Notes

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":0.75,"stress":2,"period":"train","return":-24.8083738,"drawdown":24.8085167,"win_rate":16.6666667,"N":6,"mean_trade_pct":-4.59206597,"avg_win_pct":2.35285168,"avg_loss_pct":5.98104949,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-25.5775386,"fees_usd":25.6198653,"exposure_pct":3.28767123},{"symbol":"LTC/USD","tf":"1Day","trend":false,"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":false,"compression":0.75,"stress":1,"period":"train","return":-23.4364396,"drawdown":23.6649054,"win_rate":16.6666667,"N":6,"mean_trade_pct":-4.30411446,"avg_win_pct":2.6617637,"avg_loss_pct":5.69729009,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-25.5775386,"fees_usd":25.8415179,"exposure_pct":3.56164384},{"symbol":"LTC/USD","tf":"1Day","trend":false,"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":false,"compression":null,"stress":2,"period":"train","return":-55.1524588,"drawdown":56.3625028,"win_rate":20,"N":15,"mean_trade_pct":-5.12802947,"avg_win_pct":2.29842291,"avg_loss_pct":6.98464257,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-25.5775386,"fees_usd":53.8323065,"exposure_pct":6.43835616},{"symbol":"LTC/USD","tf":"1Day","trend":false,"compression":null,"stress":2,"period":"holdout","return":-11.9786653,"drawdown":11.9786653,"win_rate":50,"N":6,"mean_trade_pct":-2.07688789,"avg_win_pct":0.226392084,"avg_loss_pct":4.38016787,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-28.0135222,"fees_usd":28.1182894,"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":"LTC/USD","tf":"1Day","trend":false,"compression":null,"stress":1,"period":"train","return":-46.3818522,"drawdown":47.9855237,"win_rate":21.4285714,"N":14,"mean_trade_pct":-4.24803898,"avg_win_pct":3.88130223,"avg_loss_pct":6.46513204,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-25.5775386,"fees_usd":54.8362722,"exposure_pct":7.67123288},{"symbol":"LTC/USD","tf":"1Day","trend":false,"compression":null,"stress":1,"period":"holdout","return":-10.3726423,"drawdown":10.3726423,"win_rate":50,"N":6,"mean_trade_pct":-1.7813453,"avg_win_pct":0.528886225,"avg_loss_pct":4.09157682,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-28.0135222,"fees_usd":28.3696589,"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":"UNI/USD","tf":"1Day","trend":true,"compression":1,"stress":2,"period":"train","return":-13.9336302,"drawdown":23.4619989,"win_rate":50,"N":4,"mean_trade_pct":-3.1630739,"avg_win_pct":6.15350015,"avg_loss_pct":12.4796479,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-57.3787591,"fees_usd":20.4224395,"exposure_pct":2.73972603},{"symbol":"UNI/USD","tf":"1Day","trend":true,"compression":1,"stress":2,"period":"holdout","return":-1.98498013,"drawdown":14.8900846,"win_rate":50,"N":4,"mean_trade_pct":-0.190158034,"avg_win_pct":7.09863703,"avg_loss_pct":7.4789531,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":21.7493647,"fees_usd":19.3704314,"exposure_pct":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":"UNI/USD","tf":"1Day","trend":true,"compression":1,"stress":1,"period":"train","return":-13.2848244,"drawdown":23.2315207,"win_rate":50,"N":4,"mean_trade_pct":-2.9793972,"avg_win_pct":6.38917799,"avg_loss_pct":12.3479724,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-57.3787591,"fees_usd":20.5098609,"exposure_pct":2.73972603},{"symbol":"UNI/USD","tf":"1Day","trend":true,"compression":1,"stress":1,"period":"holdout","return":-1.39378792,"drawdown":14.5059364,"win_rate":50,"N":4,"mean_trade_pct":-0.0399927754,"avg_win_pct":7.25976838,"avg_loss_pct":7.33975393,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":21.7493647,"fees_usd":19.4275425,"exposure_pct":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":"UNI/USD","tf":"1Day","trend":true,"compression":0.75,"stress":2,"period":"train","return":-8.86634284,"drawdown":14.7611494,"win_rate":50,"N":2,"mean_trade_pct":-4.36845123,"avg_win_pct":1.29082476,"avg_loss_pct":10.0277272,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-57.3787591,"fees_usd":9.85493934,"exposure_pct":1.64383562},{"symbol":"UNI/USD","tf":"1Day","trend":true,"compression":0.75,"stress":2,"period":"holdout","return":2.97779546,"drawdown":0.548354935,"win_rate":100,"N":1,"mean_trade_pct":2.97779546,"avg_win_pct":2.97779546,"avg_loss_pct":null,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":21.7493647,"fees_usd":5.08089713,"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":"UNI/USD","tf":"1Day","trend":true,"compression":0.75,"stress":1,"period":"train","return":-8.45500614,"drawdown":14.5044704,"win_rate":50,"N":2,"mean_trade_pct":-4.14860381,"avg_win_pct":1.5951551,"avg_loss_pct":9.89236271,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-57.3787591,"fees_usd":9.88048411,"exposure_pct":1.64383562},{"symbol":"UNI/USD","tf":"1Day","trend":true,"compression":0.75,"stress":1,"period":"holdout","return":3.13272694,"drawdown":0.399400899,"win_rate":100,"N":1,"mean_trade_pct":3.13272694,"avg_win_pct":3.13272694,"avg_loss_pct":null,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":21.7493647,"fees_usd":5.08478012,"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":"UNI/USD","tf":"1Day","trend":true,"compression":null,"stress":2,"period":"train","return":-31.8854927,"drawdown":31.8854927,"win_rate":33.3333333,"N":6,"mean_trade_pct":-5.78801287,"avg_win_pct":6.15350015,"avg_loss_pct":11.7587694,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-57.3787591,"fees_usd":25.1134068,"exposure_pct":3.28767123},{"symbol":"UNI/USD","tf":"1Day","trend":true,"compression":null,"stress":2,"period":"holdout","return":-8.45331031,"drawdown":20.38667,"win_rate":60,"N":10,"mean_trade_pct":-0.316519619,"avg_win_pct":4.20067996,"avg_loss_pct":7.092319,"quarter_kelly":0,"boundary_exits":1,"reconciliation_usd":1.13686838e-13,"buyhold_pct":21.7493647,"fees_usd":51.1002588,"exposure_pct":5.4}]. 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":"UNI/USD","tf":"1Day","trend":true,"compression":null,"stress":1,"period":"train","return":-31.165357,"drawdown":31.165357,"win_rate":33.3333333,"N":6,"mean_trade_pct":-5.62094684,"avg_win_pct":6.38917799,"avg_loss_pct":11.6260093,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-57.3787591,"fees_usd":25.2441664,"exposure_pct":3.28767123},{"symbol":"UNI/USD","tf":"1Day","trend":true,"compression":null,"stress":1,"period":"holdout","return":-6.78739525,"drawdown":19.4233742,"win_rate":60,"N":10,"mean_trade_pct":-0.166544473,"avg_win_pct":4.3574513,"avg_loss_pct":6.95253813,"quarter_kelly":0,"boundary_exits":1,"reconciliation_usd":2.27373675e-13,"buyhold_pct":21.7493647,"fees_usd":51.5201043,"exposure_pct":5.4}]. 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":"UNI/USD","tf":"1Day","trend":false,"compression":1,"stress":2,"period":"train","return":-13.9336302,"drawdown":23.4619989,"win_rate":50,"N":4,"mean_trade_pct":-3.1630739,"avg_win_pct":6.15350015,"avg_loss_pct":12.4796479,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-57.3787591,"fees_usd":20.4224395,"exposure_pct":2.73972603},{"symbol":"UNI/USD","tf":"1Day","trend":false,"compression":1,"stress":2,"period":"holdout","return":-1.98498013,"drawdown":14.8900846,"win_rate":50,"N":4,"mean_trade_pct":-0.190158034,"avg_win_pct":7.09863703,"avg_loss_pct":7.4789531,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":21.7493647,"fees_usd":19.3704314,"exposure_pct":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":"UNI/USD","tf":"1Day","trend":false,"compression":1,"stress":1,"period":"train","return":-13.2848244,"drawdown":23.2315207,"win_rate":50,"N":4,"mean_trade_pct":-2.9793972,"avg_win_pct":6.38917799,"avg_loss_pct":12.3479724,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-57.3787591,"fees_usd":20.5098609,"exposure_pct":2.73972603},{"symbol":"UNI/USD","tf":"1Day","trend":false,"compression":1,"stress":1,"period":"holdout","return":-1.39378792,"drawdown":14.5059364,"win_rate":50,"N":4,"mean_trade_pct":-0.0399927754,"avg_win_pct":7.25976838,"avg_loss_pct":7.33975393,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":21.7493647,"fees_usd":19.4275425,"exposure_pct":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":"UNI/USD","tf":"1Day","trend":false,"compression":0.75,"stress":2,"period":"train","return":-8.86634284,"drawdown":14.7611494,"win_rate":50,"N":2,"mean_trade_pct":-4.36845123,"avg_win_pct":1.29082476,"avg_loss_pct":10.0277272,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-57.3787591,"fees_usd":9.85493934,"exposure_pct":1.64383562},{"symbol":"UNI/USD","tf":"1Day","trend":false,"compression":0.75,"stress":2,"period":"holdout","return":2.97779546,"drawdown":0.548354935,"win_rate":100,"N":1,"mean_trade_pct":2.97779546,"avg_win_pct":2.97779546,"avg_loss_pct":null,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":21.7493647,"fees_usd":5.08089713,"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":"UNI/USD","tf":"1Day","trend":false,"compression":0.75,"stress":1,"period":"train","return":-8.45500614,"drawdown":14.5044704,"win_rate":50,"N":2,"mean_trade_pct":-4.14860381,"avg_win_pct":1.5951551,"avg_loss_pct":9.89236271,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-57.3787591,"fees_usd":9.88048411,"exposure_pct":1.64383562},{"symbol":"UNI/USD","tf":"1Day","trend":false,"compression":0.75,"stress":1,"period":"holdout","return":3.13272694,"drawdown":0.399400899,"win_rate":100,"N":1,"mean_trade_pct":3.13272694,"avg_win_pct":3.13272694,"avg_loss_pct":null,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":21.7493647,"fees_usd":5.08478012,"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":"UNI/USD","tf":"1Day","trend":false,"compression":null,"stress":2,"period":"train","return":-29.4724484,"drawdown":31.8854927,"win_rate":42.8571429,"N":7,"mean_trade_pct":-4.45506403,"avg_win_pct":5.28320977,"avg_loss_pct":11.7587694,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-57.3787591,"fees_usd":31.0981349,"exposure_pct":3.42465753},{"symbol":"UNI/USD","tf":"1Day","trend":false,"compression":null,"stress":2,"period":"holdout","return":-8.45331031,"drawdown":20.38667,"win_rate":60,"N":10,"mean_trade_pct":-0.316519619,"avg_win_pct":4.20067996,"avg_loss_pct":7.092319,"quarter_kelly":0,"boundary_exits":1,"reconciliation_usd":1.13686838e-13,"buyhold_pct":21.7493647,"fees_usd":51.1002588,"exposure_pct":5.4}]. 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":"UNI/USD","tf":"1Day","trend":false,"compression":null,"stress":1,"period":"train","return":-28.6195694,"drawdown":31.165357,"win_rate":42.8571429,"N":7,"mean_trade_pct":-4.28961011,"avg_win_pct":5.49225542,"avg_loss_pct":11.6260093,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-57.3787591,"fees_usd":31.2767569,"exposure_pct":3.42465753},{"symbol":"UNI/USD","tf":"1Day","trend":false,"compression":null,"stress":1,"period":"holdout","return":-6.78739525,"drawdown":19.4233742,"win_rate":60,"N":10,"mean_trade_pct":-0.166544473,"avg_win_pct":4.3574513,"avg_loss_pct":6.95253813,"quarter_kelly":0,"boundary_exits":1,"reconciliation_usd":2.27373675e-13,"buyhold_pct":21.7493647,"fees_usd":51.5201043,"exposure_pct":5.4}]. 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":"XRP/USD","tf":"1Day","trend":true,"compression":1,"stress":2,"period":"train","return":-9.22691585,"drawdown":13.1004093,"win_rate":75,"N":4,"mean_trade_pct":-2.20647629,"avg_win_pct":1.17800212,"avg_loss_pct":12.3599115,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-11.6924296,"fees_usd":18.0683424,"exposure_pct":0.821917808},{"symbol":"XRP/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":-24.1216552,"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":"XRP/USD","tf":"1Day","trend":true,"compression":1,"stress":1,"period":"train","return":-8.12609264,"drawdown":12.5774334,"win_rate":75,"N":4,"mean_trade_pct":-1.91132481,"avg_win_pct":1.48336832,"avg_loss_pct":12.0954042,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-11.6924296,"fees_usd":18.1766026,"exposure_pct":0.547945205},{"symbol":"XRP/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":-24.1216552,"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":"XRP/USD","tf":"1Day","trend":true,"compression":0.75,"stress":2,"period":"train","return":-10.596151,"drawdown":13.1004093,"win_rate":66.6666667,"N":3,"mean_trade_pct":-3.45247407,"avg_win_pct":1.00124466,"avg_loss_pct":12.3599115,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-11.6924296,"fees_usd":13.5582315,"exposure_pct":0.410958904},{"symbol":"XRP/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":-24.1216552,"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":"XRP/USD","tf":"1Day","trend":true,"compression":0.75,"stress":1,"period":"train","return":-9.78421385,"drawdown":12.5774334,"win_rate":66.6666667,"N":3,"mean_trade_pct":-3.16108314,"avg_win_pct":1.30607739,"avg_loss_pct":12.0954042,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-11.6924296,"fees_usd":13.6186038,"exposure_pct":0.410958904},{"symbol":"XRP/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":-24.1216552,"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":"XRP/USD","tf":"1Day","trend":true,"compression":null,"stress":2,"period":"train","return":-31.8619692,"drawdown":36.1258727,"win_rate":50,"N":12,"mean_trade_pct":-3.02816296,"avg_win_pct":1.31488639,"avg_loss_pct":7.37121232,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-11.6924296,"fees_usd":45.6564315,"exposure_pct":4.93150685},{"symbol":"XRP/USD","tf":"1Day","trend":true,"compression":null,"stress":2,"period":"holdout","return":-14.291845,"drawdown":14.291845,"win_rate":25,"N":4,"mean_trade_pct":-3.73628458,"avg_win_pct":1.20612685,"avg_loss_pct":5.38375506,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-24.1216552,"fees_usd":18.5342133,"exposure_pct":1.2}]. 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":"XRP/USD","tf":"1Day","trend":true,"compression":null,"stress":1,"period":"train","return":-20.584361,"drawdown":26.6673183,"win_rate":58.3333333,"N":12,"mean_trade_pct":-1.786185,"avg_win_pct":1.83252411,"avg_loss_pct":6.85237776,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-11.6924296,"fees_usd":50.5874939,"exposure_pct":5.20547945},{"symbol":"XRP/USD","tf":"1Day","trend":true,"compression":null,"stress":1,"period":"holdout","return":-13.2524452,"drawdown":13.2524452,"win_rate":25,"N":4,"mean_trade_pct":-3.44575023,"avg_win_pct":1.51157794,"avg_loss_pct":5.09819296,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-24.1216552,"fees_usd":18.6438248,"exposure_pct":1.2}]. 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":"XRP/USD","tf":"1Day","trend":false,"compression":1,"stress":2,"period":"train","return":-9.22691585,"drawdown":13.1004093,"win_rate":75,"N":4,"mean_trade_pct":-2.20647629,"avg_win_pct":1.17800212,"avg_loss_pct":12.3599115,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-11.6924296,"fees_usd":18.0683424,"exposure_pct":0.821917808},{"symbol":"XRP/USD","tf":"1Day","trend":false,"compression":1,"stress":2,"period":"holdout","return":-4.96839274,"drawdown":6.23376783,"win_rate":50,"N":2,"mean_trade_pct":-2.47079515,"avg_win_pct":0.493167023,"avg_loss_pct":5.43475733,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-24.1216552,"fees_usd":9.61593182,"exposure_pct":0.8}]. 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":"XRP/USD","tf":"1Day","trend":false,"compression":1,"stress":1,"period":"train","return":-8.12609264,"drawdown":12.5774334,"win_rate":75,"N":4,"mean_trade_pct":-1.91132481,"avg_win_pct":1.48336832,"avg_loss_pct":12.0954042,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-11.6924296,"fees_usd":18.1766026,"exposure_pct":0.547945205},{"symbol":"XRP/USD","tf":"1Day","trend":false,"compression":1,"stress":1,"period":"holdout","return":-4.39389566,"drawdown":5.66946738,"win_rate":50,"N":2,"mean_trade_pct":-2.17644142,"avg_win_pct":0.79646632,"avg_loss_pct":5.14934915,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-24.1216552,"fees_usd":9.64461853,"exposure_pct":0.8}]. 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":"XRP/USD","tf":"1Day","trend":false,"compression":0.75,"stress":2,"period":"train","return":-10.596151,"drawdown":13.1004093,"win_rate":66.6666667,"N":3,"mean_trade_pct":-3.45247407,"avg_win_pct":1.00124466,"avg_loss_pct":12.3599115,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-11.6924296,"fees_usd":13.5582315,"exposure_pct":0.410958904},{"symbol":"XRP/USD","tf":"1Day","trend":false,"compression":0.75,"stress":2,"period":"holdout","return":-4.96839274,"drawdown":6.23376783,"win_rate":50,"N":2,"mean_trade_pct":-2.47079515,"avg_win_pct":0.493167023,"avg_loss_pct":5.43475733,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-24.1216552,"fees_usd":9.61593182,"exposure_pct":0.8}]. 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