,"compression":1,"stress":1,"period":"train","return":-29.2153065,"drawdown":29.4265282,"win_rate":14.2857143,"N":7,"mean_trade_pct":-4.76749858,"avg_win_pct":2.6617637,"avg_loss_pct":6.00570896,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-25.5775386,"fees_usd":29.4591985,"exposure_pct":3.97260274},{"symbol":"LTC/USD","tf":"1Day","trend":false,"compression":1,"stress":1,"period":"holdout","return":0,"drawdown":0,"win_rate":null,"N":0,"mean_trade_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-28.0135222,"fees_usd":0,"exposure_pct":0}]. Return/drawdown/winrate/means inpercent;Nexcludesboundaryforcedexit. Barresolution is not15minvenuevalidation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees