Notes

A new comparative experiment was conducted without a frozen 2R trail rule. The results are based on historical data with current-universe bias, missing bars reindexed, and no entry-bar exit, using ideal intrabar stops, but not live 15-minute data. Every cell was retained. The experiment tested XRP/USD with the following parameters: a list of three experiments with different settings, including the symbol, time frame, length, slip, start date, return percentage, drawdown percentage, number of trades, win rate, mean trade, average win, average loss, targets, reconcile, and missing values. The results were as follows: for the first experiment, the symbol was XRP, the time frame was hourly, the length was 15, the slip was 0.002, the start date was 2026-01-01T00:00:00Z, the return percentage was -6.085507756396325, the drawdown percentage was 25.431529851157862, the number of trades was 8, the win rate was 25, the mean trade was -0.25399969145420837, the average win was 17.94950811304209, the average loss was -6.321835626286308, the targets were 2, the reconcile was 0, and the missing values were 1. For the second experiment, the symbol was XRP, the time frame was hourly, the length was 20, the slip was 0.001, the start date was 2024-01-01T00:00:00Z, the return percentage was 145.31384269004968, the drawdown percentage was 42.596715226438405, the number of trades was 16, the win rate was 43.75, the mean trade was 7.817786876228699, the average win was 30.377504332407145, the average loss was -9.728660034132314, the targets were 6, the reconcile was 0, and the missing values were 36. For the third experiment, the symbol was XRP, the time frame was hourly, the length was 20, the slip was 0.001, the start date was 2026-01-01T00:00:00Z, the return percentage was -13.79162779301205, the drawdown percentage was 29.083070252387454, the number of trades was 6, the win rate was 16.666666666666664, the mean trade was -2.168019137298044, the average win was 14.905495870392027, the average loss was -5.582722138836059, the targets were 1, the reconcile was 0, and the missing values were 1. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted with the XRP/USD currency pair, using a hourly time frame and a leverage of 15, without a frozen trail rule that adds 2 times the risk. The results are based on historical data, with a current-universe bias, missing bars reindexed, and no exit on the entry bar, using ideal intrabar stops, but these stops are not used in live 15-minute trading. Every cell was retained in the analysis. The results are as follows: for the period starting on 2024-01-01T00:00:00Z, the return was 108.7821161748908 percent, the drawdown was 41.33331424848673 percent, there were 20 trades, the win rate was 35 percent, the mean trade was 5.56874336220732 percent, the average win was 31.49037652164319 percent, and the average loss was -8.38905910825815 percent. For the period starting on 2026-01-01T00:00:00Z, the return was -5.783898518634856 percent, the drawdown was 25.07348155478073 percent, there were 8 trades, the win rate was 25 percent, the mean trade was -0.2296827447249114 percent, the average win was 17.682746800812097 percent, and the average loss was -6.200492593237248 percent. For the period starting on 2024-01-01T00:00:00Z, with a slip of 0.002, the return was 106.87985436466238 percent, the drawdown was 41.94062008223217 percent, there were 20 trades, the win rate was 35 percent, the mean trade was 5.543070220109273 percent, the average win was 31.657851229088656 percent, and the average loss was -8.518734938571933 percent. 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 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 results for XRP/USD are as follows: a daily trade with a 30-length, 0.001 slip, starting on 2026-01-01, had a return of 15.226240259390256 percent, a drawdown of 7.551358768137861 percent, 2 trades, a win rate of 50 percent, a mean trade of 8.543376214813081 percent, an average win of 24.638111197764022 percent, and an average loss of -7.551358768137861 percent. Another daily trade with a 30-length, 0.002 slip, starting on 2024-01-01, had a return of 118.89925261786733 percent, a drawdown of 34.55107677671007 percent, 12 trades, a win rate of 50 percent, a mean trade of 8.539276327464579 percent, an average win of 26.404256979893898 percent, and an average loss of -9.325704324964738 percent. A third daily trade with a 30-length, 0.002 slip, starting on 2026-01-01, had a return of 15.353091442568424 percent, a drawdown of 7.636968290172341 percent, 2 trades, a win rate of 50 percent, a mean trade of 8.62700368004688 percent, an average win of 24.8909756502661 percent, and an average loss of -7.636968290172341 percent. 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 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 results for XRP/USD are as follows: for a daily trade with a length of 20, a slip of 0.002, and a start date of 2024-01-01T00:00:00Z, the return was 116.80880622503284 percent, the drawdown was 32.926789480728566 percent, there were 14 trades, the win rate was 50 percent, the mean trade was 7.459039954692924 percent, the average win was 24.983435562981366 percent, and the average loss was -10.065355653595521 percent. For a daily trade with a length of 20, a slip of 0.002, and a start date of 2026-01-01T00:00:00Z, the return was -20.07472081846764 percent, the drawdown was 34.30946678243147 percent, there were 6 trades, the win rate was 16.666666666666664 percent, the mean trade was -3.181748566946321 percent, the average win was 19.632702402416523 percent, and the average loss was -7.744638760818889 percent. For a daily trade with a length of 30, a slip of 0.001, and a start date of 2024-01-01T00:00:00Z, the return was 119.5926590280958 percent, the drawdown was 34.36861080390607 percent, there were 12 trades, the win rate was 50 percent, the mean trade was 8.547564539481604 percent, the average win was 26.32205443782572 percent, and the average loss was -9.22692535886251 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done on XRP/USD, which is a currency pair, with a daily time frame, or the frequency of the data used. The results are as follows: three different scenarios were tested with different parameters, such as the length, or the number of days considered, and the slip, or the difference between expected and actual prices. The start date for each scenario was January 1, 2024, and January 1, 2026, respectively. The results for each scenario include the return as a percentage, which is the profit or loss, the drawdown as a percentage, which is the largest decline from a peak, the number of trades, the win rate, which is the percentage of successful trades, the mean trade, which is the average profit or loss per trade, the average win, the average loss, the number of targets, which are the desired outcomes, and the number of reconciles and missing values, which are used to ensure data accuracy. The specific results are: for the first scenario, the return was -19.96%, the drawdown was 36.75%, the number of trades was 6, the win rate was 16.67%, the mean trade was -3.16%, the average win was 19.63%, and the average loss was -7.72%. For the second scenario, the return was 118.38%, the drawdown was 32.66%, the number of trades was 14, the win rate was 50%, the mean trade was 7.50%, the average win was 24.95%, and the average loss was -9.96%. For the third scenario, the return was -19.88%, the drawdown was 34.13%, the number of trades was 6, the win rate was 16.67%, the mean trade was -3.15%, the average win was 19.37%, and the average loss was -7.66%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted with the XRP/USD currency 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 entry-bar exit, with ideal intrabar stops that are not live for 15 minutes. Every cell was retained. The experiment had the following results: for the period starting on 2024-01-01, the return was 155.20 percent, the drawdown was 36.88 percent, there were 16 trades, the win rate was 50 percent, and the mean trade was 7.95 percent. For the period starting on 2026-01-01, the return was -19.77 percent, the drawdown was 36.58 percent, there were 6 trades, the win rate was 16.67 percent, and the mean trade was -3.13 percent. Another experiment with a slip value of 0.002 starting on 2024-01-01 had a return of 180.99 percent, a drawdown of 37.05 percent, 15 trades, a win rate of 53.33 percent, and a mean trade of 9.11 percent. The average win and average loss for each period were also calculated, with the first period having an average win of 26.54 percent and an average loss of -10.65 percent, the second period having an average win of 19.37 percent and an average loss of -7.63 percent, and the third period having an average win of 26.66 percent and an average loss of -10.95 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 reported as return, drawdown, win rate, and mean trade in percent. The historical data was reindexed to account for missing bars, and there was no exit on the entry bar. Ideal intrabar stops were used, but not in live 15-minute mode. Every cell was retained. The experiment results are as follows: for LTC with an hourly time frame, a limit of 30, a slip of 0.001, and a start date of 2026-01-01, the return was -1.8723314927011625 percent, the drawdown was 13.916910115991165 percent, there were 3 trades, the win rate was 33.33333333333333 percent, the mean trade was -0.10798565750750333 percent, the average win was 14.55382103390994 percent, and the average loss was -7.438889003216226 percent. For LTC with an hourly time frame, a limit of 30, a slip of 0.002, and a start date of 2024-01-01, the return was -59.50927343671919 percent, the drawdown was 70.50164122741319 percent, there were 18 trades, the win rate was 22.22222222222222 percent, the mean trade was -3.9589984732150065 percent, the average win was 20.57301967343233 percent, and the average loss was -10.968146515114247 percent. For LTC with an hourly time frame, a limit of 30, a slip of 0.002, and a start date of 2026-01-01, the return was -1.2898086323353986 percent, the drawdown was 12.675286832999433 percent, there were 3 trades, the win rate was 33.33333333333333 percent, the mean trade was 0.09030957667708339 percent, the average win was 14.826833958564546 percent, and the average loss was -7.277952614266647 percent. 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 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 tested three scenarios: one starting on 2024-01-01 with a 20-period length and 0.002 slip, one starting on 2026-01-01 with a 20-period length and 0.002 slip, and one starting on 2024-01-01 with a 30-period length and 0.001 slip. The results for each scenario are as follows: for the first scenario, the return was -52.43 percent, the drawdown was 66.24 percent, there were 19 trades, the win rate was 21.05 percent, and the mean trade was -2.80 percent. For the second scenario, the return was -18.65 percent, the drawdown was 20.35 percent, there were 6 trades, the win rate was 16.67 percent, and the mean trade was -3.12 percent. For the third scenario, the return was -64.21 percent, the drawdown was 71.88 percent, there were 19 trades, the win rate was 21.05 percent, and the mean trade was -4.37 percent. 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 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 results for three different scenarios are as follows: for LTC 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 -15.88 percent, the drawdown was 18.19 percent, there were 6 trades, the win rate was 16.67 percent, the mean trade was -2.59 percent, the average win was 13.16 percent, and the average loss was -5.74 percent. For LTC 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 -57.91 percent, the drawdown was 67.94 percent, there were 20 trades, the win rate was 20 percent, the mean trade was -3.25 percent, the average win was 25.19 percent, and the average loss was -10.35 percent. For LTC 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 -18.38 percent, the drawdown was 20.17 percent, there were 6 trades, the win rate was 16.67 percent, the mean trade was -3.08 percent, the average win was 12.89 percent, and the average loss was -6.27 percent. 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 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 results for three different scenarios are as follows: for LTC with an hourly time frame, a lot size of 15, a slip of 0.001, and a start date of 2024-01-01, the return was -69.46472535524873 percent, the drawdown was 74.5115683024569 percent, there were 24 trades, the win rate was 16.666666666666664 percent, the mean trade was -3.9056047666889686 percent, the average win was 25.753676475170717 percent, and the average loss was -9.837461015060905 percent. For the same settings but with a start date of 2026-01-01, the return was -15.512003050748502 percent, the drawdown was 17.91781654165775 percent, there were 6 trades, the win rate was 16.666666666666664 percent, the mean trade was -2.5280944415925304 percent, the average win was 12.888217949454628 percent, and the average loss was -5.6113569198019615 percent. For LTC with an hourly time frame, a lot size of 15, a slip of 0.002, and a start date of 2024-01-01, the return was -65.75428003465917 percent, the drawdown was 73.46855006437627 percent, there were 23 trades, the win rate was 17.391304347826086 percent, the mean trade was -3.6009263264990037 percent, the average win was 25.878838985251257 percent, and the average loss was -9.807192707920112 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done with a 2R trail rule that is not frozen. The results are shown as return, drawdown, and win rate in percent. The data is based on historical current-universe bias, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were used, but not in live 15-minute mode. Every cell was retained. The results for LTC/USD are as follows: for a daily time frame with 30 units, a slip of 0.001, and a start date of 2026-01-01, the return was -12.5857 percent, the drawdown was 15.2733 percent, there were 2 trades, the win rate was 0 percent, and the mean trade was -6.5042 percent. For the same time frame and units, but with a slip of 0.002 and a start date of 2024-01-01, the return was -22.9169 percent, the drawdown was 46.7179 percent, there were 15 trades, the win rate was 40 percent, the mean trade was -0.2425 percent, the average win was 18.7218 percent, and the average loss was -12.8853 percent. For the same time frame, units, and slip, but with a start date of 2026-01-01, the return was -12.7496 percent, the drawdown was 15.3477 percent, there were 2 trades, the win rate was 0 percent, and the mean trade was -6.5919 percent. 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 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 return of -19.153141235387217 percent and a drawdown of 46.71793702297163 percent, one starting on 2026-01-01 with a return of 0.11860763659721218 percent and a drawdown of 13.215285984363245 percent, and one starting on 2024-01-01 with a return of -21.073310906534314 percent and a drawdown of 46.43023098987995 percent. The details of each scenario are as follows: for the first scenario, the win rate was 40 percent, the mean trade was 0.25175524328781007 percent, the average win was 21.13711087726037 percent, and the average loss was -13.67181517936056 percent. For the second scenario, the win rate was 33.33333333333333 percent, the mean trade was 0.5549282475477924 percent, the average win was 15.279984671968938 percent, and the average loss was -6.8075999646627805 percent. For the third scenario, the win rate was 40 percent, the mean trade was -0.051544102907899646 percent, the average win was 19.62991358345715 percent, and the average loss was -13.172515893817932 percent. 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 shown for three different scenarios. The return, drawdown, win rate, and mean trade are reported as percentages. Historical current-universe bias was considered, missing bars were reindexed, and there was 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 LTC 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 -0.331 percent, the drawdown was 15.224 percent, the win rate was 33.333 percent, and the mean trade was 0.415 percent. For LTC 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 -28.990 percent, the drawdown was 46.430 percent, the win rate was 37.5 percent, and the mean trade was -0.531 percent. For LTC 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 0.069 percent, the drawdown was 13.139 percent, the win rate was 33.333 percent, and the mean trade was 0.522 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done with the LTC/USD trading 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, and missing bars were reindexed. The experiment did not use an entry-bar exit and ideal intrabar stops were not used in live 15-minute trading. Every cell from the experiment was retained. The results are as follows: for the period starting on 2024-01-01T00:00:00Z, the return was -36.877394682030705 percent, the drawdown was 50.028969321075465 percent, there were 19 trades, the win rate was 31.57894736842105 percent, the mean trade was -1.1897961268028807 percent, the average win was 20.32102404427103 percent, and the average loss was -11.117866974990841 percent. For the period starting on 2026-01-01T00:00:00Z, the return was -0.380617627682045 percent, the drawdown was 15.150267928217186 percent, there were 3 trades, the win rate was 33.33333333333333 percent, the mean trade was 0.3826320614360649 percent, the average win was 15.007878957765918 percent, and the average loss was -6.929991386728862 percent. For another experiment starting on 2024-01-01T00:00:00Z with a slip value of 0.002, the return was -28.336859567999063 percent, the drawdown was 46.275464249493666 percent, there were 18 trades, the win rate was 33.33333333333333 percent, the mean trade was -0.5896829578145907 percent, the average win was 20.331567990135124 percent, and the average loss was -11.05030843178945 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen trail rule that allows for a 2R trail. 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, which are not available in live 15-minute trading. Every cell from the experiment was retained. The results are as follows: for ETH 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 -6.428268218046673, the drawdown percentage was 17.599018141064015, the number of trades was 5, the win rate was 40, the mean trade was -0.09324043847874774, the average win was 8.084064937791357, the average loss was -5.544777355992151, the number of targets was 1, the reconcile value was 0, and the number of missing values was 1. For ETH with an hourly time frame, a limit of 30, a slip of 0.002, and a start date of 2024-01-01, the return percentage was 153.43026117592373, the drawdown percentage was 22.14868590745421, the number of trades was 14, the win rate was 64.28571428571429, the mean trade was 7.721548898509857, the average win was 16.998165657006126, the average loss was -8.976361266783432, the number of targets was 4, the reconcile value was 0, and the number of missing values was 3. For ETH 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 -6.838020611576933, the drawdown percentage was 17.75159031318839, the number of trades was 5, the win rate was 40, the mean trade was -0.15283494670783382, the average win was 8.119058401249868, the average loss was -5.667430512012968, 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 trail rule that allows for a 2R trail. The results are shown in terms of 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 results are as follows: for ETH with an hourly timeframe, a length of 20, a slip of 0.002, and a start date of 2024-01-01, the return percentage was 81.14596729163728, the drawdown percentage was 36.419187082048644, the number of trades was 19, the win rate was 52.63157894736842, the mean trade was 4.003253081844966, the average win was 14.960919518408733, and the average loss was -8.171931847670331. For ETH with an hourly timeframe, a length of 20, a slip of 0.002, and a start date of 2026-01-01, the return percentage was 9.876001632725394, the drawdown percentage was 21.080429688894988, the number of trades was 6, the win rate was 66.66666666666666, the mean trade was 2.583755033662187, the average win was 5.832419177789533, and the average loss was -3.913573254592506. For ETH with an hourly timeframe, a length of 30, a slip of 0.001, and a start date of 2024-01-01, the return percentage was 154.72415808020736, the drawdown percentage was 21.848818621497145, the number of trades was 14, the win rate was 64.28571428571429, the mean trade was 7.751297687604859, the average win was 17.008886938323474, and the average loss was -8.91236296368865. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted with the ETH/USD pair, using a trail rule with a 2R value that is not frozen. The results are based on historical data, with a current-universe bias, and missing bars were reindexed. The experiment did not use an entry-bar exit or ideal intrabar stops, and every cell was retained. The results are as follows: for a hourly timeframe with a length of 15, a slip of 0.002, and a start date of 2026-01-01T00:00:00Z, the return was 13.991585557223551 percent, the drawdown was 19.016741507693315 percent, there were 6 trades, the win rate was 66.66666666666666 percent, the mean trade was 3.151275006926407 percent, the average win was 5.391349168928783 percent, and the average loss was -1.328873317078344 percent. For a hourly timeframe with a length of 20, a slip of 0.001, and a start date of 2024-01-01T00:00:00Z, the return was 83.73109085236139 percent, the drawdown was 36.18299863860754 percent, there were 19 trades, the win rate was 52.63157894736842 percent, the mean trade was 4.069010298351772 percent, the average win was 14.98991319566166 percent, and the average loss was -8.065326254214773 percent. For a hourly timeframe with a length of 20, a slip of 0.001, and a start date of 2026-01-01T00:00:00Z, the return was 10.70348983492 percent, the drawdown was 21.005967980546213 percent, there were 6 trades, the win rate was 66.66666666666666 percent, the mean trade was 2.688761867952914 percent, the average win was 5.918572082950807 percent, and the average loss was -3.7708585620428723 percent. 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 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 return of 75.34 percent and a drawdown of 38.29 percent, one starting on 2026-01-01 with a return of 14.97 percent and a drawdown of 18.85 percent, and one starting on 2024-01-01 with a return of 65.88 percent and a drawdown of 38.81 percent. A drawdown is the percentage decrease in value from a peak to a trough, and a return is the percentage increase in value over a period of time. The results are as follows: for the first scenario, there were 24 trades with a win rate of 45.83 percent, a mean trade of 3.31 percent, an average win of 16.24 percent, and an average loss of -7.63 percent. For the second scenario, there were 6 trades with a win rate of 66.67 percent, a mean trade of 3.27 percent, an average win of 5.48 percent, and an average loss of -1.13 percent. For the third scenario, there were 24 trades with a win rate of 45.83 percent, a mean trade of 3.08 percent, an average win of 15.92 percent, and an average loss of -7.78 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 based on historical data with a current-universe bias, missing bars reindexed, and no entry-bar exit, using ideal intrabar stops, but not live 15-minute data. Every cell was retained. The experiment tested three scenarios: one starting on January 1, 2026, with a slip of 0.001, one starting on January 1, 2024, with a slip of 0.002, and one starting on January 1, 2026, with a slip of 0.002. The results were as follows: for the first scenario, the return was -17.6149 percent, the drawdown was 25.5604 percent, there were 5 trades, the win rate was 20 percent, the mean trade was -3.5591 percent, the average win was 9.4966 percent, and the average loss was -6.823 percent. For the second scenario, the return was 90.594 percent, the drawdown was 17.2591 percent, there were 12 trades, the win rate was 58.3333 percent, the mean trade was 6.628 percent, the average win was 18.2815 percent, and the average loss was -9.6869 percent. For the third scenario, the return was -18.2572 percent, the drawdown was 25.8448 percent, there were 5 trades, the win rate was 20 percent, the mean trade was -3.7121 percent, the average win was 9.2778 percent, and the average loss was -6.9596 percent. 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 based on historical data with a current-universe bias, missing bars reindexed, and no entry-bar exit, using ideal intrabar stops, but not live 15-minute data. Every cell was retained. The experiment included three scenarios: one starting on 2024-01-01 with a 20-day timeframe, one starting on 2026-01-01 with a 20-day timeframe, and one starting on 2024-01-01 with a 30-day timeframe. The results for each scenario are as follows: for the first scenario, the return was 40.69%, the drawdown was 24.17%, there were 16 trades, the win rate was 37.5%, the mean trade was 3.15%, the average win was 21.26%, and the average loss was -7.71%. For the second scenario, the return was -19.42%, the drawdown was 27.43%, there were 6 trades, the win rate was 16.67%, the mean trade was -3.34%, the average win was 9.28%, and the average loss was -5.87%. For the third scenario, the return was 91.80%, the drawdown was 17.27%, there were 12 trades, the win rate was 58.33%, the mean trade was 6.67%, the average win was 18.30%, and the average loss was -9.61%. 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 shown for three different scenarios. The return, drawdown, win rate, and mean trade are given as percentages. The historical current-universe bias was considered, 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 retained. The results are as follows: for ETH 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 -2.97 percent, the drawdown was 23.47 percent, the win rate was 60 percent, and the mean trade was -0.35 percent. For ETH 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 42.24 percent, the drawdown was 23.81 percent, the win rate was 37.5 percent, and the mean trade was 3.22 percent. For ETH 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 -18.71 percent, the drawdown was 27.01 percent, the win rate was 16.67 percent, and the mean trade was -3.20 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 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 trading. Every cell was retained. The experiment had the following results: for ETH with a daily time frame, a leverage of 15, and a slip of 0.001 starting on 2024-01-01, the return was 44.31 percent, the drawdown was 42.57 percent, there were 21 trades, the win rate was 38.10 percent, the mean trade was 2.81 percent, the average win was 19.55 percent, and the average loss was -7.49 percent. For ETH with the same parameters but starting on 2026-01-01, the return was -2.21 percent, the drawdown was 23.33 percent, there were 5 trades, the win rate was 60 percent, the mean trade was -0.19 percent, the average win was 5.16 percent, and the average loss was -8.22 percent. For ETH with a daily time frame, a leverage of 15, and a slip of 0.002 starting on 2024-01-01, the return was 19.84 percent, the drawdown was 42.84 percent, there were 20 trades, the win rate was 35 percent, the mean trade was 2.04 percent, the average win was 20.81 percent, and the average loss was -8.07 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen trail rule that allows for a 2R trail. 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 used, but not in live 15-minute mode. Every cell was retained. The experiment included the following results: for Bitcoin with an hourly time frame, a leverage of 30, a slip of 0.001, and a start date of 2026-01-01, the return percentage was 4.183583831323312, the drawdown percentage was 11.501818737537517, the number of trades was 5, the win rate was 60, the mean trade was 1.0066872145717132, the average win was 5.29592625307099, and the average loss was -5.427171343177201. For Bitcoin with an hourly time frame, a leverage of 30, a slip of 0.002, and a start date of 2024-01-01, the return percentage was -49.546368425376144, the drawdown percentage was 50.10669044073205, the number of trades was 21, the win rate was 28.57142857142857, the mean trade was -2.7593091741072766, the average win was 10.056878647443785, and the average loss was -7.885784302727703. For Bitcoin with an hourly time frame, a leverage of 30, a slip of 0.002, and a start date of 2026-01-01, the return percentage was -5.832384513976329, the drawdown percentage was 11.586002078075918, the number of trades was 5, the win rate was 40, the mean trade was -0.3119314225586334, the average win was 7.165463526088245, and the average loss was -5.296861388323219. 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. The experiment used 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 consisted of three tests with the following results: for Bitcoin with an hourly time frame, a leverage of 20, a slip of 0.002, and a start date of 2024-01-01, the return was -37.36 percent, the drawdown was 39.35 percent, there were 24 trades, the win rate was 29.17 percent, the mean trade was -1.43 percent, the average win was 12.32 percent, and the average loss was -7.10 percent. For Bitcoin with an hourly time frame, a leverage of 20, a slip of 0.002, and a start date of 2026-01-01, the return was 6.79 percent, the drawdown was 13.39 percent, there were 6 trades, the win rate was 50 percent, the mean trade was 1.25 percent, the average win was 5.98 percent, and the average loss was -3.48 percent. For Bitcoin with an hourly time frame, a leverage of 30, a slip of 0.001, and a start date of 2024-01-01, the return was -48.62 percent, the drawdown was 49.24 percent, there were 21 trades, the win rate was 28.57 percent, the mean trade was -2.68 percent, the average win was 10.11 percent, and the average loss was -7.80 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done without a frozen trail rule that allows for a 2R trail. The results are shown as return, drawdown, and win rate in percent. The data is based on historical current-universe bias, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were used, but not in live 15-minute mode. Every cell was retained. The results are as follows: for BTC with an hourly time frame, a length of 15, a slip of 0.002, and a start date of 2026-01-01, the return percentage was 6.59, the drawdown percentage was 13.55, the number of trades was 6, the win rate was 50, the mean trade was 1.21, the average win was 5.53, and the average loss was -3.12. For BTC with an hourly time frame, a length of 20, a slip of 0.001, and a start date of 2024-01-01, the return percentage was -35.87, the drawdown percentage was 37.86, the number of trades was 24, the win rate was 29.17, the mean trade was -1.34, the average win was 12.33, and the average loss was -6.97. For BTC with an hourly time frame, a length of 20, a slip of 0.001, and a start date of 2026-01-01, the return percentage was 9.76, the drawdown percentage was 12.87, the number of trades was 6, the win rate was 50, the mean trade was 1.72, the average win was 6.72, and the average loss was -3.28. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202