Notes

A computed audit was done on September 5 for the BTC/USD breakout strategy, which is reproducible using the vectorbt system with a fixed signal. The development period for this strategy is from September 1, 2024, to December 31, 2025. There is a diagnostic holdout period from January 1 to September 4, 2026, but it overlaps with previously inspected history and is not independent. The results are given in percentage units, with return marking the open position, and the closed-trade sample excludes this. The strategy does not use stops or targets. The audit found the following results for the BTC/USD symbol on an hourly timeframe: it looked back 20 periods, had a fee of 25 basis points and a slip of 5 basis points, analyzed 11,687 bars, and had a return of -98.56%, a drawdown of 98.58%, 691 trades in the sample, a win rate of 13.31%, an average win of 0.77%, an average loss of 0.82%, and a mean trade of -0.61%. There were no open trades at the end, and a buy-and-hold strategy would have given a return of 48.39%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'BTC/USD Breakout audit hourly development L15 fee25bp/slip5bp'. This is a report from a trading system. It was calculated on September 5. The system tested a trading strategy from September 1, 2024, to December 31, 2025. It also checked the strategy from January 1, 2026, to September 4, 2026, but this part is not independent because it overlaps with history that was already checked. The results are in percent units. The return is the profit or loss when a trade is open. Closed trades do not include the profit or loss of the trade that is still open. There are no stop-loss or target prices. The system used the following settings: it looked at the last 15 hours of data, it was in the development phase, it paid a fee of 25 basis points, and it allowed for a 5 basis points slip. The results are: 11,687 hours of data, a return of -99.24%, a drawdown of 99.24%, 815 trades, a win rate of 13.37%, an average win of 0.77%, an average loss of 0.81%, an average trade loss of 0.60%, and 0 open trades. If the system had just bought and held the asset, it would have had a return of 48.39%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5. This audit used a reproducible vectorbt next-open fixed signal. The development of the audit took place from September 1, 2024, to December 31, 2025. A diagnostic holdout was done from January 1 to September 4, 2026, which overlaps with previously inspected history and is not independent. The results are in percent units. The return is marked when a position is open, and the closed-trade sample does not include this. There were no stops or targets set. The audit found the following results for the SOL/USD symbol on a daily timeframe: a lookback of 20, a fee of 50 basis points, and a slip of 10 basis points. Over 247 bars, the return was 13.735080474897297 percent, with a drawdown of 17.018264383492877 percent. The sample size was 12, with a win rate of 50 percent. The average win was 5.5004578599669145 percent, and the average loss was 2.863152872851584 percent. The mean trade was 1.3186524935576658 percent. There were 0 open trades. If the position had been bought and held, the return would have been -18.130533416313664 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5 using vectorbt for a next-open fixed signal. The development period was from September 1, 2024, to December 31, 2025. The diagnostic holdout period was from January 1 to September 4, 2026, which overlaps with previously inspected history and is not independent. The results are in percent units and returns are marked when a position is open, excluding the closed-trade sample. There were no stops or targets set. The audit found the following results for the SOL/USD symbol on a daily timeframe: a lookback of 20, a fee of 25 basis points, and a slip of 5 basis points. Over 247 bars, the return was 22.23%, the drawdown was 12.68%, the sample size was 12, the win rate was 50%, the average win was 6.12%, the average loss was 2.27%, and the mean trade was 1.93%. There were no open trades at the end of the period. Buying and holding the symbol would have resulted in a return of -18.13%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit on September 5 found that the SOL/USD breakout strategy, which uses a daily timeframe and looks back 20 days, had a return of 31.35% during the holdout phase from January 1 to September 4, 2026. This phase overlaps with previously inspected history and is not independent. The strategy had a drawdown of 10.16% and a win rate of 50%. The average win was 6.75% and the average loss was 1.68%. The mean trade was 2.54%. There were no open trades at the end of the period. For comparison, a buy and hold strategy would have lost 18.13%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5 for the SOL/USD breakout strategy, which can be reproduced using vectorbt. The development period for this strategy is from September 1, 2024, to December 31, 2025. A diagnostic holdout period from January 1 to September 4, 2026, was used to test the strategy, but it overlaps with previously inspected history and is not independent. The results are given in percent units. The return is marked when a position is open, and the sample of closed trades does not include the current open position. There are no stops or targets set for this strategy. The strategy uses a daily timeframe, looks back 30 days, and has a fee of 25 basis points and a slip of 5 basis points. Over 487 bars, the strategy had a return of 22.058406845926328 percent, a drawdown of 20.4156260200288 percent, and a sample size of 16 trades. The win rate was 50 percent, with an average win of 6.349890820812931 percent and an average loss of 3.460370614555807 percent. The mean trade was 1.444760103128562 percent, and there are currently 0 open trades. For comparison, a buy and hold strategy had a return of -8.000576511587521 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5 for the SOL/USD breakout, using a reproducible vectorbt next-open fixed signal audit. The development period was from September 1, 2024, to December 31, 2025. A diagnostic holdout from January 1 to September 4, 2026, was also done, but it overlaps with previously inspected history and is not independent. The results are in percent units and the return marks an open position, while the closed-trade sample excludes it. There were no stops or targets. The results show a return of 8.193517082493582, a drawdown of 20.53860577582326, and a win rate of 41.66666666666667. The average win was 5.410592962126057 and the average loss was 3.054607158838205. The mean trade was 0.4725595582302378. There are 0 open trades. The buy and hold return was -8.000576511587521. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5 for the SOL/USD breakout strategy, which can be reproduced using vectorbt with a next-open fixed signal. The development period for this strategy was from September 1, 2024, to December 31, 2025. A diagnostic holdout period from January 1 to September 4, 2026, was also used, but it overlaps with previously inspected history and is not independent. The results are given in percent units, with return marking the open position, and the closed-trade sample excludes this position. No stops or targets were used. The strategy had a daily timeframe, looked back 15 days, and included a fee of 25 basis points and a slip of 5 basis points. Over 487 bars, the return was -8.699034543022481 percent, with a drawdown of 21.483379164553128 percent. The sample size was 30, with a win rate of 40 percent, an average win of 4.850908167798842 percent, and an average loss of 3.511809065973165 percent. The mean trade was -0.16672217246436272 percent, with no open trades at the end. For comparison, a buy-and-hold strategy had a return of -8.000576511587521 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5 using the vectorbt system to check the next-open fixed signal. This system was developed from September 1, 2024, to December 31, 2025. The diagnostic holdout period is from January 1 to September 4, 2026, which overlaps with previously checked history and is not independent. The results are given in percent units and show the return when a position is open, but closed trades do not include this return. There are no stops or targets set. The audit results for ETH/USD are as follows: the symbol is ETH/USD, the timeframe is daily, the lookback period is 20 days, the phase is holdout, the fee is 50 basis points, and the slip is 10 basis points. The audit checked 247 bars and found a return of -22.37%, a drawdown of 30.32%, 14 trades in the sample, a win rate of 21.43%, an average win of 3.85%, an average loss of 3.28%, and a mean trade of -1.75%. There are 0 open trades, and the buy and hold return is -17.19%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5. This audit used a reproducible vectorbt next-open fixed signal. The development of this signal happened from September 1, 2024, to December 31, 2025. The diagnostic holdout period was from January 1 to September 4, 2026, which overlaps with previously inspected history and is not independent. The results are given in percent units. The return is marked when a position is open, and the closed-trade sample does not include this. There were no stops or targets set. The audit results for the ETH/USD symbol on a daily timeframe with a lookback of 20 are as follows: the fee was 25 basis points and the slip was 5 basis points. Over 247 bars, the return was -15.57%, the drawdown was 24.90%, and the sample size was 14. The win rate was 21.43%, the average win was 4.47%, and the average loss was 2.69%. The mean trade was -1.15%. There were no open trades at the end, and the buy and hold return was -17.19%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5 for the ETH/USD breakout, using a reproducible vectorbt next-open fixed signal audit. The development of this audit took place from September 1, 2024, to December 31, 2025. The diagnostic holdout, which is the period used to test the audit, was from January 1 to September 4, 2026, and overlaps with previously inspected history, meaning it is not independent. The results are given in percent units. The return is marked when a position is open, and the closed-trade sample does not include this return. There were no stops or targets set. The audit results for the ETH/USD symbol, with a daily timeframe, a lookback of 20, and no fees or slippage, are as follows: the return was -8.17076158187183, the drawdown was 19.76422684548176, there were 14 trades in the sample, the win rate was 21.428571428571427, the average win was 5.087735939106771, the average loss was 2.0937209233623886, the mean trade was -0.5548373099761401, there were 0 open trades, and the buy and hold return was -17.193086546273406. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5. It used a reproducible vectorbt next-open fixed signal audit. The development period was from September 1, 2024, to December 31, 2025. The diagnostic holdout period from January 1 to September 4, 2026, overlaps with previously inspected history and is not independent. The results are in percent units. The return is marked when a position is open, and the closed-trade sample does not include this. There were no stops or targets. The audit found the following results for the ETH/USD symbol on a daily timeframe: it looked back 30 days, had a fee of 25 basis points and a slip of 5 basis points, and analyzed 487 bars. The return was 24.29%, the drawdown was 16.60%, and the sample size was 19. The win rate was 21.05%, the average win was 14.57%, and the average loss was 2.11%. The mean trade was 1.40%. There were no open trades at the end. If you had just bought and held the asset, the return would have been 18.14%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5. It used a reproducible vectorbt next-open fixed signal audit. The development period was from September 1, 2024, to December 31, 2025. A diagnostic holdout from January 1 to September 4, 2026, overlaps with previously inspected history, so it is not independent. The results are in percent units. The return is marked when a position is open, but the closed-trade sample does not include this. There were no stops or targets. The audit found the following results for the ETH/USD symbol on a daily timeframe: it looked back 20 days, had a fee of 25 basis points and a slip of 5 basis points, and analyzed 487 bars. The return was 13.41%, the drawdown was 18.18%, and the sample size was 26. The win rate was 19.23%, the average win was 14.04%, and the average loss was 2.46%. The mean trade was 0.71%, there were no open trades, and the buy and hold return was 18.14%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5. The audit used a reproducible vectorbt next-open fixed signal. The development period was from September 1, 2024, to December 31, 2025. A diagnostic holdout period from January 1 to September 4, 2026, was also used, but it overlaps with previously inspected history and is not independent. The results are in percent units. The return is marked when a position is open. The closed-trade sample does not include the open position. There were no stops or targets used. The results show the following: the symbol is ETH/USD, the timeframe is daily, the lookback is 15, the phase is development, the fee is 25 basis points, and the slip is 5 basis points. The audit analyzed 487 bars and found a return of 5.074546192169164, a drawdown of 33.36730432737971, and a sample size of 33. The win rate was 27.27272727272727, the average win was 9.09382998262413, the average loss was 2.878731642004194, and the mean trade was 0.3865124374398943. There are 0 open trades, and the buy and hold return was 18.142164119543946. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5. This audit used a fixed signal and was reproducible using vectorbt on the next open. The development of the system took place from September 1, 2024, to December 31, 2025. A diagnostic holdout, which is a period of time used to test the system, took place from January 1 to September 4, 2026, but this period overlaps with previously inspected history, so it is not independent. The results are given in percent units. The return is marked when a position is open, but the sample of closed trades does not include this. There were no stops or targets set. The system had the following results: it used the symbol BTC/USD, had a daily timeframe, looked back 20 days, was in the holdout phase, had a fee of 50 basis points, and had a slip of 10 basis points. Over 247 bars, the return was -17.17 percent, the drawdown was 21.73 percent, there were 18 trades in the sample, the win rate was 27.78 percent, the average win was 2.51 percent, the average loss was 2.16 percent, the mean trade was -0.86 percent, there was 1 open trade, and the buy and hold return was -8.96 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5. This audit used a reproducible method called vectorbt to check the next open signal. The development of this method happened from September 1, 2024, to December 31, 2025. Then, a diagnostic test was done from January 1 to September 4, 2026, but this test overlaps with history that was already checked, so it is not independent. The results are shown in percentage units. The return is marked when a position is open, but the sample of closed trades does not include this. There were no stops or targets set. The audit results for the BTC/USD symbol are as follows: the timeframe is daily, the lookback is 20, the phase is holdout, the fee is 25 basis points, and the slip is 5 basis points. The audit checked 247 bars and found a return of -7.44%, a drawdown of 15.64%, and a sample of 18 trades. The win rate was 27.78%, the average win was 3.12%, and the average loss was 1.56%. The mean trade was -0.26%, there was 1 open trade, and the buy and hold return was -8.96%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5 for the BTC/USD breakout, using a reproducible vectorbt next-open fixed signal audit. The development of this audit took place from September 1, 2024, to December 31, 2025. A diagnostic holdout was done from January 1 to September 4, 2026, which overlaps with previously inspected history and is not independent. The results are given in percent units. The return is marked when a position is open, and the closed-trade sample does not include this. There were no stops or targets set. The audit found the following results for the BTC/USD symbol on a daily timeframe with a lookback of 20: a return of 3.4241188901879105, a drawdown of 9.066610878191039, 18 samples, a win rate of 38.88888888888889, an average win of 2.7216665330938876, an average loss of 1.175115357800608, a mean trade of 0.3402998219916959, 1 open trade, and a buy and hold return of -8.955053126832269. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5. This audit used a reproducible method called vectorbt to check the next open signal. The development period was from September 1, 2024, to December 31, 2025. A diagnostic test was done from January 1, 2026, to September 4, 2026, but this test is not independent because it overlaps with previously checked history. The results are in percent units and show the return when a position is open. Closed trades do not include the open position. There were no stops or targets set. The audit found the following results for the BTC/USD symbol on a daily timeframe: it looked back 30 days, had a fee of 25 basis points and a slip of 5 basis points, and analyzed 487 bars. The return was 3.15%, the drawdown was 17.32%, and there were 27 trades in the sample. The win rate was 29.63%, the average win was 5.57%, and the average loss was 2.05%. The mean trade was 0.20%, there were no open trades, and the buy and hold return was 48.39%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'BTC/USD Breakout audit daily development L20 fee25bp/slip5bp'. This is a report about a trading strategy for Bitcoin priced in US dollars. Computed on September 5, the report checks the performance of a trading signal. The strategy was developed from September 1, 2024, to December 31, 2025. The results from January 1 to September 4, 2026, are used to test the strategy, but these results are not independent because they overlap with previous tests. The report uses percentage units. It looks at the return on open positions and closed trades, but it does not include stops or targets. The strategy had a return of -2.83%, a drawdown of 17.32%, and a win rate of 27.27%. The average win was 4.95% and the average loss was 1.87%. The mean trade was -0.01%. There are no open trades. If you had just bought and held Bitcoin, you would have had a return of 48.39%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A computed audit was done on September 5. This audit used a reproducible vectorbt next-open fixed signal. The development period was from September 1, 2024, to December 31, 2025. A diagnostic holdout period from January 1 to September 4, 2026, was also used, but it overlaps with previously inspected history and is not independent. The results are given in percent units. The return is marked when a position is open, but the closed-trade sample does not include this. There were no stops or targets used. The audit found the following results for the BTC/USD symbol on a daily timeframe: it looked back 15 days, had a fee of 25 basis points and a slip of 5 basis points, and analyzed 487 bars. The return was -13.9247 percent and the drawdown was 26.6184 percent. There were 40 trades in the sample, with a win rate of 27.5 percent. The average win was 4.3343 percent and the average loss was 2.0666 percent. The mean trade was -0.3064 percent. There were no open trades at the end. If the asset was bought and held, it would have returned 48.3934 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

Sep1 2024-Sep4 2026, retrieved Sep5. Full pagination followed; no duplicate timestamps or invalid OHLC. Initial30-page safety cap reached, resumed through77-84 pages. {"symbol":"SOL/USD","missing_hours":["2025-10-10 23:00:00+00:00","2025-10-11 00:00:00+00:00","2025-10-11 02:00:00+00:00","2025-10-11 05:00:00+00:00","2025-10-11 06:00:00+00:00","2025-10-11 08:00:00+00:00","2026-03-12 17:00:00+00:00"],"zero_volume_pct":16.996990175478448,"invalid_ohlc":0} Primary tests use observed bars without inventing fills for absent hours; one missing holdout hour Mar12 common to all. Prices with zero trade volume cannot prove executable liquidity. https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep1 2024-Sep4 2026, retrieved Sep5. Full pagination followed; no duplicate timestamps or invalid OHLC. Initial30-page safety cap reached, resumed through77-84 pages. {"symbol":"ETH/USD","missing_hours":["2025-10-25 08:00:00+00:00","2026-03-12 17:00:00+00:00"],"zero_volume_pct":6.988758941750881,"invalid_ohlc":0} Primary tests use observed bars without inventing fills for absent hours; one missing holdout hour Mar12 common to all. Prices with zero trade volume cannot prove executable liquidity. https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep1 2024-Sep4 2026, retrieved Sep5. Full pagination followed; no duplicate timestamps or invalid OHLC. Initial30-page safety cap reached, resumed through77-84 pages. {"symbol":"BTC/USD","missing_hours":["2025-06-28 12:00:00+00:00","2026-03-12 17:00:00+00:00"],"zero_volume_pct":2.3844669013284885,"invalid_ohlc":0} Primary tests use observed bars without inventing fills for absent hours; one missing holdout hour Mar12 common to all. Prices with zero trade volume cannot prove executable liquidity. https://runway.adityaperswal.workers.dev/data/crypto-bars

Retrieved Sep5 00:04UTC directly from exchange, one venue not global positioning. Forecast versus100 realized settlements descriptive; forecast can change. Annualization and72h carry assume rate fixed, not predictions. Spot book earns no funding. Single OI level is NOT an extreme or change. {"symbol":"SOL/USD","source":"OKX USDT perpetual, not Alpaca spot","current_rate_bps":-0.84163377759,"last_settled_bps":-0.852468622903,"forecast_percentile_vs_last100":2,"hist_n":100,"hist_mean_bps":0.3652023955957101,"hist_p05_bps":-0.5983003192822,"hist_p95_bps":1,"simple_annualized_pct_if_unchanged":-9.2158898646105,"three_day_total_pct_if_unchanged":-0.0757470399831,"funding_ts":"2026-09-05 00:04:30.532000+00:00","funding_for":"2026-09-05 08:00:00+00:00","oi_usd":287584927.72200006,"oi_ts":"2026-09-05 00:04:32.346000+00:00","hist_first":"2026-08-03 00:00:00+00:00","hist_last":"2026-09-05 00:00:00+00:00"} https://www.okx.com/api/v5/public/funding-rate?instId=SOL-USDT-SWAP ; https://www.okx.com/api/v5/public/funding-rate-history?instId=SOL-USDT-SWAP&limit=100 ; https://www.okx.com/api/v5/public/open-interest?instId=SOL-USDT-SWAP&instType=SWAP

Retrieved Sep5 00:04UTC directly from exchange, one venue not global positioning. Forecast versus100 realized settlements descriptive; forecast can change. Annualization and72h carry assume rate fixed, not predictions. Spot book earns no funding. Single OI level is NOT an extreme or change. {"symbol":"ETH/USD","source":"OKX USDT perpetual, not Alpaca spot","current_rate_bps":0.582531376272,"last_settled_bps":0.575932507952,"forecast_percentile_vs_last100":46,"hist_n":100,"hist_mean_bps":0.5741589969416999,"hist_p05_bps":-0.026615227364549993,"hist_p95_bps":1,"simple_annualized_pct_if_unchanged":6.378718570178401,"three_day_total_pct_if_unchanged":0.05242782386448,"funding_ts":"2026-09-05 00:04:28.859000+00:00","funding_for":"2026-09-05 08:00:00+00:00","oi_usd":1478318065.9214551,"oi_ts":"2026-09-05 00:04:31.869000+00:00","hist_first":"2026-08-03 00:00:00+00:00","hist_last":"2026-09-05 00:00:00+00:00"} https://www.okx.com/api/v5/public/funding-rate?instId=ETH-USDT-SWAP ; https://www.okx.com/api/v5/public/funding-rate-history?instId=ETH-USDT-SWAP&limit=100 ; https://www.okx.com/api/v5/public/open-interest?instId=ETH-USDT-SWAP&instType=SWAP