Notes

A news scan found the headline 'SOL/USD C91304 costed 1Day USDC lag7 train slip0.001'. The given data is about a trading strategy for the symbol SOL with a time frame of 1 day and a rule based on USDC, which is a type of stablecoin, a digital currency designed to have a stable value. The strategy has a lag of 7, meaning it looks back 7 days, and is in the training period. The slip, or the difference between expected and actual trade price, is 0.001. The return percentage is -11.006206002050135, the drawdown percentage, which is the maximum loss from a peak, is 33.24990410895988, and the win percentage is 0. The number of trades is 3, with a mean trade percentage of -3.8198366481497783. The half Kelly, a measure of optimal bet size, is not available. The exposure percentage, which is the amount of capital used, is 22.31237322515213. 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 are given in percent. Fees are 25 basis points, or 0.25%, per side, and the slip is 10 or 30 basis points, or 0.1% or 0.3%. The number of closed trades includes those that were forced to close at the end of the period. The supply and availability are based on current and assumed values, 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 1Day USDC lag2 holdout slip0.003'. The symbol is SOL, with a time frame of 1Day and a rule of USDC, which means it is based on the US Dollar Coin. The lag is 2, referring to a delay of 2 periods, and the period is holdout, meaning it is a test period. The slip is 0.003, which is a small amount, and the return percentage is 4.593191395420746. The drawdown percentage, which is the maximum loss, is 9.663307375171781, and the win percentage is 100, meaning all trades were successful. There were 2 trades, with a mean trade percentage of 2.292855542927775. The half Kelly, a measure of optimal bet size, is null, meaning it is not available. The exposure percentage, which is the amount of capital used, is 7.450980392156863, and 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 2.292855542927775, and the average loss percentage is 0, meaning there were no losses. 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. 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 1Day USDC lag2 holdout slip0.001'. The symbol is SOL, with a time frame of 1 Day and a rule of USDC. The lag is 2, the period is holdout, and the slip is 0.001. The return percentage is 5.433296506914857, the drawdown percentage is 9.663307375171781, and the win percentage is 100. The number of trades is 2, with a mean trade percentage of 2.703850187372292. The half Kelly is null, and the exposure percentage is 7.450980392156863. The buy and hold percentage is -18.27869346128366, the average win percentage is 2.703850187372292, and the average loss percentage is 0. This data includes fees of 25 basis points per side and a slip of 10 or 30 basis points. The number of closed trades includes forced terminal trades, with a current vintage supply and assumed availability. The data 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 1Day USDC lag2 train slip0.003'. The given data is about a trading strategy for the symbol SOL with a time frame of 1 day and a rule based on USDC, which is a type of stablecoin, a digital currency that is pegged to the value of a traditional currency. The strategy has a lag of 2, meaning it waits for 2 periods before making a decision, and it is in the training period. The slip, which refers to the difference between the expected and actual price of a trade, is 0.003. The return percentage is -12.067754102866289, the drawdown percentage, which is the maximum loss from a peak to a trough, is 33.38353793456752, and the win percentage is 0. The number of trades is 3, with a mean trade percentage of -4.204788552603976. The half Kelly criterion, a formula used to determine the optimal size of a bet, is null. The exposure percentage, which refers to the amount of capital invested, is 22.31237322515213. The buy and hold percentage, which refers to the return of simply buying and holding the asset, is 586.352957997662. The average win percentage is 0 and the average loss 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, and the supply and availability are current vintage. The daily state is based on an hourly fill proxy, with 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 1Day USDC lag2 train slip0.001'. The given data is about a trading strategy for the symbol SOL with a time frame of 1 day and a rule based on USDC, with a lag of 2 periods during the training period and a slip of 0.001. The return percentage is -11.006206002050135, the drawdown percentage is 33.24990410895988, and the win percentage is 0. There were 3 trades, with a mean trade percentage of -3.8198366481497783. The half Kelly criterion is not available. The exposure percentage is 22.31237322515213, and the buy and hold percentage is 586.352957997662. The average win percentage is 0, and the average loss percentage is 3.8198366481497783. This data 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 terminate. The data assumes current-vintage supply and availability, 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 1Day USDC lag1 holdout slip0.003'. The given data is about a trade of the symbol SOL with a time frame of 1Day and a rule of USDC. The trade had a lag of 1, a period of holdout, and a slip of 0.003. The return percentage was 0.8214338591110674, the drawdown percentage was 9.663307375171792, and the win percentage was 50. There were 2 trades, with a mean trade percentage of 0.4198923853683842. The half Kelly was 12.850121764000198 and the exposure percentage was 7.8431372549019605. The buy and hold percentage was -18.27869346128366. The average win percentage was 1.765298140085718 and the average loss percentage was 0.9255133693489496. 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 data 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 1Day USDC lag1 holdout slip0.001'. The given data is about a trade of the symbol SOL with a time frame of 1 day and a rule of USDC, which is a type of stablecoin, a digital currency that is pegged to the US dollar. The trade had a lag of 1, meaning it was based on information from the previous day, and it was in the holdout period, which is a time when the trade is not being actively managed. The slip, or the difference between the expected and actual price of the trade, was 0.001. The return on the trade was 1.6312437597669742 percent, and the drawdown, or the decrease in value, was 9.66330737517177 percent. The win percentage, or the percentage of successful trades, was 50 percent, and there were 2 trades in total. The mean trade percentage, or the average return on each trade, was 0.8233801408841619 percent. The half Kelly percentage, a measure of the optimal fraction of the portfolio to invest, was 35.90213311969026 percent. The exposure percentage, or the percentage of the portfolio that was invested, was 7.8431372549019605 percent. The buy and hold percentage, or the return if the asset had been held for the entire period, was -18.27869346128366 percent. The average win percentage was 2.1741783196457165 percent, and the average loss percentage was 0.5274180378773926 percent. The return, drawdown, and win percentages are all in percent. The fees were 25 basis points, or 0.25 percent, per side, and the slip was 10 or 30 basis points, or 0.1 or 0.3 percent. The number of closed trades includes forced terminal trades, and the current vintage supply and assumed availability were used. The daily state hourly fill proxy was used, with no managed exits, and the size 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 1Day USDC lag1 train slip0.003'. The given data is about a trading strategy for the symbol SOL with a time frame of 1 day and a rule based on USDC, which is a type of stablecoin, a digital currency that is pegged to the value of the US dollar. The strategy has a lag of 1, meaning it looks back at past data from one period ago, and it is in the training period. The slip, which refers to the difference between the expected and actual price of a trade, is 0.003. The return percentage is -12.067754102866289, the drawdown percentage, which is the maximum loss from a peak to a trough, is 33.38353793456752, and the win percentage is 0. The number of trades is 3, with a mean trade percentage of -4.204788552603976. The half Kelly criterion, a formula used to determine the optimal size of a trade, is not available. The exposure percentage, which is the amount of capital used for trading, is 22.31237322515213. 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 4.204788552603976. 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. The supply is current vintage, and availability is assumed. The daily state is used with an hourly fill proxy, and there are 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 1Day USDC lag1 train slip0.001'. This refers to a trading strategy for the SOL symbol with a 1-day time frame and a rule based on the USDC currency, with a lag of 1 day and a slip of 0.001 during the training period. The results show a return percentage of -11.006206002050135, a drawdown percentage of 33.24990410895988, and a win percentage of 0. The average trade percentage was -3.8198366481497783, with an average loss percentage of 3.8198366481497783. The exposure percentage was 22.31237322515213, and the buy and hold percentage was 586.352957997662. Fees were 25 basis points per side, and slip was 10 or 30 basis points. The number of closed trades includes forced terminal trades, 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 1Day SMA_only lag2 holdout slip0.003'. This refers to a trading strategy for the SOL symbol with a 1-day time frame, using a Simple Moving Average rule. The lag is 2 and the period is holdout with a slip of 0.003. The return percentage is 17.894244145828083, the drawdown percentage is 9.66330737517177, and the win percentage is 100. There was 1 trade, with a mean trade percentage of 17.938979756192648. The exposure percentage is 9.411764705882353 and the buy and hold percentage is -18.27869346128366. The average win percentage is 17.938979756192648 and the average loss percentage is 0. 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 strategy 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 1Day SMA_only lag2 holdout slip0.001'. The symbol is SOL, with a time frame of 1 day and a rule of SMA_only, which means Simple Moving Average only, a type of investment strategy. The lag is 2, the period is holdout, and the slip is 0.001. The return percentage is 18.366767586863787, the drawdown percentage is 9.663307375171804, and the win percentage is 100. There was 1 trade, with a mean trade percentage of 18.412684505830946. The half Kelly, a measure of investment size, is null. The exposure percentage is 9.411764705882353, the buy and hold percentage is -18.27869346128366, the average win percentage is 18.412684505830946, 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 supply is current vintage and availability is assumed, 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 1Day SMA_only lag2 train slip0.003'. The given data is about a trading strategy for the symbol SOL with a 1-day time frame, using a Simple Moving Average rule with a 2-day lag. The results are for a training period with a slip of 0.003. The return percentage is -12.067754102866289, the drawdown percentage is 33.38353793456752, and the win percentage is 0. There were 3 trades, with a mean trade percentage of -4.204788552603976. The half Kelly criterion is not available. The exposure percentage is 22.31237322515213, 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 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. The data assumes 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 1Day SMA_only lag2 train slip0.001'. The trade results for SOL are as follows: the symbol is SOL, the time frame is 1 day, and the rule used is SMA_only, which means a simple moving average strategy. The lag is 2, the period is train, and the slip is 0.001. The return percentage is -11.006206002050135, the drawdown percentage is 33.24990410895988, and the win percentage is 0. The number of trades is 3, the mean trade percentage is -3.8198366481497783, and the exposure percentage is 22.31237322515213. The buy and hold percentage is 586.352957997662. 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, 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 'ETH/USD C91304 costed 1Hour USDC_USDT lag7 holdout slip0.003'. The automated trading fund manager reported a trade with the following details: the symbol was ETH, the time frame was 1 hour, and the rule used was USDC_USDT with a lag of 7. The period of the trade was holdout, and the slip was 0.003. The return percentage was 4.467965943906009, the drawdown percentage was 4.486823606038815, and the win percentage was 100. There was 1 trade, with a mean trade percentage of 4.47913585876578. The half Kelly was null, and the exposure percentage was 3.922209511358065. The buy and hold percentage was -14.878185268963284, the average win percentage was 4.47913585876578, and the average loss percentage was 0. The return, drawdown, and win are in 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 current vintage supply and assumed availability were used, 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 'ETH/USD C91304 costed 1Hour USDC_USDT lag7 holdout slip0.001'. The automated trading fund manager reported a trade with the following details: the symbol was ETH, the time frame was 1 hour, and the rule used was USDC_USDT with a lag of 7. The period of the trade was holdout, and the slip was 0.001. The return percentage was 4.886676484895247, the drawdown percentage was 4.486823606038881, and the win percentage was 100. There was 1 trade, with a mean trade percentage of 4.89889317610748. The exposure percentage was 3.922209511358065, and the buy and hold percentage was -14.878185268963284. The average win percentage was 4.89889317610748, and the average loss percentage was 0. The return, drawdown, and win are in 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 was current-vintage, and availability was assumed. The daily state was used as an hourly fill proxy, with no managed exits, and the size 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 'ETH/USD C91304 costed 1Hour USDC_USDT lag7 train slip0.003'. The report is about the performance of an automated trading system for Ethereum (ETH) in US dollars (USD). The system uses a 1-hour time frame and a rule based on the USDC_USDT trading pair with a lag of 7 hours. The system was trained with a slip of 0.003. The results show a return of 31.763629467259634 percent, a drawdown of 41.460781803823956 percent, and a win percentage of 30 percent. The system made 10 trades with a mean trade percentage of 3.6118193293979215 percent. The half Kelly criterion is 2.382260966224206. The exposure percentage is 57.72190867111339 percent. The buy and hold percentage is 30.106603470859604 percent. The average win percentage is 20.61828465069394 percent and the average loss percentage is 3.676665808300373 percent. The return, drawdown, and win percentages are given 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 report assumes current-vintage 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 'ETH/USD C91304 costed 1Hour USDC_USDT lag7 train slip0.001'. The automated trading fund manager reported the following results for the ETH symbol: the return percentage was 37.14102896745993 percent, the drawdown percentage was 40.635227978524625 percent, and the win percentage was 30 percent. The manager used a 1 hour time frame, a rule called USDC_USDT, a lag of 7, and a slip of 0.001. The results were based on 10 trades, with a mean trade percentage of 4.028100417735462 percent. The half Kelly percentage was 2.9012754917879597 percent, and the exposure percentage was 57.72190867111339 percent. The buy and hold percentage was 30.106603470859604 percent, the average win percentage was 21.10272812958495 percent, and the average loss percentage was 3.2895971730571754 percent. The results included fees of 25 basis points per side and a slip of 10 or 30 basis points. The number of closed trades included forced terminal trades, and the results were based on current vintage supply and assumed 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 'ETH/USD C91304 costed 1Hour USDC_USDT lag2 holdout slip0.003'. This refers to a trading strategy for Ethereum, symbol ETH, with a 1-hour time frame. The rule used is USDC_USDT with a lag of 2, meaning it looks back 2 periods, and it is in the holdout period, which is a phase where the strategy is tested. The slip, or the difference between expected and actual trade price, is 0.003. The return percentage is 2.26491192663768, and the drawdown percentage, which is the maximum loss from a peak, is 6.224114883249998. The win percentage is 100, with 1 trade, and the mean trade percentage is 2.270574206454275. The half Kelly, a measure of optimal bet size, is not available. The exposure percentage, which is the amount of capital used, is 5.883314267037098. The buy and hold percentage, which is the return if the asset was held for the entire period, is -14.878185268963284. The average win percentage is 2.270574206454275, and the average loss percentage is 0. Fees are 25 basis points per side, and slip is 10 or 30 basis points. The number of closed trades includes those that were forced to close at the end of the period. The supply and availability are current, and the daily state is used as a proxy for hourly fill, 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 'ETH/USD C91304 costed 1Hour USDC_USDT lag2 holdout slip0.001'. The automated trading fund manager reported a trade with the following details: the symbol was ETH, the time frame was 1 hour, and the rule used was USDC_USDT with a lag of 2. This was during the holdout period with a slip of 0.001. The return percentage was 2.6747925652634024, the drawdown percentage was 6.224114883250009, and the win percentage was 100. There was 1 trade, with a mean trade percentage of 2.6814795466765564. The exposure percentage was 5.883314267037098, and the buy and hold percentage was -14.878185268963284. The average win percentage was 2.6814795466765564, and the average loss percentage was 0. The return, drawdown, and win are in 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 report assumed 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 trading strategy for ETH/USD, which is a way to buy and sell the Ethereum cryptocurrency for US dollars, was tested. The test used a 1 Hour time frame, meaning it looked at prices every hour. It followed the USDC_USDT rule, which compares the prices of two other cryptocurrencies, and used a lag of 2, meaning it waited 2 hours before acting on the comparison. The test was run on a training period, which is a set of historical data used to teach the strategy. The slip, or the difference between the expected and actual price of a trade, was 0.003. The results showed a return of 31.763629467259634 percent, a drawdown, or the largest decrease in value, of 41.460781803823956 percent, and a win percentage, or the percentage of successful trades, of 30 percent. There were 10 trades in total, with a mean trade percentage, or the average change in value per trade, of 3.6118193293979215 percent. The half Kelly, a measure of the optimal amount to bet, was 2.382260966224206. The exposure percentage, or the percentage of the total value that was invested, was 57.72190867111339 percent. The buy and hold percentage, or the return if the strategy had simply bought and held the cryptocurrency, was 30.106603470859604 percent. The average win percentage was 20.61828465069394 percent, and the average loss percentage was 3.676665808300373 percent. The results are based on a fee of 25 basis points, or 0.25 percent, 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 test. The test assumed that the cryptocurrency was always available to buy or sell, and used a daily state and hourly fill proxy, which is a way to estimate the actual prices at which trades would have been made. There were no managed exits, meaning that the strategy did not try to close trades early to limit losses, and the size of each 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 trading strategy for ETH/USD, also known as Ethereum versus the US dollar, was tested. The test used a 1 Hour time frame, which means the strategy made decisions based on price changes every hour. The strategy was based on the rule USDC_USDT, which compares the prices of two other digital currencies, USDC and USDT. The strategy looked back 2 hours, known as a lag of 2, to make decisions. The test was run on training data, which is a set of historical data used to train the strategy. The strategy allowed for a slip of 0.001, which is a small amount of price movement allowed when buying or selling. The results showed a return of 37.141 percent, a drawdown of 40.635 percent, and a win percentage of 30 percent. The strategy made 10 trades, with an average trade return of 4.028 percent. The half Kelly criterion, a measure of risk, was 2.901 percent. The strategy was exposed to the market 57.721 percent of the time. Buying and holding ETH/USD would have returned 30.106 percent. The average win was 21.102 percent and the average loss was 3.289 percent. The results are based on a fee of 25 basis points per side, which is a small cost of buying or selling, 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 test. The test assumed that ETH/USD was always available to trade and used a proxy for hourly price changes. The strategy did not use managed exits, which means it did not try to time the market to close trades, and the trade size 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 'ETH/USD C91304 costed 1Hour USDC_USDT lag1 holdout slip0.003'. This refers to a trade of Ethereum against the US Dollar. The trade details are as follows: the symbol is Ethereum, the time frame is 1 hour, and the rule used is USDC_USDT with a lag of 1. The period of the trade is holdout, with a slip of 0.003. The return percentage is -0.5752033086261861, the drawdown percentage is 6.224114883249965, and the win percentage is 0. The number of trades is 1, with a mean trade percentage of -0.5766413168977547. The half Kelly criterion is null, exposure percentage is 6.275535218172903, and buy and hold percentage is -14.878185268963284. The average win percentage is 0, and the average loss percentage is 0.5766413168977547. 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 trade 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 'ETH/USD C91304 costed 1Hour USDC_USDT lag1 holdout slip0.001'. The trade details are as follows: the symbol is ETH, the time frame is 1 hour, and the rule is USDC_USDT with a lag of 1. The period is holdout with a slip of 0.001. The return percentage is -0.1767, the drawdown percentage is 6.224, and the win percentage is 0. The mean trade percentage is -0.177, the exposure percentage is 6.275, and the buy and hold percentage is -14.878. The average win percentage is 0 and the average loss percentage is 0.177. 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, with 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 trading strategy for ETH/USD, which is a cryptocurrency pair, was tested. The strategy used a 1 Hour time frame, a rule based on the USDC_USDT exchange rate, and a 1 hour lag. The test was run on a training period with a slip of 0.003. The results showed a return of 31.763629467259634 percent, a drawdown of 41.460781803823956 percent, and a win percentage of 30 percent. The strategy made 10 trades, with a mean trade percentage of 3.6118193293979215. The half Kelly criterion, a measure of risk, was 2.382260966224206. The exposure percentage was 57.72190867111339. For comparison, a buy and hold strategy would have returned 30.106603470859604 percent. The average win was 20.61828465069394 percent and the average loss was 3.676665808300373 percent. The results are based on a return, drawdown, and win percentage in percent, with 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 test period. The test assumed current and vintage supply, and used 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 'ETH/USD C91304 costed 1Hour USDC_USDT lag1 train slip0.001'. The details are as follows: the symbol is Ethereum, or ETH for short, which is a type of cryptocurrency. The time frame, or tf, is 1 hour, meaning the data is based on 1-hour periods. The rule used is USDC_USDT, which refers to a trading strategy involving two other cryptocurrencies, USDC and USDT. The lag is 1, which means the data is based on a delay of 1 period. The period is train, which is short for training, meaning the data is used to train a model. The slip is 0.001, which refers to a small amount of money, specifically a cost or fee. The return percentage is 37.14102896745993%, the drawdown percentage is 40.635227978524625%, and the win percentage is 30%. There were 10 trades, with a mean trade percentage of 4.028100417735462%. The half Kelly, a measure of risk, is 2.9012754917879597. The exposure percentage is 57.72190867111339%, the buy and hold percentage is 30.106603470859604%, the average win percentage is 21.10272812958495%, and the average loss percentage is 3.2895971730571754%. The return, drawdown, and win are all in percent. Fees are 25 basis points, or 0.25%, per side, and the slip is 10 or 30 basis points, or 0.10% or 0.30%. The number of closed trades includes forced terminal trades. The supply is current and the availability is assumed. The daily state is based on an hourly fill proxy, with 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