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":"XRP/USD","tf":"1Day","trend":false,"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":false,"compression":0.75,"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":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":false,"compression":null,"stress":2,"period":"holdout","return":-21.964413,"drawdown":22.4564361,"win_rate":37.5,"N":8,"mean_trade_pct":-3.00601776,"avg_win_pct":0.777935231,"avg_loss_pct":5.27638956,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-24.1216552,"fees_usd":35.5165092,"exposure_pct":3.2}]. 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":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":false,"compression":null,"stress":1,"period":"holdout","return":-19.45333,"drawdown":20.2020247,"win_rate":44.4444444,"N":9,"mean_trade_pct":-2.32562325,"avg_win_pct":1.07594029,"avg_loss_pct":5.04687408,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-24.1216552,"fees_usd":40.6739777,"exposure_pct":3}]. 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":"SOL/USD","tf":"1Day","trend":true,"compression":1,"stress":2,"period":"train","return":-3.50617038,"drawdown":10.5492311,"win_rate":50,"N":6,"mean_trade_pct":-0.512963248,"avg_win_pct":2.92418943,"avg_loss_pct":3.95011592,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-34.0702879,"fees_usd":30.1054468,"exposure_pct":3.56164384},{"symbol":"SOL/USD","tf":"1Day","trend":true,"compression":1,"stress":2,"period":"holdout","return":-4.15526584,"drawdown":4.15526584,"win_rate":0,"N":1,"mean_trade_pct":-4.15526584,"avg_win_pct":null,"avg_loss_pct":4.15526584,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-16.637289,"fees_usd":4.90212366,"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":"SOL/USD","tf":"1Day","trend":true,"compression":1,"stress":1,"period":"train","return":-3.1676685,"drawdown":10.504461,"win_rate":50,"N":6,"mean_trade_pct":-0.454903616,"avg_win_pct":2.97570303,"avg_loss_pct":3.88551027,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-34.0702879,"fees_usd":30.1617248,"exposure_pct":3.56164384},{"symbol":"SOL/USD","tf":"1Day","trend":true,"compression":1,"stress":1,"period":"holdout","return":-4.1072955,"drawdown":4.1072955,"win_rate":0,"N":1,"mean_trade_pct":-4.1072955,"avg_win_pct":null,"avg_loss_pct":4.1072955,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-16.637289,"fees_usd":4.90332593,"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":"SOL/USD","tf":"1Day","trend":true,"compression":0.75,"stress":2,"period":"train","return":2.63958252,"drawdown":5.058439,"win_rate":60,"N":5,"mean_trade_pct":0.581984613,"avg_win_pct":2.92418943,"avg_loss_pct":2.93132261,"quarter_kelly":0.049756063,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-34.0702879,"fees_usd":25.7561221,"exposure_pct":3.15068493},{"symbol":"SOL/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":-16.637289,"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":"SOL/USD","tf":"1Day","trend":true,"compression":0.75,"stress":1,"period":"train","return":2.94811821,"drawdown":5.0109207,"win_rate":60,"N":5,"mean_trade_pct":0.642245531,"avg_win_pct":2.97570303,"avg_loss_pct":2.85794072,"quarter_kelly":0.0539574618,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-34.0702879,"fees_usd":25.7978186,"exposure_pct":3.15068493},{"symbol":"SOL/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":-16.637289,"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":"SOL/USD","tf":"1Day","trend":true,"compression":null,"stress":2,"period":"train","return":-27.6084847,"drawdown":27.9111591,"win_rate":36.3636364,"N":11,"mean_trade_pct":-2.78605498,"avg_win_pct":2.64562117,"avg_loss_pct":5.88986992,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-34.0702879,"fees_usd":47.1242343,"exposure_pct":5.06849315},{"symbol":"SOL/USD","tf":"1Day","trend":true,"compression":null,"stress":2,"period":"holdout","return":-15.1956746,"drawdown":18.6089387,"win_rate":33.3333333,"N":6,"mean_trade_pct":-2.63824547,"avg_win_pct":2.35265724,"avg_loss_pct":5.13369683,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-16.637289,"fees_usd":28.9322439,"exposure_pct":3.2}]. 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":"SOL/USD","tf":"1Day","trend":true,"compression":null,"stress":1,"period":"train","return":-27.1725566,"drawdown":27.5133876,"win_rate":36.3636364,"N":11,"mean_trade_pct":-2.73289045,"avg_win_pct":2.69699536,"avg_loss_pct":5.83568234,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-34.0702879,"fees_usd":47.2607551,"exposure_pct":5.06849315},{"symbol":"SOL/USD","tf":"1Day","trend":true,"compression":null,"stress":1,"period":"holdout","return":-14.9406881,"drawdown":18.4458101,"win_rate":33.3333333,"N":6,"mean_trade_pct":-2.58951586,"avg_win_pct":2.4038848,"avg_loss_pct":5.0862162,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-16.637289,"fees_usd":28.9744929,"exposure_pct":3.2}]. 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":"SOL/USD","tf":"1Day","trend":false,"compression":1,"stress":2,"period":"train","return":4.60884529,"drawdown":10.5492311,"win_rate":57.1428571,"N":7,"mean_trade_pct":0.761728703,"avg_win_pct":4.29561217,"avg_loss_pct":3.95011592,"quarter_kelly":0.0443317898,"boundary_exits":0,"reconciliation_usd":4.54747351e-13,"buyhold_pct":-34.0702879,"fees_usd":37.8543184,"exposure_pct":5.06849315},{"symbol":"SOL/USD","tf":"1Day","trend":false,"compression":1,"stress":2,"period":"holdout","return":-17.4194977,"drawdown":18.8988159,"win_rate":0,"N":4,"mean_trade_pct":-4.6590696,"avg_win_pct":null,"avg_loss_pct":4.6590696,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-16.637289,"fees_usd":18.3944118,"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":"SOL/USD","tf":"1Day","trend":false,"compression":1,"stress":1,"period":"train","return":5.05456413,"drawdown":10.504461,"win_rate":57.1428571,"N":7,"mean_trade_pct":0.823112027,"avg_win_pct":4.35457875,"avg_loss_pct":3.88551027,"quarter_kelly":0.0472555484,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-34.0702879,"fees_usd":37.9418967,"exposure_pct":5.06849315},{"symbol":"SOL/USD","tf":"1Day","trend":false,"compression":1,"stress":1,"period":"holdout","return":-17.2126949,"drawdown":18.7363292,"win_rate":0,"N":4,"mean_trade_pct":-4.5991557,"avg_win_pct":null,"avg_loss_pct":4.5991557,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-16.637289,"fees_usd":18.4200677,"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":"SOL/USD","tf":"1Day","trend":false,"compression":0.75,"stress":2,"period":"train","return":11.2714487,"drawdown":5.058439,"win_rate":66.6666667,"N":6,"mean_trade_pct":1.88663391,"avg_win_pct":4.29561217,"avg_loss_pct":2.93132261,"quarter_kelly":0.109800061,"boundary_exits":0,"reconciliation_usd":4.54747351e-13,"buyhold_pct":-34.0702879,"fees_usd":33.1392208,"exposure_pct":4.65753425},{"symbol":"SOL/USD","tf":"1Day","trend":false,"compression":0.75,"stress":2,"period":"holdout","return":-11.2468209,"drawdown":11.2468209,"win_rate":0,"N":2,"mean_trade_pct":-5.78590534,"avg_win_pct":null,"avg_loss_pct":5.78590534,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-16.637289,"fees_usd":9.49050017,"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":"SOL/USD","tf":"1Day","trend":false,"compression":0.75,"stress":1,"period":"train","return":11.6896549,"drawdown":5.0109207,"win_rate":66.6666667,"N":6,"mean_trade_pct":1.95040559,"avg_win_pct":4.35457875,"avg_loss_pct":2.85794072,"quarter_kelly":0.111974413,"boundary_exits":0,"reconciliation_usd":4.54747351e-13,"buyhold_pct":-34.0702879,"fees_usd":33.2074423,"exposure_pct":4.65753425},{"symbol":"SOL/USD","tf":"1Day","trend":false,"compression":0.75,"stress":1,"period":"holdout","return":-11.1579566,"drawdown":11.1579566,"win_rate":0,"N":2,"mean_trade_pct":-5.73875114,"avg_win_pct":null,"avg_loss_pct":5.73875114,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":0,"buyhold_pct":-16.637289,"fees_usd":9.49511278,"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":"SOL/USD","tf":"1Day","trend":false,"compression":null,"stress":2,"period":"train","return":-21.5204449,"drawdown":24.3641245,"win_rate":41.6666667,"N":12,"mean_trade_pct":-1.85306036,"avg_win_pct":3.79847302,"avg_loss_pct":5.88986992,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-34.0702879,"fees_usd":55.4509086,"exposure_pct":6.57534247},{"symbol":"SOL/USD","tf":"1Day","trend":false,"compression":null,"stress":2,"period":"holdout","return":-29.72218,"drawdown":30.9811122,"win_rate":25,"N":12,"mean_trade_pct":-2.8339988,"avg_win_pct":2.44412209,"avg_loss_pct":4.59337243,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-16.637289,"fees_usd":50.4155833,"exposure_pct":11.2}]. 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":"SOL/USD","tf":"1Day","trend":false,"compression":null,"stress":1,"period":"train","return":-20.9886285,"drawdown":24.0608041,"win_rate":41.6666667,"N":12,"mean_trade_pct":-1.79754909,"avg_win_pct":3.85583746,"avg_loss_pct":5.83568234,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-34.0702879,"fees_usd":55.6376017,"exposure_pct":6.57534247},{"symbol":"SOL/USD","tf":"1Day","trend":false,"compression":null,"stress":1,"period":"holdout","return":-29.2282437,"drawdown":30.5307414,"win_rate":25,"N":12,"mean_trade_pct":-2.77716831,"avg_win_pct":2.49539543,"avg_loss_pct":4.53468955,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-16.637289,"fees_usd":50.5933556,"exposure_pct":11.2}]. 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":"ETH/USD","tf":"1Day","trend":true,"compression":1,"stress":2,"period":"train","return":3.93937382,"drawdown":13.2062837,"win_rate":66.6666667,"N":9,"mean_trade_pct":0.509432422,"avg_win_pct":3.06635521,"avg_loss_pct":4.60441316,"quarter_kelly":0.0415340352,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-10.850302,"fees_usd":48.78628,"exposure_pct":5.61643836},{"symbol":"ETH/USD","tf":"1Day","trend":true,"compression":1,"stress":2,"period":"holdout","return":-0.463321354,"drawdown":3.5107108,"win_rate":50,"N":2,"mean_trade_pct":-0.223994825,"avg_win_pct":1.03431515,"avg_loss_pct":1.4823048,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-16.0440299,"fees_usd":9.92671115,"exposure_pct":2.4}]. 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":"ETH/USD","tf":"1Day","trend":true,"compression":1,"stress":1,"period":"train","return":4.46068579,"drawdown":13.0324573,"win_rate":66.6666667,"N":9,"mean_trade_pct":0.565115938,"avg_win_pct":3.11793997,"avg_loss_pct":4.54053213,"quarter_kelly":0.0453116435,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-10.850302,"fees_usd":48.9023726,"exposure_pct":5.61643836},{"symbol":"ETH/USD","tf":"1Day","trend":true,"compression":1,"stress":1,"period":"holdout","return":-0.313866832,"drawdown":3.41417319,"win_rate":50,"N":2,"mean_trade_pct":-0.149427449,"avg_win_pct":1.08488287,"avg_loss_pct":1.38373777,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-16.0440299,"fees_usd":9.9353914,"exposure_pct":2.4}]. 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":"ETH/USD","tf":"1Day","trend":true,"compression":0.75,"stress":2,"period":"train","return":4.43049615,"drawdown":6.03176864,"win_rate":80,"N":5,"mean_trade_pct":0.943159632,"avg_win_pct":2.6868917,"avg_loss_pct":6.03176864,"quarter_kelly":0.0877556427,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-10.850302,"fees_usd":26.2432357,"exposure_pct":3.15068493},{"symbol":"ETH/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":-16.0440299,"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":"ETH/USD","tf":"1Day","trend":true,"compression":0.75,"stress":1,"period":"train","return":4.69209545,"drawdown":5.9847375,"win_rate":80,"N":5,"mean_trade_pct":0.993681734,"avg_win_pct":2.73828654,"avg_loss_pct":5.9847375,"quarter_kelly":0.0907211242,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-10.850302,"fees_usd":26.2766076,"exposure_pct":3.15068493},{"symbol":"ETH/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":-16.0440299,"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":"ETH/USD","tf":"1Day","trend":true,"compression":null,"stress":2,"period":"train","return":-16.7949584,"drawdown":20.1686923,"win_rate":56.25,"N":16,"mean_trade_pct":-1.0372035,"avg_win_pct":2.73947923,"avg_loss_pct":5.89293843,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-10.850302,"fees_usd":74.5308658,"exposure_pct":8.49315068},{"symbol":"ETH/USD","tf":"1Day","trend":true,"compression":null,"stress":2,"period":"holdout","return":-5.13068114,"drawdown":6.75794862,"win_rate":33.3333333,"N":3,"mean_trade_pct":-1.71235832,"avg_win_pct":1.03431515,"avg_loss_pct":3.08569506,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-16.0440299,"fees_usd":14.7928053,"exposure_pct":2.6}]. 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":"ETH/USD","tf":"1Day","trend":true,"compression":null,"stress":1,"period":"train","return":-16.0842288,"drawdown":19.5673142,"win_rate":56.25,"N":16,"mean_trade_pct":-0.984647162,"avg_win_pct":2.79090039,"avg_loss_pct":5.83892259,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-10.850302,"fees_usd":74.8318463,"exposure_pct":8.49315068},{"symbol":"ETH/USD","tf":"1Day","trend":true,"compression":null,"stress":1,"period":"holdout","return":-4.94068123,"drawdown":6.61787546,"win_rate":33.3333333,"N":3,"mean_trade_pct":-1.64674568,"avg_win_pct":1.08488287,"avg_loss_pct":3.01255996,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-16.0440299,"fees_usd":14.8099838,"exposure_pct":2.6}]. 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":"ETH/USD","tf":"1Day","trend":false,"compression":1,"stress":2,"period":"train","return":-1.64178794,"drawdown":17.8667868,"win_rate":60,"N":10,"mean_trade_pct":-0.0784740091,"avg_win_pct":3.06635521,"avg_loss_pct":4.79571784,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-10.850302,"fees_usd":53.8498824,"exposure_pct":6.02739726},{"symbol":"ETH/USD","tf":"1Day","trend":false,"compression":1,"stress":2,"period":"holdout","return":-16.1202902,"drawdown":18.6629217,"win_rate":16.6666667,"N":6,"mean_trade_pct":-2.85841196,"avg_win_pct":1.03431515,"avg_loss_pct":3.63695738,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-16.0440299,"fees_usd":27.1314247,"exposure_pct":6.8}]. 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":"ETH/USD","tf":"1Day","trend":false,"compression":1,"stress":1,"period":"train","return":-1.09899326,"drawdown":17.6611041,"win_rate":60,"N":10,"mean_trade_pct":-0.0236225894,"avg_win_pct":3.11793997,"avg_loss_pct":4.73596644,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-10.850302,"fees_usd":53.9926117,"exposure_pct":6.02739726},{"symbol":"ETH/USD","tf":"1Day","trend":false,"compression":1,"stress":1,"period":"holdout","return":-15.783973,"drawdown":18.3776511,"win_rate":16.6666667,"N":6,"mean_trade_pct":-2.79341583,"avg_win_pct":1.08488287,"avg_loss_pct":3.56907557,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-16.0440299,"fees_usd":27.1859872,"exposure_pct":6.8}]. 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":"ETH/USD","tf":"1Day","trend":false,"compression":0.75,"stress":2,"period":"train","return":-1.17703707,"drawdown":11.0775168,"win_rate":66.6666667,"N":6,"mean_trade_pct":-0.108972288,"avg_win_pct":2.6868917,"avg_loss_pct":5.70070026,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-10.850302,"fees_usd":31.3307641,"exposure_pct":3.56164384},{"symbol":"ETH/USD","tf":"1Day","trend":false,"compression":0.75,"stress":2,"period":"holdout","return":-8.04720149,"drawdown":8.53055168,"win_rate":0,"N":2,"mean_trade_pct":-4.08524562,"avg_win_pct":null,"avg_loss_pct":4.08524562,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":1.13686838e-13,"buyhold_pct":-16.0440299,"fees_usd":9.7108658,"exposure_pct":2.8}]. 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":"ETH/USD","tf":"1Day","trend":false,"compression":0.75,"stress":1,"period":"train","return":-0.879899843,"drawdown":10.988483,"win_rate":66.6666667,"N":6,"mean_trade_pct":-0.0589767785,"avg_win_pct":2.73828654,"avg_loss_pct":5.65350342,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-10.850302,"fees_usd":31.3781231,"exposure_pct":3.56164384},{"symbol":"ETH/USD","tf":"1Day","trend":false,"compression":0.75,"stress":1,"period":"holdout","return":-7.90913418,"drawdown":8.43896776,"win_rate":0,"N":2,"mean_trade_pct":-4.01273951,"avg_win_pct":null,"avg_loss_pct":4.01273951,"quarter_kelly":0,"boundary_exits":0,"reconciliation_usd":2.27373675e-13,"buyhold_pct":-16.0440299,"fees_usd":9.71923487,"exposure_pct":2.8}]. 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