Notes

A new comparative experiment was done without a frozen 2R trail rule. The results are shown for the LINK stock, with return, drawdown, win rate, and mean trade in percent. Historical current-universe bias was used, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The results are as follows: for LINK stock with hourly time frame, 20 length, 0.002 slip, starting on 2024-01-01, the return was 40.27 percent, drawdown was 42.97 percent, win rate was 40 percent, mean trade was 4.35 percent, average win was 26.68 percent, average loss was -10.54 percent, with 3 targets, 0 reconcile, and 8 missing bars. For the same stock with the same time frame and length, but starting on 2026-01-01, the return was -10.13 percent, drawdown was 21.34 percent, win rate was 28.57 percent, mean trade was -1.02 percent, average win was 13.19 percent, average loss was -6.71 percent, with 1 target, 0 reconcile, and 1 missing bar. For LINK stock with hourly time frame, 30 length, 0.001 slip, starting on 2024-01-01, the return was 71.53 percent, drawdown was 42.77 percent, win rate was 50 percent, mean trade was 8.06 percent, average win was 27.59 percent, average loss was -11.47 percent, with 2 targets, 0 reconcile, and 8 missing bars. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done with the LINK/USD trading system, using a 2R trail rule that was not frozen. The results are based on historical data, with some missing bars reindexed and no exit on the entry bar. Ideal intrabar stops were used, but they were not live for 15 minutes. Every cell was kept in the analysis. The results are as follows: for a system with a 15-length parameter, starting on 2026-01-01, the return was 3.016 percent, the drawdown was 21.338 percent, and the win rate was 42.857 percent. For a system with a 20-length parameter, starting on 2024-01-01, the return was 42.199 percent, the drawdown was 42.587 percent, and the win rate was 40 percent. For a system with a 20-length parameter, starting on 2026-01-01, the return was -2.666 percent, the drawdown was 21.189 percent, and the win rate was 42.857 percent. The specific details for each system are: for the first system, the average win was 8.927 percent, the average loss was -5.270 percent, and there was one target. For the second system, the average win was 26.681 percent, the average loss was -10.412 percent, and there were three targets. For the third system, the average win was 9.264 percent, the average loss was -6.805 percent, and there was one target. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done with the LINK/USD trading system, using a 2R trail rule that was not frozen. The results are shown for three different scenarios. The return, drawdown, win rate, and mean trade are given as percentages. The historical current-universe bias was used, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were used, but not in a live 15-minute setting. Every cell was retained. The results are as follows: for the scenario starting on 2024-01-01, the return was 36.08344203129646 percent, the drawdown was 45.950274811687194 percent, there were 19 trades, the win rate was 31.57894736842105 percent, and the mean trade was 3.6864082531425026 percent. For the scenario starting on 2026-01-01, the return was 10.850003777159522 percent, the drawdown was 17.490720942579774 percent, there were 8 trades, the win rate was 37.5 percent, and the mean trade was 1.8586365868245052 percent. For the scenario starting on 2024-01-01 with a slip of 0.002, the return was 33.632567603179766 percent, the drawdown was 46.41913496445773 percent, there were 19 trades, the win rate was 31.57894736842105 percent, and the mean trade was 3.610983539191068 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done with the LINK/USD pair, using a daily time frame and a trail rule with a 2R value that was not frozen. The results are based on historical data with a current-universe bias, missing bars reindexed, and no exit on the entry bar, with ideal intrabar stops that are not live for 15 minutes. Every cell from the experiment was retained. The results are as follows: for a start date of 2026-01-01, the return was 13.976633132559924 percent, the drawdown was 19.665242461431642 percent, there were 5 trades, the win rate was 40 percent, the mean trade was 3.6710313576921005 percent, the average win was 21.68370281112245 percent, and the average loss was -8.337416277928133 percent. For a start date of 2024-01-01, the return was 50.06095906858994 percent, the drawdown was 34.58795020176968 percent, there were 9 trades, the win rate was 44.44444444444444 percent, the mean trade was 7.4616565743387 percent, the average win was 29.555648213701215 percent, and the average loss was -10.21353673715131 percent. For a start date of 2026-01-01 with a slip value of 0.002, the return was 14.147629508338454 percent, the drawdown was 19.734146140670717 percent, there were 5 trades, the win rate was 40 percent, the mean trade was 3.7241149243014955 percent, the average win was 21.94247018927804 percent, and the average loss was -8.421455252349535 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done with the LINK/USD pair, using a daily time frame and not freezing the trail rule. The results show return, drawdown, and win rates in percent, with historical current-universe bias and missing bars reindexed, and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The results are as follows: for a start date of 2024-01-01, the return percentage was -1.59, the drawdown percentage was 46.09, the win rate was 33.33, the mean trade was 2.22, the average win was 29.69, and the average loss was -11.52. For a start date of 2026-01-01, the return percentage was 2.21, the drawdown percentage was 24.80, the win rate was 28.57, the mean trade was 1.15, the average win was 21.94, and the average loss was -7.17. For a different set of parameters, starting on 2024-01-01, the return percentage was 51.41, the drawdown percentage was 34.22, the win rate was 44.44, the mean trade was 7.54, the average win was 29.56, and the average loss was -10.07. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done on the LINK/USD market, without a frozen trail rule that adds 2 times the risk. The results are shown as return, drawdown, and win rate in percent. The data is from the historical current universe with bias, and missing bars were reindexed. There was no exit on the entry bar, and ideal intrabar stops were not used in live 15-minute trading. Every cell was kept in the results. The results are as follows: for a daily time frame with a length of 15, a slip of 0.002, and a start date of 2026-01-01, the return was 10.59 percent, the drawdown was 23.11 percent, there were 8 trades, the win rate was 37.5 percent, the mean trade was 2.03 percent, the average win was 16.62 percent, and the average loss was -6.73 percent. For a daily time frame with a length of 20, a slip of 0.001, and a start date of 2024-01-01, the return was -0.57 percent, the drawdown was 45.91 percent, there were 15 trades, the win rate was 33.33 percent, the mean trade was 2.27 percent, the average win was 29.65 percent, and the average loss was -11.43 percent. For a daily time frame with a length of 20, a slip of 0.001, and a start date of 2026-01-01, the return was 2.46 percent, the drawdown was 24.51 percent, there were 7 trades, the win rate was 28.57 percent, the mean trade was 1.17 percent, the average win was 21.68 percent, and the average loss was -7.04 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done on the LINK/USD market. This experiment did not use a frozen trail rule, which is a rule that helps decide when to sell or buy. The results are shown as return, drawdown, win rate, and mean trade in percent. The data was taken from the daily market, with a slip of 0.001 or 0.002, which means a small amount was added or subtracted from the price. The experiment started on January 1, 2024, or January 1, 2026. The results are: for the first experiment starting January 1, 2024, with a slip of 0.001, the return was -5.29 percent, the drawdown was 56.82 percent, there were 18 trades, the win rate was 27.78 percent, the mean trade was 2.00 percent, the average win was 35.85 percent, and the average loss was -11.02 percent. For the second experiment starting January 1, 2026, with a slip of 0.001, the return was 11.09 percent, the drawdown was 22.67 percent, there were 8 trades, the win rate was 37.5 percent, the mean trade was 2.07 percent, the average win was 16.52 percent, and the average loss was -6.60 percent. For the third experiment starting January 1, 2024, with a slip of 0.002, the return was -6.28 percent, the drawdown was 57.18 percent, there were 18 trades, the win rate was 27.78 percent, the mean trade was 1.96 percent, the average win was 35.98 percent, and the average loss was -11.12 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done without a frozen 2R trail rule. The results are shown as return, drawdown, win rate, and mean in percent. The data was taken from the historical current universe with bias, missing bars were reindexed, and there was no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was kept. The results are as follows: for HYPE with an hourly time frame, a limit of 30, a slip of 0.001, and a start date of 2026-01-01, the return percentage was 52.9106429473986, the drawdown percentage was 12.37666667486802, the number of trades was 3, the win rate was 66.66666666666666, and the mean trade was 16.894875522116813. For HYPE with an hourly time frame, a limit of 30, a slip of 0.002, and a start date of 2024-01-01, there was an error due to no period data. For HYPE with an hourly time frame, a limit of 30, a slip of 0.002, and a start date of 2026-01-01, the return percentage was 68.59725854737397, the drawdown percentage was 6.5321821678464564, the number of trades was 2, the win rate was 100, and the mean trade was 30.06613616586451. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen 2R trail rule. The results are reported in terms of return, drawdown, win rate, and mean trade in percent. The experiment used historical current-universe bias, reindexed missing bars, and did not use entry-bar exit or ideal intrabar stops, with a 15-minute interval. Every cell was retained. The experiment tested the HYPE stock with the following parameters: hourly time frame, 20 units of leverage, and 0.002 slip, starting on 2024-01-01 and 2026-01-01. The results were: for the 2026 start, a return of 82.24 percent, a drawdown of 24.02 percent, 6 trades, a win rate of 66.67 percent, a mean trade of 11.75 percent, an average win of 21.43 percent, and an average loss of -7.63 percent. For the 2024 start with 20 units of leverage, and for the 2024 start with 30 units of leverage and 0.001 slip, there was an error due to no period data. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done with the HYPE/USD trading system, using a 2R trail rule that was not frozen. The results are based on historical data, with some adjustments made to account for missing information and to ensure that the data is consistent. The system was tested with different settings, including a 15-minute time frame and a 20-minute time frame. The results for the 15-minute time frame, starting from January 1, 2026, were a return of 48.14%, a drawdown of 28.31%, and a win rate of 50%. The average winning trade was 21.43%, and the average losing trade was -8.65%. For the 20-minute time frame, starting from January 1, 2024, there was an error because there was no data for that period. For the 20-minute time frame, starting from January 1, 2026, the results were a return of 82.84%, a drawdown of 23.65%, and a win rate of 66.67%. The average winning trade was 21.42%, and the average losing trade was -7.49%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen 2R trail rule. The results are reported as return, drawdown, win rate, and mean in percent, considering historical current-universe bias, missing bars reindexed, and no entry-bar exit, with ideal intrabar stops not live for 15 minutes. Every cell was retained. The experiment included the following data points: for HYPE with an hourly time frame, a limit of 15, a slip of 0.001, and a start date of 2024-01-01, there was an error due to no period data. For HYPE with the same parameters but a start date of 2026-01-01, the results were a return percentage of 49.05728616645233, a drawdown percentage of 28.032572643207253, 8 trades, a win rate of 50, a mean trade of 6.451616260740149, an average win of 21.42347933250016, an average loss of -8.520246811019863, 2 targets, 0 reconciliations, and 1 missing data point. For HYPE with a slip of 0.002 and a start date of 2024-01-01, there was again an error due to no period data. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done without a frozen 2R trail rule. The results are shown as return, drawdown, win rate, and mean in percent. The data was taken from the historical current universe with bias, missing bars were reindexed, and there was no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was kept. The results for HYPE are as follows: for a daily trade with a length of 30, a slip of 0.001, and a start date of 2026-01-01, the return was 68.44212963502474 percent, the drawdown was 5.425385519469394 percent, there were 2 trades, the win rate was 100 percent, and the mean trade was 30.07394067010617 percent. For a daily trade with a length of 30, a slip of 0.002, and a start date of 2024-01-01, there was an error because there was no period data. For a daily trade with a length of 30, a slip of 0.002, and a start date of 2026-01-01, the return was 68.3778485943259 percent, the drawdown was 5.425385519469406 percent, there were 2 trades, the win rate was 100 percent, and the mean trade was 30.06499823013161 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen 2R trail rule. The results are reported in percent for return, drawdown, win rate, and mean trade, considering historical current-universe bias, reindexed missing bars, and no entry-bar exit, with ideal intrabar stops not applied in a live 15-minute setting. Every cell from the experiment was retained. The experiment included the following data points: for HYPE with a daily time frame, leverage of 20, slip of 0.002, and start date of 2024-01-01T00:00:00Z, there was an error due to no period data. For HYPE with the same daily time frame, leverage of 20, slip of 0.002, but start date of 2026-01-01T00:00:00Z, the results were a return of 84.84535274024194 percent, drawdown of 15.477298636129866 percent, 5 trades, a win rate of 80 percent, mean trade of 14.186286878232806 percent, average win of 19.081061932851185 percent, average loss of -5.392813340240698 percent, 2 targets, 0 reconciliations, and 0 missing data points. For HYPE with a daily time frame, leverage of 30, slip of 0.001, and start date of 2024-01-01T00:00:00Z, there was an error due to no period data. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted with a 2R trail rule that was not frozen. The results are reported in percent and include return, drawdown, win rate, and mean trade, with a historical current-universe bias and missing bars reindexed, and no entry-bar exit, using ideal intrabar stops, but not in real-time 15-minute intervals. Every cell was retained. The results for two experiments are as follows: for HYPE with a daily time frame, a length of 15, a slip of 0.002, and a start date of 2026-01-01T00:00:00Z, the return was 68.32044991642907 percent, the drawdown was 23.033503894949092 percent, there were 6 trades, the win rate was 66.66666666666666 percent, the mean trade was 10.33193023082343 percent, the average win was 19.081061932851185 percent, and the average loss was -7.166333173232081 percent. For HYPE with a daily time frame, a length of 20, a slip of 0.001, and a start date of 2026-01-01T00:00:00Z, the return was 85.28913479863844 percent, the drawdown was 15.223222040416918 percent, there were 5 trades, the win rate was 80 percent, the mean trade was 14.213729736284577 percent, the average win was 19.068014466344863 percent, and the average loss was -5.203409183956564 percent. Another experiment with a start date of 2024-01-01T00:00:00Z reported an error due to no period data. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen 2R trail rule. The results are reported in percent for return, drawdown, win rate, and mean trade, taking into account historical current-universe bias, reindexed missing bars, and no entry-bar exit, with ideal intrabar stops not used in live 15-minute trading. Every cell was retained. The experiment included the following data points: for HYPE stock with daily trading frequency, a loss limit of 15, a slip of 0.001, and a start date of 2024-01-01, there was an error due to no period data. For the same stock with the same parameters but a start date of 2026-01-01, the return was 68.87835060346777 percent, the drawdown was 22.731775682099975 percent, there were 6 trades, the win rate was 66.66666666666666 percent, the mean trade was 10.368632802366994 percent, the average win was 19.068014466344856 percent, and the average loss was -7.030130525588735 percent. For HYPE stock with daily trading frequency, a loss limit of 15, a slip of 0.002, and a start date of 2024-01-01, there was also an error due to no period data. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen 2R trail rule. The results are shown in the following list, which includes return, drawdown, win rate, and mean trade in percent. The data is based on historical current-universe bias, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The list includes the following data: for SOL with an hourly time frame, a leverage of 30, and a slip of 0.001, starting on 2026-01-01, the return percentage was -14.367252814858766, the drawdown percentage was 22.339757080807242, the number of trades was 5, the win rate was 20, the mean trade was -2.1305811885021586, the average win was 17.469920802784177, the average loss was -7.030706686323743, the number of targets was 1, the reconcile value was 0, and the number of missing values was 1. For SOL with an hourly time frame, a leverage of 30, and a slip of 0.002, starting on 2024-01-01, the return percentage was -54.353034354618, the drawdown percentage was 64.32278405081014, the number of trades was 14, the win rate was 21.428571428571427, the mean trade was -4.5519830770490755, the average win was 19.257008728582523, the average loss was -11.045344478584965, the number of targets was 1, the reconcile value was 0, and the number of missing values was 6. For SOL with an hourly time frame, a leverage of 30, and a slip of 0.002, starting on 2026-01-01, the return percentage was -14.585627124235367, the drawdown percentage was 22.561318072585667, the number of trades was 5, the win rate was 20, the mean trade was -2.1485842714426195, the average win was 17.737107342633053, the average loss was -7.120007174961537, the number of targets was 1, the reconcile value was 0, and the number of missing values was 1. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen 2R trail rule. The results are reported in percent for return, drawdown, win rate, and mean trade, considering historical current-universe bias, reindexed missing bars, and no entry-bar exit, with ideal intrabar stops not live for 15 minutes. Every cell was retained. The experiment included the following results for SOL/USD: for a hourly timeframe with 20 length and 0.002 slip starting on 2024-01-01T00:00:00Z, the return percentage was -36.52163707377023, drawdown percentage was 55.507955797568584, with 14 trades, a win rate of 28.57142857142857, mean trade of -2.2263488483057947, average win of 17.46370737511262, and average loss of -10.102371337673159. For the same settings starting on 2026-01-01T00:00:00Z, the return percentage was -16.96382898584431, drawdown percentage was 25.461106154978495, with 6 trades, a win rate of 16.666666666666664, mean trade of -2.2303189908922953, average win of 18.245489501950264, and average loss of -6.325480689460808. For a hourly timeframe with 30 length and 0.001 slip starting on 2024-01-01T00:00:00Z, the return percentage was -43.211629159199305, drawdown percentage was 59.986214915742266, with 13 trades, a win rate of 23.076923076923077, mean trade of -3.2465648765084594, average win of 21.62142680717319, and average loss of -10.706962381612954. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done without a frozen trail rule that adds 2R. The results are shown as return, drawdown, win rate, and mean in percent. This experiment used historical data with a current-universe bias, missing bars were reindexed, and there was no exit on the entry bar. Ideal intrabar stops were not used in live 15-minute trades. Every cell was kept. The results for three different scenarios are as follows: for SOL with an hourly time frame, a length of 15, a slip of 0.002, and a start date of 2026-01-01, the return was -8.0818 percent, the drawdown was 23.8506 percent, there were 7 trades, the win rate was 28.5714 percent, and the mean trade was -0.5335 percent. For SOL with an hourly time frame, a length of 20, a slip of 0.001, and a start date of 2024-01-01, the return was -20.8546 percent, the drawdown was 50.0452 percent, there were 13 trades, the win rate was 30.7692 percent, and the mean trade was -0.7217 percent. For SOL with an hourly time frame, a length of 20, a slip of 0.001, and a start date of 2026-01-01, the return was -16.5374 percent, the drawdown was 25.0226 percent, there were 6 trades, the win rate was 16.6667 percent, and the mean trade was -2.1746 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen trail rule that adds 2 times the risk. The results are shown in terms of return, drawdown, win rate, and mean trade in percent. The experiment used historical data with a current-universe bias, reindexed missing bars, and did not allow exit on the entry bar. Ideal intrabar stops were used, but not in live 15-minute mode. Every cell was retained. The results are as follows: for SOL with an hourly time frame, a limit of 15, a slip of 0.001, and a start date of 2024-01-01, the return was -29.47 percent, the drawdown was 57.75 percent, there were 14 trades, the win rate was 50 percent, the mean trade was -1.65 percent, the average win was 8.25 percent, and the average loss was -11.54 percent. For the same settings but with a start date of 2026-01-01, the return was -7.23 percent, the drawdown was 23.09 percent, there were 7 trades, the win rate was 28.57 percent, the mean trade was -0.43 percent, the average win was 9.67 percent, and the average loss was -4.46 percent. For SOL with an hourly time frame, a limit of 15, a slip of 0.002, and a start date of 2024-01-01, the return was -30.91 percent, the drawdown was 58.27 percent, there were 14 trades, the win rate was 50 percent, the mean trade was -1.79 percent, the average win was 8.10 percent, and the average loss was -11.67 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done without a frozen 2R trail rule. The results are shown as return, drawdown, win rate, and mean in percent. The data is based on historical current-universe bias, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The experiment had the following results: for SOL with a daily time frame, a limit of 30, a slip of 0.001, and a start date of 2026-01-01, the return percentage was -15.632071188542817, the drawdown percentage was 25.53120727013607, the number of trades was 4, the win rate was 25, the mean trade was -1.72425141064064, the average win was 20.672488549005806, and the average loss was -9.189831397189456. For SOL with a daily time frame, a limit of 30, a slip of 0.002, and a start date of 2024-01-01, the return percentage was 31.261536459782825, the drawdown percentage was 31.154190140820425, the number of trades was 7, the win rate was 57.14285714285714, the mean trade was 4.983163363860919, the average win was 16.977964295610555, and the average loss was -11.009904545138593. For SOL with a daily time frame, a limit of 30, a slip of 0.002, and a start date of 2026-01-01, the return percentage was -15.763516212926943, the drawdown percentage was 25.659257579984263, the number of trades was 4, the win rate was 25, the mean trade was -1.7208063459938887, the average win was 20.933276339314276, and the average loss was -9.27216724109661. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen plus 2R trail rule. The results are shown for the SOL/USD pair, with return, drawdown, win rate, and mean trade in percent. The historical current-universe bias was used, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trading. Every cell was retained. The results are as follows: for SOL with a daily time frame, a length of 20, a slip of 0.002, and a start date of 2024-01-01, the return percentage was 28.551420393942028, the drawdown percentage was 29.857291334516102, the number of trades was 9, the win rate was 44.44444444444444, the mean trade was 3.9823609178228323, the average win was 19.629664085820036, and the average loss was -8.535481616574932. For SOL with a daily time frame, a length of 20, a slip of 0.002, and a start date of 2026-01-01, the return percentage was -18.84844789142649, the drawdown percentage was 32.05058061712207, the number of trades was 6, the win rate was 16.666666666666664, the mean trade was -1.7728453750494533, the average win was 20.933276339314276, and the average loss was -6.3140697179222. For SOL with a daily time frame, a length of 30, a slip of 0.001, and a start date of 2024-01-01, the return percentage was 32.142128665297, the drawdown percentage was 30.694420947755162, the number of trades was 7, the win rate was 57.14285714285714, the mean trade was 5.0789399444366605, the average win was 17.08643064908264, and the average loss was -10.93104766175798. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done without a frozen 2R trail rule. The results show return, drawdown, win rate, and mean in percent. The data is based on historical current-universe bias, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was kept. The results for three different scenarios are as follows: for SOL with a daily time frame, a length of 15, a slip of 0.002, and a start date of 2026-01-01, the return was -17.84 percent, the drawdown was 34.03 percent, there were 6 trades, the win rate was 16.67 percent, and the mean trade was -1.58 percent. For SOL with a daily time frame, a length of 20, a slip of 0.001, and a start date of 2024-01-01, the return was 29.97 percent, the drawdown was 29.65 percent, there were 9 trades, the win rate was 44.44 percent, and the mean trade was 4.10 percent. For SOL with a daily time frame, a length of 20, a slip of 0.001, and a start date of 2026-01-01, the return was -18.39 percent, the drawdown was 31.66 percent, there were 6 trades, the win rate was 16.67 percent, and the mean trade was -1.71 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen trail rule. The results are based on historical data with a current-universe bias, missing bars reindexed, and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The experiment included three scenarios: one starting on 2024-01-01 with a slip of 0.001, one starting on 2026-01-01 with a slip of 0.001, and one starting on 2024-01-01 with a slip of 0.002. The results for each scenario are as follows: for the first scenario, the return was 7.225511958119979 percent, the drawdown was 34.77161172309163 percent, there were 11 trades, the win rate was 36.36363636363637 percent, the mean trade was 1.7209571604737997 percent, the average win was 19.74343915820893 percent, and the average loss was -8.577603981089133 percent. For the second scenario, the return was -17.29519269133618 percent, the drawdown was 33.574711210551975 percent, there were 6 trades, the win rate was 33.33333333333333 percent, the mean trade was -1.4956506384235069 percent, the average win was 10.341510135133468 percent, and the average loss was -7.414231025201995 percent. For the third scenario, the return was 5.638282556386964 percent, the drawdown was 35.07927795609783 percent, there were 11 trades, the win rate was 36.36363636363637 percent, the mean trade was 1.5903728420299232 percent, the average win was 19.629664085820053 percent, and the average loss was -8.717793582993009 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done with the XRP/USD currency pair, using a hourly time frame and a trail rule that is not frozen, which means the stop loss price is adjusted as the price moves. The results are: return on investment, drawdown which is the biggest drop in value, win rate which is the percentage of winning trades, and mean trade which is the average profit or loss per trade. The data was reindexed to fill in missing bars and no trades were stopped at the end of a bar. The results for three different scenarios are: a scenario that started on January 1, 2026, with a return of -11.297086898045139 percent and a drawdown of 25.602037008338463 percent, a scenario that started on January 1, 2024, with a return of 76.40504906171435 percent and a drawdown of 51.73737443152808 percent, and another scenario that started on January 1, 2026, with a return of -11.428858099075168 percent and a drawdown of 25.81059812908475 percent. The details for each scenario are as follows: the first scenario had 5 trades, a win rate of 20 percent, a mean trade of -1.9033075655553546 percent, an average win of 18.11171514633707 percent, and an average loss of -6.9070632435284605 percent. The second scenario had 13 trades, a win rate of 38.46153846153847 percent, a mean trade of 6.781976308251863 percent, an average win of 34.323150137138455 percent, and an average loss of -10.431257334802254 percent. The third scenario had 5 trades, a win rate of 20 percent, a mean trade of -1.9196441820557242 percent, an average win of 18.377619377243228 percent, and an average loss of -6.993960071880462 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted with the XRP/USD pair, using a trail rule with a 2R multiplier that was not frozen. The results are based on historical data with a current-universe bias, missing bars reindexed, and no exit on the entry bar, with ideal intrabar stops not used in live 15-minute trading. Every cell was retained. The results are as follows: for XRP with an hourly time frame, a length of 20, a slip of 0.002, and a start date of 2024-01-01T00:00:00Z, the return was 144.49 percent, the drawdown was 43.03 percent, there were 16 trades, the win rate was 43.75 percent, the mean trade was 7.82 percent, the average win was 30.55 percent, and the average loss was -9.85 percent. For XRP with the same parameters but a start date of 2026-01-01T00:00:00Z, the return was -14.18 percent, the drawdown was 29.36 percent, there were 6 trades, the win rate was 16.67 percent, the mean trade was -2.23 percent, the average win was 15.18 percent, and the average loss was -5.71 percent. For XRP with an hourly time frame, a length of 30, a slip of 0.001, and a start date of 2024-01-01T00:00:00Z, the return was 76.47 percent, the drawdown was 51.52 percent, there were 13 trades, the win rate was 38.46 percent, the mean trade was 6.76 percent, the average win was 34.09 percent, and the average loss was -10.33 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202