A news scan found the headline 'BTC/USD C91104 full-native daily/daily train trail1 slip10'. This refers to a trading strategy for Bitcoin priced in US dollars. Coverage attribution control means the system checks the quality of the data it uses. It keeps daily data even if hourly data is incomplete. The strategy uses specific rules, including a high and low price from the last 20 days, a measure of price movement called 2ATR14, and a fixed target of 10 basis points. It also credits fees of 25 basis points and has a 20-day timeout. The system checks for the next timestamp open and uses a 2ATR trail if enabled. The strategy was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026, with a holdout period starting at 00:00 UTC. The results show a return of 1.42382836467696, a drawdown of 32.37283864953383, and a win rate of 44.44444444444444. The average win was 9.902346958178532 and the average loss was 6.868470797292406. There were no instances of zero volume entries or exits. The wealth returns match those of vectorbt at a precision of 1e-10, with no fictitious missing hour fills.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A news scan found the headline 'BTC/USD C91104 full-native daily/daily train trail0 slip20'. This is a report about a trading strategy for Bitcoin, symbol BTC. The strategy controls how it uses data, keeping daily data even if hourly data is incomplete. It uses specific rules, including a high and low price range, a measure of price volatility called 2ATR14, and a fixed target for profits. The strategy also credits fees of 25 basis points and has a 20-day timeout. It checks for the next open time and uses a trailing stop, called 2RBE, if enabled. The strategy was trained on data from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of 5.8585%, a drawdown of 28.7457%, and a win rate of 44.4444%. The average win was 10.8178% and the average loss was 7.0545%. There were no instances of zero volume entries or exits. The results match another system, vectorbt, to a high degree of accuracy, with no missing hourly data fills.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A news scan found the headline 'BTC/USD C91104 full-native daily/daily train trail0 slip10'. This is a report about a trading system for Bitcoin, symbol BTC. Coverage attribution control means the system keeps daily data even if hourly data is incomplete. The system uses specific rules, including a high and low price from the last 20 days, a 14-day average true range, and a target of 10 basis points. It also credits fees of 25 basis points and has a 20-day timeout. The system checks for the next timestamp open and uses a 2 ATR trail, which is a risk management strategy that means 'average true range', a measure of price volatility. The system was trained from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The results show a return of 9.7389%, a drawdown of 28.03%, and a win rate of 44.44%. The average win was 11.04% and the average loss was 6.87%. The results match another system called vectorbt with a high degree of accuracy, and there are no missing hour fills, which means no fictional or assumed data was used.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The experiment used a set of rules, including a 20 high and 10 low threshold, a 2 ATR (average true range, a measure of price volatility) threshold over 14 periods, and a fixed target of 10 basis points (a basis point is 0.01%) with 25 basis points credited for fees. The experiment also had a 20-day timeout and checked for the next timestamp open. An optional rule allowed for an additional 2R (two times the risk) entry with a 2 ATR trail. The results were matched over a 24-hour period, which included daily gaps and a 20-day window. The results showed a return of -0.03436140410403299, a drawdown of 25.12900454292285, and a win rate of 33.33333333333333 over 6 samples. The average win was 13.522730106693082 and the average loss was 6.071763363952062. There were no entries or exits with zero volume. The results were reconciled with Tradewealth and vectorbt, a backtesting framework, within a margin of 1e-10, and any non-executable quotes were marked as such.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed, training from 2024 to 2025 and reusing data from January 1, 2026, to September 11, 2026. The experiment used a strategy with 20 high and 10 low parameters, 2 ATR (Average True Range, a measure of price volatility) over 14 periods, a fixed net target of 3R (a risk-reward ratio) with a 10 basis point target, and credited fees of 25 basis points. It also had a 20-day timeout and checked for next timestamp open, with an optional 2RBE (Risk-Reward Ratio) entry and 2 ATR trail. The experiment matched data over 24 hours, using masks for daily gaps and 20-day windows, but did not exactly replicate the prior strategy. The results showed a return of 1.1725, a drawdown of 24.5276, and a win rate of 33.3333, based on a sample of 6 trades, with a mean of 0.6609, average win of 13.7500, and average loss of 5.8837. The trade wealth was reconciled using vectorbt, a backtesting library, within a margin of 1e-10, and marked non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed, training from 2024 to 2025 and reusing data from January 1, 2026, to September 11, 2026. The experiment used a strategy with 20 high and 10 low parameters, and a 2 ATR, which means Average True Range, a measure of price volatility, over 14 periods. The strategy had a fixed target of 3 times the risk, with fees of 25 basis points, which is a measure of the cost of trading, credited. The experiment also had a 20-day timeout and checked for the next timestamp open. The results showed a return of -3.712098217645865, a drawdown of 25.12900454292285, and a win rate of 33.33333333333333, based on a sample of 6 trades. The average win was 11.529782403440825 and the average loss was 6.071763363952062. There were no trades with zero volume entries or exits. The results were reconciled with Tradewealth and vectorbt, a trading software, within a small margin of error of 1e-10, and unexecutable quotes were marked.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed, training from 2024 to 2025 and testing from January 1, 2026, to September 11, 2026. The experiment used a strategy with 20 high and 10 low parameters, a 2 average true range over 14 periods, a net 3 risk-to-reward ratio with a fixed 10 basis point target, and 25 basis point credited fees. The experiment also had a 20-day timeout and checked for the next timestamp open. The results showed a return of -2.5497%, a drawdown of 24.5276%, and a win rate of 33.3333%. The average win was 11.7531% and the average loss was 5.8837%. This experiment used an aggregate signal and hourly execution, with a 10 basis point slip. A technical analysis term, average true range, refers to a measure of price volatility. The results were matched over a 24-hour period, using daily gap and 20-day window masks, but did not exactly replicate a prior strategy. The trade wealth was reconciled within a very small margin of error, and unexecutable quotes were marked.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy used a 20 high and 10 low setting, with a 2 ATR 14, which means two times the average true range over 14 periods, and a fixed 10 basis point target, with 25 basis points credited for fees. The strategy also had a 20-day timeout and checked for the next timestamp open, with an optional 2RBE, or two times risk-based entry, and a 2 ATR trail, which means two times the average true range. The experiment used a 24-hour matching system to mask daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results of the experiment were as follows: the symbol was SOL, the source was aggregate, the signal was rolling, the execution was hourly, and the part was train, with a trail, and a 20 basis point slip. The return was -2.839718559401061, the drawdown was 33.774379994765155, the win rate was 33.33333333333333, the sample size was 12, the mean was 0.3512082539080993, the average win was 14.701302395699972, the average loss was 6.823838816987838, and there were 4 zero volume entries and 3 zero volume exits. The trade wealth was reconciled using vectorbt, which is a backtesting library, within a margin of 1e-10, and marks not executable quotes, which means that quotes that cannot be executed are marked as such.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy had 20 high and 10 low settings, with a 2 average true range over 14 periods, a fixed 3 to 1 risk to reward ratio, a 10 basis point target, and 25 basis point credited fees. It also had a 20-day timeout and checked for the next timestamp open. An optional setting allowed for a 2 risk to reward entry with a 2 average true range trail. The strategy matched trades over 24 hours, considering daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the symbol SOL showed a return of -0.479658863712773, a drawdown of 32.97488330301718, and a win rate of 33.33333333333333, based on a sample of 12 trades, with a mean of 0.5521119759454046. The average win was 14.930935092453524 and the average loss was 6.637299582308655. There were 4 entries and 3 exits with zero volume. The trade wealth was reconciled using vectorbt, with a tolerance of 1e-10, and non-executable quotes were marked.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using SOL/USD data was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The experiment used a strategy with 20 high and 10 low parameters, 2 ATR (Average True Range, a measure of price volatility) with a 14 period, a net target of 3R (three times the risk), a fixed 10 basis point target, 25 basis point credited fees, and a 20 day timeout. The strategy also included next timestamp open checks and an optional 2R (two times the risk) entry with a 2 ATR trail. The experiment matched data over a 24 hour period, using masks to account for daily gaps and a 20 day window. The results showed a return of -8.642814072690053, a drawdown of 40.02216881774834, and a win rate of 33.33333333333333, based on a sample of 12 trades with a mean of 0.35221724686680667. The average win was 19.60356112133901 and the average loss was 9.273454690369293. There were 5 entries and 3 exits with zero volume. The results were reconciled with Tradewealth and vectorbt, with a tolerance of 1e-10, and marked non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy had 20 high and 10 low parameters, with a 2 ATR (Average True Range, a measure of price volatility) 14 setting, a fixed 3R target with 10 basis points, and 25 basis points credited for fees. It also had a 20-day timeout and next timestamp open checks, with an optional 2RBE (Risk-Reward Ratio, a measure of potential profit) entry and 2 ATR trail. The experiment matched trades over 24 hours, using daily gap and 20-day window masks, but did not exactly replicate the prior strategy. The results for the SOL symbol were: a return of -6.42%, a drawdown of 39.05%, a win rate of 33.33%, and a sample size of 12 trades. The mean return was 0.55%, with an average win of 19.84% and an average loss of 9.09%. There were 5 zero-volume entries and 3 zero-volume exits. The trade results were reconciled with vectorbt, a trading software, within a 1e-10 margin, and non-executable quotes were marked.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed, training from 2024 to 2025 and reusing the data from January 1, 2026, to September 11, 2026, for testing. The experiment used a strategy with 20 high and 10 low parameters, and a 2 ATR, which stands for Average True Range, a measure of price volatility, with 14 days of data. The goal was to achieve a net return of 3 times the risk, with a fixed target of 10 basis points, and fees of 25 basis points. The experiment also had a 20-day timeout and checked for the next timestamp open. Additionally, there was an optional feature to add 2 times the risk to the entry point, with a 2 ATR trail. The results were matched over a 24-hour period, using daily gap and 20-day window masks. The results showed a return of 3.1514, a drawdown of 25.129, and a win rate of 33.33. The average win was 13.5227 and the average loss was 5.3279. A news scan found the data line with the following information: a trade wealth reconciliation using vectorbt, a backtesting library, showed that the results were accurate within a very small margin of error, and marked some quotes as not executable.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy used a 20 high and 10 low setting, with a 2 ATR, which stands for Average True Range, a measure of price volatility, set to 14. The goal was to make a net return of 3 times the initial investment, with a fixed target of 10 basis points, which is a unit of measurement for interest rates and investment returns, and credited fees of 25 basis points. The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it used an optional 2 times risk-based entry with a 2 ATR trail. The experiment matched the full 24-hour period, masking daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results of the experiment are as follows: the symbol used was SOL, the source was aggregate, the signal was based on a calendar, and the execution was hourly, with the experiment being part of a holdout, which means it was set aside for testing. The trail, which refers to a type of stop-loss order, was set to true, and the slip, which refers to the difference between the expected and actual price of a trade, was set to 10 basis points. The return was 4.39667611507949, the drawdown, which is the peak-to-trough decline in value, was 24.5276328968001, and the win rate was 33.33333333333333. The sample size was 6, the mean return was 1.1577019031948577, the average win was 13.7500032946408, and the average loss was 5.138448792528114. There were no zero-volume entries or exits, and the results were reconciled with Tradewealth and vectorbt, which are trading platforms, within a margin of 1e-10, which is a very small number, and marks not executable quotes, which means that some quotes were not able to be executed.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment to measure the performance of a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy used a 20-day high and 10-day low, with a 2 ATR (Average True Range, a measure of price volatility) 14-day setting, a fixed 3R (a measure of return) target of 10 basis points, and credited fees of 25 basis points. It also had a 20-day timeout and checked for the next timestamp open. The strategy allowed for an optional 2R (a measure of return) buy or entry with a 2 ATR trail. The experiment matched the full 24-hour period, using daily gap and 20-day window masks, but did not exactly replicate the prior strategy. The results for the SOL symbol, using an aggregate source and calendar signal with hourly execution, showed a return of -0.6435, a drawdown of 25.13, and a win rate of 33.33. The sample size was 6, with a mean of 0.2913, an average win of 11.53, and an average loss of 5.33. There were no zero-volume entries or exits. The results were reconciled with Tradewealth and vectorbt, with a tolerance of 1e-10, and marked non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment was completed on February 25, 2024, and reused from January 1, 2026, to September 11, 2026. The experiment used a strategy with 20 high and 10 low parameters, 2 average true range over 14 days, a fixed net target of 3R and 10 basis points, and credited fees of 25 basis points. It also had a 20-day timeout and checked for the next timestamp open. The strategy allowed for an optional 2R trailing stop with 2 average true range and entry 2 average true range trail. The experiment matched the full 24 hours, using daily gap and 20-day window masks, but did not exactly replicate the prior strategy. The results for the symbol SOL, using an aggregate source, calendar signal, and hourly execution, with a holdout part, no trail, and a 10 basis point slip, were: a return of 0.5559, a drawdown of 24.53, a win rate of 33.33, a sample size of 6, a mean of 0.4921, an average win of 11.7531, and an average loss of 5.1384. There were no zero volume entries or exits. The trade wealth reconciles with vectorbt within a margin of 1e-10, and marks quotes that are not executable.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed, training from 2024 to 2025 and reusing data from January 1, 2026, to September 11, 2026, with a holdout period starting at 00 UTC. The experiment used 20 high and 10 low values, with a 2 ATR (Average True Range, a measure of price volatility) of 14, a fixed net target of 3R (a risk-reward ratio), and credited fees of 25 basis points (a unit of measurement for interest rates). It also had a 20-day timeout and checked for next timestamp open, with an optional 2RBE (a type of risk management) and entry 2ATR trail. The experiment matched data over a full 24-hour period, using masks to account for daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results showed a return of 19.095789114810245, a drawdown of 31.93026465423815, and a win rate of 41.66666666666667, based on a sample of 12 trades, with a mean of 2.0154776280579814, an average win of 13.555524409177577, and an average loss of 6.227412929884587. There were 4 zero-volume entries and 3 zero-volume exits. The trade wealth was reconciled using vectorbt, a backtesting library, within a tolerance of 1e-10, and marks were made for quotes that were not executable.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment to understand how a trading strategy works was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy had 20 high and 10 low points, with a 2 ATR, which stands for Average True Range, a measure of price movement, of 14. It had a fixed target of 10 basis points, which is a unit of measurement for interest rates and investment returns, and fees of 25 basis points were credited. The strategy also had a 20-day timeout and checks for the next timestamp open. Additionally, there was an optional 2RBE, or Risk-Reward Ratio, entry with a 2 ATR trail. The experiment matched the full 24-hour period, including daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results of the experiment are as follows: the symbol used was SOL, the source was aggregate, the signal was based on a calendar, and the execution was hourly. The experiment was part of a train trail with a slip of 10 basis points. The return was 21.988670523227118, the drawdown was 31.383521438842934, and the win rate was 41.66666666666667. The sample size was 12, the mean was 2.2197132273846325, the average win was 13.782863251515964, and the average loss was 6.03967964699489. There were 4 entries and 3 exits with zero volume. The results were reconciled with Tradewealth and vectorbt, and any non-executable quotes were marked.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy had 20 high and 10 low settings, with a 2 ATR (Average True Range, a measure of price volatility) 14 setting, a net 3R fixed target of 10 basis points, and credited fees of 25 basis points. There was a 20-day timeout and next timestamp open checks, with an optional 2RBE (Risk-Reward Ratio, a measure of potential profit versus potential loss) entry and 2 ATR trail. The experiment used a 24-hour matching system to mask daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the SOL symbol were: a return of -2.5615%, a drawdown of 36.44%, a win rate of 33.33%, and a sample size of 12. The mean return was 0.7979, the average win was 19.18, and the average loss was 8.39. There were 4 zero-volume entries and 3 zero-volume exits. The results were reconciled with Tradewealth and vectorbt, with a margin of error of 1e-10, and marked non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy had 20 high and 10 low parameters, with a 2 ATR (Average True Range, a measure of price volatility) of 14, a fixed net target of 3R (a risk-reward ratio), and fees of 25 basis points (a unit of measurement for interest rates). The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it had an optional 2RBE (Risk-Reward Ratio Entry) and a 2 ATR trail (a type of stop-loss order). The experiment used a 24-hour matching mask to account for daily gaps and a 20-day window. The results showed a return of -0.1947, a drawdown of 35.55, and a win rate of 33.33. The average win was 19.42 and the average loss was 8.21. There were 4 entries and 3 exits with zero volume. The trade wealth was reconciled using vectorbt, a backtesting library, with a precision of 1e-10, and marked non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed, training from 2024 to 2025 and then using the trained model from January 1, 2026, to September 11, 2026, at 00 UTC. The experiment used a strategy with 20 high and 10 low parameters, a 2 ATR (Average True Range, a measure of price volatility) 14 setting, a fixed 10 basis point target, 25 basis point credited fees, and a 20-day timeout. It also used next timestamp open checks and an optional 2RBE (Risk-Reward Ratio, a measure of potential profit versus potential loss) entry with a 2 ATR trail. The results were matched over a full 24-hour period, using daily and 20-day window masks, but did not exactly replicate the prior strategy. The results showed a return of -18.0026%, a drawdown of 23.8203%, and a win rate of 16.6667%. The average win was 7.8629 and the average loss was 5.2853. There were no zero-volume entries or exits. The trade results were reconciled with the vectorbt system, which showed that the results were accurate within a very small margin of error, and marked any quotes that were not executable.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed, training from 2024 to 2025 and reusing data from January 1, 2026, to September 11, 2026. The experiment used a strategy with 20 high and 10 low parameters, and a 2 ATR, which means Average True Range, a measure of price volatility, over 14 periods. The target was a fixed 10 basis points, with 25 basis points credited for fees, and a 20-day timeout. The strategy also included checks for the next timestamp open and an optional 2RBE, or Risk-Reward Ratio, entry with a 2 ATR trail. The results were matched over a 24-hour period, using masks for daily gaps and a 20-day window. The results showed a return of -17.01%, a drawdown of 23.05%, and a win rate of 16.67%. The sample size was 6, with a mean of -2.90, an average win of 8.08, and an average loss of 5.10. There were no zero-volume entries or exits. The results were reconciled with Tradewealth and vectorbt, a backtesting framework, within a margin of 1e-10, and non-executable quotes were marked.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using the SOL/USD currency pair was completed, training from 2024 to 2025 and testing from January 1, 2026, to September 11, 2026. The experiment used a strategy with a 20 high and 10 low, 2 average true range over 14 periods, a net 3 risk-to-reward ratio with a fixed 10 basis point target, and 25 basis point credited fees. It also had a 20-day timeout and checked for the next timestamp open, with an optional 2 risk-to-reward entry and 2 average true range trail. The experiment matched the full 24 hours, using masks for daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results showed a return of -7.7143164881623765%, a drawdown of 21.83641734827241%, and a win rate of 16.666666666666664%. The average win was 21.396607216314088% and the average loss was 5.285255456245153%. There were no zero-volume entries or exits. The trade wealth was reconciled using vectorbt, with a precision of 1e-10, and marked non-executable quotes.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy had 20 high and 10 low settings, with a 2 ATR 14, which means two times the average true range over 14 periods, a fixed 10 basis point target, and 25 basis point credited fees. It also had a 20-day timeout and next timestamp open checks, with an optional 2RBE, or two times risk-based entry, and a 2 ATR trail. The experiment used a 24-hour matching system to compare daily gaps and 20-day windows, but did not exactly replicate the prior strategy. The results for the SOL symbol showed a return of -6.600214443403041, a drawdown of 21.20859929831641, and a win rate of 16.666666666666664, based on a sample of 6 trades, with a mean of -0.6397559814327918, an average win of 21.639643953557464, and an average loss of 5.095635968430843. There were no trades with zero volume entries or exits, and the results were reconciled with Tradewealth and vectorbt, with a margin of error of 1e-10, and non-executable quotes were marked.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment to understand how a trading strategy works was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy had 20 high and 10 low points, with a risk management system called 2 ATR 14, which means two times the average true range over 14 periods, a fixed target of 10 basis points, and fees of 25 basis points. The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it had an optional feature to adjust the entry point by 2 times the risk budget, and the stop-loss was set to 2 ATR trail, which is a type of stop-loss that moves based on market volatility. The experiment used a full 24-hour matching system to compare daily and 20-day windows, but it did not exactly replicate the prior strategy. The results of the experiment are as follows: the symbol used was SOL, the source of the data was aggregate, the signal was daily, and the execution was hourly. The experiment was part of a training set, and it used a trail, which is a type of stop-loss. The slip, or the difference between the expected and actual price, was 20 basis points. The return on investment was 33.72541027639792%, the maximum drawdown, or loss, was 26.285362300914105%, and the win rate was 44.44444444444444%. The sample size was 9, the mean return was 4.560376996307249, the average win was 21.602333212054063, and the average loss was 9.073187976290205. There were 2 entries and 2 exits where the volume was zero. The results were reconciled with a system called vectorbt, which is a backtesting framework, and the difference was very small, within 1e-10. The system also marked some quotes as not executable, meaning they could not be traded.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A controlled experiment using past data from 2024 to 2025 for training and from 2026 January 1 to September 11 for testing was completed. The experiment used 20 high and 10 low values, with a 2 ATR (Average True Range, a measure of price volatility) of 14, a fixed net target of 3R (a measure of return), a 10 basis point target, credited fees of 25 basis points, and a 20-day timeout. It also included next timestamp open checks and an optional +2RBE (Risk-Reward Ratio, a measure of potential profit versus potential loss) entry with a 2 ATR trail. The experiment matched data over 24 hours, considering daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the SOL symbol were as follows: a return of 36.154267464458044, a drawdown of 25.98991255517713, a win rate of 44.44444444444444, a sample size of 9, a mean of 4.769707499464033, an average win of 21.845781813977318, an average loss of 8.891151952146595, 2 zero volume entries, and 2 zero volume exits. The trade results were reconciled with vectorbt, a backtesting library, within a margin of 1e-10, and non-executable quotes were marked.
https://runway.adityaperswal.workers.dev/data/crypto-bars