Notes

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, or Average True Range, which is a measure of price volatility, over 14 periods. The goal was to achieve a net return of 3 times the risk, with a fixed target of 10 basis points, or 0.1%, and credited fees of 25 basis points, or 0.25%. The experiment also included a 20-day timeout and checks for the next timestamp open, with an optional 2 times risk entry and 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 included a return of 25.568%, a drawdown of 30.782%, and a win rate of 44.444%. The experiment also tracked the average win and loss, as well as the number of zero volume entries and exits. A news scan found the trade data: a JSON object with the symbol SOL, source aggregate, signal daily, execution hourly, part train, trail false, slip bp 20, and various return and drawdown metrics. 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 had 20 high and 10 low points, with a 2 ATR, or average true range, of 14, which is a measure of price volatility. The net return was fixed at 3R, with a 10 basis point target, and fees were credited at 25 basis points. The experiment had a 20-day timeout and checked for next timestamp open. It also had an optional 2R, or two times return, buy or entry with a 2 ATR trail, which is a type of stop-loss order. The experiment matched daily and hourly data, with a 24-hour mask that matched daily gaps and a 20-day window. The results were: symbol SOL, source aggregate, signal daily, execution hourly, part train, trail false, slip 10 basis points, return 27.848702416100224, drawdown 30.504611998351926, win rate 44.44444444444444, sample 9, mean 3.9943534403875463, average win 20.101235181055223, average loss 8.891151952146595, zero volume entries 2, and zero volume exits 2. The results were reconciled with Tradewealth and vectorbt, with a margin of error of 1e-10, and marked any 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 is a measure of price movement, and a fixed target of 10 basis points, with fees of 25 basis points. The experiment also had a 20-day timeout and checked for the next timestamp open. The results showed a return of 5.9759%, a drawdown of 21.01%, and a win rate of 20%. The average win was 26.81% and the average loss was 4.35%. The experiment used a daily signal and daily execution, and the results were matched using a 24-hour window. The symbol used was SOL, which is a type of cryptocurrency, and the source was an aggregate of data. The trail, which refers to a type of stop-loss order, was set to true, and the slip in basis points was 20. The results were reconciled with another system called vectorbt, which is a backtesting framework, 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 parameters including a 20 high and 10 low, 2 ATR (Average True Range, a measure of price volatility) with a 14-day period, a fixed target of 10 basis points (0.1%) with 25 basis points credited as fees, and a 20-day timeout. It also included checks at the next timestamp open and an optional 2RBE (Risk-Reward Ratio, a measure of potential profit versus potential loss) entry with a 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 (Solana) symbol showed a return of 7.041%, a drawdown of 20.455%, and a win rate of 20%. The sample size was 5, with a mean of 2.0845, an average win of 27.0656, and an average loss of 4.1607. There were no entries or exits with zero volume. The results were reconciled with Tradewealth and vectorbt, a backtesting library, within a small margin of error (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 reusing data 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. It also had a 20-day timeout and checked for the next timestamp open. The strategy allowed for an optional 2 risk-to-reward entry with a 2 average true range 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 showed a return of 5.9759%, a drawdown of 21.01%, and a win rate of 20%. The sample size was 5, with a mean of 1.8806, an average win of 26.81, and an average loss of 4.35. There were no zero-volume entries or exits. The trade wealth reconciles with vectorbt within a 1e-10 margin, marking non-executable quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment using a trading strategy was completed from January 1, 2026, to September 11, 2026. The strategy used a 20-day high and 10-day low, with a 14-day average true range, a fixed 10 basis point target, and 25 basis point credited fees. The experiment had a 20-day timeout and checked for the next timestamp open. The results showed a 7.04% return and a 20.46% drawdown, with a 20% win rate. The average win was 27.07% and the average loss was 4.16%. The symbol used was SOL, with a daily signal and daily execution, and a 10 basis point slip. The results were matched using a 24-hour window and a 20-day window, but did not exactly replicate the prior strategy. A news scan found the trade results in a JSON format. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment to test trading strategies 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-day high and 10-day low, a 14-day average true range, a fixed target of 10 basis points, and fees of 25 basis points. The experiment also included a 20-day timeout and checks at the next timestamp open. The results showed a return of 26.93%, a drawdown of 27.31%, and a win rate of 44.44%. The average win was 21.54% and the average loss was 9.96%. The experiment used a symbol called SOL, which is a type of cryptocurrency, and the results were based on daily signals and daily execution. The trail, which refers to a way of tracking price movements, was set to true and the slip, which refers to a small allowance for price movements, was set to 20 basis points. The results were matched to a 24-hour period and a 20-day window, but did not exactly replicate a prior strategy. A news scan found the data line showing the results of the experiment. 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 had a 20 high and 10 low, with a 2 ATR 14, which means a two times average true range over 14 days, and a net 3R fixed 10bp target, where 3R refers to three times the risk and 10bp is ten basis points. The experiment also had 25bp credited fees and a 20-day timeout. Next timestamp open checks were used, with an optional plus 2RBE, or two times risk-based entry, and a 2 ATR trail, which is a trailing stop loss. The experiment used a 24-hour matching mask to match daily gaps and a 20-day window. The results were: symbol SOL, source aggregate, signal daily, execution daily, part train, trail true, slip bp 10, return 29.233341536252123, drawdown 27.015173157137106, win rate 44.44444444444444, sample 9, mean 4.247835471963542, average win 21.78813950846822, average loss 9.7844077572402, zero volume entries 0, and zero volume exits 0. 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 using the SOL/USD currency pair was completed from 2024 to 2025 for training and reused from January 1, 2026, to September 11, 2026, with a holdout period. The experiment had 20 high and 10 low parameters, with a 2 ATR (Average True Range, a measure of price volatility) of 14, a net return of 3R fixed at 10 basis points, credited fees of 25 basis points, and a 20-day timeout. The next timestamp open checks were used, with an optional 2RBE (Risk-Reward Ratio, a measure of potential profit versus potential loss) entry and a 2 ATR trail. The experiment used a 24-hour matching mask to account for daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results showed a return of 18.9745%, a drawdown of 31.8616%, and a win rate of 44.4444%. The sample size was 9, with a mean of 3.2433, an average win of 19.7532, and an average loss of 9.9647. There were no zero-volume entries or exits. 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 January 1, 2024, to September 11, 2026, at 00 UTC. This experiment used a set of rules: it considered 20 highs and 10 lows, used a 14-day average true range, had a fixed target of 3 times the risk, credited fees of 25 basis points, and had a 20-day timeout. It also checked for the next timestamp open and had an optional feature to add 2 times the risk for entry with a 2 average true range 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 symbol SOL, which is a cryptocurrency, showed a return of 21.14%, a drawdown of 31.59%, and a win rate of 44.44%. The average win was 19.99% and the average loss was 9.78%. There were no instances where trades were entered or exited with zero volume. The trade wealth was reconciled using vectorbt, a backtesting library, with a precision of 1e-10, and it marked 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, a 14-day average true range, a net target of 3 times the risk, a fixed 10 basis point target, 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 2 times risk entry with a 2 times average true range 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 showed a return of 3.1514%, a drawdown of 25.129%, and a win rate of 33.33%. The sample size was 6, with a mean of 0.9556, an average win of 13.5227, and an average loss of 5.328. There were no zero volume entries or exits. The trade wealth was reconciled using 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 settings, with a 2 ATR 14, which means a 2 times 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, which means the strategy trailed the price by 2 times the average true range. The experiment used a 24-hour matching mask to match daily gaps and a 20-day window, but it did not exactly replicate the prior strategy. The results of the experiment were as follows: the symbol was SOL, the source was native matched, the signal was calendar based, and the execution was hourly. The experiment was part of a holdout, which means it was a test set, and it used a trail, which means it followed the price. The slip, or the difference between the expected and actual price, was 10 basis points. The return was 4.39667611507949, the drawdown, or the maximum loss, 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, which means that all trades were executed with volume. The results were reconciled with Tradewealth and vectorbt, which means they were checked for accuracy, and any 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 data from January 1, 2026, to September 11, 2026. The experiment used a strategy with 20 high and 10 low parameters, a 2 ATR (Average True Range, a measure of price volatility) of 14, a net target of 3R (a risk-reward ratio) fixed at 10 basis points, 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 entry 2ATR trail. The experiment matched the full 24 hours, masking daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results 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 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 stands for Average True Range, a measure of price volatility, set at 14. The goal was to achieve a net return of 3 times the risk, with a fixed target of 10 basis points, and crediting fees of 25 basis points. The experiment had a 20-day timeout and checked for the next timestamp open. It also had an optional feature to add 2 times the risk to the entry point, with a 2 ATR trail. The results were matched using a 24-hour mask to account for daily gaps and a 20-day window. The results showed a return of 0.5559, a drawdown of 24.53, and a win rate of 33.33. The average win was 11.75 and the average loss was 5.14. There were no instances of zero volume entries or exits. The trade wealth was reconciled using vectorbt, a backtesting framework, within a margin of 1e-10, and marked 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, 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 2R (two times risk) BE (breakeven) and entry 2 ATR trail. The experiment matched the full 24 hours, masking daily gaps and 20-day windows, 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%. A news scan found the trade details: symbol SOL, source native_matched, signal calendar, execution hourly, part train, trail true, slip_bp 20. The trade wealth reconciles with vectorbt within a small margin of error, and marks quotes that are not executable. 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, with a holdout period. The experiment used 20 high and 10 low values, 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. A basis point is a unit of measurement, equal to 0.01%. The experiment also had a 20-day timeout and next timestamp open checks, with an optional 2RBE, or risk-based entry, and a 2 ATR trail. The results were matched over a 24-hour period, using masks to account for daily gaps and a 20-day window. The results do not exactly replicate the prior strategy. The trade results for the symbol SOL, using a native matched signal and calendar signal, with hourly execution, are as follows: return of 21.988670523227118%, drawdown of 31.383521438842934%, win rate of 41.66666666666667%, sample size of 12, mean of 2.2197132273846325, average win of 13.782863251515964, average loss of 6.03967964699489, zero volume entries of 4, and zero volume exits of 3. The trade wealth reconciles with vectorbt within a small margin of error, 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. The experiment used a strategy with 20 high and 10 low parameters, a 2 ATR (Average True Range, a measure of price volatility) 14 period, a net 3R 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. An optional 2RBE (Risk-Reward Ratio, a measure of potential profit) entry with a 2 ATR trail was used. The experiment matched the full 24-hour period, masking daily gaps and 20-day windows, but did not exactly replicate the prior strategy. The results showed a return of -2.5615%, a drawdown of 36.44%, and a win rate of 33.33%. The sample size was 12, with a mean of 0.7979, an average win of 19.18, and an average loss of 8.39. There were 4 zero-volume entries and 3 zero-volume exits. The trade wealth was reconciled using vectorbt, a backtesting library, within a 1e-10 margin, 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 January 1, 2024, to September 11, 2026, at 00 UTC. The strategy had 20 high and 10 low settings, with a 2 ATR (Average True Range, a measure of price movement) of 14, a net target of 3R (a measure of return) fixed at 10 basis points, fees credited at 25 basis points, and a 20-day timeout. The strategy also included checks at the next timestamp open and an optional 2RBE (Risk-Reward Ratio, a measure of potential profit versus potential loss) entry with a 2 ATR trail. The experiment matched the full 24 hours, which hides daily gaps and 20-day windows, and did not exactly replicate the prior strategy. The results for the symbol SOL, which is a type of cryptocurrency, were as follows: a return of -0.1947, a drawdown of 35.55, a win rate of 33.33%, a sample size of 12, a mean of 0.9997, an average win of 19.42, an average loss of 8.21, 4 entries with zero volume, and 3 exits with zero volume. The trade wealth was reconciled with vectorbt, a trading software, within a very small margin of error, and marked 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, a 14-day average true range, 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. The strategy allowed for an optional 2RBE entry and a 2ATR trail. The results showed a full 24-hour matching, with a daily gap and 20-day window, but did not exactly replicate the prior strategy. The trade results were as follows: the symbol was SOL, the source was native matched, the signal was daily, the execution was hourly, and the part was holdout, with a trail and a 20 basis point slip. The return was -18.002608279099086, the drawdown was 23.820342515733383, the win rate was 16.666666666666664, the sample size was 6, the mean was -3.093889525184462, the average win was 7.862940130118989, and the average loss was 5.285255456245153. There were no zero volume entries or exits. The trade wealth was reconciled using vectorbt, with a tolerance 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, with training data from 2024-25 and a holdout period from January 1, 2026, to September 11, 2026. The experiment used a strategy with 20 high and 10 low parameters, a 14-day average true range, 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. The strategy allowed for an optional 2RBE entry and a 2ATR trail. The experiment matched daily and hourly data, with a 24-hour matching mask that accounted 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 average win was 8.08% and the average loss was 5.10%. The experiment had 6 samples and a mean of -2.90%. The trade wealth was reconciled using vectorbt, which is a backtesting framework, and marks were made for quotes that were not executable, meaning they could not be traded. A news scan found the data line with the following details: symbol SOL, source native_matched, signal daily, execution hourly, part holdout, trail true, slip_bp 10. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment for the SOL/USD trade was completed, using data from 2024-25 for training and from January 1, 2026, to September 11, 2026, for testing. The experiment used a strategy with 20 high and 10 low parameters, and a risk management system called ATR, which stands for Average True Range, a measure of price volatility. The strategy aimed to make a 3% return, with a 10% target and 25% credited fees. It also had a 20-day timeout and checked for the next timestamp open. Additionally, it used an optional system called RBE, which stands for Risk Balance Equation, to manage risk. The experiment used a 24-hour matching system to replicate daily and 20-day market trends, but did not exactly replicate the prior strategy. The results showed a return of -7.71%, a drawdown of 21.84%, and a win rate of 16.67%. The average win was 21.40% and the average loss was 5.29%. A news scan found the trade data: a JSON object with details about the trade, including symbol, source, signal, execution, and performance metrics. 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 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 checked for the next timestamp open. The strategy allowed for an optional 2 risk-to-equity entry with a 2 average true range trail. The experiment matched the full 24-hour period, masking daily gaps and 20-day windows, but did not exactly replicate the prior strategy. The results showed a return of -6.600214443403041, a drawdown of 21.20859929831641, and a win rate of 16.666666666666664. The mean return was -0.6397559814327918, with an average win of 21.639643953557464 and an average loss of 5.095635968430843. There were no zero-volume entries or exits. The trade wealth reconciles with vectorbt within a 1e-10 margin, marking non-executable quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026, with a holdout period. The experiment used 20 high and 10 low values, with a 2 ATR, or Average True Range, which is a measure of price volatility, of 14, a fixed net target of 3R, and credited fees of 25 basis points, which is a unit of measurement for interest rates and fees. The experiment also had a 20-day timeout and checked for the next timestamp open, with an optional 2RBE, or Risk-Reward Ratio, entry and 2 ATR trail. The experiment matched daily and hourly data, but did not exactly replicate the prior strategy. The results of the experiment are as follows: the symbol was SOL, the source was native_matched, the signal was daily, the execution was hourly, and the part was train, with a trail of true and a slip of 20 basis points. The return was 33.72541027639792, the drawdown was 26.285362300914105, the win rate was 44.44444444444444, the sample size was 9, the mean was 4.560376996307249, the average win was 21.602333212054063, the average loss was 9.073187976290205, and there were 2 zero volume entries and 2 zero volume 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. The experiment used a strategy with 20 high and 10 low parameters, a 2 ATR (Average True Range, a measure of price volatility) 14 period, a net 3R 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 2RBE (Risk-Reward Ratio, a measure of potential profit versus potential loss) entry and 2 ATR trail. The experiment matched the full 24-hour period, masking daily gaps and 20-day windows, but did not exactly replicate the prior strategy. The results showed a return of 36.15%, a drawdown of 25.99%, and a win rate of 44.44%. The sample size was 9, with a mean of 4.77, an average win of 21.85, and an average loss of 8.89. There were 2 zero-volume entries and 2 zero-volume exits. The results were reconciled with Tradewealth and vectorbt, with marks not executable due to quotes not being executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment to understand how a trading strategy works was completed from January 1, 2024, to September 11, 2026. The strategy was tested using data from 2024 to 2025 and then applied to real market data from January 1, 2026, to September 11, 2026, at 00 UTC. The strategy used 20 high and 10 low values, with a 14-day average true range, a fixed target of 10 basis points, and 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 2RBE entry and a 2 ATR trail. The experiment matched the full 24-hour period, which included 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 native matched, the signal was daily, the execution was hourly, and the part was train, with no trail and a 20 basis point slip. The return was 25.568008276795574, the drawdown was 30.782038973833625, and the win rate was 44.44444444444444. The sample size was 9, the mean was 3.786572099285184, the average win was 19.86127219375442, and the average loss was 9.073187976290205. There were 2 zero volume entries and 2 zero volume exits. The trade wealth was reconciled with vectorbt within a 1e-10 margin, and marks were not executable quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars