Notes

A news scan found the headline about LTC/USD C91302 Donchian HIGH hourly L20 slip0.003 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is hourly, meaning the data is based on one-hour periods. The lookback period is 20, which refers to the number of past hours considered for analysis. The slip is 0.003, which is a small amount allowed for price movement before taking action. The period is train, which means the data is used for training a model. The return percentage is 17.25%, the drawdown percentage is 47.00%, and the win rate percentage is 40%. There were 10 trades, with 0 open trades, and the mean trade percentage is 2.89%. The average win percentage is 21.73%, and the average loss percentage is -9.67%. The half Kelly criterion, a measure of risk, is 0.69%. The returns percentage for each trade are: 21.99%, -6.93%, -12.20%, -6.03%, -10.62%, 32.11%, -9.71%, 4.93%, 27.90%, and -12.51%. The entry strategy is based on the prior high, and the exit strategy is based on the prior low. The next exact open is considered, with a 25 basis point taker credited to the coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24-hour data is used. The training data is from 2024-25, and the reset is for 2026, which is a known holdout period. There is no hype for 2026, meaning no training or validation out of sample. No 3R or 15-minute management is used, and sensitivity is not selected. The return includes open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'LTC/USD C91302 Donchian HIGH hourly L20 slip0.001 holdout'. This refers to a trading strategy for Litecoin, denoted by the symbol LTC, which is analyzed on an hourly basis, known as the time frame or tf. The lookback period, which is the amount of past data used for analysis, is 20 hours. The slip, or the amount of price movement allowed before a trade is triggered, is 0.001. The period being analyzed is the holdout period, which is a part of the data used for testing the strategy, not for training it. The return percentage, or the profit made, is 3.611121001811796 percent, and the drawdown percentage, which is the maximum loss from a peak to a trough, is 12.675286832999399 percent. The win rate percentage, which is the percentage of successful trades, is 0 percent. There were 2 trades in total, with 1 of them still open. The mean trade percentage, which is the average profit or loss per trade, is -5.150984444897679 percent. The average win percentage and average loss percentage are not applicable in this case, as there were no winning trades, and the average loss percentage is -5.150984444897679 percent. The half Kelly criterion, a formula used to determine the optimal bet size, is not applicable here. The returns percentage for each trade is -4.718332636569224 percent and -5.583636253226133 percent. The strategy enters a trade prior to a high point in the price, specifically after a certain number of days, and exits prior to a low point, specifically after 10 days, with the next trade occurring at the exact open price. A 25 basis point taker fee is credited in the equivalent of 0.0025 coins for every 0.9975 coins bought. The analysis does not fill in missing indicator bars and only considers daily 24-hour periods. The training and reset period for the strategy is from 2024 to 2025, and the known holdout period is 2026. The HYPE 2026 only indicates that there is no training or validation out of sample for this year. The strategy does not use 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is calculated based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about LTC/USD C91302 Donchian HIGH hourly L20 slip0.001 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is hourly, meaning the data is based on one-hour periods. The lookback period is 20, which refers to the number of past hours considered for analysis. The slip is 0.001, which is a small amount allowed for price movements. The period is train, which means the data is used for training purposes. The return percentage is 22.038200759994183, the drawdown percentage is 45.931078405869904, and the win rate percentage is 40. There were 10 trades, with 0 open trades. The mean trade percentage is 3.3066630716596483, the average win percentage is 22.22231281116101, and the average loss percentage is -9.303770088007925. The half Kelly criterion, a formula to determine the optimal bet size, is 0.7996716935002337. The returns percentage list is 22.482778335760294, -6.556374177175607, -11.845610144065864, -5.657370562560669, -10.260986293502791, 32.639799209324, -9.342334011963233, 5.349422482727085, 28.417251216832657, -12.159945338779385. The entry is based on the prior high, and the exit is based on the prior low. A 25 basis point taker fee is credited to the coin buy equivalent, with a ratio of 0.0025 to 0.9975. There are no filled missing indicator bars, and only daily 24-hour data is used. The training period is from 2024 to 2025, and the reset period is 2026, which is a known holdout period. The HYPE 2026 only has no training or valid out-of-sample data. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'LTC/USD C91302 Donchian HIGH hourly L15 slip0.003 holdout'. This refers to a trading strategy for Litecoin, symbol LTC, using hourly data with a 15-day lookback period and a 0.003 slip. The strategy is in the holdout period. It has a return percentage of 3.26920358193874, a drawdown percentage of 13.073805996623333, and a win rate percentage of 0. The strategy had 2 trades, with 1 still open, and a mean trade percentage of -5.21125025181823. The average win percentage is null, and the average loss percentage is -5.21125025181823. The returns percentage is listed as -4.460950981954677 and -5.961549521681783. The strategy enters a trade prior to a high in the last few days and exits prior to a low in the last 10 days, with the next trade at the exact open price. A 25 basis point taker fee is credited to the equivalent of a coin buy, with a ratio of 0.0025 to 0.9975. The strategy does not fill missing indicator bars and only uses daily 24-hour data. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. There is no training or validation out of sample for HYPE in 2026. The strategy does not use 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is calculated for closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about LTC/USD C91302 Donchian HIGH hourly L15 slip0.003 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is hourly, meaning the data is based on one-hour periods. The lookback period is 15, which refers to the number of past hours considered for analysis. The slip is 0.003, which is a small amount allowed for price movement. The period is train, which means the data is used for training a model. The return percentage is -26.90208312260222, the drawdown percentage is 58.77129776283492, and the win rate percentage is 28.57142857142857. There were 14 trades, with 0 open trades. The mean trade percentage is -0.9012162786152143, the average win percentage is 23.917583291164586, and the average loss percentage is -10.828736106527135. The half Kelly percentage is -0.1739818589523474. The returns percentages are 25.775604023083147, -6.930404248679769, -12.198525437913435, -4.195363661233118, -6.23330964778625, 32.892948605212716, -15.037322455619972, -9.705242454022258, -18.456084564090943, 9.09817508007902, 27.903605456283458, -5.220990963891047, -12.511605797753377, and -17.79851183428117. The entry is based on the prior high, and the exit is based on the prior low. The next exact open is considered, and 25 basis points are credited to the taker, which is a type of fee, with a coin buy equivalent of 0.0025/0.9975. There are no missing indicator bars, and only daily 24-hour periods are considered. The training period is from 2024 to 2025, and the holdout period is 2026. There is no hype in 2026, and no 3R or 15-minute management is used. The sensitivity is not selected, and the return includes the open mark, while the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'LTC/USD C91302 Donchian HIGH hourly L15 slip0.001 holdout'. This refers to a trading strategy for Litecoin, a type of cryptocurrency, denoted by the symbol LTC, with a specific set of rules. The strategy looks at the hourly prices, which is the time frame, or tf, over a period of 15 hours, known as the lookback period. The slip value is 0.001, which means a very small price movement is allowed before taking action. This strategy is being tested in a holdout period, meaning it is being applied to data that was not used to train the strategy, to see how well it performs. The return percentage, or return_pct, was 4.3067%, and the drawdown percentage, or drawdown_pct, which is the largest decrease in value, was 12.6753%. The win rate percentage, or win_rate_pct, was 0%, meaning no trades were successful. The strategy made 2 trades, with 1 of them still open, and the average trade percentage, or mean_trade_pct, was -4.8303%. The average loss percentage, or avgloss_pct, was also -4.8303%, as there were no winning trades. The returns percentage, or returns_pct, for each trade was -4.0770% and -5.5836%. The strategy enters a trade when the price is higher than it was a certain number of days ago, and exits when the price is lower than it was 10 days ago. The next trade will be made at the exact opening price. The strategy also takes into account a 25 basis point taker fee, which is a type of trading fee, and credits the equivalent of 0.0025 coins for every 0.9975 coins bought. The strategy does not fill in missing indicator bars, and only looks at daily 24-hour periods. The training and reset period for the strategy is from 2024 to 2025, and the holdout period is in 2026. The HYPE 2026 only means that there is no training or validation outside of this period. The strategy does not use 3R or 15-minute management, and sensitivity was not selected. The return includes the open mark, and the win rate only includes closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about LTC/USD C91302 Donchian HIGH hourly L15 slip0.001 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is hourly, meaning the data is based on one-hour periods. The lookback period is 15, which refers to the number of past hours considered for analysis. The slip is 0.001, which is a small amount used to adjust the analysis. The period is train, which means the data is used for training purposes. The return percentage is -22.691793664265518, the drawdown percentage is 57.34524240603241, and the win rate percentage is 28.57142857142857. There were 14 trades, with 0 open trades. The mean trade percentage is -0.5030210524259531, the average win percentage is 24.415252962947495, and the average loss percentage is -10.470330658575334. The half Kelly percentage is -0.09838628005953032. The returns percentages are 26.28072069413327, -6.556374177175599, -11.845610144065853, -3.8103714702538656, -5.856485601547116, 33.426591793204786, -14.695785139933468, -9.342334011963239, -18.128249742934862, 9.53644814761928, 28.41725121683265, -4.840109515940708, -12.159945338779393, and -17.468041443159223. The entry is based on the prior high, and the exit is based on the prior low. The next exact open is considered, with a 25 basis point taker credited coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24 hours are considered. The training period is from 2024 to 2025, and the reset is in 2026, with a known holdout. HYPE 2026 only means no training or valid out-of-sample data. There is no 3R/15 minute management, and sensitivity is not selected. The return includes open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about LTC/USD C91302 Donchian HIGH daily L30 slip0.003 holdout. The symbol is LTC, which is a type of cryptocurrency, and the time frame is daily, meaning the data is based on daily prices. The lookback period is 30 days, which is the amount of time used to calculate the trading strategy, and the slip is 0.003, which is a small amount used to adjust the strategy. The period is holdout, which means the strategy is being tested on a separate set of data. The return percentage is -7.166692835168888, which means the strategy lost 7.17 percent, and the drawdown percentage is 19.42028169938167, which means the strategy had a maximum loss of 19.42 percent. The win rate percentage is 0, which means the strategy did not have any winning trades. The average win percentage is null, which means there were no winning trades to calculate an average, and the average loss percentage is -7.595435580983642, which means the strategy lost an average of 7.60 percent on each trade. The entry strategy is based on the prior high, which is the highest price in the last few days, and the exit strategy is based on the prior low, which is the lowest price in the last few days. The next trade will be based on the exact open price, which is the price at the start of the trading day. A 25 basis point taker fee, which is a small fee for trading, is credited to the equivalent of a coin buy, with a ratio of 0.0025 to 0.9975. The data does not include missing indicator bars and only includes daily 24-hour data. The training data is from 2024 to 2025 and the holdout data is from 2026. The HYPE 2026 only means that there is no training or validation out of sample, which is a way of testing the strategy. There is no 3R or 15-minute management, which are types of risk management strategies, and sensitivity is not selected, which means the strategy is not adjusted based on market conditions. The return includes the open mark, which is the price at the start of the trading day, and the win rate is only based on closed trades, which are trades that have been completed. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about LTC/USD C91302 Donchian HIGH daily L30 slip0.003 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is daily, meaning the data is based on daily prices. The lookback period is 30 days, which is the amount of time used to calculate the high and low prices. The slip is 0.003, which refers to the amount of price movement allowed before a trade is executed. The period is train, which means the data is used to train a model. The return percentage is -37.95008054150824, the drawdown percentage is 58.44208821171666, and the win rate percentage is 33.33333333333333. There were 9 trades, with 0 open trades, and the mean trade percentage is -3.704246904573784. The average win percentage is 17.85857820205433, and the average loss percentage is -14.48565945788784. The half Kelly criterion, a measure of risk, is -0.7159534396374292. The returns percentage for each trade is as follows: 4.756534931403171, -21.94067759263198, -10.605201505383944, -8.719818464894333, 31.244731183946755, -17.27176209036933, -4.66675007416086, 17.574468490813054, -23.70974701988659. The entry is based on the prior high price, and the exit is based on the prior low price. The next exact open price is used, and 25 basis points are credited to the taker, which is the buyer, with a coin buy equivalent of 0.0025/0.9975. There are no missing indicator bars, and only daily 24-hour data is used. The training period is from 2024 to 2025, and the reset period is 2026, which is a known holdout period. HYPE 2026 only means no training or validation is done out of sample. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'LTC/USD C91302 Donchian HIGH daily L30 slip0.001 holdout'. This refers to a trading strategy for Litecoin, symbol LTC, with a daily time frame and a 30-day lookback period, which is a way to analyze past market data. The slip value is 0.001, a small amount used to adjust trading decisions. The period is holdout, meaning it is a test period. The return percentage is -6.608389786483598, and the drawdown percentage, which is the largest decline in value, is 19.09731592573459. The win rate percentage is 0, meaning no winning trades. The strategy had 1 trade, and the mean trade percentage is -7.224070973733598. The average win percentage is not available, and the average loss percentage is -7.224070973733598. The strategy enters a trade prior to a high point in the market, and exits prior to a low point, with the next trade at the exact open price. A 25 basis point taker fee is credited to the equivalent of a coin buy, with a ratio of 0.0025 to 0.9975. The strategy does not fill missing indicator bars and only considers daily 24-hour periods. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. There is no hype in 2026, meaning no training or validation outside of the sample. The strategy does not use 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is calculated based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about LTC/USD C91302 Donchian HIGH daily L30 slip0.001 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is daily, meaning the data is based on daily market activity. The lookback period is 30 days, which is the amount of time used to analyze the data, and the slip is 0.001, a small amount used to account for trading costs. The period is train, which refers to the training period of a model. The return percentage is -35.675578184398546, the drawdown percentage is 57.77181079851189, and the win rate percentage is 33.33333333333333. There are 9 trades, with 0 open trades, and the mean trade percentage is -3.317286303843149. The average win percentage is 18.331963211301723, and the average loss percentage is -14.141911061415586. The half Kelly, a measure of risk, is -0.6397876924073018. The returns percentages are 5.1774065833132195, -21.62680911818253, -10.24590012447387, -8.352960415815911, 31.77176827023203, -16.9391804714825, -4.283647213161241, 18.046714780359917, and -23.402969025377466. The entry is based on the prior high, and the exit is based on the prior low. The next exact open is used, and 25 basis points are credited to the taker, which is the party that takes the other side of a trade, with a coin buy equivalent of 0.0025/0.9975. There are no missing indicator bars, and only daily 24-hour data is used. The training period is from 2024 to 2025, and the reset is in 2026, with a known holdout. There is no hype in 2026, and no 3R or 15-minute management is used, with sensitivity not selected. The return includes the open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'LTC/USD C91302 Donchian HIGH daily L20 slip0.003 holdout'. This refers to a trading strategy for Litecoin, symbol LTC, using daily time frames, a 20-day lookback period, and a 0.003 slip. The period being analyzed is the holdout period. The return percentage was -5.12396285308823, with a drawdown percentage of 16.789212533450172 and a win rate percentage of 0. The strategy had 2 trades, with 1 still open. The mean trade percentage was -8.794201305127457, and the average loss percentage was also -8.794201305127457. The returns percentage for the two trades were -9.99296702927128 and -7.595435580983632. The strategy enters a trade prior to a high in the last 20 days and exits prior to a low in the last 10 days, with the next trade at the exact open price. A 25 basis point taker fee is credited to the equivalent of a coin buy, with a ratio of 0.0025 to 0.9975. The strategy does not fill missing indicator bars and only uses daily 24-hour data. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. There is no training or validation for the HYPE 2026, and no 3R or 15-minute management was selected. The return includes the open mark, and the win rate is calculated for closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about LTC/USD C91302 Donchian HIGH daily L20 slip0.003 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is daily, meaning the data is based on daily prices. The lookback period is 20 days, which is the number of days used to calculate the trading strategy, and the slip is 0.003, which is a small amount used to adjust the trading decisions. The period is train, which means the data is used to train a trading model. The return percentage is -25.11%, the drawdown percentage is 58.44%, and the win rate percentage is 33.33%. There are 9 trades, with 0 open trades, and the mean trade percentage is -1.61%. The average win percentage is 20.37%, and the average loss percentage is -12.61%. The half Kelly percentage is -0.31%. The returns percentage list shows the individual returns for each trade: 4.76%, -21.94%, -10.61%, -8.72%, 31.24%, -8.81%, -1.86%, 25.11%, and -23.71%. The entry strategy is based on the prior high, and the exit strategy is based on the prior low. The next open price is used as the exact open price. A 25 basis point taker fee is credited to the coin buy equivalent, with a ratio of 0.0025 to 0.9975. There are no missing indicator bars, and only daily 24-hour data is used. The training period is from 2024 to 2025, and the holdout period is in 2026. The HYPE 2026 only has no training or valid out-of-sample data. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'LTC/USD C91302 Donchian HIGH daily L20 slip0.001 holdout'. This refers to a trading strategy for Litecoin, a type of cryptocurrency, where a Donchian channel, a technical indicator, is used. The strategy has a daily time frame and looks back 20 days. The slip value is 0.001, which means a small amount of the price movement is allowed before a trade is made. This is for the holdout period, which is a time when the strategy is tested on unseen data. The return percentage is -4.1708%, and the drawdown percentage, which is the largest peak to trough decline, is 16.2658%. The win rate percentage is 0%, meaning no winning trades were made. There were 2 trades in total, with 1 still open. The mean trade percentage is -8.4276%, and the average loss percentage is also -8.4276%. The half Kelly criterion, a formula to determine the optimal bet size, is not available. The returns percentage for each trade is -9.6312% and -7.2241%. The entry strategy is based on the prior high of the last few days, and the exit strategy is based on the prior low of the last 10 days. The next trade will be made at the exact open price. A 25 basis point taker fee is credited to the equivalent of a coin buy, with a ratio of 0.0025 to 0.9975. There are no missing indicator bars, and only daily 24-hour data is used. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. The HYPE 2026 only has no training or out-of-sample validation. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is calculated only for closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about LTC/USD C91302 Donchian HIGH daily L20 slip0.001 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is daily, meaning the data is based on daily periods. The lookback period is 20 days, which is the amount of time used to analyze the data, and the slip is 0.001, a small amount used to account for trading costs. The period is train, which refers to the training period of a model. The return percentage is -22.36760609029855, the drawdown percentage is 57.77181079851189, and the win rate percentage is 33.33333333333333. There were 9 trades, with 0 open trades, and the mean trade percentage is -1.2195272006525477. The average win percentage is 20.853751366356764, and the average loss percentage is -12.256166484157204. The half Kelly criterion, a measure used to determine the optimal bet size, is -0.23857374767192518. The returns percentages are 5.1774065833132195, -21.62680911818253, -10.24590012447387, -8.352960415815911, 31.77176827023203, -8.441292432380296, -1.4670677887131534, 25.612079245525038, and -23.402969025377466. The entry is based on the prior high of L days, and the exit is based on the prior low of 10 days, with the next exact open. A 25 basis point taker fee is credited to the coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24-hour data is used. The training period is from 2024 to 2025, and the reset period is 2026, which is a known holdout period. The HYPE 2026 only has no training or valid out-of-sample data. There is no 3R/15 minute management, and sensitivity is not selected. The return includes open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'LTC/USD C91302 Donchian HIGH daily L15 slip0.003 holdout'. This refers to a trading strategy for Litecoin, a type of cryptocurrency, where the symbol is LTC. The time frame for this strategy is daily, meaning it looks at the market every day. The lookback period is 15 days, which is the amount of time the strategy considers when making decisions. The slip, or the amount the price can move before the strategy takes action, is 0.003. The period for this strategy is called holdout, which is a term used in finance to describe a period of time when a strategy is not being trained or validated, but is being tested. The return percentage for this strategy is -3.312348069238439 percent, and the drawdown percentage, which is the percentage of the peak to trough decline, is 16.76706887100885 percent. The win rate percentage, which is the percentage of trades that were won, is 0 percent. There were 2 trades in total, and 1 of them is still open. The mean trade percentage, which is the average return of all trades, is -7.932486823313781 percent. The average win percentage is not available, and the average loss percentage is -7.932486823313781 percent. The returns percentage for each trade is -8.269538065643923 percent and -7.595435580983638 percent. The strategy enters a trade when the prior high is reached in a certain number of days, and exits when the prior low is reached in 10 days. The next trade will be made at the exact open price. A 25 basis point taker fee is credited to the equivalent of a coin buy, with a ratio of 0.0025 to 0.9975. The strategy does not fill missing indicator bars and only considers daily 24-hour periods. The training and reset period for this strategy is from 2024 to 2025, and the known holdout period is 2026. There is no training or validation outside of this period, and no 3R or 15-minute management is used. The sensitivity is also not selected. The return includes the open mark, and the win rate only includes closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about LTC/USD C91302 Donchian HIGH daily L15 slip0.003 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is daily, meaning the data is based on daily market activity. The lookback period is 15 days, which is the amount of time used to analyze the market. The slip is 0.003, which refers to the amount of price movement allowed before a trade is executed. The period is train, which means the data is used for training a model. The return percentage is -8.808331040130227, the drawdown percentage is 54.96577696944372, and the win rate percentage is 50. The number of trades is 10, and the number of open trades is 0. The mean trade percentage is 0.6392280570892065, the average win percentage is 15.178290525866606, and the average loss percentage is -13.899834411688195. The half Kelly percentage is 0.1514932718454256, which is a measure of the optimal bet size. The returns percentage list is [10.02236035849119, -21.940677592631978, -10.605201505383947, -6.347098953683757, 38.64378353217595, 0.6621540222742942, 1.453522906585192, 25.10963180980641, -11.028687838883702, -19.577506167857592]. The entry is based on the prior high, and the exit is based on the prior low. The next exact open is used, and 25 basis points are credited to the taker, which is the buyer. The equivalent coin buy is 0.0025/0.9975. There are no missing indicator bars, and only daily 24-hour data is used. The training period is from 2024 to 2025, and the reset period is 2026, which is a known holdout period. The HYPE 2026 only means no training or valid out-of-sample data is used. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'LTC/USD C91302 Donchian HIGH daily L15 slip0.001 holdout'. This is a report about a trading strategy for Litecoin, symbol LTC, which is a type of digital currency. The strategy uses a daily time frame, which means it looks at price movements every day. It has a lookback period of 15 days, which is the number of days it considers when making decisions. The slip value is 0.001, which is a small amount that the strategy allows for when making trades. The period being reported on is called the holdout period, which is a time when the strategy is being tested without any changes. The return percentage is -2.341%, which means the strategy lost 2.341% of its value. The drawdown percentage is 16.265%, which is the largest loss the strategy had during this period. The win rate percentage is 0%, which means the strategy did not have any winning trades. There were 2 trades made, and 1 of them is still open. The average loss percentage is -7.562%, which is the average amount lost per trade. The returns percentage for each trade were -7.900% and -7.224%. The strategy enters a trade when the price is higher than it was a certain number of days ago, and exits when the price is lower than it was 10 days ago. It uses the exact open price for trades, and it credits 0.0025 units of the digital currency for every 0.9975 units bought. The strategy does not fill in missing indicator bars, and only considers daily 24-hour periods. The training and reset period is from 2024 to 2025, and the holdout period is in 2026. There is no training or validation outside of this period. The strategy does not use 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate only considers closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about LTC/USD C91302 Donchian HIGH daily L15 slip0.001 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is daily, meaning the data is based on daily periods. The lookback period is 15 days, which is the amount of time used to analyze the data, and the slip is 0.001, a small amount used to adjust the data. The period is train, which refers to the training or testing phase of the analysis. The return percentage is -5.086711978254854, the drawdown percentage is 54.239430980925526, and the win rate percentage is 50. There were 10 trades, with 0 open trades, and the mean trade percentage is 1.0435974274320312. The average win percentage is 15.640932866844734, and the average loss percentage is -13.553738011980673. The half Kelly, a measure of risk, is 0.24613947251599289. The returns percentages are 10.464337586578672, -21.626809118182518, -10.245900124473875, -5.970730978177889, 39.20047622804018, 1.0666152805293543, 1.86115599355041, 25.612079245525056, -10.671083803089882, and -19.254166035979207. The entry is based on the prior high, the exit is based on the prior low, and the next open is exact. A 25 basis point taker fee is credited to the coin buy equivalent, which is 0.0025/0.9975. There are no missing indicator bars, and the data only includes daily 24-hour periods. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. There is no hype in 2026, meaning no training or validation out of sample. The 3R and 15-minute management are not selected, and sensitivity is not chosen. The return includes the open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about a SOL/USD trading strategy. The strategy has a return percentage of -3.6699 percent and a drawdown percentage of 23.4222 percent. It has a win rate percentage of 0 percent, with 3 trades and 1 open trade. The mean trade percentage is -8.5252 percent and the average loss percentage is -8.5252 percent. The returns percentages are -10.0807 percent, -7.2789 percent, and -8.2159 percent. The strategy enters a trade prior to a high in the last 30 days and exits prior to a low in the last 10 days, with the next exact open. A 25 basis point taker is credited with a coin buy equivalent of 0.0025/0.9975. The strategy does not fill missing indicator bars and only considers daily 24-hour periods. The training period is from 2024 to 2025, with a reset in 2026, and the holdout period is known. The HYPE 2026 only has no training or valid out-of-sample data. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is calculated for closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about SOL/USD C91302 Donchian HIGH hourly L30 slip0.003 train. The symbol is SOL, a type of cryptocurrency, and the time frame is hourly, meaning the data is based on one-hour periods. The lookback period is 30, which refers to the number of past hours considered for analysis. The slip is 0.003, a small amount allowed for price movement. The period is train, short for training, a phase where a model learns from data. The return percentage is -21.049383748672795, and the drawdown percentage is 48.61275704946292. The win rate percentage is 37.5, meaning 37.5 percent of trades were successful. There were 8 trades in total, with 0 open trades. The mean trade percentage is -2.5899340017895938, the average win percentage is 6.545152897979155, and the average loss percentage is -8.070986141650842. The half Kelly percentage is -2.451389399053254. The returns percentages for each trade are -11.929468217330049, -3.2173487617402263, 5.218695642555441, -8.639943728875199, 6.737900252765525, -14.103598160789655, -2.4645718395190825, and 7.678862798616497. The entry strategy is based on the prior high, and the exit strategy is based on the prior low. The next exact open is considered, and 25 basis points are credited to the taker, with a coin buy equivalent of 0.0025/0.9975. There are no filled missing indicator bars, and only daily 24-hour data is used. The training and reset period is from 2024 to 2025, and 2026 is a known holdout period. HYPE 2026 only means no training or validation is done for this period. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes open mark, and the win rate is calculated based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about a trading fund manager's notes for SOL/USD. The manager used a Donchian channel, which is a way to track price movements, with a 30-hour lookback period and a 0.001 slip, during the holdout period. The return was -2.312 percent and the drawdown was 22.497 percent. The win rate was 0 percent, with 3 trades and 1 open trade. The average loss was -8.157 percent. The manager entered trades based on the prior high in the last few days and exited based on the prior low in the last 10 days, with the next trade at the exact open price. The manager also used a 25 basis point taker fee, which is a small cost, and credited the equivalent of 0.0025 coins for every 0.9975 coins bought. The manager did not fill in missing indicator bars and only used daily 24-hour data. The training period was from 2024 to 2025 and the holdout period was in 2026. The manager did not use a 3R or 15-minute management strategy and did not select sensitivity. The return included the open mark and the win rate only included closed trades. The returns were -9.719 percent, -6.906 percent, and -7.847 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about SOL/USD C91302 Donchian HIGH hourly L30 slip0.001 train. The symbol is SOL, which is a type of cryptocurrency, and the time frame is hourly, meaning the data is based on one-hour periods. The lookback period is 30, which refers to the number of past hours used to make decisions. The slip is 0.001, which is a small amount used to adjust the decision-making process. The period is train, which means the data is used to train a model. The return percentage is -18.482095361999413, the drawdown percentage is 47.574661338027404, and the win rate percentage is 37.5. There were 8 trades, with 0 open trades. The mean trade percentage is -2.198507203654418, the average win percentage is 6.973193380924074, and the average loss percentage is -7.701527554401514. The half Kelly percentage is -2.046865539979058. The returns percentages are -11.575474534587167, -2.8284366595808565, 5.641419647573371, -8.272765539611946, 7.16671327252082, -13.758318451910267, -2.0726425863173317, and 8.111447222678034. The entry is based on the prior high, the exit is based on the prior low, and the next exact open. A 25 basis point taker fee is credited to the coin buy equivalent, which is 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24-hour data is used. The training data is from 2024-25, and the reset is in 2026, which is a known holdout period. The HYPE 2026 only has no training or valid out-of-sample data. There is no 3R/15 minute management, and sensitivity is not selected. The return includes open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about SOL/USD C91302 Donchian HIGH hourly L20 slip0.003 holdout. The symbol is SOL, which is a type of cryptocurrency, and it is being analyzed on an hourly basis, also known as a time frame or tf. The lookback period is 20 hours, and the slip is 0.003, which refers to a small allowed difference in price. The period being analyzed is called the holdout period. The return percentage is 0.15352274951359846, the drawdown percentage is 25.725586774221053, and the win rate percentage is 0. There were 4 trades, with 1 still open. The mean trade percentage is -6.275121096054505, and the average loss percentage is also -6.275121096054505. The returns percentage for each trade is -6.847612186814113, -8.798525013430732, -7.278871988156031, and -2.1754751958171434. The entry strategy is based on the prior high price, and the exit strategy is based on the prior low price. A 25 basis point taker fee is credited to the buyer, which is equivalent to 0.0025 out of 0.9975. There are no missing indicator bars, and only daily 24-hour data is used. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. There is no hype or over-optimism in 2026, and no 3R or 15-minute management is used. The sensitivity is not selected, and the return includes the open mark, while the win rate is calculated only for closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A trading fund manager's notes for the SOL/USD currency pair show the following data for the hourly time frame with a 20-period lookback: the return percentage is 5.886155421689921, the drawdown percentage is 38.04922625626838, and the win rate percentage is 50. The notes also mention a slip of 0.003 and a training period. The average win percentage is 9.30121364477372 and the average loss percentage is -6.989056100592846. A list of returns percentages is provided: -3.198367766163935, -2.0143147465425932, 5.218695642555426, -8.639943728875187, 14.78808711630038, -14.103598160789668, 4.717798372090182, 12.480273448148886. The entry strategy is based on the prior high, and the exit strategy is based on the prior low. A 25 basis point taker fee is credited to the equivalent of a coin buy. The data is for the 2024-25 training period, with 2026 being a known holdout. The HYPE 2026 strategy is not used for training or validation. A news scan found no mention of 3R or 15-minute management, and sensitivity was not selected. The return includes the open mark, and the win rate is calculated for closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees