Notes

A news scan found the headline 'ETH/USD C91304 costed 1Day USDC_USDT lag1 holdout slip0.001'. The trading results for Ethereum, symbol ETH, are as follows: the time frame, or period of time, is 1 day, and the rule used is USDC_USDT with a lag of 1. The results are for the holdout period, which is a part of testing, with a slip, or difference between expected and actual price, of 0.001. The return percentage is -0.1767, the drawdown percentage, which is the decrease in value, is 5.109, and the win percentage is 0. The number of trades is 1, and the mean trade percentage, which is the average change in value for each trade, is -0.177. The half Kelly, a measure of risk, is not available. The exposure percentage, which is the amount of assets used, is 6.275, and the buy and hold percentage, which is the change in value if the asset was held the entire time, is -14.878. The average win percentage is 0, and the average loss percentage is -0.177. The 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 results assume the current supply and availability of Ethereum, and use a daily state hourly fill proxy, which estimates the price at which trades can be made, 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 1Day USDC_USDT lag1 train slip0.003'. The automated trading fund manager reported on ETH, which is a symbol for Ethereum, a type of cryptocurrency. The time frame, or tf, was 1 day. The rule used was USDC_USDT, which refers to a trading strategy based on the difference between two other cryptocurrencies, USDC and USDT. The lag, or delay, was 1. The period was train, meaning the system was being trained. The slip, or difference between expected and actual price, was 0.003. The return percentage was 31.763629467259634, the drawdown percentage was 40.21869473703741, and the win percentage was 30. There were 10 trades, or n. The mean trade percentage was 3.6118193293979215. The half Kelly, a measure of risk, was 2.382260966224206. The exposure percentage was 57.729138166894664. The buy and hold percentage, which is a simple investment strategy, was 30.106603470859604. The average win percentage was 20.61828465069394 and the average loss percentage was 3.676665808300373. The return, drawdown, and win are all in percent. Fees were 25 basis points, or 0.25%, per side, and the slip was 10 or 30 basis points. The number of closed trades, or N, includes forced terminal trades. The report assumed current and vintage supply and 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 trading strategy for Ethereum, symbol ETH, was tested on a 1-day time frame, using a rule based on the USDC to USDT exchange rate, with a 1-day delay, during the training period, and a small transaction cost of 0.001. The results showed a return of 37.14%, a maximum loss of 39.38%, and a winning trade percentage of 30%. There were 10 trades in total, with an average gain per trade of 4.03%. The half Kelly criterion, a measure of risk, was 2.90. The strategy was active, or exposed to the market, 57.73% of the time. If the asset was simply bought and held, it would have returned 30.11%. The average winning trade was 21.10%, and the average losing trade was 3.29%. These results are based on a fee of 0.25% per trade, and a small cost, or slip, of either 0.10% or 0.30% per trade. The number of closed trades includes those that were forced to close at the end of the test period. The test assumed that the asset was always available to trade, and used a proxy for the price at which trades were filled, based on hourly data. No trades were closed based on a managed exit strategy, and the trade size was set to 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 lag7 holdout slip0.003'. The automated trading fund manager reported on ETH, a cryptocurrency symbol, with a time frame of 1 day and a rule based on USDC, a type of stablecoin, which is a digital currency that is pegged to the value of the US dollar. The report included a lag of 7, meaning the system looked back 7 days for data, and a holdout period, which is a time when the system does not trade. The slip, or the difference between expected and actual trade price, was 0.003. The return percentage was -0.5803925048128065, the drawdown percentage, which is the maximum loss from a peak to a trough, was 5.303351262324929, and the win percentage, which is the percentage of winning trades, was 50. There were 2 trades, with a mean trade percentage of -0.2256449514928545. The half Kelly, a measure of the optimal bet size, was -0.8620301356435807. The exposure percentage, which is the percentage of the portfolio that is invested, was 5.490196078431373. 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 3.399118813060589 and the average loss percentage was 3.850408716046298. The report noted that fees were 25 basis points per side, slip was 10 or 30 basis points, and the number of closed trades includes forced terminal trades. The report assumed current-vintage supply and availability, used a daily-state hourly fill proxy, and did 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 1Day USDC lag7 holdout slip0.001'. The automated trading fund manager reported on ETH, a symbol for Ethereum, with a 1Day time frame and a USDC rule, which means it uses US Dollar Coin as a reference. The lag is 7, meaning it looks back 7 days. The period is holdout, a term that means a set of data is held back from a model for testing. The slip is 0.001, which refers to a small allowed difference in price. The return percentage is 0.2181577576386502, the drawdown percentage is 4.733842006378097, and the win percentage is 50. There were 2 trades, with a mean trade percentage of 0.1752554722499293. The half Kelly percentage is 0.6631566423816828, which is a measure of how much to bet. The exposure percentage is 5.490196078431373, and the buy and hold percentage is -14.878185268963284. The average win percentage is 3.814547391755959, and the average loss percentage is 3.4640364472561003. The 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 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 lag7 train slip0.003'. The automated trading fund manager reported on ETH, which is a symbol for Ethereum, a type of cryptocurrency. The time frame, or tf, was 1 day. The rule used was USDC, which refers to a type of stablecoin, a digital currency tied to the US dollar. The lag, or delay, was 7 days. The period was for training, which means the system was being tested. The slip, or difference between expected and actual price, was 0.003. The return percentage was 42.75542549076171, the drawdown percentage was 37.6829966572111, and the win percentage was 30. There were 10 trades, with a mean trade percentage of 5.666310252824146. The half Kelly criterion, a measure of risk, was 1.581512687510365. The exposure percentage, which is the amount of capital used, was 51.84678522571819. The buy and hold percentage, which is the return if the asset was held for the entire period, was 30.106603470859604. The average win percentage was 31.96460877535071, and the average loss percentage was 5.604389113972952. The return, drawdown, and win are all in percent. 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 report assumed current supply and availability, used a daily state and hourly fill proxy, and did 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, which is a cryptocurrency pair, was tested. The strategy used a 1-day time frame, a rule based on USDC, a 7-day lag, and a small slip of 0.001. The results showed a return of 48.58%, a drawdown of 36.80%, and a win percentage of 30%. The strategy made 10 trades, with an average trade return of 6.09%. The half Kelly criterion, a measure of risk, was 1.79. The strategy had an exposure of 51.85% and outperformed a buy-and-hold approach, which returned 30.11%. The average winning trade returned 32.49%, while the average losing trade lost 5.23%. The results are based on a test period, with fees of 0.25% per side and a slip of either 0.10% or 0.30%. The number of closed trades includes those that were forced to close at the end of the test period. The test assumed current and available supply, with daily and hourly fill rates, 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 lag2 holdout slip0.003'. This refers to a trade of Ethereum against the US Dollar. The trade used a 1-day time frame and a rule based on the US Dollar Coin, with a lag of 2 days. The trade was part of a holdout period, which is a period of time used to test a trading strategy, and had a slip of 0.003, meaning the actual price paid was 0.003 units away from the expected price. The return on this trade was 2.8408 percent, and the maximum drawdown, or loss, was 4.7745 percent. The trade won 100 percent of the time, with only 2 trades made. The average return per trade was 1.4177 percent. The exposure, or amount of capital used, was 7.4509 percent. For comparison, buying and holding the asset would have resulted in a loss of 14.8782 percent. The average win was 1.4177 percent, and there were no losses. Fees were 25 basis points per side, and the slip was either 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 of the asset were based on current and assumed values, 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 1Day USDC lag2 holdout slip0.001'. The automated trading fund manager's notes are as follows: the symbol is Ethereum, or ETH, with a time frame, or tf, of 1 day, and a rule of USDC, which means US Dollar Coin. The lag, or delay, is 2, and the period is holdout, which is a term used in finance to describe a period of time when a strategy is not used to make predictions. The slip, or difference between expected and actual price, is 0.001. The return percentage is 3.6668424770137453, the drawdown percentage, which is the maximum loss, is 4.774545999607016, and the win percentage is 100. There were 2 trades, with a mean trade percentage of 1.8252191903915793. The half Kelly, a formula used to determine the optimal bet size, is not available. The exposure percentage, which is the amount of capital used, is 7.450980392156863. 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 1.8252191903915793, and the average loss percentage is 0. 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 current vintage supply and assumed availability are used, 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 trading strategy for ETH/USD, which is a pair of Ethereum and the US dollar, was tested. The test used a 1-day time frame, a rule based on the USDC, a 2-day lag, and a training period. The test allowed for a 0.003 slip, which means a small allowed difference between expected and actual trade prices. The results showed a return of 68.84 percent, a drawdown of 33.47 percent, and a win rate of 33.33 percent, based on 9 trades. The average trade return was 7.91 percent. A half Kelly criterion, which is a measure of how much to bet, was 3.45 percent. The strategy had an exposure of 51.85 percent, meaning it was invested about half of the time. Buying and holding the asset would have given a return of 30.11 percent. The average win was 31.11 percent and the average loss was 3.69 percent. The results are given as percentages. The strategy included fees of 25 basis points, or 0.25 percent, per side, and slips of 10 or 30 basis points, or 0.1 or 0.3 percent. The number of closed trades includes those that were forced to close at the end of the test period. The test assumed that assets were available and used a proxy for hourly trading based on daily states, without 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 Ethereum, symbol ETH, was tested on a 1-day time frame, using a rule based on the US Dollar Coin, USDC, with a lag of 2 days. The test was run on a training period with a slip of 0.001. The return was 75.03 percent, the drawdown was 33.07 percent, and the win percentage was 33.33 percent, based on 9 trades. The average trade return was 8.35 percent. A half Kelly criterion of 3.99 was calculated. The exposure percentage was 51.85 percent. Buying and holding would have given a return of 30.11 percent. The average win was 31.64 percent and the average loss was 3.30 percent. Fees were 25 basis points per side and slip was 10 or 30 basis points. The number of closed trades includes those closed at the end of the test period. The test assumed current supply and availability, used a daily state and hourly fill proxy, and did 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 1Day USDC lag1 holdout slip0.003'. The automated trading fund manager reported on ETH, which is a symbol for Ethereum, a type of cryptocurrency. The time frame, or tf, was 1 day. The rule used was USDC, which refers to a type of stablecoin, a digital currency tied to the US dollar. The lag, or delay, was 1. The period was holdout, meaning a set of data held back from training. The slip, or difference between expected and actual price, was 0.003. The return percentage was -4.033723115382443, the drawdown percentage was 8.592630349651886, and the win percentage was 50. There were 2 trades, with a mean trade percentage of -2.006877786770409. The half Kelly, a measure of optimal bet size, was -33.306986569070304. The exposure percentage, or amount of capital used, was 7.8431372549019605. The buy and hold percentage, or return if the asset was held for the entire period, was -14.878185268963284. The average win percentage was 0.6464703578290155 and the average loss percentage was 4.660225931369834. The return, drawdown, and win percentages are given in percent. Fees were 25 basis points, or 0.25%, per side, and slip was 10 or 30 basis points. The number of closed trades includes those forced at the end of the period. The report 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 1Day USDC lag1 holdout slip0.001'. The trade details are as follows: the symbol is Ethereum, the time frame is 1 day, the rule is based on USDC, with a lag of 1 day. The period is holdout, with a slip of 0.001. The return percentage is -3.2629, the drawdown percentage is 8.0429, and the win percentage is 50. There were 2 trades, with a mean trade percentage of -1.6131. The half Kelly percentage is -17.9448, and the exposure percentage is 7.8431. The buy and hold percentage is -14.8782, the average win percentage is 1.0509, and the average loss percentage is 4.2771. 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 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 1Day USDC lag1 train slip0.003'. The automated trading fund manager reported the following statistics for the ETH symbol: the time frame is 1 day, the rule is based on the USDC currency, there is a lag of 1 day, the period is for training, and the slip is 0.003. The return percentage is 58.162603212980116, the drawdown percentage is 35.8624697742678, and the win percentage is 44.44444444444444. There were 9 trades, with a mean trade percentage of 7.157469643818828. The half Kelly criterion is 2.7886055244250567, the exposure percentage is 51.84678522571819, and the buy and hold percentage is 30.106603470859604. The average win percentage is 23.060648740721817, and the average loss percentage is 5.565073633703563. 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 report 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 Ethereum, symbol ETH, was tested on a 1-day time frame, using a rule based on the US Dollar Coin, USDC, with a lag of 1 day. The test had a slip of 0.001 and was run during the training period. The results showed a return of 63.96 percent, a drawdown of 35.48 percent, and a win percentage of 44.44 percent, based on 9 trades. The average trade return was 7.59 percent, and the half Kelly criterion was 3.11. The exposure percentage was 51.85 percent, and the buy and hold return was 30.11 percent. The average win was 23.55 percent, and the average loss was 5.19 percent. The results are based on a fee of 25 basis points per side, a slip of 10 or 30 basis points, and include forced terminal closures. The test assumed current-vintage supply and availability, used a daily state hourly fill proxy, and did 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 1Day SMA_only lag2 holdout slip0.003'. The details are as follows: the symbol is Ethereum, or ETH, with a time frame of 1 day, and a rule called Simple Moving Average, or SMA, with a lag of 2. This was tested in a period called holdout with a slip of 0.003. The return percentage was 10.857059181843084, the drawdown percentage was 4.930616196854254, and the win percentage was 100. There was 1 trade, with a mean trade percentage of 10.884201829797696. The half Kelly criterion was not available. The exposure percentage was 9.411764705882353, and the buy and hold percentage was -14.878185268963284. The average win percentage was 10.884201829797696, 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 supply is current vintage, and availability is assumed. The daily state is based on an 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 1Day SMA_only lag2 holdout slip0.001'. The trading fund manager's notes for the Ethereum symbol show a one-day time frame, using a Simple Moving Average rule with a lag of 2, during the holdout period, with a slip of 0.001. The return percentage was 11.30137738793728, and the drawdown percentage was 4.93061619685421. The win percentage was 100, with one trade, and the mean trade percentage was 11.329630831407123. The exposure percentage was 9.411764705882353, and the buy and hold percentage was -14.878185268963284. The average win percentage was 11.329630831407123, 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 supply and assumed availability are considered, 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 SMA_only lag2 train slip0.003'. The trading results for Ethereum (ETH) are as follows: the symbol is ETH, the time frame is 1 day, and the rule used is a Simple Moving Average (SMA) only with a lag of 2. This was a training period with a slip of 0.003. The return percentage was 31.763629467259634, the drawdown percentage was 40.21869473703741, and the win percentage was 30. There were 10 trades, with a mean trade percentage of 3.6118193293979215. The half Kelly criterion was 2.382260966224206, and the exposure percentage was 57.729138166894664. The buy and hold percentage was 30.106603470859604, the average win percentage was 20.61828465069394, and the average loss percentage was 3.676665808300373. 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 results assume 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 1Day 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 day, and the rule used is a Simple Moving Average, or SMA, only, with a lag of 2. The results are for the training period, with a slip, or small price change, of 0.001. The return percentage is 37.14102896745993, the drawdown percentage, which is the largest decrease in value, is 39.375624283383125, and the win percentage, or percentage of successful trades, is 30. There were 10 trades, with a mean trade percentage of 4.028100417735462. The half Kelly, a measure of risk, is 2.9012754917879597, and the exposure percentage, or percentage of time invested, is 57.729138166894664. The buy and hold percentage, or return if the asset was held the entire time, is 30.106603470859604. The average win percentage is 21.10272812958495, and the average loss percentage is 3.2895971730571754. The return, drawdown, and win percentages are given 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 and vintage supply, and 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 'BTC/USD C91304 costed 1Hour USDC_USDT lag7 holdout slip0.003'. This refers to a trade of Bitcoin against the US Dollar. The trade used a 1-hour time frame and a rule based on the difference between the USDC and USDT currencies, with a lag of 7 hours, during a holdout period, and a slip of 0.003. The return on this trade was -1.1494 percent, with a drawdown of 6.395 percent and no winning trades. The average loss per trade was 1.1523 percent. The trade had an exposure of 3.9222 percent and a buy-and-hold return of -11.7093 percent. Fees were 25 basis points per side and the slip was 10 or 30 basis points. The number of closed trades includes those that were forced to terminate. The trade assumed current-vintage supply and availability, with a 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 'BTC/USD C91304 costed 1Hour USDC_USDT lag7 holdout slip0.001'. The trade details are as follows: the symbol is Bitcoin, the time frame is 1 hour, and the rule is USDC_USDT. The lag is 7, the period is holdout, and the slip is 0.001. The return percentage is -0.7531938790456962, the drawdown percentage is 6.395037265564307, and the win percentage is 0. The number of trades is 1, the mean trade percentage is -0.7550768637433046, and the exposure percentage is 3.922209511358065. The buy and hold percentage is -11.70932375964865. 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, 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 'BTC/USD C91304 costed 1Hour USDC_USDT lag7 train slip0.003'. The report includes the following data: the symbol is Bitcoin, the time frame is 1 hour, and the rule is USDC_USDT. The lag is 7, the period is train, and the slip is 0.003. The return percentage is 16.332209078481426, the drawdown percentage is 37.38226214297015, and the win percentage is 35.294117647058826. There were 17 trades, with a mean trade percentage of 1.2471860655889317. The half Kelly is 2.223810119697869, and the exposure percentage is 75.23516333162306. The buy and hold percentage is 106.95486135300149, the average win percentage is 9.151387417950884, and the average loss percentage is 3.06419649024486. 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 report 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 'BTC/USD C91304 costed 1Hour USDC_USDT lag7 train slip0.001'. The report shows the results of a trading strategy for Bitcoin, with the following details: the symbol is Bitcoin, the time frame is 1 hour, the rule is based on the USDC_USDT pair, and there is a 7-period lag. The strategy was trained with a slip of 0.001. The return percentage is 24.52%, the drawdown percentage is 36.12%, and the win percentage is 35.29%. There were 17 trades, with a mean trade percentage of 1.65%. The half Kelly criterion is 3.22%, and the exposure percentage is 75.24%. The buy and hold percentage is 106.95%, the average win percentage is 9.59%, and the average loss percentage is 2.67%. The report notes that fees are 25 basis points per side, slip is 10 or 30 basis points, and the number of closed trades includes forced terminal trades. The report 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 news scan found the headline 'BTC/USD C91304 costed 1Hour USDC_USDT lag2 holdout slip0.003'. The trade details are as follows: the symbol is Bitcoin, the time frame is 1 hour, and the rule is based on the USDC to USDT exchange rate with a 2 hour lag. The period is holdout, which means it is a test period, and the slip, or the difference between expected and actual trade price, is 0.003. The return percentage is -1.8127, the drawdown percentage, which is the maximum loss from a peak, is 6.395, and the win percentage is 0. The number of trades is 1, and the mean trade percentage is -1.817. The half Kelly criterion, a measure of bet size, is not available. The exposure percentage, which is the percentage of the portfolio invested, is 5.883. The buy and hold percentage, which is the return if the asset was held for the entire period, is -11.709. The average win percentage is 0, and the average loss percentage is 1.817. 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

A news scan found the headline 'BTC/USD C91304 costed 1Hour USDC_USDT lag2 holdout slip0.001'. The trade details are as follows: the symbol is Bitcoin, the time frame is 1 hour, and the rule is based on the USDC_USDT pair with a lag of 2. The period is holdout, which means it is a testing phase, and the slip, or the difference between expected and actual trade price, is 0.001. The return percentage is -1.4192, the drawdown percentage, which is the maximum loss from a peak, is 6.395, and the win percentage is 0. The number of trades is 1, and the mean trade percentage is -1.4227. The half Kelly criterion, a measure of optimal bet size, is not available. The exposure percentage, which is the proportion of capital used, is 5.883, and the buy and hold percentage, which is the return if the asset was held for the entire period, is -11.709. The average win percentage is 0, and the average loss percentage is 1.4227. 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 based on current and assumed values, 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