A news scan found the headline 'BTC/USD C91304 costed 1Hour USDC_USDT lag2 train slip0.003'. The details are as follows: the symbol is Bitcoin, the time frame is 1 hour, and the rule is USDC_USDT. The lag is 2, the period is train, and the slip is 0.003. The return percentage is 23.371522027775725, the drawdown percentage is 37.3822621429697, and the win percentage is 29.411764705882355. There were 17 trades, with a mean trade percentage of 1.6581538310817836. The half Kelly is 2.1147839471321483, and the exposure percentage is 75.23516333162306. The buy and hold percentage is 106.95486135300149, the average win percentage is 12.9201110240133, and the average loss percentage is 3.0343283326396815. 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 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 'BTC/USD C91304 costed 1Hour USDC_USDT lag2 train slip0.001'. The report includes the following information: the symbol is BTC, the time frame is 1 hour, the rule is USDC_USDT, the lag is 2, the period is train, and the slip is 0.001. The return percentage is 32.05263614447777, the drawdown percentage is 36.117294392282, and the win percentage is 29.411764705882355. There were 17 trades, with a mean trade percentage of 2.0666045732426563. The half Kelly is 2.921472684438796, and the exposure percentage is 75.23516333162306. The buy and hold percentage is 106.95486135300149, the average win percentage is 13.373700006841963, and the average loss percentage is 2.6446851907570528. The report notes that 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, does not include managed exits, and the size is 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'BTC/USD C91304 costed 1Hour USDC_USDT lag1 holdout slip0.003'. The trade details are as follows: the symbol is Bitcoin, the time frame is 1 hour, and the rule is USDC_USDT with a lag of 1. The period is holdout, the slip is 0.003, the return percentage is -4.808421364744007, and the drawdown percentage is 6.395037265564207. The win percentage is 0, the number of trades is 1, and the mean trade percentage is -4.820442418155868. The half Kelly is null, the exposure percentage is 6.275535218172903, and the buy and hold percentage is -11.70932375964865. The average win percentage is 0, and the average loss percentage is 4.820442418155868. This data includes fees of 25 basis points per side and a slip of 10 or 30 basis points. The number of closed trades includes forced terminal trades. The supply is current vintage and availability is assumed, with a daily state hourly fill proxy and no managed exits, and the size is 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'BTC/USD C91304 costed 1Hour USDC_USDT lag1 holdout slip0.001'. The report shows the symbol is BTC, with a time frame of 1 hour, using the USDC_USDT rule, and a lag of 1. The period is holdout, with a slip of 0.001. The return percentage is -4.4269, and the drawdown percentage is 6.395. The win percentage is 0, with 1 trade, and a mean trade percentage of -4.4379. The exposure percentage is 6.2755, and the buy and hold percentage is -11.7093. Fees are 25 basis points per side, and slip is 10 or 30 basis points. The report includes forced terminal closures, and assumes current vintage supply and availability, with 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 'BTC/USD C91304 costed 1Hour USDC_USDT lag1 train slip0.003'. The report includes the following information: the symbol is BTC, the time frame is 1 hour, the rule is USDC_USDT, the lag is 1, the period is train, and the slip is 0.003. The return percentage is 21.403000196972812, the drawdown percentage is 37.38226214296988, and the win percentage is 29.411764705882355. There were 17 trades, with a mean trade percentage of 1.5544380780968667. The half Kelly is 2.040762793431987, and the exposure percentage is 75.23516333162306. The buy and hold percentage is 106.95486135300149, the average win percentage is 12.561536580637176, and the average loss percentage is 3.0318529646282624. 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 lag1 train slip0.001'. The report is about a trading strategy for Bitcoin, symbol BTC, with a 1 Hour time frame, using the USDC_USDT rule with a lag of 1. The strategy was tested during the training period with a slip of 0.001. The results show a return percentage of 29.945598046925927, a drawdown percentage of 36.117294392282005, and a win percentage of 29.411764705882355, based on 17 trades. The average trade percentage was 1.9624731246074139, and the half Kelly criterion was 2.8536956085866874. The exposure percentage was 75.23516333162306, and the buy and hold percentage was 106.95486135300149. The average win percentage was 13.013688387027928, and the average loss percentage was 2.6421999014011335. The return, drawdown, and win percentages are given in percent. The fees were 25 basis points per side, and the 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 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 lag7 holdout slip0.003'. The symbol is Bitcoin, or BTC. The time frame, or tf, is 1 hour. The rule is USDC, which means US Dollar Coin. The lag is 7, which is a delay in the system. The period is holdout, which is a part of testing. The slip, or small loss, is 0.003. The return percentage, or return_pct, is -5.65%. The drawdown percentage, or drawdown_pct, is 6.40%. The win percentage, or win_pct, is 0%. There were 2 trades, or n. The mean trade percentage, or mean_trade_pct, is -2.87%. The half Kelly, a betting strategy, is not available. The exposure percentage, or exposure_pct, is 5.49%. The buy and hold percentage, or buyhold_pct, is -11.71%. The average win percentage, or avg_win_pct, is 0%. The average loss percentage, or avg_loss_pct, is 2.87%. The return, drawdown, and win are in percent. Fees are 25 basis points, or 0.25%, per side. Slip is 10 or 30 basis points, or 0.10% or 0.30%. N closed includes forced terminal. The report assumes current supply and availability, 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 'BTC/USD C91304 costed 1Hour USDC lag7 holdout slip0.001'. The trading results for Bitcoin, with a 1 Hour time frame and a rule based on USDC, are as follows: the return percentage was -4.89 percent, the drawdown percentage was 6.40 percent, and the win percentage was 0 percent. The mean trade percentage was -2.48 percent. The exposure percentage was 5.49 percent. The buy and hold percentage was -11.71 percent. The average win percentage was 0 percent and the average loss percentage was 2.48 percent. This was based on 2 trades. Fees were 25 basis points per side and slip was 10 or 30 basis points. The number of closed trades includes those that were forced to terminate. The results assume current 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 'BTC/USD C91304 costed 1Hour USDC lag7 train slip0.003'. The report is about a trading strategy for Bitcoin, symbol BTC, with a 1 Hour time frame, using USDC as the rule, and a lag of 7. The slip is 0.003. The return percentage is 12.45%, the drawdown percentage is 40.51%, and the win percentage is 27.78%. There were 18 trades, with a mean trade percentage of 1.53%. The half Kelly criterion is 1.16, and the exposure percentage is 64.30%. The buy and hold percentage is 106.95%, the average win percentage is 16.12%, and the average loss percentage is 4.09%. 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, 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 lag7 train slip0.001'. The trading fund manager's notes are about a Bitcoin trade. The trade used a 1 Hour time frame and a rule based on the US Dollar Coin. The lag was 7 and the period was for training with a slip of 0.001. The return percentage was 20.849261811809427 and the drawdown percentage was 37.57975425230256. The win percentage was 27.77777777777778. There were 18 trades. The mean trade percentage was 1.9340557964570022. The half Kelly was 1.575673865561149 and the exposure percentage was 64.30078102730745. The buy and hold percentage was 106.95486135300149. The average win percentage was 16.58425936571824 and the average loss percentage was 3.7006378840280916. The return, drawdown, and win are in percent. Fees were 25 basis points per side and slip was 10 or 30 basis points. The number of closed trades includes forced terminal trades. The supply was current vintage and availability was assumed. The daily state was used with an hourly fill proxy and no 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 'BTC/USD C91304 costed 1Hour USDC lag2 holdout slip0.003'. The trading results for Bitcoin, symbol BTC, are as follows: the time frame, or period of time, is 1 hour, and the rule used is USDC, which refers to a type of stablecoin. The lag, or delay, is 2, and the period is holdout, meaning a test period. The slip, or difference between expected and actual price, is 0.003. The return percentage is -2.9205362024645325, the drawdown percentage, which is the decrease in value, is 6.395037265564318, and the win percentage is 0. The number of trades is 2, and the mean trade percentage, which is the average change in value per trade, is -1.466961695933213. The half Kelly, a measure of optimal bet size, is not available. The exposure percentage, which is the amount of capital used, is 7.452198071580324, and the buy and hold percentage, which is the return if the asset was held for the entire period, is -11.70932375964865. The average win percentage is 0, and the average loss percentage is 1.466961695933213. The return, drawdown, and win are in percent. The 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, and the current supply and availability are assumed. The daily state and hourly fill proxy, which is a way to estimate trading volume, are used, with no managed exits, and the size is 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'BTC/USD C91304 costed 1Hour USDC lag2 holdout slip0.001'. The trade results for Bitcoin (BTC) are as follows: the symbol is BTC, the time frame is 1 hour, the rule is based on USDC, with a lag of 2, during the holdout period, and a slip of 0.001. The return percentage is -2.140782256061925, the drawdown percentage is 6.395037265564262, and the win percentage is 50. There were 2 trades, with a mean trade percentage of -1.0710365045586097. The half Kelly criterion is -131.53315652921083, exposure percentage is 7.452198071580324, and buy and hold percentage is -11.70932375964865. The average win percentage is 0.17566103423306784 and the average loss percentage is 2.3177340433502875. The return, drawdown, and win are in percent. Fees are 25 basis points per side, 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 'BTC/USD C91304 costed 1Hour USDC lag2 train slip0.003'. The results of a trading strategy for Bitcoin, symbol BTC, are as follows: the time frame, or tf, was 1 hour, the rule used was based on the US Dollar Coin, or USDC, with a lag of 2, meaning the strategy looked back 2 periods. The period of the strategy was for training, or testing, purposes. The slip, or the difference between the expected and actual price of a trade, was 0.003. The return percentage, or the profit made, was 21.11571575225024 percent. The drawdown percentage, or the largest loss, was 38.04229668689851 percent. The win percentage, or the percentage of successful trades, was 27.77777777777778 percent. There were 18 trades, or n, in total. The mean trade percentage, or the average profit per trade, was 1.8434609468523981 percent. The half Kelly, a measure of the optimal bet size, was 1.8640357535127867. The exposure percentage, or the percentage of the time the strategy was invested, was 64.43760332934268 percent. The buy and hold percentage, or the profit if the asset was simply bought and held, was 106.95486135300149 percent. The average win percentage, or the average profit of successful trades, was 15.132447311145853 percent. The average loss percentage, or the average loss of unsuccessful trades, was 3.26768765479893 percent. The results are based on fees of 25 basis points, or 0.25 percent, per side, and a slip of 10 or 30 basis points, or 0.1 or 0.3 percent. The number of closed trades, or n, 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 'BTC/USD C91304 costed 1Hour USDC lag2 train slip0.001'. The results of a trading strategy for Bitcoin, symbol BTC, are as follows: the strategy was based on a 1 Hour time frame, using USDC as the rule, with a lag of 2, during the training period. The slip was 0.001. The return percentage was 30.157691792689747, the drawdown percentage was 36.11729439228206, and the win percentage was 27.77777777777778. There were 18 trades, with a mean trade percentage of 2.252654405136747. The half Kelly criterion was 2.5086684206871257, and the exposure percentage was 64.43760332934268. The buy and hold percentage was 106.95486135300149. The average win percentage was 15.594903399936284, and the average loss percentage was 2.8789798236323056. 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 results are 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 'BTC/USD C91304 costed 1Hour USDC lag1 holdout slip0.003'. The trading results for Bitcoin, with the symbol BTC, are as follows: the time frame, or tf, is 1 hour, and the rule used is USDC, which refers to a type of stablecoin. The lag, or delay, is 1, and the period is holdout, meaning a set of data held back from training. The slip, or difference between expected and actual price, is 0.003. The return percentage is -5.87%, the drawdown percentage, which is the maximum loss, is 6.40%, and the win percentage is 0%. There were 2 trades, with a mean trade percentage of -2.98%. The half Kelly criterion, a formula to determine the optimal bet size, is not available. The exposure percentage, which is the amount of capital used, is 7.84%. The buy and hold percentage, which is the return if the asset was held for the entire period, is -11.71%. The average win percentage is 0%, and the average loss percentage is 2.98%. 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, N, includes forced terminal trades. The supply and availability are current and assumed. The daily state and hourly fill proxy, which is a way to estimate trading volume, are used, with no managed exits, and the size is 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'BTC/USD C91304 costed 1Hour USDC lag1 holdout slip0.001'. The automated trading fund manager reported on the symbol BTC with a 1 Hour time frame and a rule based on USDC, which is a type of stablecoin, a digital currency designed to have a stable value. The manager used a lag of 1, meaning a delay of one time period, and the period was a holdout, which is a test period. The slip, or the difference between expected and actual prices, was 0.001. The return percentage was -5.11%, the drawdown percentage, which is the maximum loss from a peak, was 6.40%, and the win percentage was 0%. There were 2 trades, with a mean trade percentage of -2.59%. The half Kelly, a measure of optimal bet size, was not available. The exposure percentage, which is the amount of capital used, was 7.84%. The buy and hold percentage, which is the return if the asset was held for the entire period, was -11.71%. The average win percentage was 0% and the average loss percentage was 2.59%. The return, drawdown, and win percentages are given 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 forced terminal trades. The report 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 'BTC/USD C91304 costed 1Hour USDC lag1 train slip0.003'. The trading results for Bitcoin (BTC) are as follows: the symbol is BTC, the time frame is 1 hour, the rule is based on USDC, with a lag of 1, during the training period, with a slip of 0.003. The return percentage is 23.08879862953303, the drawdown percentage is 37.38226214296999, and the win percentage is 27.77777777777778, out of 18 trades. The mean trade percentage is 2.0111196771498627, the half Kelly criterion is 1.8392739173734496, and the exposure percentage is 64.57442563137792. For comparison, the buy and hold percentage is 106.95486135300149. The average win percentage is 16.079974531995493 and the average loss percentage is 3.399978343944611. The return, drawdown, and win percentages are given in percent. The fees are 25 basis points per side, and the slip is 10 or 30 basis points. The number of closed trades includes forced terminal trades. The results assume 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 'BTC/USD C91304 costed 1Hour USDC lag1 train slip0.001'. The report includes the following information: the symbol is Bitcoin, the time frame is 1 hour, and the rule is based on USDC. The lag is 1, the period is for training, and the slip is 0.001. The return percentage is 32.27807651260602, the drawdown percentage is 36.11729439228233, and the win percentage is 27.77777777777778. There were 18 trades, with a mean trade percentage of 2.4209851163331395. The half Kelly percentage is 2.4290523534551687, and the exposure percentage is 64.57442563137792. The buy and hold percentage is 106.95486135300149, the average win percentage is 16.54622833649388, and the average loss percentage is 3.0118007375748372. 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 SMA_only lag2 holdout slip0.003'. The symbol is Bitcoin, with a time frame of 1 hour and a rule called Simple Moving Average only, which is a way to make decisions based on the average price of Bitcoin over time. The lag is 2, meaning the decision is based on what happened 2 time periods ago. The period is called holdout, which is a part of testing when the system is not using new data to make decisions. The slip, or the difference between expected and actual price, is 0.003. The return percentage is 10.2381512174003, the drawdown percentage, which is the biggest drop in value, is 6.395037265564207, and the win percentage, which is the percentage of successful trades, is 100. There was 1 trade, with a mean trade percentage of 10.263746595443804. The half Kelly, a measure of how much to bet, is not available. The exposure percentage, which is how much of the portfolio is being used, is 9.413302827259356. The buy and hold percentage, which is what would have happened if the system just bought and held Bitcoin, is -11.70932375964865. The average win percentage is 10.263746595443804 and the average loss percentage is 0. 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 of the test. The test assumes the current supply and availability of Bitcoin, uses a daily state and hourly fill proxy, does not manage exits, and the size is 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'BTC/USD C91304 costed 1Hour SMA_only lag2 holdout slip0.001'. The trading fund manager's notes are as follows: the symbol is Bitcoin, or BTC, with a time frame of 1 hour, using a rule called Simple Moving Average, or SMA, only, with a lag of 2. This was during the holdout period with a slip of 0.001. The return percentage was 10.67998882299392, and the drawdown percentage was 6.395037265564474. The win percentage was 100, with 1 trade, and the mean trade percentage was 10.706688795051402. The half Kelly was null, and the exposure percentage was 9.413302827259356. The buy and hold percentage was -11.70932375964865. The average win percentage was 10.706688795051402, 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, 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 SMA_only lag2 train slip0.003'. The results of a trading strategy for Bitcoin, symbol BTC, are as follows: the time frame, or period of time used to make decisions, was 1 hour, and the rule used to make decisions was a Simple Moving Average, or SMA, only strategy with a lag of 2. This means the strategy looked at the average price of Bitcoin over the last 2 hours to make decisions. The period of time used to train the strategy was the training period. The slip, or difference between the expected price and the actual price, was 0.003. The return on investment was 31.315361031442833 percent, the drawdown, or largest decrease in value, was 37.3822621429699 percent, and the percentage of winning trades was 28.57142857142857 percent. There were 14 trades in total, with a mean trade percentage of 2.5089058570530858 percent. The half Kelly criterion, a measure of the optimal amount to bet, was 2.2372651228907374 percent. The exposure, or amount of money invested, was 76.7402086540106 percent. If the Bitcoin had been bought and held, the return would have been 106.95486135300149 percent. The average winning trade was 17.018106464481974 percent, and the average losing trade was 3.29477438591847 percent. The results include fees of 25 basis points, or 0.25 percent, per side, and a slip of 10 or 30 basis points, or 0.1 or 0.3 percent. The number of closed trades includes forced terminal trades, and 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 news scan found the headline 'BTC/USD C91304 costed 1Hour SMA_only lag2 train slip0.001'. The results of a trading strategy for Bitcoin (BTC) are as follows: the symbol is BTC, the time frame is 1 hour, 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 0.001. The return percentage was 38.87885536734376, the drawdown percentage was 36.11729439228196, and the win percentage was 28.57142857142857. There were 14 trades, with a mean trade percentage of 2.9207664372233757. The half Kelly criterion was 2.873438594594975, and the exposure percentage was 76.7402086540106. For comparison, buying and holding had a return percentage of 106.95486135300149. The average win percentage was 17.488120328108756, and the average loss percentage was 2.906175119130776. Fees were 25 basis points per side, and slip was 10 or 30 basis points. The number of closed trades includes those that were forced to close at the end of the period. The results assume current and vintage supply and availability, with a daily state and 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 1Day USDC_USDT lag7 holdout slip0.003'. The trade details are as follows: the symbol is Bitcoin, the time frame is 1 day, and the rule is based on the USDC to USDT exchange rate. The lag is 7 days, the period is holdout, and the slip is 0.003. The return percentage is -1.1494, the drawdown percentage is 5.8246, and the win percentage is 0. The number of trades is 1, the mean trade percentage is -1.1523, and the half Kelly is unknown. The exposure percentage is 3.9216, the buy and hold percentage is -11.7093, the average win percentage is 0, and the average loss percentage is 1.1523. 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 assumed availability, 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 'BTC/USD C91304 costed 1Day USDC_USDT lag7 holdout slip0.001'. The trade details are as follows: the symbol is Bitcoin, the time frame is 1 day, and the rule is based on the USDC to USDT exchange rate with a 7-day lag. This is a holdout period with a slip of 0.001. The return percentage is -0.7531938790456962, the drawdown percentage is 5.824592245664528, and the win percentage is 0. There was 1 trade, with a mean trade percentage of -0.7550768637433046. The exposure percentage is 3.9215686274509802, and the buy and hold percentage is -11.70932375964865. The average win percentage is 0, and the average loss percentage is 0.7550768637433046. The return, drawdown, and win percentages are given in percent. Fees are 25 basis points per side, and slip is 10 or 30 basis points. The number of closed trades includes forced terminal trades. The supply is current vintage, and availability is assumed. The daily state is based on an hourly fill proxy, with no managed exits, and the size is 0.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the headline 'BTC/USD C91304 costed 1Day USDC_USDT lag7 train slip0.003'. The given data is about a trading strategy for Bitcoin, symbol BTC, with a time frame of 1 day. The strategy is based on the rule USDC_USDT with a lag of 7 days, during the training period, and a slip of 0.003. The return percentage is 16.332209078481426, the drawdown percentage is 34.986667932450764, and the win percentage is 35.294117647058826, out of 17 trades. The mean trade percentage is 1.2471860655889317, and the half Kelly criterion is 2.223810119697869. The exposure percentage is 75.23939808481532, and 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 supply is current vintage, and availability is assumed. The daily state is based on an hourly fill proxy, with 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