Notes

Sep6 NumPyseed20260906,20kIIDbootstrap/scenariopaths,N3/3/4 inadequateforcalibratedprobabilities;20tradesnotforecastbydeadline. No serialcorrelation/tailsmodeled,forcedterminalwinnerincluded. {"n":3,"trade_returns":[-0.14148198912252943,-0.06342187334157232,0.21358588261594944],"mean95_iid_bootstrap_pct":[-14.148198912252944,21.358588261594942],"paths":20000,"trades":20,"exposure":0.1,"ending_equity_p05_p50_p95":[766.9193067397839,852.8045399153295,955.8165666645109],"loss_frequency":0.48685} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_raw_signal_hourly_30_60_train_1","symbol":"SOL","source":"raw_signal_hourly","fast":30,"slow":60,"phase":"train","cost_mult":1,"return_pct":-33.465456806646735,"drawdown_pct":62.36261442633061,"n":4,"win_rate":25,"avg_win_pct":6.2639533146814115,"avg_loss_pct":13.760721620497609,"mean_pct":-8.754552886702854,"quarter_kelly":0,"closed":4,"ledger_error_pp":1.4210854715202004e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_raw_signal_hourly_10_40_train_1","symbol":"SOL","source":"raw_signal_hourly","fast":10,"slow":40,"phase":"train","cost_mult":1,"return_pct":42.34492970446516,"drawdown_pct":38.25774702352047,"n":6,"win_rate":66.66666666666666,"avg_win_pct":26.881598154771346,"avg_loss_pct":24.7033104751255,"mean_pct":9.686628611472397,"quarter_kelly":0.09008605585595612,"closed":6,"ledger_error_pp":7.105427357601002e-15} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_raw_signal_hourly_20_50_holdout_2","symbol":"SOL","source":"raw_signal_hourly","fast":20,"slow":50,"phase":"holdout","cost_mult":2,"return_pct":-44.06811456878859,"drawdown_pct":49.37387466319895,"n":5,"win_rate":20,"avg_win_pct":7.176822371908603,"avg_loss_pct":14.276517604805274,"mean_pct":-9.9858496094625,"quarter_kelly":0,"closed":5,"ledger_error_pp":7.105427357601002e-15} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_raw_signal_hourly_20_50_holdout_1","symbol":"SOL","source":"raw_signal_hourly","fast":20,"slow":50,"phase":"holdout","cost_mult":1,"return_pct":-42.07581462700807,"drawdown_pct":48.118765708123746,"n":5,"win_rate":20,"avg_win_pct":7.929700472016567,"avg_loss_pct":13.67434139606885,"mean_pct":-9.353533022451769,"quarter_kelly":0,"closed":5,"ledger_error_pp":7.105427357601002e-15} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_raw_signal_hourly_20_50_train_1","symbol":"SOL","source":"raw_signal_hourly","fast":20,"slow":50,"phase":"train","cost_mult":1,"return_pct":-3.0090545807023408,"drawdown_pct":49.87190319203909,"n":4,"win_rate":75,"avg_win_pct":7.158399373228473,"avg_loss_pct":20.861954776362087,"mean_pct":0.15331083583083221,"quarter_kelly":0.005354228921768345,"closed":4,"ledger_error_pp":2.1316282072803006e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_hourly_30_60_train_1","symbol":"SOL","source":"hourly","fast":30,"slow":60,"phase":"train","cost_mult":1,"return_pct":-26.674324575821046,"drawdown_pct":62.36261442633057,"n":4,"win_rate":25,"avg_win_pct":14.35634965004767,"avg_loss_pct":12.997111565601086,"mean_pct":-6.158746261688898,"quarter_kelly":0,"closed":4,"ledger_error_pp":1.7763568394002505e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_hourly_10_40_train_1","symbol":"SOL","source":"hourly","fast":10,"slow":40,"phase":"train","cost_mult":1,"return_pct":54.50667796639833,"drawdown_pct":38.25774702352041,"n":6,"win_rate":66.66666666666666,"avg_win_pct":27.084542702100357,"avg_loss_pct":21.669242154771524,"mean_pct":10.833281083143065,"quarter_kelly":0.09999505254987155,"closed":6,"ledger_error_pp":2.842170943040401e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_hourly_20_50_holdout_2","symbol":"SOL","source":"hourly","fast":20,"slow":50,"phase":"holdout","cost_mult":2,"return_pct":-36.427338917791616,"drawdown_pct":42.45791138401548,"n":4,"win_rate":25,"avg_win_pct":7.17682237190859,"avg_loss_pct":15.029035262456777,"mean_pct":-9.477570853865435,"quarter_kelly":0,"closed":4,"ledger_error_pp":7.105427357601002e-15} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_hourly_20_50_holdout_1","symbol":"SOL","source":"hourly","fast":20,"slow":50,"phase":"holdout","cost_mult":1,"return_pct":-34.622129406621696,"drawdown_pct":41.442687542040815,"n":4,"win_rate":25,"avg_win_pct":7.929700472016584,"avg_loss_pct":14.432145215894712,"mean_pct":-8.841683793916888,"quarter_kelly":0,"closed":4,"ledger_error_pp":2.1316282072803006e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_hourly_20_50_train_1","symbol":"SOL","source":"hourly","fast":20,"slow":50,"phase":"train","cost_mult":1,"return_pct":6.677033703761973,"drawdown_pct":49.87190319203889,"n":4,"win_rate":75,"avg_win_pct":10.726973135150951,"avg_loss_pct":20.861954776362094,"mean_pct":2.8297411572726894,"quarter_kelly":0.06594919931327091,"closed":4,"ledger_error_pp":3.6415315207705135e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_rebuilt_daily_30_60_train_1","symbol":"SOL","source":"rebuilt_daily","fast":30,"slow":60,"phase":"train","cost_mult":1,"return_pct":-32.092973540151654,"drawdown_pct":61.04287583393386,"n":4,"win_rate":25,"avg_win_pct":14.35634965004767,"avg_loss_pct":15.396801928316764,"mean_pct":-7.958514033725655,"quarter_kelly":0,"closed":4,"ledger_error_pp":1.4210854715202004e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_rebuilt_daily_10_40_train_1","symbol":"SOL","source":"rebuilt_daily","fast":10,"slow":40,"phase":"train","cost_mult":1,"return_pct":43.08888405312582,"drawdown_pct":35.293860969689185,"n":6,"win_rate":66.66666666666666,"avg_win_pct":27.084542702100357,"avg_loss_pct":24.7033104751255,"mean_pct":9.821924976358405,"quarter_kelly":0.09065987456746621,"closed":6,"ledger_error_pp":7.105427357601002e-15} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_rebuilt_daily_20_50_holdout_2","symbol":"SOL","source":"rebuilt_daily","fast":20,"slow":50,"phase":"holdout","cost_mult":2,"return_pct":-36.427338917791616,"drawdown_pct":41.75386662439519,"n":4,"win_rate":25,"avg_win_pct":7.17682237190859,"avg_loss_pct":15.029035262456777,"mean_pct":-9.477570853865435,"quarter_kelly":0,"closed":4,"ledger_error_pp":7.105427357601002e-15} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_rebuilt_daily_20_50_holdout_1","symbol":"SOL","source":"rebuilt_daily","fast":20,"slow":50,"phase":"holdout","cost_mult":1,"return_pct":-34.622129406621696,"drawdown_pct":40.726221213392044,"n":4,"win_rate":25,"avg_win_pct":7.929700472016584,"avg_loss_pct":14.432145215894712,"mean_pct":-8.841683793916888,"quarter_kelly":0,"closed":4,"ledger_error_pp":2.1316282072803006e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_rebuilt_daily_20_50_train_1","symbol":"SOL","source":"rebuilt_daily","fast":20,"slow":50,"phase":"train","cost_mult":1,"return_pct":-1.2062267620003695,"drawdown_pct":47.52810260098943,"n":4,"win_rate":75,"avg_win_pct":7.862354023516878,"avg_loss_pct":20.861954776362094,"mean_pct":0.6812768235471349,"quarter_kelly":0.0216626223364334,"closed":4,"ledger_error_pp":1.4654943925052066e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_raw_daily_30_60_train_1","symbol":"SOL","source":"raw_daily","fast":30,"slow":60,"phase":"train","cost_mult":1,"return_pct":-33.465456806646735,"drawdown_pct":61.02666894324267,"n":4,"win_rate":25,"avg_win_pct":6.2639533146814115,"avg_loss_pct":13.760721620497609,"mean_pct":-8.754552886702854,"quarter_kelly":0,"closed":4,"ledger_error_pp":1.4210854715202004e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_raw_daily_10_40_train_1","symbol":"SOL","source":"raw_daily","fast":10,"slow":40,"phase":"train","cost_mult":1,"return_pct":42.34492970446516,"drawdown_pct":35.266942008273006,"n":6,"win_rate":66.66666666666666,"avg_win_pct":26.881598154771346,"avg_loss_pct":24.7033104751255,"mean_pct":9.686628611472397,"quarter_kelly":0.09008605585595612,"closed":6,"ledger_error_pp":7.105427357601002e-15} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_raw_daily_20_50_holdout_2","symbol":"SOL","source":"raw_daily","fast":20,"slow":50,"phase":"holdout","cost_mult":2,"return_pct":-44.06811456878859,"drawdown_pct":48.75444879422969,"n":5,"win_rate":20,"avg_win_pct":7.176822371908603,"avg_loss_pct":14.276517604805274,"mean_pct":-9.9858496094625,"quarter_kelly":0,"closed":5,"ledger_error_pp":7.105427357601002e-15} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_raw_daily_20_50_holdout_1","symbol":"SOL","source":"raw_daily","fast":20,"slow":50,"phase":"holdout","cost_mult":1,"return_pct":-42.07581462700807,"drawdown_pct":47.48398320362336,"n":5,"win_rate":20,"avg_win_pct":7.929700472016567,"avg_loss_pct":13.67434139606885,"mean_pct":-9.353533022451769,"quarter_kelly":0,"closed":5,"ledger_error_pp":7.105427357601002e-15} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"SOL_raw_daily_20_50_train_1","symbol":"SOL","source":"raw_daily","fast":20,"slow":50,"phase":"train","cost_mult":1,"return_pct":-3.0090545807023408,"drawdown_pct":47.46871136966594,"n":4,"win_rate":75,"avg_win_pct":7.158399373228473,"avg_loss_pct":20.861954776362087,"mean_pct":0.15331083583083221,"quarter_kelly":0.005354228921768345,"closed":4,"ledger_error_pp":2.1316282072803006e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"ETH_raw_signal_hourly_30_60_train_1","symbol":"ETH","source":"raw_signal_hourly","fast":30,"slow":60,"phase":"train","cost_mult":1,"return_pct":34.064305663054,"drawdown_pct":44.01560293071972,"n":5,"win_rate":60,"avg_win_pct":22.697974754389485,"avg_loss_pct":13.289118243432704,"mean_pct":8.303137555260607,"quarter_kelly":0.09145240539197105,"closed":5,"ledger_error_pp":7.105427357601002e-15} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"ETH_raw_signal_hourly_10_40_train_1","symbol":"ETH","source":"raw_signal_hourly","fast":10,"slow":40,"phase":"train","cost_mult":1,"return_pct":130.4981471439267,"drawdown_pct":38.55518328762065,"n":11,"win_rate":36.36363636363637,"avg_win_pct":39.19882643442551,"avg_loss_pct":6.516530232845481,"mean_pct":10.107235827980338,"quarter_kelly":0.06446134200527925,"closed":11,"ledger_error_pp":5.684341886080802e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"ETH_raw_signal_hourly_20_50_holdout_2","symbol":"ETH","source":"raw_signal_hourly","fast":20,"slow":50,"phase":"holdout","cost_mult":2,"return_pct":-9.031875904835287,"drawdown_pct":39.276781296035864,"n":3,"win_rate":33.33333333333333,"avg_win_pct":31.656859626238194,"avg_loss_pct":15.772467244570947,"mean_pct":0.03730837903209901,"quarter_kelly":0.0002946310805350266,"closed":3,"ledger_error_pp":1.2434497875801753e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"ETH_raw_signal_hourly_20_50_holdout_1","symbol":"ETH","source":"raw_signal_hourly","fast":20,"slow":50,"phase":"holdout","cost_mult":1,"return_pct":-7.101324055413278,"drawdown_pct":38.85022282454419,"n":3,"win_rate":33.33333333333333,"avg_win_pct":32.581701062548284,"avg_loss_pct":15.180799536625258,"mean_pct":0.7400339964325893,"quarter_kelly":0.0056782946584949395,"closed":3,"ledger_error_pp":1.509903313490213e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars