Notes

A news scan found the headline 'ETH/USD C91304 costed 1Hour USDC lag7 holdout slip0.003'. The details are as follows: the symbol is Ethereum, or ETH, with a time frame of 1 hour and a rule based on USDC, which is a type of stablecoin, a digital currency that is pegged to the US dollar. The lag is 7, meaning the system looks back 7 time periods to make decisions. The period is holdout, which is a part of testing where the system is evaluated on data it has not seen before. The slip, or the difference between expected and actual trade price, is 0.003. The return percentage is -0.5803925048128065, the drawdown percentage, which is the largest decline in value, is 6.125950211247622, and the win percentage, or the percentage of winning trades, is 50. There were 2 trades, with a mean trade percentage of -0.2256449514928545. The half Kelly, a measure used to determine the optimal size of a trade, is -0.8620301356435807. The exposure percentage, which is the amount of capital used, is 5.491093315901291. The buy and hold percentage, which is the return if the asset was simply bought and held, is -14.878185268963284. The average win percentage is 3.399118813060589 and the average loss percentage is 3.850408716046298. The return, drawdown, and win percentages are given in percent. Fees are 25 basis points, or 0.25%, per side, and the slip is either 10 or 30 basis points. The number of closed trades includes those that were forced to close at the end of the testing period. The supply and availability are based on current and vintage data, 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 news scan found the headline 'ETH/USD C91304 costed 1Hour USDC lag7 holdout slip0.001'. The trade results for Ethereum, symbol ETH, are as follows: the time frame, or tf, is 1 hour, the rule used is USDC, which refers to a type of stablecoin, and there is a lag of 7. The period is called holdout, and the slip, or small loss per trade, is 0.001. The return percentage is 0.2181577576386502, the drawdown percentage, which is the maximum loss, is 5.561388096742348, and the win percentage is 50. There were 2 trades, and the mean trade percentage is 0.1752554722499293. The half Kelly, a measure of risk, is 0.6631566423816828, and the exposure percentage is 5.491093315901291. The buy and hold percentage, which is a comparison to simply holding the asset, is -14.878185268963284. The average win percentage is 3.814547391755959, and the average loss percentage is 3.4640364472561003. The return, drawdown, and win are in percent. Fees are 25 basis points, or 0.25%, per side, and the slip is 10 or 30 basis points. The number of closed trades includes forced terminal trades. The results assume current-vintage supply and availability, and use 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 lag7 train slip0.003'. The trading fund manager's notes are as follows: the symbol is ETH, which is a type of cryptocurrency, and it was traded with a 1 Hour time frame, meaning each trade lasted one hour. The rule used was USDC, which refers to a type of stablecoin, a digital currency tied to the US dollar. The lag was 7, which means the system looked back 7 time periods to make decisions. This was a training period, where the system learned how to trade. The slip, or the difference between expected and actual trade prices, was 0.003. The return percentage was 42.75542549076171%, the drawdown percentage, which is the largest drop in value, was 39.40942531411282%, and the win percentage, which is the percentage of trades that made money, was 30%. There were 10 trades in total, and the average trade return was 5.666310252824146%. The half Kelly criterion, a measure used to determine the optimal size of a trade, was 1.581512687510365. The exposure percentage, which is the amount of money invested, was 51.84995154210136%. If the money had been invested in a buy and hold strategy, it would have returned 30.106603470859604%. The average winning trade returned 31.96460877535071%, and the average losing trade lost 5.604389113972952%. The return, drawdown, and win percentages are all in percent. The fees were 25 basis points, or 0.25%, per side, and the slip was 10 or 30 basis points, or 0.10% or 0.30%. The number of closed trades includes those that were forced to close at the end of the period. The supply and availability of the cryptocurrency were assumed to be current and vintage, meaning they were based on current market conditions and past data. The daily state and hourly fill proxy, which are measures of market conditions, were used, but there were no managed exits, meaning the system did not try to time the market or make trades based on expected future conditions. The size of the trades 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, which is a cryptocurrency pair, was tested. The strategy used a 1 hour time frame, a rule based on USDC, a lag of 7, and a slip of 0.001. The results showed a return of 48.58%, a drawdown of 38.68%, and a win percentage of 30%. The strategy made 10 trades, with a mean trade percentage of 6.09%. The half Kelly criterion, a measure of risk, was 1.79. The exposure percentage was 51.85%, and the buy and hold percentage was 30.11%. The average win percentage was 32.49%, and the average loss percentage was 5.23%. The results are based on a fee of 25 basis points per side, and a slip of 10 or 30 basis points. The number of closed trades includes forced terminal trades. The strategy assumed current vintage supply and availability, 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 lag2 holdout slip0.003'. The automated trading fund manager reported on a trade of Ethereum, symbol ETH, with a 1 Hour time frame, using the USDC rule, and a lag of 2. The period of the trade was holdout, with a slip of 0.003. The return percentage was 2.8408126824157023, and the drawdown percentage was 6.462538339398771. The win percentage was 100, with 2 trades made. The mean trade percentage was 1.4177320654185654. The exposure percentage was 7.452198071580324. The buy and hold percentage was -14.878185268963284. The average win percentage was 1.4177320654185654, and the average loss percentage was 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 current vintage supply and assumed availability were used, with a daily state hourly fill proxy, and no managed exits, at size 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 lag2 holdout slip0.001'. This refers to a trading strategy for Ethereum, symbol ETH, with a 1-hour time frame, using USDC as a rule, and a lag of 2. The period is called holdout and the slip is 0.001. The return percentage is 3.6668424770137453, the drawdown percentage is 6.462538339398616, and the win percentage is 100. There were 2 trades, with a mean trade percentage of 1.8252191903915793. The exposure percentage is 7.452198071580324, and the buy and hold percentage is -14.878185268963284. The average win percentage is 1.8252191903915793, and the average loss percentage is 0. This 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 supply and availability are current and assumed, with daily state and 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 lag2 train slip0.003'. The trading data for Ethereum, symbol ETH, is as follows: the time frame, or tf, is 1 hour, the rule is based on USDC, which is a type of stablecoin, a digital currency tied to the US dollar. The lag, or delay, is 2, the period is for training, and the slip, or difference between expected and actual price, is 0.003. The return percentage is 68.84285331437201, the drawdown percentage, which is the decrease in value, is 35.31686234215652, and the win percentage, which is the percentage of successful trades, is 33.33333333333333. There were 9 trades, the mean trade percentage, which is the average gain or loss per trade, is 7.912019164593579, the half Kelly, a measure of risk, is 3.447203976954837, and the exposure percentage, which is the percentage of assets used, is 51.84995154210136. The buy and hold percentage, which is the return if the asset was held for the entire period, is 30.106603470859604, the average win percentage is 31.113028295091077, and the average loss percentage is 3.6884854006551704. The return, drawdown, and win are 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 data assumes current-vintage supply and availability, uses a daily state hourly fill proxy, and does not include 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 with a 1 Hour timeframe and USDC rule had the following results: it had a return of 75.03%, a drawdown of 35.06%, and a win percentage of 33.33%. The strategy had 9 trades, with a mean trade percentage of 8.35%. The half Kelly criterion was 3.99%. The exposure percentage was 51.85%, and the buy and hold percentage was 30.11%. The average win percentage was 31.64%, and the average loss percentage was 3.30%. 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 results are 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 lag1 holdout slip0.003'. The automated trading fund manager reported results for the ETH symbol, using a 1-hour time frame and the USDC rule with a 1-period lag. The holdout period had a slip of 0.003. The return percentage was -4.033723115382443, the drawdown percentage was 9.386656402320915, and the win percentage was 50. There were 2 trades, with a mean trade percentage of -2.006877786770409. The half Kelly percentage was -33.306986569070304, and the exposure percentage was 7.84441902271613. The buy and hold percentage was -14.878185268963284, the average win percentage was 0.6464703578290155, and the average loss percentage was 4.660225931369834. The results are based on fees of 25 basis points per side, a slip of 10 or 30 basis points, and include forced terminal closures. The calculations assume current-vintage supply and availability, using 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 lag1 holdout slip0.001'. The details are as follows: the symbol is ETH, the time frame is 1 hour, and the rule is USDC with a lag of 1. This is for the holdout period with a slip of 0.001. The return percentage is -3.2629104203473243, the drawdown percentage is 8.841704299167674, and the win percentage is 50. There were 2 trades, with a mean trade percentage of -1.613116594248875. The half Kelly is -17.944814551916338, and the exposure percentage is 7.84441902271613. The buy and hold percentage is -14.878185268963284, the average win percentage is 1.0508662442207792, and the average loss percentage is 4.277099432718529. 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. This is based on current-vintage supply and assumed 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 'ETH/USD C91304 costed 1Hour USDC lag1 train slip0.003'. The results of a trading strategy for Ethereum, symbol ETH, are as follows: the strategy used a 1 Hour time frame, a rule based on USDC, a lag of 1, and a slip of 0.003. The return percentage was 58.162603212980116, the drawdown percentage was 37.195066920458906, and the win percentage was 44.44444444444444. There were 9 trades, with a mean trade percentage of 7.157469643818828. The half Kelly criterion was 2.7886055244250567, and the exposure percentage was 51.84995154210136. The buy and hold percentage was 30.106603470859604, the average win percentage was 23.060648740721817, and the average loss percentage was 5.565073633703563. The return, drawdown, and win percentages are given 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 results assume current-vintage supply and availability, use a daily state hourly fill proxy, and do not include 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 lag1 train slip0.001'. The given data is about the performance of an automated trading system for Ethereum, symbol ETH, with a 1 Hour time frame and a rule based on USDC, which is a type of stablecoin, with a lag of 1. The system had a return percentage of 63.96021289489414, a drawdown percentage of 36.81685019269128, and a win percentage of 44.44444444444444. The system made 9 trades, with a mean trade percentage of 7.587961798179299. The half Kelly criterion, a measure of risk, was 3.106114076369816. The exposure percentage was 51.84995154210136, and the buy and hold percentage was 30.106603470859604. The average win percentage was 23.554881283467832, and the average loss percentage was 5.185573790051525. Fees were 25 basis points per side, and slip was 10 or 30 basis points. The number of closed trades includes forced terminal trades, and the system 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 news scan found the headline 'ETH/USD C91304 costed 1Hour SMA_only lag2 holdout slip0.003'. The automated trading fund manager reported on a trade of Ethereum, symbol ETH, with a 1 hour time frame, using a Simple Moving Average rule, which is a way to make decisions based on the average price of a stock or currency over time. The lag, or delay, was 2, and the period was a holdout, meaning it was a test period. The slip, or difference between expected and actual price, was 0.003. The return percentage was 10.857, the drawdown percentage, which is the decrease in value from a peak, was 6.462, and the win percentage was 100. There was 1 trade, with a mean trade percentage of 10.884. The half Kelly, a measure of risk, was not available. The exposure percentage, which is the amount of capital used, was 9.413. The buy and hold percentage, which is the return if the stock was held for the entire period, was -14.878. The average win percentage was 10.884, and the average loss percentage was 0. The return, drawdown, and win are in percent. Fees were 25 basis points, or 0.25%, per side, and the slip was 10 or 30 basis points, or 0.1 or 0.3%. The number of closed trades includes forced terminal trades. The supply and availability were current and assumed, 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 SMA_only lag2 holdout slip0.001'. The automated trading fund manager reported on a trade of Ethereum, symbol ETH, with a 1 Hour time frame, using a Simple Moving Average rule, which is a way to make decisions based on the average price of a stock or currency over time. The lag, or delay, was 2, and the period was a holdout, meaning it was a test period. The slip, or the difference between the expected and actual price of a trade, was 0.001. The return percentage was 11.30137738793728, the drawdown percentage, which is the largest decline in value, was 6.462538339398572, and the win percentage, which is the percentage of successful trades, was 100. There was 1 trade, and the mean trade percentage, which is the average return of all trades, was 11.329630831407123. The half Kelly criterion, a formula used to determine the optimal size of a trade, was not available. The exposure percentage, which is the percentage of the portfolio that was invested, was 9.413302827259356. The buy and hold percentage, which is the return if the asset was held for the entire period, was -14.878185268963284. The average win percentage was 11.329630831407123, and the average loss percentage was 0. The return, drawdown, and win percentages are given as a percentage. The fees were 25 basis points, or 0.25%, per side, and the slip was 10 or 30 basis points, or 0.10% or 0.30%. The number of closed trades includes forced terminal trades. The supply and availability were current and assumed, and the daily state hourly fill proxy, which is a way to estimate the fill rate of trades, was used, 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 SMA_only lag2 train slip0.003'. The automated trading fund manager's notes are as follows: the symbol is Ethereum, or ETH, and the time frame, or tf, is 1 hour. The rule used is a Simple Moving Average, or SMA, only, with a lag of 2. This means the system looks at the average price of ETH from 2 hours before. The period is for training, or testing, the system. The slip, or the difference between expected and actual price, is 0.003. The return percentage is 31.763629467259634, the drawdown percentage, which is the largest drop in value, is 41.460781803823956, and the win percentage, or the percentage of successful trades, is 30. There were 10 trades, and the mean trade percentage, or average change in price per trade, is 3.6118193293979215. The half Kelly, a measure of how much to bet, is 2.382260966224206. The exposure percentage, or the amount of money invested, is 57.72190867111339. The buy and hold percentage, or the return if the money was just left in ETH, is 30.106603470859604. The average win percentage is 20.61828465069394, and the average loss percentage is 3.676665808300373. 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 0.1% or 0.3%. The number of closed trades includes those that were forced to close at the end. The supply and availability are based on current and vintage data, and the daily state and hourly fill are used as a 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 SMA_only lag2 train slip0.001'. The trading results for Ethereum, symbol ETH, are as follows: the time frame, or period of time, is 1 hour, and the rule used is called SMA_only, which means Simple Moving Average only, a way to calculate trends. The lag, or delay, is 2, and the period is for training, or testing, purposes. The slip, or small loss, is 0.001. The return percentage is 37.14102896745993 percent, the drawdown percentage, which is the largest decline, is 40.635227978524625 percent, and the win percentage is 30 percent. There were 10 trades, and the mean trade percentage, which is the average gain per trade, is 4.028100417735462 percent. The half Kelly percentage, a measure of how much to bet, is 2.9012754917879597 percent. The exposure percentage, which is the amount of time invested, is 57.72190867111339 percent. The buy and hold percentage, which is the return if the asset was held the entire time, is 30.106603470859604 percent. The average win percentage is 21.10272812958495 percent, and the average loss percentage is 3.2895971730571754 percent. The return, drawdown, and win are in percent. Fees are 25 basis points, or 0.25 percent, per side, and the slip is 10 or 30 basis points, or 0.1 or 0.3 percent. The number of closed trades includes forced terminal trades. The supply is current and assumed to be available, 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 'ETH/USD C91304 costed 1Day USDC_USDT lag7 holdout slip0.003'. The automated trading fund manager reported on the ETH symbol with a 1Day time frame, following the USDC_USDT rule, and a lag of 7. The period was holdout with a slip of 0.003. The return percentage was 4.467965943906009, and the drawdown percentage was 3.1261864202954293. The win percentage was 100, with 1 trade, and the mean trade percentage was 4.47913585876578. The exposure percentage was 3.9215686274509802, and the buy and hold percentage was -14.878185268963284. The average win percentage was 4.47913585876578, and the average loss percentage was 0. This report 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. The report 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 1Day USDC_USDT lag7 holdout slip0.001'. The automated trading fund manager reported on the ETH symbol with a 1Day time frame, using the USDC_USDT rule, and a lag of 7. The period was holdout with a slip of 0.001. The return percentage was 4.886676484895247 and the drawdown percentage was 3.1261864202954515. The win percentage was 100, with 1 trade, and the mean trade percentage was 4.89889317610748. The half Kelly was null, exposure percentage was 3.9215686274509802, and buyhold percentage was -14.878185268963284. The average win percentage was 4.89889317610748 and the average loss percentage was 0. Fees were 25 basis points per side, and slip was 10 or 30 basis points. The number of closed trades included forced terminal trades. The report assumed 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 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-day time frame, meaning it looked at prices from one day to the next. It followed a rule based on the prices of USDC and USDT, which are types of stablecoins, or cryptocurrencies that try to keep a stable value. The rule looked back 7 days, which is called a lag of 7. The test was run on a set of data used to train the strategy, and it allowed for a small mistake, or slip, of 0.003 in the price. The results showed a return of 31.76%, a drawdown, or biggest loss, of 40.22%, and a win percentage of 30%. There were 10 trades, and the average trade return was 3.61%. The half Kelly criterion, a measure used to determine the best bet size, was 2.38%. The strategy was exposed to the market 57.73% of the time. If someone had just bought and held the cryptocurrency, they would have gotten a return of 30.11%. The average win was 20.62%, and the average loss was 3.68%. The results are based on a fee of 25 basis points, or 0.25%, per trade, and a slip of either 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 that the cryptocurrency was always available to buy or sell, and it used a proxy for how much was traded each hour. There were no managed exits, meaning the strategy did not try to get out of trades at a certain price, 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 news scan found the headline 'ETH/USD C91304 costed 1Day USDC_USDT lag7 train slip0.001'. The trade data for Ethereum, symbol ETH, is as follows: the time frame, or tf, is 1 day, the rule used is USDC_USDT, and there is a lag of 7. The period is for training, or practice, and the slip, or small loss, is 0.001. The return percentage is 37.14102896745993, the drawdown percentage, which is the largest decrease, is 39.375624283383125, and the win percentage is 30. There were 10 trades, the mean trade percentage is 4.028100417735462, and the half Kelly, a measure of risk, is 2.9012754917879597. The exposure percentage, which is the amount of time invested, is 57.729138166894664, and the buy and hold percentage, which is the return if the asset was held the whole time, is 30.106603470859604. The average win percentage is 21.10272812958495, and the average loss percentage is 3.2895971730571754. The return, drawdown, and win are in percent. Fees are 25 basis points, or 0.25%, per side, and the slip is 10 or 30 basis points. The number of closed trades includes those that were forced to close at the end. The supply and availability are current and assumed, and the fill proxy, or the way trades are filled, is hourly and not managed, 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 1Day USDC_USDT lag2 holdout slip0.003'. The trade details are as follows: the symbol is ETH, the time frame is 1 day, and the rule is USDC_USDT with a lag of 2. The period is holdout, the slip is 0.003, the return percentage is 2.26491192663768, and the drawdown percentage is 3.1261864202954626. The win percentage is 100, with 1 trade, and the mean trade percentage is 2.270574206454275. The half Kelly is null, the exposure percentage is 5.88235294117647, the buy and hold percentage is -14.878185268963284, the average win percentage is 2.270574206454275, 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 current vintage supply and assumed availability are considered, 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 fund manager made notes about a trade of Ethereum, symbol ETH, with a time frame of 1 Day, using a rule called USDC_USDT with a lag of 2. This was during a period called holdout with a slip of 0.001. The return percentage was 2.6747925652634024 and the drawdown percentage was 3.1261864202954404. The win percentage was 100. The mean trade percentage was 2.6814795466765564. The exposure percentage was 5.88235294117647. A buy and hold strategy would have resulted in a return of -14.878185268963284 percent. The average win percentage was 2.6814795466765564 and the average loss percentage was 0. The notes mention 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 period. The notes also mention the current supply and assumed availability of Ethereum, 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 'ETH/USD C91304 costed 1Day USDC_USDT lag2 train slip0.003'. The ETH symbol had a 1Day time frame, following the USDC_USDT rule with a 2-day lag, during the training period with a 0.003 slip. The return percentage was 31.763629467259634, and the drawdown percentage was 40.21869473703741. The win percentage was 30, with 10 trades, and a mean trade percentage of 3.6118193293979215. The half Kelly was 2.382260966224206, and exposure percentage was 57.729138166894664. The buy and hold percentage was 30.106603470859604, with an average win percentage of 20.61828465069394, and an average loss percentage of 3.676665808300373. 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 assumes current-vintage supply and availability, with a daily state and hourly fill proxy, and no managed exits, at size 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, called C91304, was tested. The strategy used a 1-day time frame and the USDC_USDT rule with a lag of 2. The test period was for training and the slip was 0.001. The results showed a return of 37.14%, a drawdown of 39.38%, and a win percentage of 30%. There were 10 trades, with a mean trade percentage of 4.03%. The half Kelly criterion was 2.90%. The exposure percentage was 57.73%. The buy and hold percentage was 30.11%. The average win percentage was 21.10% and the average loss percentage was 3.29%. The return, drawdown, and win percentages 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 test assumed current-vintage supply and availability, used a daily state hourly fill proxy, and did not include managed exits. 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 1Day USDC_USDT lag1 holdout slip0.003'. This refers to a trading strategy for Ethereum, a type of cryptocurrency, denoted by the symbol ETH, with a time frame of 1 day. The rule used is USDC_USDT, which is a type of trading rule that involves the USDC and USDT cryptocurrencies, with a lag of 1, meaning the trade is based on data from the previous day. The period is holdout, which is a term used in trading to refer to a period of time where the strategy is not being trained or optimized, but rather tested. The slip, or the difference between the expected and actual price of a trade, is 0.003. The return on investment is -0.5752%, the drawdown, or the maximum loss, is 5.2984%, and the win percentage, or the percentage of successful trades, is 0%. The number of trades is 1, the mean trade percentage, or the average return per trade, is -0.5766%, and the exposure percentage, or the percentage of the portfolio invested, is 6.2745%. The buy and hold percentage, or the return if the asset was simply bought and held, is -14.8782%. The average win percentage and average loss percentage are 0% and 0.5766% respectively. 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 and availability are current and assumed, 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