Notes

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"BTC/USD","timeframe":"1Hour","window":24,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-88.35753713173564,"drawdown_pct":89.01994591903437,"n":379,"win_pct":16.358839050131927,"avg_win_pct":1.2020159133682857,"avg_loss_pct":0.9078302341503922,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-79.00473794573534,"drawdown_pct":79.00473794573531,"n":239,"win_pct":15.899581589958158,"avg_win_pct":0.8686074624177528,"avg_loss_pct":0.9361626535740121,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-94.99579164706462,"drawdown_pct":94.99579164706464,"n":239,"win_pct":7.949790794979079,"avg_win_pct":0.843244644627886,"avg_loss_pct":1.4287588803360367,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"BTC/USD","timeframe":"1Hour","window":24,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-95.62181401684037,"drawdown_pct":95.89537689226508,"n":495,"win_pct":12.727272727272727,"avg_win_pct":1.845332454830416,"avg_loss_pct":0.9846577762327356,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-82.89270879132414,"drawdown_pct":84.61370611190809,"n":309,"win_pct":13.915857605177994,"avg_win_pct":2.10329843339074,"avg_loss_pct":0.9888304910513636,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-97.32089697260743,"drawdown_pct":97.32367554509942,"n":309,"win_pct":9.385113268608414,"avg_win_pct":2.382605280815946,"avg_loss_pct":1.524462205911887,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Day","window":100,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-14.152136702871122,"drawdown_pct":30.700941590224474,"n":7,"win_pct":42.857142857142854,"avg_win_pct":5.341287020373827,"avg_loss_pct":7.323961241691427,"quarter_kelly":0,"buyhold_pct":-10.40127824079402},"test":{"return_pct":10.156988229433829,"drawdown_pct":0.2641862256420935,"n":1,"win_pct":100,"avg_win_pct":10.18238070000741,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":9.498017117897943,"drawdown_pct":0.5639184797605279,"n":1,"win_pct":100,"avg_win_pct":9.545507203487432,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-22.646310432569972}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Day","window":100,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-0.5460856269006218,"drawdown_pct":28.374602519078596,"n":5,"win_pct":40,"avg_win_pct":6.460802495383756,"avg_loss_pct":4.235571481114971,"quarter_kelly":0.001663032940382711,"buyhold_pct":-10.40127824079402},"test":{"return_pct":29.53035414752314,"drawdown_pct":8.41502519468621,"n":2,"win_pct":50,"avg_win_pct":33.24932822590179,"avg_loss_pct":2.7372879789393343,"quarter_kelly":0.1147092357763527,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":27.985260076011,"drawdown_pct":8.415025194686198,"n":2,"win_pct":50,"avg_win_pct":32.531645182518666,"avg_loss_pct":3.328900498886843,"quarter_kelly":0.11220899112152928,"buyhold_pct":-22.646310432569972}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Day","window":50,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-9.724226444103223,"drawdown_pct":30.857496443126152,"n":4,"win_pct":75,"avg_win_pct":4.17028742552645,"avg_loss_pct":20.15482586675412,"quarter_kelly":0,"buyhold_pct":-10.40127824079402},"test":{"return_pct":7.235153334892129,"drawdown_pct":2.7899038814380384,"n":3,"win_pct":33.33333333333333,"avg_win_pct":10.182380700007416,"avg_loss_pct":1.33822856455473,"quarter_kelly":0.06142901638982201,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":5.322165680575544,"drawdown_pct":3.8136320156612724,"n":3,"win_pct":33.33333333333333,"avg_win_pct":9.545507203487439,"avg_loss_pct":1.934742355343745,"quarter_kelly":0.04955230396004363,"buyhold_pct":-22.646310432569972}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Day","window":50,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-6.980826987386826,"drawdown_pct":39.15222081733243,"n":4,"win_pct":50,"avg_win_pct":9.362793638304339,"avg_loss_pct":11.004779300223632,"quarter_kelly":0,"buyhold_pct":-10.40127824079402},"test":{"return_pct":10.084097584323372,"drawdown_pct":24.56348381877913,"n":7,"win_pct":14.285714285714285,"avg_win_pct":33.249328225901785,"avg_loss_pct":3.1107543780385187,"quarter_kelly":0.0156660543835212,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":5.556260185595274,"drawdown_pct":27.01300293677974,"n":7,"win_pct":14.285714285714285,"avg_win_pct":32.53164518251865,"avg_loss_pct":3.701058547566211,"quarter_kelly":0.011335439516102996,"buyhold_pct":-22.646310432569972}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Day","window":20,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":0.7855037843530227,"drawdown_pct":21.26705186999931,"n":5,"win_pct":40,"avg_win_pct":10.477430096801719,"avg_loss_pct":6.092529553928922,"quarter_kelly":0.012776375060874534,"buyhold_pct":-10.40127824079402},"test":{"return_pct":11.795919892012188,"drawdown_pct":2.223082017955158,"n":1,"win_pct":100,"avg_win_pct":11.825409691742214,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":11.127144512614777,"drawdown_pct":2.3771617790064425,"n":1,"win_pct":100,"avg_win_pct":11.182780235177857,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-22.646310432569972},"selected":true} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Day","window":20,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-18.10888758859763,"drawdown_pct":41.96039671003915,"n":9,"win_pct":33.33333333333333,"avg_win_pct":12.557487590715724,"avg_loss_pct":8.5056802599874,"quarter_kelly":0,"buyhold_pct":-10.40127824079402},"test":{"return_pct":-5.898286569423835,"drawdown_pct":39.24346693409508,"n":14,"win_pct":21.428571428571427,"avg_win_pct":13.493360389871079,"avg_loss_pct":3.663960724942175,"quarter_kelly":0.00023359795133788552,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":-13.480032450381513,"drawdown_pct":43.123980174690516,"n":14,"win_pct":21.428571428571427,"avg_win_pct":12.8448876660103,"avg_loss_pct":4.252326868029007,"quarter_kelly":0,"buyhold_pct":-22.646310432569972}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Day","window":100,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":64.25649926752598,"drawdown_pct":17.803262934477203,"n":2,"win_pct":50,"avg_win_pct":68.95526654444701,"avg_loss_pct":2.6887291611748028,"quarter_kelly":0.1201259539410204,"buyhold_pct":24.437868997997512},"test":{"return_pct":15.755535709885718,"drawdown_pct":3.411253271133363,"n":2,"win_pct":50,"avg_win_pct":19.225909971471186,"avg_loss_pct":2.878875655090507,"quarter_kelly":0.10628257869612938,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":14.374753628750023,"drawdown_pct":4.275729089162217,"n":2,"win_pct":50,"avg_win_pct":18.557354627942573,"avg_loss_pct":3.4699921563975664,"quarter_kelly":0.10162657052980051,"buyhold_pct":-20.628244741013535},"selected":true} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Day","window":100,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":44.70892690623423,"drawdown_pct":24.538316529226513,"n":2,"win_pct":50,"avg_win_pct":51.8211729292528,"avg_loss_pct":4.614927835982634,"quarter_kelly":0.11386814120773806,"buyhold_pct":24.437868997997512},"test":{"return_pct":27.4452837976559,"drawdown_pct":4.930616196854198,"n":2,"win_pct":50,"avg_win_pct":31.29136568862988,"avg_loss_pct":2.878875655090507,"quarter_kelly":0.11349972032326244,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":25.925061346834266,"drawdown_pct":4.930616196854221,"n":2,"win_pct":50,"avg_win_pct":30.580541899824492,"avg_loss_pct":3.4699921563975664,"quarter_kelly":0.11081617614983516,"buyhold_pct":-20.628244741013535}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Day","window":50,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":38.01865903406588,"drawdown_pct":13.926057550390459,"n":5,"win_pct":20,"avg_win_pct":65.18535811039624,"avg_loss_pct":4.370713146203534,"quarter_kelly":0.03658989296706353,"buyhold_pct":24.437868997997512},"test":{"return_pct":16.736561828293816,"drawdown_pct":4.206445178775587,"n":1,"win_pct":100,"avg_win_pct":16.778403232864544,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":16.03823099026611,"drawdown_pct":4.492467505000841,"n":1,"win_pct":100,"avg_win_pct":16.11842214521743,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-20.628244741013535}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Day","window":50,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":45.33651270531018,"drawdown_pct":16.019114788623455,"n":4,"win_pct":25,"avg_win_pct":62.90728843426532,"avg_loss_pct":3.708068192234843,"quarter_kelly":0.05144781823618825,"buyhold_pct":24.437868997997512},"test":{"return_pct":23.328209129368187,"drawdown_pct":17.296097301958323,"n":3,"win_pct":33.33333333333333,"avg_win_pct":37.40105041709487,"avg_loss_pct":5.229842829903856,"quarter_kelly":0.06002809292082762,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":21.128134488203905,"drawdown_pct":18.282625213432457,"n":3,"win_pct":33.33333333333333,"avg_win_pct":36.668822805619435,"avg_loss_pct":5.812723278656791,"quarter_kelly":0.05691341747606724,"buyhold_pct":-20.628244741013535}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Day","window":20,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":41.171067157201655,"drawdown_pct":13.36266669847288,"n":6,"win_pct":33.33333333333333,"avg_win_pct":24.878737615733005,"avg_loss_pct":2.2718063470608927,"quarter_kelly":0.06811413704511926,"buyhold_pct":24.437868997997512},"test":{"return_pct":10.085070732865805,"drawdown_pct":6.069587173793556,"n":3,"win_pct":33.33333333333333,"avg_win_pct":17.148906204586925,"avg_loss_pct":3.0502501889997466,"quarter_kelly":0.053688583666209974,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":8.121242877098448,"drawdown_pct":7.467143631559903,"n":3,"win_pct":33.33333333333333,"avg_win_pct":16.487627148180724,"avg_loss_pct":3.6407663205173866,"quarter_kelly":0.04653031848471986,"buyhold_pct":-20.628244741013535}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Day","window":20,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":29.340708050149367,"drawdown_pct":25.123450662373315,"n":9,"win_pct":44.44444444444444,"avg_win_pct":14.690904348898876,"avg_loss_pct":5.088900767910403,"quarter_kelly":0.06300026942736783,"buyhold_pct":24.437868997997512},"test":{"return_pct":5.7634678861645074,"drawdown_pct":27.76839161396244,"n":14,"win_pct":28.57142857142857,"avg_win_pct":12.451585405623902,"avg_loss_pct":3.89826301290511,"quarter_kelly":0.015522566491463823,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":-2.757861936308036,"drawdown_pct":32.179316318706896,"n":14,"win_pct":28.57142857142857,"avg_win_pct":11.806762291852001,"avg_loss_pct":4.485808333830797,"quarter_kelly":0.003582943417360304,"buyhold_pct":-20.628244741013535}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"BTC/USD","timeframe":"1Day","window":100,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":1.86777257944399,"drawdown_pct":3.7170187743820193,"n":1,"win_pct":100,"avg_win_pct":1.8724420108925988,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-14.061527982636468},"test":{"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-11.912002732018856},"selected":true} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"BTC/USD","timeframe":"1Day","window":100,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-8.243076458419855,"drawdown_pct":10.333264540604858,"n":2,"win_pct":50,"avg_win_pct":1.8724420108925988,"avg_loss_pct":9.950277603796241,"quarter_kelly":0,"buyhold_pct":-14.061527982636468},"test":{"return_pct":14.471267645541047,"drawdown_pct":3.6846127507397908,"n":1,"win_pct":100,"avg_win_pct":14.507445814654893,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":13.786488044248834,"drawdown_pct":3.6846127507397575,"n":1,"win_pct":100,"avg_win_pct":13.855420484470088,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-11.912002732018856}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"BTC/USD","timeframe":"1Day","window":50,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-0.7058256313224774,"drawdown_pct":1.7594862707843717,"n":2,"win_pct":50,"avg_win_pct":1.1338778668703107,"avg_loss_pct":1.8208730729859286,"quarter_kelly":0,"buyhold_pct":-14.061527982636468},"test":{"return_pct":-1.3952684779534321,"drawdown_pct":13.501030561498206,"n":4,"win_pct":25,"avg_win_pct":6.876253132623969,"avg_loss_pct":2.646684829543737,"quarter_kelly":0,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":-3.7336380032916714,"drawdown_pct":15.035678200574177,"n":4,"win_pct":25,"avg_win_pct":6.250961865191402,"avg_loss_pct":3.2386147560071805,"quarter_kelly":0,"buyhold_pct":-11.912002732018856}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"BTC/USD","timeframe":"1Day","window":50,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-14.279110327445178,"drawdown_pct":14.229480003270488,"n":8,"win_pct":12.5,"avg_win_pct":1.1338778668703107,"avg_loss_pct":2.3347453390734985,"quarter_kelly":0,"buyhold_pct":-14.061527982636468},"test":{"return_pct":5.677372395247785,"drawdown_pct":19.50054855426252,"n":7,"win_pct":14.285714285714285,"avg_win_pct":23.116765656399103,"avg_loss_pct":2.507959591161395,"quarter_kelly":0.012466227556852224,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":1.3307867445456396,"drawdown_pct":22.33932045404462,"n":7,"win_pct":14.285714285714285,"avg_win_pct":22.434579628339947,"avg_loss_pct":3.1003755083975455,"quarter_kelly":0.006100796565968531,"buyhold_pct":-11.912002732018856}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"BTC/USD","timeframe":"1Day","window":20,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":0.2872872922661918,"drawdown_pct":2.041482932222771,"n":3,"win_pct":66.66666666666666,"avg_win_pct":0.9549055051881725,"avg_loss_pct":1.599961585589995,"quarter_kelly":0.027040147175373397,"buyhold_pct":-14.061527982636468},"test":{"return_pct":-3.2054182101766493,"drawdown_pct":15.088947124423802,"n":5,"win_pct":20,"avg_win_pct":6.876253132623971,"avg_loss_pct":2.4446116883251157,"quarter_kelly":0,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":-6.066164951629798,"drawdown_pct":17.094357537092677,"n":5,"win_pct":20,"avg_win_pct":6.250961865191394,"avg_loss_pct":3.037249529823994,"quarter_kelly":0,"buyhold_pct":-11.912002732018856}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"BTC/USD","timeframe":"1Day","window":20,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-22.563391056778674,"drawdown_pct":25.121702008399772,"n":14,"win_pct":14.285714285714285,"avg_win_pct":0.9549055051881767,"avg_loss_pct":2.254586851112308,"quarter_kelly":0,"buyhold_pct":-14.061527982636468},"test":{"return_pct":19.307899253116755,"drawdown_pct":14.17864719586257,"n":13,"win_pct":30.76923076923077,"avg_win_pct":10.342115871083683,"avg_loss_pct":2.2409804876542365,"quarter_kelly":0.0394199187382928,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":10.355457168345982,"drawdown_pct":18.19270666712581,"n":13,"win_pct":30.76923076923077,"avg_win_pct":9.704682780504797,"avg_loss_pct":2.834331702478093,"quarter_kelly":0.02637455090327346,"buyhold_pct":-11.912002732018856}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep7 06:02 required CLI command node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy sma-cross --fast1 --slow50 --days1095. CLI includes livepartialSep7, nofees/holdout; gross result cannot justifytrade. {"symbol":"SOL/USD","bars":743,"returnPct":21.727497755225045,"buyAndHoldPct":-33.12972972972973,"maxDrawdownPct":56.30237630807192,"winRate":18.181818181818183,"avgTradePct":-0.008369120736610862,"n":22} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep7 06:02 required CLI command node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy sma-cross --fast1 --slow50 --days1095. CLI includes livepartialSep7, nofees/holdout; gross result cannot justifytrade. {"symbol":"ETH/USD","bars":1096,"returnPct":290.2175951781191,"buyAndHoldPct":53.01521235568429,"maxDrawdownPct":36.81329078139201,"winRate":33.33333333333333,"avgTradePct":6.453516280896274,"n":21} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep7 06:02 required CLI command node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy sma-cross --fast1 --slow50 --days1095. CLI includes livepartialSep7, nofees/holdout; gross result cannot justifytrade. {"symbol":"BTC/USD","bars":1096,"returnPct":175.7458174885592,"buyAndHoldPct":207.98337934307435,"maxDrawdownPct":26.295694061554748,"winRate":26.47058823529412,"avgTradePct":3.0762754899958047,"n":34} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"SOL/USD","timeframe":"1Hour","window":168,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-75.04835330976263,"drawdown_pct":78.22095778389493,"n":190,"win_pct":23.157894736842106,"avg_win_pct":2.4755119432519392,"avg_loss_pct":1.6611650283890063,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-58.100815431306415,"drawdown_pct":61.28097171161443,"n":123,"win_pct":23.577235772357724,"avg_win_pct":2.5147710711675786,"avg_loss_pct":1.6691537899165967,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-79.96947570700085,"drawdown_pct":80.65104860138796,"n":123,"win_pct":21.138211382113823,"avg_win_pct":2.1631150464904785,"avg_loss_pct":2.2048118628315025,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"SOL/USD","timeframe":"1Hour","window":168,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-67.78765602200687,"drawdown_pct":78.85273225511789,"n":162,"win_pct":11.11111111111111,"avg_win_pct":7.640835723695691,"avg_loss_pct":1.6568132803808304,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-48.84196430556088,"drawdown_pct":60.67091872709006,"n":109,"win_pct":11.009174311926607,"avg_win_pct":5.470381003585011,"avg_loss_pct":1.3004736913213621,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-73.39999060449284,"drawdown_pct":78.6733656699508,"n":109,"win_pct":8.256880733944955,"avg_win_pct":6.560425036754946,"avg_loss_pct":1.848642623343645,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"selected":true} https://runway.adityaperswal.workers.dev/data/crypto-bars