Notes

A news scan found the headline about ETH/USD C91302 Donchian HIGH hourly L20 slip0.001 train. The symbol is ETH, 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 hours, and the slip is 0.001, which refers to a small allowed difference in price. The period is for training, which means the data is used to teach a model. The return percentage is 16.48283565714482, the drawdown percentage is 41.8901829123883, and the win rate percentage is 42.857142857142854. There were 14 trades, with 0 open trades, and the mean trade percentage is 2.7374225446416607. The average win percentage is 22.08247828702696, and the average loss percentage is -11.771369262147315. The half Kelly percentage is 0.5265468856360258. The returns percentages are: 41.04051584306852, -17.012723687507275, 6.017032113110591, -9.479207030893619, -4.17960880826675, -10.782509790053014, 22.61959841759053, 29.34084971365439, -15.546648264250443, 29.190164511179045, 4.2867091235586905, -10.364998427345089, -14.287444977419316, -12.517813111443024. The entry is based on the prior high in the last few days, and the exit is based on the prior low in the last 10 days, with the next exact open. A 25 basis point taker is credited with the equivalent of 0.0025 for buying, with no fill for 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 training or validation out of sample for HYPE in 2026. No 3R or 15-minute management is used, 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 about ETH/USD C91302 Donchian HIGH hourly L15 slip0.003 holdout. The symbol is ETH, which is a type of cryptocurrency, and it was analyzed on an hourly basis, also known as a time frame or tf, with a lookback period of 15 hours. The slip, or the amount of price movement allowed before a trade is triggered, was 0.003. This analysis was done during the holdout period, which is a time when the system is tested on new data. The return percentage was 2.9072259536440015, the drawdown percentage was 21.794779628061367, and the win rate percentage was 40. There were 5 trades in total, with 1 still open. The mean trade percentage was 1.9175186049676347, the average win percentage was 10.286067580365037, and the average loss percentage was -3.6615140452973005. The half Kelly, a measure of the optimal bet size, was 2.5456548095107907. The returns percentage for each trade were -2.407646527506126, -8.396846736914325, -0.18004887147145193, 1.2953562225808604, and 19.276778938149214. The entry strategy was based on the prior high, and the exit strategy was based on the prior low. The system used a 25 basis point taker, which is a type of fee, and credited the equivalent of 0.0025 coins for every 0.9975 coins bought. The system did not fill missing indicator bars and only used daily 24-hour data. The training data was from 2024 to 2025, and the holdout period was in 2026. The HYPE 2026 only had no training or validation out of sample, which means it was not tested on new data. There was no 3R or 15-minute management, and sensitivity was not selected. The return included the open mark, and the win rate was 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 ETH/USD C91302 Donchian HIGH hourly L15 slip0.003 train. The symbol is ETH, 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 used to make decisions. The slip is 0.003, which is a small amount used to adjust the price. The period is train, which means the data is used for training purposes. The return percentage is -1.1836753225537109, the drawdown percentage is 52.521469919682914, and the win rate percentage is 35.294117647058826. There were 17 trades, with 0 open trades. The mean trade percentage is 1.7077949329073556, the average win percentage is 25.429740499016063, and the average loss percentage is -11.231448103151937. The half Kelly percentage is 0.29897029632068617. The returns percentages are 46.63707709261192, -17.34501171982238, -10.223656881425292, 5.592808652643052, -9.84156907203955, -12.519652710507398, -0.9138445986878716, -9.838328753085632, 25.546676244494254, -10.442609752583703, 39.46009784421635, -15.884788910588352, 31.472389999354327, 3.869393160776454, -10.72382436450489, -12.944597419149448, and -12.868044952276794. The entry is based on the prior high, and the exit is based on the prior low. The next exact open is used, 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 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 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 'ETH/USD C91302 Donchian HIGH hourly L15 slip0.001 holdout'. This refers to a trading strategy for Ethereum (ETH) in US dollars (USD). The strategy has a 15-hour lookback period, meaning it considers the last 15 hours of data, and a slip of 0.001, which is a small allowed difference in price. The period is called 'holdout', which means it is a test period. The return percentage is 5.1959%, the drawdown percentage is 20.8507%, and the win rate percentage is 60%. There were 5 trades in total, with 1 still open. The average return per trade is 2.3270%, the average win is 7.2264%, and the average loss is -5.0221%. The half Kelly criterion, a measure of risk, is 3.2059. The returns percentage for each trade is -2.0155%, -8.0287%, 0.2210%, 1.7024%, and 19.7558%. The strategy enters a trade when the price is higher than the previous high, and exits when it is lower than the previous low. The next trade will be at the exact open price. A 25 basis point taker fee is credited to the equivalent of 0.0025 coins for every 0.9975 coins bought. The strategy does not fill missing indicator bars and only considers daily 24-hour periods. The training data 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 following data line: this is a report on the ETH/USD trading fund. The symbol is ETH, which is a type of cryptocurrency. The time frame, or tf, is hourly, meaning the data is based on one-hour periods. The lookback period is 15, which refers to the number of past hours used to make decisions. The slip, or small loss allowed before making a change, is 0.001. The period is train, which means this is a training or testing phase. The return percentage is 5.769597013057563, the drawdown percentage, which is the largest decline in value, is 50.97757976810393, and the win rate percentage, which is the percentage of successful trades, is 35.294117647058826. There were 17 trades, with 0 open trades, and the mean trade percentage, which is the average gain or loss per trade, is 2.1164471492940704. The average win percentage is 25.933470939349768, and the average loss percentage is -10.874656736190856. The half Kelly, which is a measure of the optimal bet size, is 0.375233175339839. The returns percentage, which is the gain or loss over time, is listed as follows: 47.22580713351995, -17.01272368750729, -9.862826258948495, 6.017032113110605, -9.479207030893635, -12.168024503785695, -0.5156999871600916, -9.475953724650346, 26.050875366579408, -10.082656699362772, 40.02006235076549, -15.546648264250429, 32.00033954856447, 4.286709123558692, -10.364998427345085, -12.594672402752543, -12.517813111443035. The entry, or buy, signal is based on the prior high, and the exit, or sell, signal is based on the prior low. The next exact open, or the next time the market opens at the same price, is also considered. A 25 basis point taker, which is a small 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. The HYPE 2026 only, which is a specific trading strategy, is not used for training or validation out of sample, or OOS. There is no 3R/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 about ETH/USD C91302 Donchian HIGH daily L30 slip0.003 holdout. The symbol is ETH, with a daily time frame and a lookback period of 30 days. The slip is 0.003, and the period is holdout. The return percentage is -13.74653475462769, and the drawdown percentage is 22.873799049826417. The win rate percentage is 0. There were 3 trades, with 1 open trade. The mean trade percentage is -8.139947627626999. The average win percentage is null, and the average loss percentage is -8.139947627626999. The half Kelly is null. The returns percentage is listed as -12.715583571059108, -8.00928334456405, and -3.6949759672578386. The entry is prior high L days, and the exit is prior low 10 days, with the next exact open. A 25 basis point taker is credited with a coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24 hours are considered. The training and reset period is 2024-25, and the known holdout period is 2026. HYPE 2026 only has no training or valid out of sample. There is no 3R/15 minute management, and sensitivity is not selected. The return includes open mark, and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the following data line for the ETH/USD trading strategy: the symbol is ETH, the time frame is daily, the lookback period is 30 days, the slip is 0.003, and the period is train. The return percentage is 32.13351085819713, the drawdown percentage is 32.83401710608723, the win rate percentage is 62.5, the number of trades is 8, the number of open trades is 0, the mean trade percentage is 4.2963287970968365, the average win percentage is 12.601096203398471, the average loss percentage is -9.54495021340589, and the half Kelly is 1.7860167193040137. The returns percentage for each trade are 17.36258245885427, -0.834727538942286, -12.262888682922595, 16.65237677433059, 8.280996851520767, -15.537234418352785, 16.873068298794706, and 3.836456633492027. The strategy enters prior to a high in the last few days and exits prior to a low in the last 10 days, with the next entry at the exact open. 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 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. 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 open mark and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about an automated trading fund manager's notes for ETH/USD. The notes are as follows: the symbol is ETH, the time frame is daily, the lookback period is 30 days, the slip is 0.001, and the period is holdout. The return percentage is -12.530838389145572, the drawdown percentage is 22.098352860443317, and the win rate percentage is 0. The number of trades is 3, the number of open trades is 1, and the mean trade percentage is -7.770765439949925. The average win percentage is null, and the average loss percentage is -7.770765439949925. The returns percentage is listed as -12.364740660728282, -7.639577450771384, and -3.30797820835011. The entry is prior high L days, exit prior low 10 days, and next exact open. A 25 basis point taker is credited with a 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, which is a known holdout. HYPE 2026 only has no training or valid out of sample. There is no 3R/15 minute management, and sensitivity is not selected. The return includes open mark, and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about an automated trading fund manager's notes for ETH/USD. The notes are as follows: the symbol is ETH, the time frame is daily, the lookback period is 30 days, the slip is 0.001, and the period is for training. The return percentage is 36.43018191693538, the drawdown percentage is 32.158713449877084, and the win rate percentage is 62.5. There were 8 trades, with 0 open trades, a mean trade percentage of 4.715355929897891, an average win percentage of 13.05340907716388, and an average loss percentage of -9.181399315545425. The half Kelly criterion is 1.9672142427070363, and the returns percentages are 17.833979503235234, -0.4362658240173957, -11.910231358768328, 17.120927294385243, 8.715994645774407, -15.197700763850555, 17.342503356676474, and 4.253640585748046. The strategy enters prior to a high in the last few 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 the equivalent of a coin buy of 0.0025 and 0.9975. There are no filled missing indicator bars, and only daily 24-hour periods are considered. The training period is from 2024 to 2025, with a reset in 2026, which is a known holdout. 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 closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about ETH/USD C91302 Donchian HIGH daily L20 slip0.003 holdout. The symbol is ETH, 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 calculate the high and low prices. The slip is 0.003, which refers to the amount of price movement allowed before a trade is triggered. The period is holdout, which means the data is being used to test the performance of a trading strategy. The return percentage is -5.8569892261417635, the drawdown percentage is 18.273909651548326, and the win rate percentage is 0. The number of trades is 3, and the number of open trades is 1. The mean trade percentage is -5.42973207884609. The average win percentage is null, meaning there were no winning trades, and the average loss percentage is -5.42973207884609. The returns percentage is listed as -10.086309629995194, -2.507910639285247, and -3.6949759672578306. The entry strategy is based on the prior high price, and the exit strategy is based on the prior low price. The next trade will be based on the exact open price. A 25 basis point taker fee is credited to the equivalent coin buy, with a ratio of 0.0025 to 0.9975. There are no filled 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 training or validation out of sample, referred to as OOS, for HYPE in 2026. The 3R and 15-minute management strategies are not selected, 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 ETH/USD C91302 Donchian HIGH daily L20 slip0.003 train. The symbol is ETH, 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 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 -28.200256318764787, the drawdown percentage is 52.77201039117233, and the win rate percentage is 41.66666666666667. There were 12 trades, with 0 open trades, and the mean trade percentage is -1.631554405758651. The average win percentage is 14.121033955751692, and the average loss percentage is -12.883403235408897. The half Kelly criterion, a measure of risk, is -0.4484091514655184. The returns percentage for each trade is listed as 17.36258245885427, -19.375543589366384, -0.8347275389422818, -7.47142397980438, -12.262888682922593, 16.652376774330584, 8.280996851520767, -15.537234418352783, 24.472757060560816, 3.836456633492027, -19.196641150163252, and -15.505363288310603. The entry strategy is based on the prior high price, and the exit strategy is based on the prior low price. The next trade will be executed at the exact open price. A 25 basis point taker fee is credited to the equivalent 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 period is from 2024 to 2025, and the reset period 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 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 'ETH/USD C91302 Donchian HIGH daily L20 slip0.001 holdout'. The ETH symbol has a daily time frame with a 20-day lookback period and a 0.001 slip. This is a holdout period. The return percentage is -4.53009394480155, the drawdown percentage is 17.452215019203777, and the win rate percentage is 0. There were 3 trades, with 1 still open. The mean trade percentage is -5.049687271145985. The average win percentage is unknown, and the average loss percentage is -5.049687271145985. The returns percentage is -9.724928515877929, -2.116155089209915, and -3.307978208350113. The entry is based on the prior high of the last few days, and the exit is based on the prior low of 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. 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 in 2026. 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 about ETH/USD C91302 Donchian HIGH daily L20 slip0.001 train. The symbol is ETH, 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 20 days, which is the amount of time used to analyze the market, and the slip is 0.001, a small amount used to account for trading costs. The period is train, which refers to a training period where the system learns from the data. The return percentage is -24.66980020106199, the drawdown percentage is 50.54857293602228, and the win rate percentage is 41.66666666666667. There were 12 trades, with 0 open trades, and the mean trade percentage is -1.2362863952910514. The average win percentage is 14.579438782708767, and the average loss percentage is -12.533232951005207. The half Kelly percentage is -0.3382868966029122. The returns percentage for each trade is as follows: 17.833979503235234, -19.051393985802243, -0.4362658240173965, -7.099562330574519, -11.910231358768344, 17.120927294385258, 8.715994645774417, -15.19770076385056, 24.97265188440089, 4.253640585748039, -18.871774500599166, -15.165701893424224. The entry is based on the prior high of the last few days, and the exit is based on the prior low of the last 10 days, with the next exact open price used. A 25 basis point taker fee is credited to the equivalent 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. There is no training or validation outside of this period, 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 'ETH/USD C91302 Donchian HIGH daily L15 slip0.003 holdout'. The ETH symbol has a daily time frame with a 15-day lookback period and a 0.003 slip. This is a holdout period. The return percentage is 5.485851342119346 and the drawdown percentage is 15.673913581966293. The win rate percentage is 33.33333333333333. There were 3 trades, with 1 still open. The mean trade percentage is -1.7442437827792863. The average win percentage is 2.469537317790897 and the average loss percentage is -3.851134333064378. The half Kelly percentage is -9.170075830268804. The returns percentages are -7.1285171718257585, -0.5737514943029965, and 2.469537317790897. The entry is prior high, the exit is prior low, and the next is exact open. A 25 basis point taker is credited with a 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, which is a known holdout. 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 closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the following data: the symbol is ETH, the time frame is daily, and the lookback period is 15 days. The slip is 0.003, and the period is for training. The return percentage is -8.994779175732063, the drawdown percentage is 48.82227302899218, and the win rate percentage is 38.46153846153847. There were 13 trades, with 0 open trades. The mean trade percentage is 1.0478781777504265, the average win percentage is 23.422893026025953, and the average loss percentage is -12.936506102421777. The half Kelly is 0.17291125695753973. The returns percentages are 28.77608332986727, -19.375543589366387, -0.8347275389422895, -5.563470966116918, -12.2628886829226, 24.076880740774076, -15.216179185199383, 35.95228736543555, -15.53723441835279, 24.47275706056083, 3.8364566334920385, -19.196641150163256, and -15.505363288310594. The entry is prior high, the exit is prior low, and the next open is exact. A 25 basis point taker is credited, with a coin buy equivalent of 0.0025 and 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, which is a known holdout. HYPE 2026 only has no training or valid 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 closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'ETH/USD C91302 Donchian HIGH daily L15 slip0.001 holdout'. This refers to an automated trading fund manager's notes for Ethereum (ETH) in US dollars (USD). The manager used a daily time frame and looked back 15 days. The slip, or allowed loss, was 0.001. This was during the holdout period. The return percentage was 6.972617882125533 percent and the drawdown percentage was 15.07441680827315 percent. The win rate percentage was 33.33333333333333 percent. There were 3 trades, with 1 still open. The mean trade percentage was -1.3494274344991306 percent. The average win percentage was 2.8812426190461293 percent and the average loss percentage was -3.4647624612717602 percent. The half Kelly, a measure of bet size, was -6.758747844088352. The returns percentages were -6.755281142480607, -0.1742437800629129, and 2.8812426190461293 percent. The manager entered trades after a prior high in the last few days and exited after a prior low in the last 10 days, using the next exact open price. A 25 basis point taker fee was credited to the equivalent of a coin buy, with a ratio of 0.0025 to 0.9975. There were no missing indicator bars and only daily 24-hour periods were used. The training and reset period was from 2024 to 2025, with 2026 being the known holdout period. The HYPE 2026 only had no training or valid out-of-sample data. There was no 3R or 15-minute management and sensitivity was not selected. The return included the open mark and the win rate was 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 following data: the symbol is ETH, the time frame is daily, and the lookback period is 15 days. The slip is 0.001, and the period is for training. The return percentage is -4.137286340461003, the drawdown percentage is 47.89252068740223, and the win rate percentage is 38.46153846153847. There were 13 trades, with 0 open trades, and the mean trade percentage is 1.4538854292518488. The average win percentage is 23.918579965335145, and the average loss percentage is -12.586548655800215. The half Kelly is 0.24146719502364578. The returns percentage is listed as follows: 29.29322600623313, -19.05139398580224, -0.4362658240174093, -5.183962187632404, -11.910231358768335, 24.575188881208117, -14.875358732307367, 36.49819246908557, -15.19770076385056, 24.972651884400896, 4.253640585748028, -18.871774500599166, -15.165701893424224. The entry is prior high, the exit is prior low, and the next open is exact. A 25 basis point taker is credited, with a 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, with a reset in 2026, and the known holdout is in 2026. HYPE 2026 only has no training or valid 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 closed 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 BTC/USD C91302 Donchian HIGH hourly L30 slip0.003 holdout. The symbol is BTC, 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 considered. The slip is 0.003, which is a small amount allowed for price movement. The period is holdout, meaning the data is being held out for testing. The return percentage is -0.49994061939909784, the drawdown percentage is 13.542389614896466, and the win rate percentage is 33.33333333333333. There were 3 trades, with 1 open trade. The mean trade percentage is -3.8877650270098743, the average win percentage is 0.42583140829657273, and the average loss percentage is -6.044563244663097. The half Kelly percentage is -75.52094161636892, and the returns percentages are -7.341946704492054, 0.42583140829657273, and -4.747179784834141. The entry was prior to the high of the last few days, and the exit was prior to the low of the last 10 days. The next exact open is considered. 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 filled 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 training or validation out of sample, or OOS, for HYPE in 2026. No 3R or 15-minute management is 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 following data line for the BTC/USD C91302 Donchian HIGH hourly L30 slip0.003 train: the symbol is BTC, the time frame is hourly, the lookback period is 30, the slip is 0.003, and the period is train. The return percentage is 30.29772336708845, the drawdown percentage is 29.425444385809417, and the win rate percentage is 30. There were 10 trades, with 0 open trades, a mean trade percentage of 3.9717881909730712, an average win percentage of 28.77803491971293, and an average loss percentage of -6.659460407058298. The half Kelly is 1.0362293955343462, and the returns percentages are 33.09159052086365, -2.8617981059698447, -6.992172899736171, -7.8731862280978895, 37.856102634289726, -6.836997526594181, 15.386411603985408, -6.960611538028104, -3.8634464534821547, and -11.228010097499741. The entry is prior high, the exit is prior low, and the next is exact open. A 25 basis point taker is credited with a coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24 hours are used. The training period is from 2024 to 2025, and the reset period is 2026, which is a known holdout. HYPE 2026 only has no training or valid out of sample, and there is no 3R/15 minute management, with sensitivity not selected. The return includes open mark, and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'BTC/USD C91302 Donchian HIGH hourly L30 slip0.001 holdout'. This refers to a trading strategy for Bitcoin, denoted by the symbol 'BTC', using hourly data, which is a time frame of one hour, and a lookback period of 30 hours, meaning the strategy considers the last 30 hours of data. The slip value is 0.001, which is a small amount used to adjust the strategy. The period is holdout, which means this is a test period. The return percentage is 0.9024593909674081%, the drawdown percentage is 13.02385595103589%, and the win rate percentage is 33.33333333333333%. There were 3 trades in total, with 1 still open. The mean trade percentage is -3.501539972067186%, the average win percentage is 0.8293454788788154%, and the average loss percentage is -5.6669826975401865%. The half Kelly criterion, a measure used to determine the optimal bet size, is -37.25132498035982. The returns percentage for each trade is -6.9695661067069885%, 0.8293454788788154%, and -4.364399288373385%. The strategy enters a trade prior to a high point in the last few days and exits prior to a low point in the last 10 days, with the next trade occurring at the exact open price. A 25 basis point taker fee is credited in equivalent coin for a buy, 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 and reset period is from 2024 to 2025, and 2026 is a known holdout period. 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 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 a BTC/USD trading strategy. The strategy is called C91302 Donchian HIGH hourly L30 slip0.001 train. It uses a hourly time frame, which means it looks at prices every hour, and a lookback period of 30 hours, which is the amount of time it considers when making decisions. The slip, or the amount of price movement allowed before a trade is executed, is 0.001. The strategy is in the training period, which means it is learning from past data. The return percentage is 35.61529783998586, the drawdown percentage, which is the maximum loss, is 28.28716460851529, and the win rate percentage, which is the percentage of successful trades, is 30. There were 10 trades, with 0 open trades, and the mean trade percentage, which is the average return per trade, is 4.389514555911597. The average win percentage is 29.295185418105735, and the average loss percentage is -6.284344385028749. The half Kelly, a measure of risk, is 1.1921482624955149. The returns percentage for each trade are 33.62602987123156, -2.4714609467982664, -6.618390398719938, -7.502934853240782, 38.40963828299692, -6.462593078325021, 15.84988810008873, -6.586702538187854, -3.477123929013918, and -10.871204950915464. The strategy enters a trade prior to a high price in the last few days and exits prior to a low price 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 0.0025 coins for every 0.9975 coins bought. 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 2026 is a known holdout period, meaning it is not used for training. The 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 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 'BTC/USD C91302 Donchian HIGH hourly L20 slip0.003 holdout'. The symbol is Bitcoin, or BTC. The time frame, or tf, is hourly. The lookback period is 20 hours. The slip is 0.003. The period is holdout. The return percentage is 16.437176782056895. The drawdown percentage is 12.50268540480014. The win rate percentage is 33.33333333333333. There were 3 trades, with 1 still open. The mean trade percentage is 0.022774857955642124. The average win percentage is 5.932883060544344. The average loss percentage is -2.932279243338709. The half Kelly is 0.06545676937842959. The returns percentages are -2.8454045819367857, 5.932883060544344, and -3.0191539047406324. The entry was prior high, the exit was prior low, and the next was exact open. A 25 basis point taker was credited, which is a small fee, and the equivalent of 0.0025 was bought, with 0.9975 being the remaining amount. There were no missing indicator bars filled, and only daily 24-hour periods were considered. The training period was from 2024 to 2025, and the holdout period was in 2026. There was no 3R or 15-minute management, and sensitivity was not selected. The return includes the open mark, and the win rate is 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 following data line for the BTC/USD C91302 Donchian HIGH hourly L20 slip0.003 train: the symbol is Bitcoin, the time frame is hourly, the lookback period is 20 hours, and the slip is 0.003. The period is for training, with a return percentage of 23.82935012649044, a drawdown percentage of 35.79470809426656, and a win rate percentage of 30.76923076923077. There were 13 trades, with no open trades, a mean trade percentage of 3.0226957186004526, an average win percentage of 25.15314906533341, and an average loss percentage of -6.813061324391972. The half Kelly is 0.8819211798916844, and the returns percentages are 46.50142984505477, -11.072342904026744, 0.8686521780037312, -3.4995455344297413, -10.148830378782087, -2.666811730475017, 37.8561026342897, -4.8238647663400895, 15.386411603985408, -6.228408626501974, -3.0239691973367964, -11.228010097499748, and -8.625768684135544. The entry is prior high, the exit is prior low, and the next is exact open. A 25 basis point taker is credited, with a coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and it is daily 24 hours only. The training period is from 2024 to 2025, with a reset in 2026, and a known holdout. HYPE 2026 only has no training or valid out of sample. There is no 3R/15 minute management, and sensitivity is not selected. The return includes open mark, and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'BTC/USD C91302 Donchian HIGH hourly L20 slip0.001 holdout'. The symbol is Bitcoin, or BTC. The time frame, or tf, is hourly. The lookback period is 20 hours. The slip is 0.001. The period is holdout. The return percentage is 18.078296384825975 percent. The drawdown percentage is 12.151993710956466 percent. The win rate percentage is 33.33333333333333 percent. There were 3 trades, with 1 open trade. The mean trade percentage is 0.4246734665661625 percent. The average win percentage is 6.3584695487881255 percent. The average loss percentage is -2.5422245745448193 percent. The half Kelly is 1.3135863392878466. The returns percentage is -2.455001717060521, 6.3584695487881255, and -2.629447432029118 percent. The entry is prior high, the exit is prior low, and the next is exact open. A 25 basis point taker is credited, which is a small fee, and the equivalent coin buy is 0.0025 divided by 0.9975. There are no missing indicator bars, and only daily 24-hour periods are used. The training period is from 2024 to 2025, and the holdout period is 2026. There is no hype in 2026, meaning no training or validation out of sample. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the following data line for the BTC/USD C91302 Donchian HIGH hourly L20 slip0.001 train: the symbol is BTC, the time frame is hourly, the lookback period is 20, and the slip is 0.001. The period is for training. The return percentage is 30.438863026823924, the drawdown percentage is 34.23513430403177, and the win rate percentage is 30.76923076923077. There were 13 trades, with 0 open trades. The mean trade percentage is 3.4366180942589626, the average win percentage is 25.65577091943417, and the average loss percentage is -6.438560939152239. The half Kelly is 1.0402252634722973. The returns percentages are 47.08961620798557, -10.714913838959843, 1.273941086665426, -3.1117644848595023, -9.787699849581566, -2.275693060435163, 38.40963828299694, -4.441391625438544, 15.849888100088737, -5.851564936831894, -2.634282024453213, -10.871204950915475, and -8.258533680894958. The entry is prior high, the exit is prior low, and the next open is exact. A 25 basis point taker is credited, with a coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24 hours are used. The training period is from 2024 to 2025, and the holdout period is in 2026. 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 open mark, and the win rate is for closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees