A news scan found the headline 'BTC/USD C91304 costed 1Day USDC_USDT lag7 train slip0.001'. The details are as follows: the symbol is Bitcoin, the time frame is 1 day, and the rule is USDC_USDT. The lag is 7, the period is training, and the slip is 0.001. The return percentage is 24.517997547808818, the drawdown percentage is 33.673305756736504, and the win percentage is 35.294117647058826. There were 17 trades, with a mean trade percentage of 1.653989637405634. The half Kelly criterion is 3.2241802142128293, and the exposure percentage is 75.23939808481532. The buy and hold percentage is 106.95486135300149, the average win percentage is 9.589871250739764, and the average loss percentage is 2.6746730607766187. 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 1Day USDC_USDT lag2 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 with a 2-day lag. The trade was part of the holdout period with a slip of 0.003. The return percentage was -1.8127, the drawdown percentage was 5.8246, and the win percentage was 0. The average win percentage was 0 and the average loss percentage was 1.8173. 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 trade assumed current supply and availability, 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 'BTC/USD C91304 costed 1Day USDC_USDT lag2 holdout slip0.001'. The trading results for Bitcoin, with a one-day time frame, using the USDC_USDT rule, and a lag of 2, are as follows: the return percentage was -1.4192, the drawdown percentage was 5.8246, and the win percentage was 0. The average trade percentage was -1.4227. The exposure percentage was 5.8824, and the buy and hold percentage was -11.7093. The average win percentage was 0, and the average loss percentage was 1.4227. This was based on 1 trade. 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, 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 1Day USDC_USDT lag2 train slip0.003'. The details are as follows: the symbol is Bitcoin, the time frame is 1 day, 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 34.98666793245074, and the win percentage is 29.411764705882355. There were 17 trades, with a mean trade percentage of 1.6581538310817836. The half Kelly percentage is 2.1147839471321483, and the exposure percentage is 75.23939808481532. 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 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 1Day USDC_USDT lag2 train slip0.001'. The details are as follows: the symbol is Bitcoin, the time frame is 1 day, and 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 33.67330575673647, 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 75.23939808481532. The buy and hold percentage is 106.95486135300149, the average win percentage is 13.373700006841963, and the average loss percentage is 2.6446851907570528. 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, and the data 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 1Day USDC_USDT lag1 holdout slip0.003'. The trade details are as follows: the symbol is Bitcoin, the time frame is 1 day, and the rule used is USDC_USDT with a lag of 1. The period is holdout, with a slip of 0.003. The return percentage is -4.808421364744007, the drawdown percentage is 5.824592245664539, and the win percentage is 0. The number of trades is 1, with a mean trade percentage of -4.820442418155868. The half Kelly is null, exposure percentage is 6.2745098039215685, and buy and hold percentage is -11.70932375964865. The average win percentage is 0, and the average loss percentage is 4.820442418155868. 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 'BTC/USD C91304 costed 1Day USDC_USDT lag1 holdout slip0.001'. This refers to a trading strategy for Bitcoin in US dollars. The strategy used a 1-day time frame and the USDC_USDT rule with a lag of 1. The results are for the holdout period with a slip of 0.001. The return was -4.4269 percent and the drawdown was 5.8246 percent. The win percentage was 0 percent. There was 1 trade, with a mean trade percentage of -4.4379 percent. The exposure percentage was 6.2745 percent and the buy and hold percentage was -11.7093 percent. The average win percentage was 0 percent and the average loss percentage was 4.4379 percent. This 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 results assume current-vintage supply and 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 'BTC/USD C91304 costed 1Day USDC_USDT lag1 train slip0.003'. The results of a trading strategy for Bitcoin are as follows: the symbol is Bitcoin, the time frame is 1 day, the rule used is USDC_USDT, there is a lag of 1 day, the period is for training, and the slip is 0.003. The return percentage is 21.403000196972812, the drawdown percentage is 34.9866679324508, and the win percentage is 29.411764705882355. There were 17 trades, with a mean trade percentage of 1.5544380780968667. The half Kelly criterion is 2.040762793431987, and the exposure percentage is 75.23939808481532. For comparison, 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 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 those that were forced to terminate. The results assume 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 'BTC/USD C91304 costed 1Day USDC_USDT lag1 train slip0.001'. The given data is about a trading strategy for Bitcoin, symbol BTC, with a time frame of 1 day. The rule used is USDC_USDT with a lag of 1. This strategy was trained with a slip of 0.001. The return percentage is 29.945598046925927, the drawdown percentage is 33.67330575673647, and the win percentage is 29.411764705882355. There were 17 trades, with a mean trade percentage of 1.9624731246074139. The half Kelly criterion is 2.8536956085866874. The exposure percentage is 75.23939808481532. For comparison, buying and holding had a return of 106.95486135300149 percent. The average win percentage is 13.013688387027928 and the average loss percentage is 2.6421999014011335. The return, drawdown, and win percentages are given. Fees are 25 basis points per side, and slip is 10 or 30 basis points. The number of closed trades includes those forced at the end. The supply and availability are current and assumed. The fill proxy is daily state and hourly, 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 1Day USDC lag7 holdout slip0.003'. The trading results for Bitcoin, with the symbol BTC, are as follows: the time frame, or tf, is 1 day, the rule is based on the US Dollar Coin, or USDC, with a lag of 7 days, and the period is holdout, which means it is a test period, with a slip, or a small price difference, of 0.003. The return percentage is -5.65%, the drawdown percentage, which is the maximum loss, is 6.03%, and the win percentage, which is the percentage of winning trades, is 0%. The total number of trades, or n, is 2, with a mean trade percentage, or average trade return, of -2.87%. The half Kelly criterion, a formula to determine the optimal bet size, is not available. The exposure percentage, which is the percentage of the portfolio invested, is 5.49%. 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 2.87%. The return, drawdown, and win percentages are given in percent. 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 forced terminal trades, which are trades that are closed at the end of the period. The current vintage supply and assumed availability are used, with a daily state hourly fill proxy, which means the fill rate is estimated hourly, and no managed exits, which means the trades are not closed based on a specific strategy. The size of the trades 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 lag7 holdout slip0.001'. This refers to a trading strategy for Bitcoin in US dollars. The strategy used a 1-day time frame, a rule based on USDC, and a lag of 7. The results were for a holdout period with a slip of 0.001. The return percentage was -4.89, the drawdown percentage was 5.82, and the win percentage was 0. There were 2 trades, with a mean trade percentage of -2.48. The half Kelly criterion was not applicable. The exposure percentage was 5.49. For comparison, buying and holding had a return percentage of -11.71. The average win percentage was 0, and the average loss percentage was 2.48. 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 results assumed current supply and availability, 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 trading fund manager analyzed the performance of a Bitcoin trading strategy. The strategy, which used a 1-Day time frame and the USDC rule, was tested on historical data with a 7-day lag. The results showed a return of 12.45% and a maximum drawdown of 39.04%. The strategy was profitable 27.78% of the time. The average gain per trade was 1.53% and the average loss was 4.09%. The strategy outperformed a buy-and-hold approach, which returned 106.95%. The results were calculated using a fee of 0.25% per trade and a slippage of 0.003. A news scan found the data line: symbol BTC, time frame 1Day, rule USDC, lag 7, period train, slip 0.003, return percentage 12.45393676603635, drawdown percentage 39.03965739812274, win percentage 27.77777777777778, number of trades 18, mean trade percentage 1.5261341927138552, half Kelly 1.1586444302860874, exposure percentage 64.29548563611492, buyhold percentage 106.95486135300149, average win percentage 16.117853740289362, average loss percentage 4.086065633276725.
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 lag7 train slip0.001'. The report includes the following information: the symbol is Bitcoin, the time frame is 1 day, the rule is USDC, the lag is 7, the period is training, and the slip is 0.001. The return percentage is 20.849261811809427, the drawdown percentage is 36.04218410028559, and the win percentage is 27.77777777777778. There were 18 trades, with a mean trade percentage of 1.9340557964570022. The half Kelly is 1.575673865561149 and the exposure percentage is 64.29548563611492. The buy and hold percentage is 106.95486135300149, the average win percentage is 16.58425936571824, and the average loss percentage is 3.7006378840280916. 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 news scan found the headline 'BTC/USD C91304 costed 1Day USDC lag2 holdout slip0.003'. The trading results for Bitcoin, with the symbol BTC, are as follows: the time frame, or period of analysis, is 1 day, and the rule used is USDC, which refers to a type of stablecoin. The lag, or delay, is 2, and the period of analysis is the holdout period, which is a part of the data set used for testing. The slip, or difference between expected and actual price, is 0.003. The return percentage is -2.9205362024645325, the drawdown percentage, which is the maximum loss, is 5.824592245664528, and the win percentage, which is the percentage of successful trades, is 0. The number of trades is 2, and the mean trade percentage, which is the average return per trade, is -1.466961695933213. The half Kelly, a measure of optimal bet size, is not available. The exposure percentage, which is the percentage of the portfolio invested, is 7.450980392156863, 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 percentages 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. The current supply and assumed availability are used, 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 1Day USDC lag2 holdout slip0.001'. This refers to a trading strategy for Bitcoin priced in US Dollars. The strategy used a 1-day time frame, a rule based on US Dollar Coin, and a lag of 2. The period of the trade is called the holdout period, and the slip, or difference between expected and actual price, was 0.001. The return on investment was -2.140782256061925 percent, and the maximum drawdown, or largest loss, was 5.824592245664528 percent. The win percentage, or percentage of successful trades, was 50 percent, based on 2 trades. The mean trade percentage, or average return per trade, was -1.0710365045586097 percent. A half Kelly bet, a measure of optimal bet size, was -131.53315652921083. The exposure percentage, or percentage of assets invested, was 7.450980392156863 percent. If the asset had been bought and held, the return would have been -11.70932375964865 percent. The average win percentage was 0.17566103423306784 percent, and the average loss percentage was 2.3177340433502875 percent. The return, drawdown, and win percentage are all 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 those that were forced to close at the end of the period. The supply and availability of the asset were assumed to be current and vintage, 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 1Day USDC 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 day, the rule used was based on the US Dollar Coin, USDC, with a lag of 2, meaning the decision was based on information from 2 days before. The slip, or difference between the expected and actual price of a trade, was 0.003. The return, or profit, was 21.12 percent, the drawdown, or largest loss, was 36.63 percent, and the win percentage, or percentage of successful trades, was 27.78 percent, out of 18 trades. The mean trade percentage, or average profit per trade, was 1.84 percent, the half Kelly, a measure of the optimal amount to bet, was 1.86 percent, and the exposure percentage, or percentage of time spent in the market, was 64.43 percent. The buy and hold percentage, or return if the asset was simply bought and held, was 106.95 percent, the average win percentage was 15.13 percent, and the average loss percentage was 3.27 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 those that were forced to close at the end of the period, and the results assume current supply and availability, 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 trading strategy for Bitcoin, symbol BTC, was tested on a 1-day time frame, which is the period of time used for each market analysis. The rule used was based on the US Dollar Coin, USDC, with a lag of 2, meaning the strategy looked back 2 days for information. This test was for the training period, and the slip, or the difference between expected and actual trade prices, was 0.001. The return percentage was 30.16%, the drawdown percentage, which is the largest decline in value, was 33.91%, and the win percentage was 27.78%. There were 18 trades, with a mean trade percentage of 2.25%. The half Kelly criterion, a measure used to determine the optimal size of a trade, was 2.51%. The exposure percentage, which is the amount of capital used, was 64.43%. If the asset was bought and held, the return would have been 106.95%. The average win percentage was 15.59%, and the average loss percentage was 2.88%. 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. The number of closed trades, 18, includes those that were forced to close at the end of the test period. The test 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 news scan found the headline 'BTC/USD C91304 costed 1Day USDC lag1 holdout slip0.003'. This refers to a trading strategy for Bitcoin in US Dollars. The strategy used a 1-day time frame, a rule based on US Dollar Coin, and a lag of 1 day. The results were calculated for a holdout period with a slip of 0.003. The return was -5.87 percent and the drawdown was 6.24 percent. The win percentage was 0 percent. There were 2 trades, with a mean trade percentage of -2.98 percent. The exposure percentage was 7.84 percent. For comparison, buying and holding had a return of -11.71 percent. The average win percentage was 0 percent and the average loss percentage was 2.98 percent. 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-vintage supply and availability, 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 'BTC/USD C91304 costed 1Day USDC lag1 holdout slip0.001'. The trading results for Bitcoin, symbol BTC, are as follows: the time frame, or period of time, tf, is 1 day, 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 test period. The slip, or difference between expected and actual price, is 0.001. The return percentage, or profit, is -5.11%, the drawdown percentage, or largest loss, is 5.82%, and the win percentage, or percentage of successful trades, is 0%. There were 2 trades, and the mean trade percentage, or average profit per trade, is -2.59%. The half Kelly, a measure of optimal bet size, is not available. The exposure percentage, or percentage of assets used, is 7.84%, and the buy and hold percentage, or profit if the asset was held the entire time, is -11.71%. The average win percentage is 0%, and the average loss percentage is 2.59%. The return, drawdown, and win percentages are given 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, N, includes forced terminal trades. The current 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 news scan found the headline 'BTC/USD C91304 costed 1Day USDC lag1 train slip0.003'. The trading results for Bitcoin, symbol BTC, are as follows: the time frame, or period of time, tf, is 1 Day, the rule used is USDC, there is a lag of 1 day, and the period of training is train with a slip of 0.003. The return percentage is 23.08879862953303 percent, the drawdown percentage, which is the maximum loss, is 35.75217783598569 percent, and the win percentage is 27.77777777777778 percent. There were 18 trades, the mean trade percentage is 2.0111196771498627 percent, the half Kelly, a measure of bet size, is 1.8392739173734496, and the exposure percentage is 64.56908344733242 percent. The buy and hold percentage, which is the return if the asset was held the entire time, is 106.95486135300149 percent, the average win percentage is 16.079974531995493 percent, and the average loss percentage is 3.399978343944611 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. The number of closed trades, N, includes forced terminal trades. The supply is current vintage and availability is assumed, 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 strategy for Bitcoin, symbol BTC, was tested on a 1-day time frame, which is the length of time used to analyze price movements. The rule used to make trades was based on the US Dollar Coin, a type of digital currency. The lag, or delay, was 1, meaning the strategy looked at past data to make decisions. This test was done during the training period, which is a time used to teach the strategy. The slip, or difference between expected and actual trade prices, was 0.001. The results showed a return of 32.27807651260602 percent, a drawdown, or largest loss, of 33.67330575673646 percent, and a win percentage, or percentage of successful trades, of 27.77777777777778 percent. There were 18 trades, with a mean trade percentage, or average gain per trade, of 2.4209851163331395 percent. The half Kelly, a measure of how much to bet, was 2.4290523534551687. The exposure percentage, or percentage of time invested, was 64.56908344733242 percent. If the strategy had simply bought and held Bitcoin, the return would have been 106.95486135300149 percent. The average win percentage was 16.54622833649388 percent, and the average loss percentage was 3.0118007375748372 percent. The return, drawdown, and win percentages are given as percentages. The fees were 25 basis points, or 0.25 percent, per side, and the slip was 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. The test assumed that the current supply of Bitcoin and its availability were constant, and used a daily state hourly fill proxy, which is a way of estimating how often trades can be made. There were no managed exits, which are trades that are closed based on a specific strategy, 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 1Day SMA_only lag2 holdout slip0.003'. The details are as follows: the symbol is BTC, the time frame is 1 day, and the rule used is SMA_only, which means Simple Moving Average only, a method to make decisions based on the average price of a stock or currency over a certain time period. The lag is 2, the period is holdout, which refers to a period of time used to test a strategy, and the slip is 0.003. The return percentage is 10.2381512174003, the drawdown percentage, which is the decrease in value from a peak to a trough, is 5.824592245664551, and the win percentage is 100. There was 1 trade, the mean trade percentage is 10.263746595443804, and the average win percentage is also 10.263746595443804, as there were no losses. The exposure percentage is 9.411764705882353, and the buy and hold percentage, which is the return if the asset was held for the entire period, is -11.70932375964865. 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 assumptions are based on the current vintage, and the daily state hourly fill proxy is 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 'BTC/USD C91304 costed 1Day SMA_only lag2 holdout slip0.001'. The trading fund manager analyzed the Bitcoin symbol, using a 1-day time frame and a rule called Simple Moving Average 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 5.824592245664539. The win percentage was 100, with 1 trade. The mean trade percentage was 10.706688795051402. 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 analysis assumed current supply and availability, with 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 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 day, and the rule used to make decisions was based on a Simple Moving Average, or SMA, which is a way to smooth out price changes over time. The lag, or delay, was 2, meaning the strategy looked at prices from 2 days ago. The strategy was trained, or tested, on a set of data. The slip, or difference between expected and actual prices, was 0.003. The return, or profit, was 31.315361031442833 percent, and the drawdown, or largest loss, was 34.98666793245082 percent. The win percentage, or percentage of profitable trades, was 28.57142857142857 percent. There were 14 trades in total, and the average trade return was 2.5089058570530858 percent. The half Kelly criterion, a measure of risk, was 2.2372651228907374. The exposure, or percentage of time the strategy was invested, was 76.74418604651163 percent. The return from buying and holding, or not using the strategy, was 106.95486135300149 percent. The average win was 17.018106464481974 percent, and the average loss was 3.29477438591847 percent. The results include fees of 25 basis points, or 0.25 percent, per trade, and a slip 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 testing period. The results assume the current supply and availability of Bitcoin, and use a proxy for hourly price changes.
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 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 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 0.001. The return percentage was 38.87885536734376, the drawdown percentage was 33.67330575673647, 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 76.74418604651163. 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. 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 those that were forced 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